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Sample records for fractional brownian motion

  1. Operator Fractional Brownian Motion and Martingale Differences

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    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.

  2. On some generalization of fractional Brownian motions

    International Nuclear Information System (INIS)

    Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

    2006-01-01

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

  3. Reflection Negative Kernels and Fractional Brownian Motion

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    Palle E. T. Jorgensen

    2018-06-01

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

  4. 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)

  5. 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.

  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. 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)

  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. 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.

  10. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

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

  11. 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.

  12. 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

  13. 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.

  14. 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

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

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    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.

  16. 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...

  17. 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.

  18. 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)

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

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    Di Pan

    2013-01-01

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

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

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    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.

  1. 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.

  2. 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.

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

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    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.

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

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    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.

  5. 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

  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. 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.

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

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    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. 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.

  10. On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

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    Yuliya Mishura

    2014-06-01

    Full Text Available We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process. The form of this representation is in general rather complicated. However, in the simplest case it can be simplified and we can discretize it to establish the a. s. convergence of the discretized version of maximum likelihood estimator to the true value of parameter. We also investigate a non-standard estimator of the drift parameter showing further its strong consistency. 

  11. 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.

  12. 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.

  13. 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)

  14. 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.

  15. 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...

  16. 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)

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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

  2. 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.

  3. 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.

  4. 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

  5. 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)

  6. 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.

  7. 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.

  8. 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

  9. 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)

  10. Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

    International Nuclear Information System (INIS)

    Garrido-Atienza, Maria J.; Kloeden, Peter E.; Neuenkirch, Andreas

    2009-01-01

    In this article we study the behavior of dissipative systems with additive fractional noise of any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the continuous stochastic system is shown to have a unique stationary solution, which pathwise attracts all other solutions. The same holds for the discretized stochastic system, if the drift-implicit Euler method is used for the discretization. Moreover, the unique stationary solution of the drift-implicit Euler scheme converges to the unique stationary solution of the original system as the stepsize of the discretization decreases

  11. 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.

  12. 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)

  13. 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...

  14. 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.

  15. 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.

  16. 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.

  17. 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)

  18. 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)

  19. 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%.

  20. Brownian motion in a flowing fluid revisited

    International Nuclear Information System (INIS)

    Ramshaw, J.D.

    1981-01-01

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

  1. 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)

  2. 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.

  3. 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.

  4. Dissipation and decoherence in Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-05-15

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

  5. 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.)

  6. 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...

  7. 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...

  8. 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

  9. 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.

  10. 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)

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. 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.

  16. 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.

  17. 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.

  18. 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)

  19. 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)

  20. 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.

  1. 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.

  2. 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.

  3. 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

  4. 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....

  5. 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.

  6. 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.

  7. 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

  8. 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.

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

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

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

  10. 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.

  11. 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-.

  12. On the Generalized Brownian Motion and its Applications in Finance

    DEFF Research Database (Denmark)

    Høg, Esben; Frederiksen, Per; Schiemert, Daniel

    This paper deals with dynamic term structure models (DTSMs) and proposes a new way to handle the limitation of the classical affine models. In particular, the paper expands the exibility of the DTSMs by applying generalized Brownian motions with dependent increments as the governing force...... of the state variables instead of standard Brownian motions. This is a new direction in pricing non defaultable bonds. By extending the theory developed by Dippon & Schiemert (2006a), the paper developes a bond market with memory, and proves the absence of arbitrage. The framework is readily extendable...

  13. 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...

  14. 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

  15. 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.

  16. 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

  17. 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)

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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)

  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. 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.

  6. 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)

  7. 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.

  8. 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.

  9. 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.

  10. 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...

  11. 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

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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)

  2. 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

  3. 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.

  4. 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)

  5. 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

  6. 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.

  7. 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 (

  8. 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)

  9. 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)

  10. 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

  11. 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)

  12. 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.

  13. 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.

  14. 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

  15. 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)

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. 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

  1. 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.

  2. 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)

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

    Directory of Open Access Journals (Sweden)

    Qing-Miao Nie

    2014-04-01

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

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

    Science.gov (United States)

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

    2014-04-01

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

  5. 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.

  6. 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.

  7. 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

  8. 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.

  9. 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)

  10. 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...

  11. 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).

  12. 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

  13. 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 ...

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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.

  2. 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.

  3. 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.)

  4. 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.

  5. 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

  6. 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.

  7. 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 ...

  8. 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 ...

  9. 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.

  10. 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.

  11. 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.

  12. 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

  13. 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

  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. 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)

  16. 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

  17. 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)

  18. 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.

  19. Stability Analysis and Application for Delayed Neural Networks Driven by Fractional Brownian Noise.

    Science.gov (United States)

    Zhou, Wuneng; Zhou, Xianghui; Yang, Jun; Zhou, Jun; Tong, Dongbing

    2018-05-01

    This paper deals with two types of the stability problem for the delayed neural networks driven by fractional Brownian noise (FBN). The existence and the uniqueness of the solution to the main system with respect to FBN are proved via fixed point theory. Based on Hilbert-Schmidt operator theory and analytic semigroup principle, the mild solution of the stochastic neural networks is obtained. By applying the stochastic analytic technique and some well-known inequalities, the asymptotic stability criteria and the exponential stability condition are established. Both numerical example and practical application for synchronization control of multiagent system are provided to illustrate the effectiveness and potential of the proposed techniques.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. Measurement of shoulder motion fraction and motion ratio

    International Nuclear Information System (INIS)

    Kang, Yeong Han

    2006-01-01

    This study was to understand about the measurement of shoulder motion fraction and motion ratio. We proposed the radiological criterior of glenohumeral and scapulothoracic movement ratio. We measured the motion fraction of the glenohumeral and scapulothoracic movement using CR (computed radiological system) of arm elevation at neutral, 90 degree, full elevation. Central ray was 15 .deg., 19 .deg., 22 .deg. to the cephald for the parallel scapular spine, and the tilting of torso was external oblique 40 .deg., 36 .deg., 22 .deg. for perpendicular to glenohumeral surface. Healthful donor of 100 was divided 5 groups by age (20, 30, 40, 50, 60). The angle of glenohumeral motion and scapulothoracic motion could be taken from gross arm angle and radiological arm angle. We acquired 3 images at neutral, 90 .deg. and full elevation position and measured radiographic angle of glenoheumeral, scapulothoracic movement respectively. While the arm elevation was 90 .deg., the shoulder motion fraction was 1.22 (M), 1.70 (W) in right arm and 1.31, 1.54 in left. In full elevation, Right arm fraction was 1.63, 1.84 and left was 1.57, 1.32. In right dominant arm (78%), 90 .deg. and Full motion fraction was 1.58, 1.43, in left (22%) 1.82, 1.94. In generation 20, 90 .deg. and Full motion fraction was 1.56, 1.52, 30' was 1.82, 1.43, 40' was 1.23, 1.16, 50' was 1.80, 1.28,60' was 1.24, 1.75. There was not significantly by gender, dominant arm and age. The criteria of motion fraction was useful reference for clinical diagnosis the shoulder instability

  5. 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.

  6. 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)

  7. 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

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. 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

  13. 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.

  14. 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.

  15. 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 .

  16. 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

  17. 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

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. Intra-fraction motion of larynx radiotherapy

    Science.gov (United States)

    Durmus, Ismail Faruk; Tas, Bora

    2018-02-01

    In early stage laryngeal radiotherapy, movement is an important factor. Thyroid cartilage can move from swallowing, breathing, sound and reflexes. The effects of this motion on the target volume (PTV) during treatment were examined. In our study, the target volume movement during the treatment for this purpose was examined. Thus, setup margins are re-evaluated and patient-based PTV margins are determined. Intrafraction CBCT was scanned in 246 fractions for 14 patients. During the treatment, the amount of deviation which could be lateral, vertical and longitudinal axis was determined. ≤ ± 0.1cm deviation; 237 fractions in the lateral direction, 202 fractions in the longitudinal direction, 185 fractions in the vertical direction. The maximum deviation values were found in the longitudinal direction. Intrafraction guide in laryngeal radiotherapy; we are sure of the correctness of the treatment, the target volume is to adjust the margin and dose more precisely, we control the maximum deviation of the target volume for each fraction. Although the image quality of intrafraction-CBCT scans was lower than the image quality of planning CT, they showed sufficient contrast for this work.

  13. 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.

  14. 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)

  15. 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.

  16. 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.

  17. 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

  18. 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.

  19. 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.

  20. 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

  1. 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)

  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. Inter-fraction variations in respiratory motion models

    Energy Technology Data Exchange (ETDEWEB)

    McClelland, J R; Modat, M; Ourselin, S; Hawkes, D J [Centre for Medical Image Computing, University College London (United Kingdom); Hughes, S; Qureshi, A; Ahmad, S; Landau, D B, E-mail: j.mcclelland@cs.ucl.ac.uk [Department of Oncology, Guy' s and St Thomas' s Hospitals NHS Trust, London (United Kingdom)

    2011-01-07

    Respiratory motion can vary dramatically between the planning stage and the different fractions of radiotherapy treatment. Motion predictions used when constructing the radiotherapy plan may be unsuitable for later fractions of treatment. This paper presents a methodology for constructing patient-specific respiratory motion models and uses these models to evaluate and analyse the inter-fraction variations in the respiratory motion. The internal respiratory motion is determined from the deformable registration of Cine CT data and related to a respiratory surrogate signal derived from 3D skin surface data. Three different models for relating the internal motion to the surrogate signal have been investigated in this work. Data were acquired from six lung cancer patients. Two full datasets were acquired for each patient, one before the course of radiotherapy treatment and one at the end (approximately 6 weeks later). Separate models were built for each dataset. All models could accurately predict the respiratory motion in the same dataset, but had large errors when predicting the motion in the other dataset. Analysis of the inter-fraction variations revealed that most variations were spatially varying base-line shifts, but changes to the anatomy and the motion trajectories were also observed.

  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. 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.

  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. 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)

  11. Tempered fractional calculus

    Energy Technology Data Exchange (ETDEWEB)

    Sabzikar, Farzad, E-mail: sabzika2@stt.msu.edu [Department of Statistics and Probability, Michigan State University, East Lansing, MI 48823 (United States); Meerschaert, Mark M., E-mail: mcubed@stt.msu.edu [Department of Statistics and Probability, Michigan State University, East Lansing, MI 48823 (United States); Chen, Jinghua, E-mail: cjhdzdz@163.com [School of Sciences, Jimei University, Xiamen, Fujian, 361021 (China)

    2015-07-15

    Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

  12. Tempered fractional calculus

    Science.gov (United States)

    Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua

    2015-07-01

    Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

  13. Tempered fractional calculus

    International Nuclear Information System (INIS)

    Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua

    2015-01-01

    Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series

  14. 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.

  15. 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.

  16. 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.

  17. 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

  18. 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)

  19. 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)

  20. Quantifying intra- and inter-fractional motion in breast radiotherapy

    Energy Technology Data Exchange (ETDEWEB)

    Jones, Scott, E-mail: scott.jones@health.qld.gov.au [Division of Cancer Services, Radiation Oncology Mater Centre, Princess Alexandra Hospital, Brisbane (Australia); Fitzgerald, Rhys [Division of Cancer Services, Princess Alexandra Hospital, Brisbane (Australia); Owen, Rebecca; Ramsay, Jonathan [Division of Cancer Services, Radiation Oncology Mater Centre, Princess Alexandra Hospital, Brisbane (Australia)

    2015-03-15

    The magnitude of intra- and inter-fractional variation in the set up of breast cancer patients treated with tangential megavoltage photon beams was investigated using an electronic portal imaging device (EPID). Daily cine-EPID images were captured during delivery of the tangential fields for ten breast cancer patients treated in the supine position. Measurements collected from each image included the central lung distance (CLD), central flash distance (CFD), superior axial measurement (SAM) and the inferior axial measurement (IAM). The variation of motion within a fraction (intra-fraction) and the variation between fractions (inter-fraction) was analysed to quantify set up variation and motion due to respiration. Altogether 3775 EPID images were collected from 10 patients. The effect of respiratory motion during treatment was <0.1 cm standard deviation (SD) in the anterior–posterior (AP) direction. The inter-fraction movement caused by variations in daily set up was larger at 0.28 cm SD in the AP direction. Superior–inferior (SI) variation was more difficult to summarise and proved unreliable as the measurements were taken to an ambiguous point on the images. It was difficult to discern true SI movement from that implicated by AP movement. There is minimal intra-fractional chest wall motion due to respiration during treatment. Inter-fractional variation was larger, however, on average it remained within departmental tolerance (0.5 cm) for set up variations. This review of our current breast technique provides confidence in the feasibility of utilising advanced treatment techniques (field-in-field, intensity modulated radiotherapy or volumetric modulated arc therapy) following a review of the current imaging protocol.

  1. Fractional Poisson process (II)

    International Nuclear Information System (INIS)

    Wang Xiaotian; Wen Zhixiong; Zhang Shiying

    2006-01-01

    In this paper, we propose a stochastic process W H (t)(H-bar (12,1)) which we call fractional Poisson process. The process W H (t) is self-similar in wide sense, displays long range dependence, and has more fatter tail than Gaussian process. In addition, it converges to fractional Brownian motion in distribution

  2. 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.

  3. Adapting IMRT delivery fraction-by-fraction to cater for variable intrafraction motion

    International Nuclear Information System (INIS)

    Webb, S

    2008-01-01

    This paper presents a technique for coping with variable intrafraction organ motion when delivering intensity-modulated radiation therapy (IMRT). The strategy is an adaptive delivery in which the fluence delivered up to a particular fraction is subtracted from the required total-course planned fluence to create an adapted residual fluence for the next fraction. This requires that the fluence already delivered can be computed, knowing the intrafraction motion during each fraction. If the adaptation is unconstrained, as would be required for perfect delivery of the planned fluence, then the individual fractional fluences would become unphysical, with both negative components and spikes. Hence it is argued that constraints must be applied; first, positivity constraints and second, constraints to limit fluence spikes. Additionally, it is shown to be helpful to constrain other quantities which are explained. The power of the strategy is that it adapts to the (potentially variable) moving geometry during each fraction. It is not a perfect delivery but it is always better than making no adaptation. The fractionated nature of radiation therapy is thus exploited to advantage. The fluence adaptation method does not require re-planning at each fraction but this imposes limitations which are stated. The fuller theory of dose adaptation is also developed for intrafraction motion. The method is complementary to other adaptive strategies recently discussed with respect to interfraction motion

  4. Application of lattice-gas cellular automata to the Brownian motion of solids in suspension

    International Nuclear Information System (INIS)

    Ladd, A.J.C.; Colvin, M.E.; Frenkel, D.

    1988-01-01

    An adaptation of lattice-gas cellular automata to the simulation of solid-fluid suspensions is described. The method incorporates both dissipative hydrodynamic forces and thermal fluctuations. At low solid densities, theoretical results for the drag force on a single disk and the viscosity of a suspension of disks are reproduced. The zero--shear-rate viscosity has been obtained over a range of packing fractions and results indicate that simulations of three-dimensional suspensions are feasible

  5. The Local Fractional Bootstrap

    DEFF Research Database (Denmark)

    Bennedsen, Mikkel; Hounyo, Ulrich; Lunde, Asger

    We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our...... new resampling method, the local fractional bootstrap, relies on simulating an auxiliary fractional Brownian motion that mimics the fine properties of high frequency differences of the Brownian semistationary process under the null hypothesis. We prove the first order validity of the bootstrap method...... and in simulations we observe that the bootstrap-based hypothesis test provides considerable finite-sample improvements over an existing test that is based on a central limit theorem. This is important when studying the roughness properties of time series data; we illustrate this by applying the bootstrap method...

  6. Some properties of the fractional Ornstein-Uhlenbeck process

    International Nuclear Information System (INIS)

    Yan Litan; Lu Yunsheng; Xu Zhiqiang

    2008-01-01

    We consider the fractional analogue of the Ornstein-Uhlenbeck process, i.e. the solution of the Langevin equation driven by a fractional Brownian motion in place of the usual Brownian motion. We establish some properties of these processes. We show that the process is local nondeterminism. For a two-dimensional process we show that its renormalized self-intersection local time exists in L 2 if and only if 0< H<3/4

  7. 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

  8. 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.

  9. 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.

  10. Investigating the interplay between mechanisms of anomalous diffusion via fractional Brownian walks on a comb-like structure

    International Nuclear Information System (INIS)

    Ribeiro, Haroldo V; Alves, Luiz G A; Zola, Rafael S; Lenzi, Ervin K; Tateishi, Angel A

    2014-01-01

    The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of the particle is zero. Here, we propose an extension for the comb model via Langevin-like equations driven by fractional Gaussian noises (long-range correlated). By carrying out computer simulations, we show that the correlations in the y-direction affect the diffusive behavior in the x-direction in a non-trivial fashion, resulting in a quite rich diffusive scenario characterized by usual, superdiffusive or subdiffusive scaling of second moment in the x-direction. We further show that the long-range correlations affect the probability distribution of the particle positions in the x-direction, making their tails longer when noise in the y-direction is persistent and shorter for anti-persistent noise. Our model thus combines and allows the study/analysis of the interplay between different mechanisms of anomalous diffusion (geometric constraints and long-range correlations) and may find direct applications for describing diffusion in complex systems such as living cells. (paper)

  11. 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.

  12. 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

  13. 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.

  14. 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)

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  1. A new way of adapting IMRT delivery fraction-by-fraction to cater for variable intrafraction motion

    International Nuclear Information System (INIS)

    Webb, S; Bortfeld, T

    2008-01-01

    In this paper a technique is presented for adaptive therapy to compensate for variable intrafraction tissue motion. So long as the motion can be measured or deduced for each fraction the technique modifies the fluence profile for the subsequent fractions in a repeatable cyclic way. The fluence modification is based on projecting the dose discrepancies between the cumulative delivered dose after each fraction and the expected planned dose at the same stage. It was shown that, in general, it is best to adapt the fluence profile to moving leaves that also have been modified to 'breathe' according to some regular default motion. However, it is important to point out that, if this regular default motion were to differ too much from the variable motion at each fraction, then the result can be worse than adapting to non-breathing leaves in a dynamic MLC technique. Furthermore, in general it should always be possible to improve results by starting the adaptation process with a constrained deconvolution of the regular default motion

  2. A fractional motion diffusion model for grading pediatric brain tumors.

    Science.gov (United States)

    Karaman, M Muge; Wang, He; Sui, Yi; Engelhard, Herbert H; Li, Yuhua; Zhou, Xiaohong Joe

    2016-01-01

    To demonstrate the feasibility of a novel fractional motion (FM) diffusion model for distinguishing low- versus high-grade pediatric brain tumors; and to investigate its possible advantage over apparent diffusion coefficient (ADC) and/or a previously reported continuous-time random-walk (CTRW) diffusion model. With approval from the institutional review board and written informed consents from the legal guardians of all participating patients, this study involved 70 children with histopathologically-proven brain tumors (30 low-grade and 40 high-grade). Multi- b -value diffusion images were acquired and analyzed using the FM, CTRW, and mono-exponential diffusion models. The FM parameters, D fm , φ , ψ (non-Gaussian diffusion statistical measures), and the CTRW parameters, D m , α , β (non-Gaussian temporal and spatial diffusion heterogeneity measures) were compared between the low- and high-grade tumor groups by using a Mann-Whitney-Wilcoxon U test. The performance of the FM model for differentiating between low- and high-grade tumors was evaluated and compared with that of the CTRW and the mono-exponential models using a receiver operating characteristic (ROC) analysis. The FM parameters were significantly lower ( p  < 0.0001) in the high-grade ( D fm : 0.81 ± 0.26, φ : 1.40 ± 0.10, ψ : 0.42 ± 0.11) than in the low-grade ( D fm : 1.52 ± 0.52, φ : 1.64 ± 0.13, ψ : 0.67 ± 0.13) tumor groups. The ROC analysis showed that the FM parameters offered better specificity (88% versus 73%), sensitivity (90% versus 82%), accuracy (88% versus 78%), and area under the curve (AUC, 93% versus 80%) in discriminating tumor malignancy compared to the conventional ADC. The performance of the FM model was similar to that of the CTRW model. Similar to the CTRW model, the FM model can improve differentiation between low- and high-grade pediatric brain tumors over ADC.

  3. 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)

  4. 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

  5. Fractional Calculus in Hydrologic Modeling: A Numerical Perspective

    Energy Technology Data Exchange (ETDEWEB)

    David A. Benson; Mark M. Meerschaert; Jordan Revielle

    2012-01-01

    Fractional derivatives can be viewed either as a handy extension of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Levy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Levy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus.

  6. Fractional Hoppinglike Motion in Columnar Mesophases of Semiflexible Rodlike Particles

    NARCIS (Netherlands)

    Naderi, S.; Pouget, E.; Ballesta, P.; van der Schoot, P. P. A. M.; Lettinga, M.P.; Grelet, E

    2013-01-01

    We report on single-particle dynamics of strongly interacting filamentous fd virus particles in the liquid-crystalline columnar state in aqueous solution. From fluorescence microscopy, we find that rare, discrete events take place, in which individual particles engage in sudden, jumplike motion

  7. Intra-fraction motion of the prostate is a random walk

    Science.gov (United States)

    Ballhausen, H.; Li, M.; Hegemann, N.-S.; Ganswindt, U.; Belka, C.

    2015-01-01

    A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey-Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski-Phillips-Schmidt-Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski-Phillips-Schmidt-Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to drift away from the isocenter during a fraction, and

  8. Intra-fraction motion of the prostate is a random walk

    International Nuclear Information System (INIS)

    Ballhausen, H; Li, M; Hegemann, N-S; Ganswindt, U; Belka, C

    2015-01-01

    A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey–Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski–Phillips–Schmidt–Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p < 0.001). The Dickey–Fuller test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski–Phillips–Schmidt–Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r 2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to

  9. 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

  10. Effects of intra-fraction motion on IMRT dose delivery: statistical analysis and simulation

    International Nuclear Information System (INIS)

    Bortfeld, Thomas; Jokivarsi, Kimmo; Goitein, Michael; Kung, Jong; Jiang, Steve B.

    2002-01-01

    There has been some concern that organ motion, especially intra-fraction organ motion due to breathing, can negate the potential merit of intensity-modulated radiotherapy (IMRT). We wanted to find out whether this concern is justified. Specifically, we wanted to investigate whether IMRT delivery techniques with moving parts, e.g., with a multileaf collimator (MLC), are particularly sensitive to organ motion due to the interplay between organ motion and leaf motion. We also wanted to know if, and by how much, fractionation of the treatment can reduce the effects. We performed a statistical analysis and calculated the expected dose values and dose variances for volume elements of organs that move during the delivery of the IMRT. We looked at the overall influence of organ motion during the course of a fractionated treatment. A linear-quadratic model was used to consider fractionation effects. Furthermore, we developed software to simulate motion effects for IMRT delivery with an MLC, with compensators, and with a scanning beam. For the simulation we assumed a sinusoidal motion in an isocentric plane. We found that the expected dose value is independent of the treatment technique. It is just a weighted average over the path of motion of the dose distribution without motion. If the treatment is delivered in several fractions, the distribution of the dose around the expected value is close to a Gaussian. For a typical treatment with 30 fractions, the standard deviation is generally within 1% of the expected value for MLC delivery if one assumes a typical motion amplitude of 5 mm (1 cm peak to peak). The standard deviation is generally even smaller for the compensator but bigger for scanning beam delivery. For the latter it can be reduced through multiple deliveries ('paintings') of the same field. In conclusion, the main effect of organ motion in IMRT is an averaging of the dose distribution without motion over the path of the motion. This is the same as for treatments

  11. 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 ...

  12. Analysis of football player's motion in view of fractional calculus

    Science.gov (United States)

    Couceiro, Micael S.; Clemente, Filipe M.; Martins, Fernando M. L.

    2013-06-01

    Accurately retrieving the position of football players over time may lay the foundations for a whole series of possible new performance metrics for coaches and assistants. Despite the recent developments of automatic tracking systems, the misclassification problem ( i.e., misleading a given player by another) still exists and requires human operators as final evaluators. This paper proposes an adaptive fractional calculus (FC) approach to improve the accuracy of tracking methods by estimating the position of players based on their trajectory so far. One half-time of an official football match was used to evaluate the accuracy of the proposed approach under different sampling periods of 250, 500 and 1000 ms. Moreover, the performance of the FC approach was compared with position-based and velocity-based methods. The experimental evaluation shows that the FC method presents a high classification accuracy for small sampling periods. Such results suggest that fractional dynamics may fit the trajectory of football players, thus being useful to increase the autonomy of tracking systems.

  13. 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

  14. 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...

  15. Enhancing ejection fraction measurement through 4D respiratory motion compensation in cardiac PET imaging

    Science.gov (United States)

    Tang, Jing; Wang, Xinhui; Gao, Xiangzhen; Segars, W. Paul; Lodge, Martin A.; Rahmim, Arman

    2017-06-01

    ECG gated cardiac PET imaging measures functional parameters such as left ventricle (LV) ejection fraction (EF), providing diagnostic and prognostic information for management of patients with coronary artery disease (CAD). Respiratory motion degrades spatial resolution and affects the accuracy in measuring the LV volumes for EF calculation. The goal of this study is to systematically investigate the effect of respiratory motion correction on the estimation of end-diastolic volume (EDV), end-systolic volume (ESV), and EF, especially on the separation of normal and abnormal EFs. We developed a respiratory motion incorporated 4D PET image reconstruction technique which uses all gated-frame data to acquire a motion-suppressed image. Using the standard XCAT phantom and two individual-specific volunteer XCAT phantoms, we simulated dual-gated myocardial perfusion imaging data for normally and abnormally beating hearts. With and without respiratory motion correction, we measured the EDV, ESV, and EF from the cardiac-gated reconstructed images. For all the phantoms, the estimated volumes increased and the biases significantly reduced with motion correction compared with those without. Furthermore, the improvement of ESV measurement in the abnormally beating heart led to better separation of normal and abnormal EFs. The simulation study demonstrated the significant effect of respiratory motion correction on cardiac imaging data with motion amplitude as small as 0.7 cm. The larger the motion amplitude the more improvement respiratory motion correction brought about on the EF measurement. Using data-driven respiratory gating, we also demonstrated the effect of respiratory motion correction on estimating the above functional parameters from list mode patient data. Respiratory motion correction has been shown to improve the accuracy of EF measurement in clinical cardiac PET imaging.

  16. 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.

  17. 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

  18. Rapid estimation of left ventricular ejection fraction in acute myocardial infarction by echocardiographic wall motion analysis

    DEFF Research Database (Denmark)

    Berning, J; Rokkedal Nielsen, J; Launbjerg, J

    1992-01-01

    Echocardiographic estimates of left ventricular ejection fraction (ECHO-LVEF) in acute myocardial infarction (AMI) were obtained by a new approach, using visual analysis of left ventricular wall motion in a nine-segment model. The method was validated in 41 patients using radionuclide...

  19. A uniform law for convergence to the local times of linear fractional stable motions

    OpenAIRE

    Duffy, James A.

    2016-01-01

    We provide a uniform law for the weak convergence of additive functionals of partial sum processes to the local times of linear fractional stable motions, in a setting sufficiently general for statistical applications. Our results are fundamental to the analysis of the global properties of nonparametric estimators of nonlinear statistical models that involve such processes as covariates.

  20. Parameter estimation in fractional diffusion models

    CERN Document Server

    Kubilius, Kęstutis; Ralchenko, Kostiantyn

    2017-01-01

    This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is “white,” i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides s...

  1. Measurement of inter and intra fraction organ motion in radiotherapy using cone beam CT projection images

    International Nuclear Information System (INIS)

    Marchant, T E; Amer, A M; Moore, C J

    2008-01-01

    A method is presented for extraction of intra and inter fraction motion of seeds/markers within the patient from cone beam CT (CBCT) projection images. The position of the marker is determined on each projection image and fitted to a function describing the projection of a fixed point onto the imaging panel at different gantry angles. The fitted parameters provide the mean marker position with respect to the isocentre. Differences between the theoretical function and the actual projected marker positions are used to estimate the range of intra fraction motion and the principal motion axis in the transverse plane. The method was validated using CBCT projection images of a static marker at known locations and of a marker moving with known amplitude. The mean difference between actual and measured motion range was less than 1 mm in all directions, although errors of up to 5 mm were observed when large amplitude motion was present in an orthogonal direction. In these cases it was possible to calculate the range of motion magnitudes consistent with the observed marker trajectory. The method was shown to be feasible using clinical CBCT projections of a pancreas cancer patient

  2. SU-E-J-133: Evaluation of Inter- and Intra-Fractional Pancreas Tumor Residual Motions with Abdominal Compression

    International Nuclear Information System (INIS)

    Li, Y; Shi, F; Tian, Z; Jia, X; Meyer, J; Jiang, S; Mao, W

    2014-01-01

    Purpose: Abdominal compression (AC) has been widely used to reduce pancreas motion due to respiration for pancreatic cancer patients undergoing stereotactic body radiotherapy (SBRT). However, the inter-fractional and intra-fractional patient motions may degrade the treatment. The purpose of this work is to study daily CBCT projections and 4DCT to evaluate the inter-fractional and intra-fractional pancreatic motions. Methods: As a standard of care at our institution, 4D CT scan was performed for treatment planning. At least two CBCT scans were performed for daily treatment. Retrospective studies were performed on patients with implanted internal fiducial markers or surgical clips. The initial motion pattern was obtained by extracting marker positions on every phase of 4D CT images. Daily motions were presented by marker positions on CBCT scan projection images. An adaptive threshold segmentation algorithm was used to extract maker positions. Both marker average positions and motion ranges were compared among three sets of scans, 4D CT, positioning CBCT, and conformal CBCT, for inter-fractional and intra-fractional motion variations. Results: Data from four pancreatic cancer patients were analyzed. These patients had three fiducial markers implanted. All patients were treated by an Elekta Synergy with single fraction SBRT. CBCT projections were acquired by XVI. Markers were successfully detected on most of the projection images. The inter-fractional changes were determined by 4D CT and the first CBCT while the intra-fractional changes were determined by multiple CBCT scans. It is found that the average motion range variations are within 2 mm, however, the average marker positions may drift by 6.5 mm. Conclusion: The patients respiratory motion variation for pancreas SBRT with AC was evaluated by detecting markers from CBCT projections and 4DCT, both the inter-fraction and intra-fraction motion range change is small but the drift of marker positions may be comparable

  3. 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.

  4. 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.

  5. A large deviation principle in H\\"older norm for multiple fractional integrals

    OpenAIRE

    Sanz-Solé, Marta; Torrecilla-Tarantino, Iván

    2007-01-01

    For a fractional Brownian motion $B^H$ with Hurst parameter $H\\in]{1/4},{1/2}[\\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the family of probability laws of the processes obtained by replacing $B^H$ by $\\epsilon^{{1/2}} B^H$ satisfies a large deviation principle in H\\"older norm. The definition of the multiple integrals relies upon a representation of the fractional Brownian motion in t...

  6. Intra-fraction motion of the prostate during treatment with helical tomotherapy

    International Nuclear Information System (INIS)

    Thomas, Simon J.; Ashburner, Mark; Tudor, George Samuel J.; Treeby, Jo; Dean, June; Routsis, Donna; Rimmer, Yvonne L.; Russell, Simon G.; Burnet, Neil G.

    2013-01-01

    Background and purpose: To measure the geometric uncertainty resulting from intra-fraction motion and intra-observer image matching, for patients having image-guided prostate radiotherapy on TomoTherapy. Material and methods: All patients had already been selected for prostate radiotherapy on TomoTherapy, with daily MV-CT imaging. The study involved performing an additional MV-CT image at the end of treatment, on 5 occasions during the course of 37 treatments. 54 patients were recruited to the study. A new formula was derived to calculate the PTV margin for intra-fraction motion. Results: The mean values of the intra-fraction differences were 0.0 mm, 0.5 mm, 0.5 mm and 0.0° for LR, SI, AP and roll, respectively. The corresponding standard deviations were 1.1 mm, 0.8 mm, 0.8 mm and 0.6° for systematic uncertainties (Σ), 1.3 mm, 2.0 mm, 2.2 mm and 0.3° for random uncertainties (σ). This intra-fraction motion requires margins of 2.2 mm in LR, 2.1 mm in SI and 2.1 mm in AP directions. Inclusion of estimates of the effect of rotations and matching errors increases these margins to approximately 4 mm in LR and 5 mm in SI and AP directions. Conclusions: A new margin recipe has been developed to calculate margins for intra-fraction motion. This recipe is applicable to any measurement technique that is based on the difference between images taken before and after treatment

  7. Intra-fractional bladder motion and margins in adaptive radiotherapy for urinary bladder cancer

    DEFF Research Database (Denmark)

    Grønborg, Caroline; Vestergaard, Anne; Høyer, Morten

    2015-01-01

    and to estimate population-based and patient-specific intra-fractional margins, also relevant for a future re-optimisation strategy. MATERIAL AND METHODS: Nine patients treated in a clinical phase II ART trial of daily plan selection for bladder cancer were included. In the library plans, 5 mm isotropic margins......BACKGROUND: The bladder is a tumour site well suited for adaptive radiotherapy (ART) due to large inter-fractional changes, but it also displays considerable intra-fractional motion. The aim of this study was to assess target coverage with a clinically applied method for plan selection ART...... were added to account for intra-fractional changes. Pre-treatment and weekly repeat magnetic resonance imaging (MRI) series were acquired in which a full three-dimensional (3D) volume was scanned every second min for 10 min (a total of 366 scans in 61 series). Initially, the bladder clinical target...

  8. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

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

  9. 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,

  10. 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.

  11. Long-axis fractional shortening and mitral annulus motion in dogs

    Directory of Open Access Journals (Sweden)

    Marlos Gonçalves Sousa

    2016-10-01

    Full Text Available Ventricular systolic dynamics involves the contraction of transverse and longitudinal myocardial fibers. Unfortunately, only the activity of the transverse myocardial fibers is foreseen by the standard systolic echocardiographic parameters. Although strain and strain rate have been used to assess the radial, circumferential and longitudinal planes of cardiac contraction, such analysis requires advanced equipment which is not always available in veterinary medicine. On the contrary, some unusual parameters may be recorded via standard methodology, allowing for the specific evaluation of left ventricular longitudinal contractility. In this study, the longitudinal contractile activity was evaluated using the long-axis fractional shortening and the mitral annulus motion, which were compared with several standard echocardiographic parameters in 14 beagles, including seven with asymptomatic mitral valve disease. The long-axis fractional shortening was positively correlated with both the mitral annulus motion and the end-diastolic left-ventricular diameter. Also, a significant correlation was found to exist between the mitral annulus motion and the left-ventricular end-diastolic diameter, which is likely supportive of its preload dependency. Even though no difference was documented in either mitral annulus motion or long-axis fractional shortening between healthy dogs and dogs with mitral valve disease, the latter only included animals with minimal cardiac remodeling, with no overt compromise of systolic function. Since it is possible to obtain these two parameters with any echocardiographic equipment, their inclusion in the routine exam would probably add information regarding the activity of the longitudinal myocardial fibers, whose functional deterioration supposedly occurs prior to the impairment of transverse fibers.

  12. 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.

  13. 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)

  14. 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 ...

  15. Study of Inter- and Intra-fraction Motion in Brain Tumor Patients Undergoing VMAT Treatment

    International Nuclear Information System (INIS)

    Ascencion Ybarra, Y.; Alfonso Laguardia, R.; Yartsev, S.

    2015-01-01

    Conforming dose to the tumor and sparing normal tissue can be challenging for brain tumors with complex shapes in close proximity to critical structures. The goal of this study was to evaluate the inter- and intra-fraction motion in brain tumor patients undergoing volumetric modulated arc therapy (VMAT). The image matching software was found to be very sensitive to the choice of the region of matching. It is recommended to use the same region of interest for comparing the image sets and perform the automatic matching based on bony landmarks in brain tumor cases. (Author)

  16. 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.

  17. Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process

    International Nuclear Information System (INIS)

    Maslowski, Bohdan; Pospisil, Jan

    2008-01-01

    Existence and ergodicity of a strictly stationary solution for linear stochastic evolution equations driven by cylindrical fractional Brownian motion are proved. Ergodic behavior of non-stationary infinite-dimensional fractional Ornstein-Uhlenbeck processes is also studied. Based on these results, strong consistency of suitably defined families of parameter estimators is shown. The general results are applied to linear parabolic and hyperbolic equations perturbed by a fractional noise

  18. Validation of a computational method for assessing the impact of intra-fraction motion on helical tomotherapy plans

    Energy Technology Data Exchange (ETDEWEB)

    Ngwa, Wilfred; Meeks, Sanford L; Kupelian, Patrick A; Langen, Katja M [Department of Radiation Oncology, M D Anderson Cancer Center Orlando, 1400 South Orange Avenue, Orlando, FL 32806 (United States); Schnarr, Eric [TomoTherapy, Inc., 1240 Deming Way, Madison, WI 53717 (United States)], E-mail: wilfred.ngwa@orlandohealth.com

    2009-11-07

    In this work, a method for direct incorporation of patient motion into tomotherapy dose calculations is developed and validated. This computational method accounts for all treatment dynamics and can incorporate random as well as cyclical motion data. Hence, interplay effects between treatment dynamics and patient motion are taken into account during dose calculation. This allows for a realistic assessment of intra-fraction motion on the dose distribution. The specific approach entails modifying the position and velocity events in the tomotherapy delivery plan to accommodate any known motion. The computational method is verified through phantom and film measurements. Here, measured prostate motion and simulated respiratory motion tracks were incorporated in the dose calculation. The calculated motion-encoded dose profiles showed excellent agreement with the measurements. Gamma analysis using 3 mm and 3% tolerance criteria showed over 97% and 96% average of points passing for the prostate and breathing motion tracks, respectively. The profile and gamma analysis results validate the accuracy of this method for incorporating intra-fraction motion into the dose calculation engine for assessment of dosimetric effects on helical tomotherapy dose deliveries.

  19. 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

  20. Analytical solutions for the motion of a charged particle in electric and magnetic fields via non-singular fractional derivatives

    Science.gov (United States)

    Morales-Delgado, V. F.; Gómez-Aguilar, J. F.; Taneco-Hernandez, M. A.

    2017-12-01

    In this work we propose fractional differential equations for the motion of a charged particle in electric, magnetic and electromagnetic fields. Exact solutions are obtained for the fractional differential equations by employing the Laplace transform method. The temporal fractional differential equations are considered in the Caputo-Fabrizio-Caputo and Atangana-Baleanu-Caputo sense. Application examples consider constant, ramp and harmonic fields. In addition, we present numerical results for different values of the fractional order. In all cases, when α = 1, we recover the standard electrodynamics.

  1. 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.

  2. 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.)

  3. 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.

  4. ECG-gated blood pool tomography in the determination of left ventricular volume, ejection fraction, and wall motion

    International Nuclear Information System (INIS)

    Underwood, S.R.; Ell, P.J.; Jarritt, P.H.; Emanuel, R.W.; Swanton, R.H.

    1984-01-01

    ECG-gated blood pool tomography promises to provide a ''gold standard'' for noninvasive measurement of left ventricular volume, ejection fraction, and wall motion. This study compares these measurements with those from planar radionuclide imaging and contrast ventriculography. End diastolic and end systolic blood pool images were acquired tomographically using an IGE400A rotating gamma camera and Star computer, and slices were reconstructed orthogonal to the long axis of the heart. Left ventricular volume was determined by summing the areas of the slices, and wall motion was determined by comparison of end diastolic and end systolic contours. In phantom experiments this provided an accurate measurement of volume (r=0.98). In 32 subjects who were either normal or who had coronary artery disease left ventricular volume (r=0.83) and ejection fraction (r=0.89) correlated well with those using a counts based planar technique. In 16 of 18 subjects who underwent right anterior oblique X-ray contrast ventriculography, tomographic wall motion agreed for anterior, apical, and inferior walls, but abnormal septal motion which was not apparent by contrast ventriculography, was seen in 12 subjects tomographically. All 12 had disease of the left anterior descending coronary artery and might have been expected to have abnormal septal motion. ECG-gated blood pool tomography can thus determine left ventricular volume and ejection fraction accurately, and provides a global description of wall motion in a way that is not possible from any single planar image

  5. Radiopaque marker motion during pre-treatment CBCT as a predictor of intra-fractional prostate movement

    International Nuclear Information System (INIS)

    Bernchou, Uffe; Brink, Carsten; Agergaard, Soeren N.

    2013-01-01

    The intra-fractional movement of the prostate constitutes a hindrance for the reduction of the planning target volume margin for prostate cancer patients. Monitoring the movement of the prostate during treatment is a promising but in most centres not feasible solution. However, the projection images of the pre-treatment cone-beam computed tomography (CBCT) provide information about the motion of the target immediately preceding the treatment. This motion information can be extracted from any standard CBCT scan which is available in many institutions. In this study we measure the motion of the prostate during the pre-treatment CBCT and investigate whether this motion is correlated with the intra-fractional movement of the prostate. Material and methods: Pre- and post-treatment CBCT scans were made during a number of the fractions (average 11 range 8-12) for 13 prostate cancer patients during the radiation treatment course. The displacement of the post-treatment CBCT scans relative to the pre-treatment position was used to assess the intra-fractional motion. Automated image analysis was used to track the 2D position of radiopaque markers in the projection images of the scans. The most probable 3D trajectory of the markers during the CBCT scan was estimated based on a probability density function which was established for each individual scan. Results: The accuracy of the tracking algorithm was found satisfactory and the motion of the markers during the CBCT scans was successfully extracted from the projection images. This motion was generally small and uncorrelated with the subsequent intra-fractional movement of the prostate. The correlation coefficients were - 0.05, 0.07, and - 0.05 in the LR, AP, and CC direction, respectively. Conclusion: It is tempting to exploit the pre-treatment CBCT to predict the intra-fractional movement of the prostate but, unfortunately, we have found no correlation between the intra-fractional movement and the motion of the prostate

  6. The Fractional Ornstein-Uhlenbeck Process

    DEFF Research Database (Denmark)

    Høg, Esben; Frederiksen, Per H.

    The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the governing force of the state variable inste...... of the bond is recovered by solving a fractional version of the fundamental bond pricing equation. Besides this theoretical contribution, the paper proposes an estimation methodology based on the Kalman filter approach, which is applied to the US term structure of interest rates....

  7. 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.

  8. Fractional Fick's law: the direct way

    International Nuclear Information System (INIS)

    Neel, M C; Abdennadher, A; Joelson, M

    2007-01-01

    Levy flights, which are Markovian continuous time random walks possibly accounting for extreme events, serve frequently as small-scale models for the spreading of matter in heterogeneous media. Among them, Brownian motion is a particular case where Fick's law holds: for a cloud of walkers, the flux is proportional to the gradient of the probability density of finding a particle at some place. Levy flights resemble Brownian motion, except that jump lengths are distributed according to an α-stable Levy law, possibly showing heavy tails and skewness. For α between 1 and 2, a fractional form of Fick's law is known to hold in infinite media: that the flux is proportional to a combination of fractional derivatives or the order of α - 1 of the density of walkers was obtained as a consequence of a fractional dispersion equation. We present a direct and natural proof of this result, based upon a novel definition of usual fractional derivatives, involving a convolution and a limiting process. Taking account of the thus obtained fractional Fick's law yields fractional dispersion equation for smooth densities. The method adapts to domains, limited by boundaries possibly implying non-trivial modifications to this equation

  9. 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

  10. Incidence of Changes in Respiration-Induced Tumor Motion and Its Relationship With Respiratory Surrogates During Individual Treatment Fractions

    International Nuclear Information System (INIS)

    Malinowski, Kathleen; McAvoy, Thomas J.; George, Rohini; Dietrich, Sonja; D’Souza, Warren D.

    2012-01-01

    Purpose: To determine how frequently (1) tumor motion and (2) the spatial relationship between tumor and respiratory surrogate markers change during a treatment fraction in lung and pancreas cancer patients. Methods and Materials: A Cyberknife Synchrony system radiographically localized the tumor and simultaneously tracked three respiratory surrogate markers fixed to a form-fitting vest. Data in 55 lung and 29 pancreas fractions were divided into successive 10-min blocks. Mean tumor positions and tumor position distributions were compared across 10-min blocks of data. Treatment margins were calculated from both 10 and 30 min of data. Partial least squares (PLS) regression models of tumor positions as a function of external surrogate marker positions were created from the first 10 min of data in each fraction; the incidence of significant PLS model degradation was used to assess changes in the spatial relationship between tumors and surrogate markers. Results: The absolute change in mean tumor position from first to third 10-min blocks was >5 mm in 13% and 7% of lung and pancreas cases, respectively. Superior–inferior and medial–lateral differences in mean tumor position were significantly associated with the lobe of lung. In 61% and 54% of lung and pancreas fractions, respectively, margins calculated from 30 min of data were larger than margins calculated from 10 min of data. The change in treatment margin magnitude for superior–inferior motion was >1 mm in 42% of lung and 45% of pancreas fractions. Significantly increasing tumor position prediction model error (mean ± standard deviation rates of change of 1.6 ± 2.5 mm per 10 min) over 30 min indicated tumor–surrogate relationship changes in 63% of fractions. Conclusions: Both tumor motion and the relationship between tumor and respiratory surrogate displacements change in most treatment fractions for patient in-room time of 30 min.

  11. Incidence of Changes in Respiration-Induced Tumor Motion and Its Relationship With Respiratory Surrogates During Individual Treatment Fractions

    Energy Technology Data Exchange (ETDEWEB)

    Malinowski, Kathleen [Department of Bioengineering, A. James Clark School of Engineering, University of Maryland, College Park, MD (United States); Department of Radiation Oncology, University of Maryland School of Medicine, Baltimore, MD (United States); McAvoy, Thomas J. [Department of Bioengineering, A. James Clark School of Engineering, University of Maryland, College Park, MD (United States); Institute of Systems Research, University of Maryland, College Park, MD (United States); George, Rohini [Department of Bioengineering, A. James Clark School of Engineering, University of Maryland, College Park, MD (United States); Dietrich, Sonja [Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, CA (United States); D' Souza, Warren D., E-mail: wdsou001@umaryland.edu [Department of Bioengineering, A. James Clark School of Engineering, University of Maryland, College Park, MD (United States); Department of Radiation Oncology, University of Maryland School of Medicine, Baltimore, MD (United States)

    2012-04-01

    Purpose: To determine how frequently (1) tumor motion and (2) the spatial relationship between tumor and respiratory surrogate markers change during a treatment fraction in lung and pancreas cancer patients. Methods and Materials: A Cyberknife Synchrony system radiographically localized the tumor and simultaneously tracked three respiratory surrogate markers fixed to a form-fitting vest. Data in 55 lung and 29 pancreas fractions were divided into successive 10-min blocks. Mean tumor positions and tumor position distributions were compared across 10-min blocks of data. Treatment margins were calculated from both 10 and 30 min of data. Partial least squares (PLS) regression models of tumor positions as a function of external surrogate marker positions were created from the first 10 min of data in each fraction; the incidence of significant PLS model degradation was used to assess changes in the spatial relationship between tumors and surrogate markers. Results: The absolute change in mean tumor position from first to third 10-min blocks was >5 mm in 13% and 7% of lung and pancreas cases, respectively. Superior-inferior and medial-lateral differences in mean tumor position were significantly associated with the lobe of lung. In 61% and 54% of lung and pancreas fractions, respectively, margins calculated from 30 min of data were larger than margins calculated from 10 min of data. The change in treatment margin magnitude for superior-inferior motion was >1 mm in 42% of lung and 45% of pancreas fractions. Significantly increasing tumor position prediction model error (mean {+-} standard deviation rates of change of 1.6 {+-} 2.5 mm per 10 min) over 30 min indicated tumor-surrogate relationship changes in 63% of fractions. Conclusions: Both tumor motion and the relationship between tumor and respiratory surrogate displacements change in most treatment fractions for patient in-room time of 30 min.

  12. Six-dimensional correction of intra-fractional prostate motion with CyberKnife stereotactic body radiation therapy

    Directory of Open Access Journals (Sweden)

    Sean eCollins

    2011-12-01

    Full Text Available AbstractLarge fraction radiation therapy offers a shorter course of treatment and radiobiological advantages for prostate cancer treatment. The CyberKnife is an attractive technology for delivering large fraction doses based on the ability to deliver highly conformal radiation therapy to moving targets. In addition to intra-fractional translational motion (left-right, superior-inferior and anterior-posterior, prostate rotation (pitch, roll and yaw can increase geographical miss risk. We describe our experience with six-dimensional (6D intrafraction prostate motion correction using CyberKnife stereotactic body radiation therapy (SBRT. Eighty-eight patients were treated by SBRT alone or with supplemental external radiation therapy. Trans-perineal placement of four gold fiducials within the prostate accommodated X-ray guided prostate localization and beam adjustment. Fiducial separation and non-overlapping positioning permitted the orthogonal imaging required for 6D tracking. Fiducial placement accuracy was assessed using the CyberKnife fiducial extraction algorithm. Acute toxicities were assessed using Common Toxicity Criteria (CTC v3. There were no Grade 3, or higher, complications and acute morbidity was minimal. Ninety-eight percent of patients completed treatment employing 6D prostate motion tracking with intrafractional beam correction. Suboptimal fiducial placement limited treatment to 3D tracking in 2 patients. Our experience may guide others in performing 6D correction of prostate motion with CyberKnife SBRT.

  13. 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)

  14. On the motion of non-linear oscillators with a fractional-order restoring force and time variable parameters

    International Nuclear Information System (INIS)

    Kovacic, Ivana

    2009-01-01

    An analytical approach to determine the approximate solution for the periodic motion of non-conservative oscillators with a fractional-order restoring force and slowly varying parameters is presented. The solution has the form of the first-order differential equation for the amplitude and phase of motion. The method used is based on the combination of the Krylov-Bogoliubov method with Hamilton's variational principle with the uncommutative rule for the variation of velocity. The conservative systems with slowly varying parameters are also considered. The corresponding adiabatic invariant is obtained. Two examples are given to illustrate derived theoretical results.

  15. Fractional Gaussian noise-enhanced information capacity of a nonlinear neuron model with binary signal input

    Science.gov (United States)

    Gao, Feng-Yin; Kang, Yan-Mei; Chen, Xi; Chen, Guanrong

    2018-05-01

    This paper reveals the effect of fractional Gaussian noise with Hurst exponent H ∈(1 /2 ,1 ) on the information capacity of a general nonlinear neuron model with binary signal input. The fGn and its corresponding fractional Brownian motion exhibit long-range, strong-dependent increments. It extends standard Brownian motion to many types of fractional processes found in nature, such as the synaptic noise. In the paper, for the subthreshold binary signal, sufficient conditions are given based on the "forbidden interval" theorem to guarantee the occurrence of stochastic resonance, while for the suprathreshold binary signal, the simulated results show that additive fGn with Hurst exponent H ∈(1 /2 ,1 ) could increase the mutual information or bits count. The investigation indicated that the synaptic noise with the characters of long-range dependence and self-similarity might be the driving factor for the efficient encoding and decoding of the nervous system.

  16. 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.

  17. 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.

  18. SU-E-J-135: An Investigation of Ultrasound Imaging for 3D Intra-Fraction Prostate Motion Estimation

    Energy Technology Data Exchange (ETDEWEB)

    O' Shea, T; Harris, E; Bamber, J [Institute of Cancer Research and Royal Marsden NHS Foundation Trust, Sutton, Greater London (United Kingdom); Evans, P [Centre for Vision, Speech and Signal Processing, Faculty of Engineering and Physical Sciences, University of Surrey, Guildford (United Kingdom)

    2014-06-01

    Purpose: This study investigates the use of a mechanically swept 3D ultrasound (US) probe to estimate intra-fraction motion of the prostate during radiation therapy using an US phantom and simulated transperineal imaging. Methods: A 3D motion platform was used to translate an US speckle phantom while simulating transperineal US imaging. Motion patterns for five representative types of prostate motion, generated from patient data previously acquired with a Calypso system, were using to move the phantom in 3D. The phantom was also implanted with fiducial markers and subsequently tracked using the CyberKnife kV x-ray system for comparison. A normalised cross correlation block matching algorithm was used to track speckle patterns in 3D and 2D US data. Motion estimation results were compared with known phantom translations. Results: Transperineal 3D US could track superior-inferior (axial) and anterior-posterior (lateral) motion to better than 0.8 mm root-mean-square error (RMSE) at a volume rate of 1.7 Hz (comparable with kV x-ray tracking RMSE). Motion estimation accuracy was poorest along the US probe's swept axis (right-left; RL; RMSE < 4.2 mm) but simple regularisation methods could be used to improve RMSE (< 2 mm). 2D US was found to be feasible for slowly varying motion (RMSE < 0.5 mm). 3D US could also allow accurate radiation beam gating with displacement thresholds of 2 mm and 5 mm exhibiting a RMSE of less than 0.5 mm. Conclusion: 2D and 3D US speckle tracking is feasible for prostate motion estimation during radiation delivery. Since RL prostate motion is small in magnitude and frequency, 2D or a hybrid (2D/3D) US imaging approach which also accounts for potential prostate rotations could be used. Regularisation methods could be used to ensure the accuracy of tracking data, making US a feasible approach for gating or tracking in standard or hypo-fractionated prostate treatments.

  19. 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)

  20. 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.

  1. 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.

  2. TH-A-BRF-04: Intra-Fraction Motion Characterization for Early Stage Rectal Cancer Using Cine-MRI

    International Nuclear Information System (INIS)

    Kleijnen, J; Asselen, B; Burbach, M; Intven, M; Reerink, O; Philippens, M; Lagendijk, J; Raaymakers, B

    2014-01-01

    Purpose: To investigate the intra-fraction motion in patients with early stage rectal cancer using cine-MRI. Methods: Sixteen patient diagnosed with early stage rectal cancer underwent 1.5 T MR imaging prior to each treatment fraction of their short course radiotherapy (n=76). During each scan session, three 2D sagittal cine-MRIs were performed: at the beginning (Start), after 9:30 minutes (Mid), and after 18 minutes (End). Each cine-MRI has a duration of one minute at 2Hz temporal resolution, resulting in a total of 3:48 hours of cine-MRI. Additionally, standard T2-weighted (T2w) imaging was performed. Clinical target volume (CTV) an tumor (GTV) were delineated on the T2w scan and transferred to the first time-point of each cine-MRI scan. Within each cine-MRI, the first frame was registered to the remaining frames of the scan, using a non-rigid B-spline registration. To investigate potential drifts, a similar registration was performed between the first frame of the Start and End scans.To evaluate the motion, the distances by which the edge pixels of the delineations move in anterior-posterior (AP) and cranial-caudal (CC) direction, were determined using the deformation field of the registrations. The distance which incorporated 95% of these edge pixels (dist95%) was determined within each cine-MRI, and between Start- End scans, respectively. Results: Within a cine-MRI, we observed an average dist95% for the CTV of 1.3mm/1.5mm (SD=0.7mm/0.6mm) and for the GTV of 1.2mm/1.5mm (SD=0.8mm/0.9mm), in respectively AP/CC. For the CTV motion between the Start and End scan, an average dist95% of 5.5mm/5.3mm (SD=3.1mm/2.5mm) was found, in respectively AP/CC. For the GTV motion, an average dist95% of 3.6mm/3.9mm (SD=2.2mm/2.5mm) was found in AP/CC, respectively. Conclusion: Although intra-fraction motion within a one minute cine-MRI is limited, substantial intra-fraction motion was observed within the 18 minute time period between the Start and End cine-MRI

  3. 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 ...

  4. 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

  5. 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.

  6. 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.

  7. 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)

  8. Fractional noise destroys or induces a stochastic bifurcation

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Sciences, South China University of Technology, Guangzhou 510640 (China); Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn [School of Sciences, South China University of Technology, Guangzhou 510640 (China); School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640 (China); Wang, Cong, E-mail: wangcong@scut.edu.cn [School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640 (China)

    2013-12-15

    Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

  9. Intensity modulated proton therapy and its sensitivity to treatment uncertainties 2: the potential effects of inter-fraction and inter-field motions

    International Nuclear Information System (INIS)

    Lomax, A J

    2008-01-01

    Simple tools for studying the effects of inter-fraction and inter-field motions on intensity modulated proton therapy (IMPT) plans have been developed, and have been applied to both 3D and distal edge tracking (DET) IMPT plans. For the inter-fraction motion, we have investigated the effects of misaligned density heterogeneities, whereas for the inter-field motion analysis, the effects of field misalignment on the plans have been assessed. Inter-fraction motion problems have been analysed using density differentiated error (DDE) distributions, which specifically show the additional problems resulting from misaligned density heterogeneities for proton plans. Likewise, for inter-field motion, we present methods for calculating motion differentiated error (MDE) distributions. DDE and MDE analysis of all plans demonstrate that the 3D approach is generally more robust to both inter-fraction and inter-field motions than the DET approach, but that strong in-field dose gradients can also adversely affect a plan's robustness. An important additional conclusion is that, for certain IMPT plans, even inter-fraction errors cannot necessarily be compensated for by the use of a simple PTV margins, implying that more sophisticated tools need to be developed for uncertainty management and assessment for IMPT treatments at the treatment planning level

  10. 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

  11. 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...

  12. 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...

  13. 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

  14. A method for selection of beam angles robust to intra-fractional motion in proton therapy of lung cancer

    DEFF Research Database (Denmark)

    Casares-Magaz, Oscar; Toftegaard, Jakob; Muren, Ludvig P.

    2014-01-01

    that are robust to patient-specific patterns of intra-fractional motion. Material and methods. Using four-dimensional computed tomography (4DCT) images of three lung cancer patients we evaluated the impact of the WEPL changes on target dose coverage for a series of coplanar single-beam plans. The plans were...... reduction was associated with the mean difference between the WEPL and the phase-averaged WEPL computed for all beam rays across all possible gantry-couch angle combinations. Results. The gantry-couch angle maps showed areas of both high and low WEPL variation, with overall quite similar patterns yet...... presented a 4DCT-based method to quantify WEPL changes during the breathing cycle. The method identified proton field gantry-couch angle combinations that were either sensitive or robust to WEPL changes. WEPL variations along the beam path were associated with target under-dosage....

  15. A method for evaluation of proton plan robustness towards inter-fractional motion applied to pelvic lymph node irradiation

    DEFF Research Database (Denmark)

    Andersen, Andreas G; Casares-Magaz, Oscar; Muren, Ludvig P

    2015-01-01

    of the pelvic lymph nodes (LNs) from different beam angles. Patient- versus population-specific patterns in dose deterioration were explored. MATERIAL AND METHODS: Patient data sets consisting of a planning computed tomography (pCT) as well as multiple repeat CT (rCT) scans for three patients were used......BACKGROUND: The benefit of proton therapy may be jeopardized by dose deterioration caused by water equivalent path length (WEPL) variations. In this study we introduced a method to evaluate robustness of proton therapy with respect to inter-fractional motion and applied it to irradiation...... in deterioration patterns were found for the investigated patients, with beam angles delivering less dose to rectum, bladder and overall normal tissue identified around 40° and around 150°-160° for the left LNs, and corresponding angles for the right LNs. These angles were also associated with low values of WEPL...

  16. TH-CD-207A-12: Impacts of Inter- and Intra-Fractional Organ Motion for High-Risk Prostate Cancer Stereotactic Body Radiation Therapy

    Energy Technology Data Exchange (ETDEWEB)

    Hassan Rezaeian, N; Chi, Y; Zhou, Y; Tian, Z; Jiang, S; Hannan, R; Jia, X [UT Southwestern Medical Center, Dallas, TX (United States)

    2016-06-15

    Purpose: We are conducting a clinical trial on stereotactic body radiation therapy (SBRT) for high-risk prostate cancer. Doses to three targets, prostate, intra-prostatic lesion, and pelvic lymph node (PLN) region, are escalated to three different levels via simultaneous integrated boost technique. Inter-/intra-fractional organ motions deteriorate planned dose distribution. This study aims at developing a dose reconstruction system to comprehensively understand the impacts of organ motion in our clinical trial. Methods: A 4D dose reconstruction system has been developed for this study. Using a GPU-based Monte-Carlo dose engine and delivery log file, the system is able to reconstruct dose on static or dynamic anatomy. For prostate and intra-prostatic targets, intra-fractional motion is the main concern. Motion trajectory acquired from Calypso in previously treated SBRT patients were used to perform 4D dose reconstructions. For pelvic target, inter-fractional motion is one concern. Eight patients, each with four cone beam CTs, were used to derive fractional motion. The delivered dose was reconstructed on the deformed anatomy. Dosimetric parameters for delivered dose distributions of the three targets were extracted and compared with planned levels. Results: For prostate intra-fractional motion, the mean 3D motion amplitude during beam delivery ranged from 1.5mm to 5.0mm and the average among all patients was 2.61mm. Inter-fractional motion for the PLN target was more significant. The average amplitude among patients was 4mm with the largest amplitude up to 9.6mm. The D95% deviation from planned level for prostate PTVs and GTVs are on average less than<0.1% and this deviation for intra-prostatic lesion PTVs and GTVs were more prominent. The dose at PLN was significantly affected with D{sub 95}% reduced by up to 44%. Conclusion: Intra-/inter-fractional organ motion is a concern for high-risk prostate SBRT, particularly for the PLN target. Our dose reconstruction

  17. Analysis of projectile motion: A comparative study using fractional operators with power law, exponential decay and Mittag-Leffler kernel

    Science.gov (United States)

    Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; López-López, M. G.; Alvarado-Martínez, V. M.

    2018-03-01

    In this paper, the two-dimensional projectile motion was studied; for this study two cases were considered, for the first one, we considered that there is no air resistance and, for the second case, we considered a resisting medium k . The study was carried out by using fractional calculus. The solution to this study was obtained by using fractional operators with power law, exponential decay and Mittag-Leffler kernel in the range of γ \\in (0,1] . These operators were considered in the Liouville-Caputo sense to use physical initial conditions with a known physical interpretation. The range and the maximum height of the projectile were obtained using these derivatives. With the aim of exploring the validity of the obtained results, we compared our results with experimental data given in the literature. A multi-objective particle swarm optimization approach was used for generating Pareto-optimal solutions for the parameters k and γ for different fixed values of velocity v0 and angle θ . The results showed some relevant qualitative differences between the use of power law, exponential decay and Mittag-Leffler law.

  18. Fractional Diffusion, Low Exponent Lévy Stable Laws, and 'Slow Motion' Denoising of Helium Ion Microscope Nanoscale Imagery.

    Science.gov (United States)

    Carasso, Alfred S; Vladár, András E

    2012-01-01

    Helium ion microscopes (HIM) are capable of acquiring images with better than 1 nm resolution, and HIM images are particularly rich in morphological surface details. However, such images are generally quite noisy. A major challenge is to denoise these images while preserving delicate surface information. This paper presents a powerful slow motion denoising technique, based on solving linear fractional diffusion equations forward in time. The method is easily implemented computationally, using fast Fourier transform (FFT) algorithms. When applied to actual HIM images, the method is found to reproduce the essential surface morphology of the sample with high fidelity. In contrast, such highly sophisticated methodologies as Curvelet Transform denoising, and Total Variation denoising using split Bregman iterations, are found to eliminate vital fine scale information, along with the noise. Image Lipschitz exponents are a useful image metrology tool for quantifying the fine structure content in an image. In this paper, this tool is applied to rank order the above three distinct denoising approaches, in terms of their texture preserving properties. In several denoising experiments on actual HIM images, it was found that fractional diffusion smoothing performed noticeably better than split Bregman TV, which in turn, performed slightly better than Curvelet denoising.

  19. Effect of intra-fraction motion on the accumulated dose for free-breathing MR-guided stereotactic body radiation therapy of renal-cell carcinoma

    Science.gov (United States)

    Stemkens, Bjorn; Glitzner, Markus; Kontaxis, Charis; de Senneville, Baudouin Denis; Prins, Fieke M.; Crijns, Sjoerd P. M.; Kerkmeijer, Linda G. W.; Lagendijk, Jan J. W.; van den Berg, Cornelis A. T.; Tijssen, Rob H. N.

    2017-09-01

    Stereotactic body radiation therapy (SBRT) has shown great promise in increasing local control rates for renal-cell carcinoma (RCC). Characterized by steep dose gradients and high fraction doses, these hypo-fractionated treatments are, however, prone to dosimetric errors as a result of variations in intra-fraction respiratory-induced motion, such as drifts and amplitude alterations. This may lead to significant variations in the deposited dose. This study aims to develop a method for calculating the accumulated dose for MRI-guided SBRT of RCC in the presence of intra-fraction respiratory variations and determine the effect of such variations on the deposited dose. For this, RCC SBRT treatments were simulated while the underlying anatomy was moving, based on motion information from three motion models with increasing complexity: (1) STATIC, in which static anatomy was assumed, (2) AVG-RESP, in which 4D-MRI phase-volumes were time-weighted, and (3) PCA, a method that generates 3D volumes with sufficient spatio-temporal resolution to capture respiration and intra-fraction variations. Five RCC patients and two volunteers were included and treatments delivery was simulated, using motion derived from subject-specific MR imaging. Motion was most accurately estimated using the PCA method with root-mean-squared errors of 2.7, 2.4, 1.0 mm for STATIC, AVG-RESP and PCA, respectively. The heterogeneous patient group demonstrated relatively large dosimetric differences between the STATIC and AVG-RESP, and the PCA reconstructed dose maps, with hotspots up to 40% of the D99 and an underdosed GTV in three out of the five patients. This shows the potential importance of including intra-fraction motion variations in dose calculations.

  20. Analysis of intra-fraction prostate motion and derivation of duration-dependent margins for radiotherapy using real-time 4D ultrasound

    Directory of Open Access Journals (Sweden)

    Eric Pei Ping Pang

    2018-01-01

    Full Text Available Background and purpose: During radiotherapy, prostate motion changes over time. Quantifying and accounting for this motion is essential. This study aimed to assess intra-fraction prostate motion and derive duration-dependent planning margins for two treatment techniques. Material and methods: A four-dimension (4D transperineal ultrasound Clarity® system was used to track prostate motion. We analysed 1913 fractions from 60 patients undergoing volumetric-modulated arc therapy (VMAT to the prostate. The mean VMAT treatment duration was 3.4 min. Extended monitoring was conducted weekly to simulate motion during intensity-modulated radiation therapy (IMRT treatment (an additional seven minutes. A motion-time trend analysis was conducted and the mean intra-fraction motion between VMAT and IMRT treatments compared. Duration-dependent margins were calculated and anisotropic margins for VMAT and IMRT treatments were derived. Results: There were statistically significant differences in the mean intra-fraction motion between VMAT and the simulated IMRT duration in the inferior (0.1 mm versus 0.3 mm and posterior (−0.2 versus −0.4 mm directions respectively (p ≪ 0.01. An intra-fraction motion trend inferiorly and posteriorly was observed. The recommended minimum anisotropic margins are 1.7 mm/2.7 mm (superior/inferior; 0.8 mm (left/right, 1.7 mm/2.9 mm (anterior/posterior for VMAT treatments and 2.9 mm/4.3 mm (superior/inferior, 1.5 mm (left/right, 2.8 mm/4.8 mm (anterior/posterior for IMRT treatments. Smaller anisotropic margins were required for VMAT compared to IMRT (differences ranging from 1.2 to 1.6 mm superiorly/inferiorly, 0.7 mm laterally and 1.1–1.9 mm anteriorly/posteriorly. Conclusions: VMAT treatment is preferred over IMRT as prostate motion increases with time. Larger margins should be employed in the inferior and posterior directions for both treatment durations. Duration-dependent margins should

  1. 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.

  2. 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.

  3. Effects of temperature gradient induced nanoparticle motion on conduction and convection of fluid

    International Nuclear Information System (INIS)

    Zhou Leping; Peterson, George P.; Yoda, Minani; Wang Buxuan

    2012-01-01

    The role of temperature gradient induced nanoparticle motion on conduction and convection was investigated. Possible mechanisms for variations resulting from variations in the thermophysical properties are theoretically and experimentally discussed. The effect of the nanoparticle motion on conduction is demonstrated through thermal conductivity measurement of deionized water with suspended CuO nanoparticles (50 nm in diameter) and correlated with the contributions of Brownian diffusion, thermophoresis, etc. The tendencies observed is that the magnitude of and the variation in the thermal conductivity increases with increasing volume fraction for a given temperature, which is due primarily to the Brownian diffusion of the nanoparticles. Using dimensional analysis, the thermal conductivity is correlated and both the interfacial thermal resistance and near-field radiation are found to be essentially negligible. A modification term that incorporates the contributions of Brownian motion and thermophoresis is proposed. The effect of nanoscale convection is illustrated through an experimental investigation that utilized fluorescent polystyrene nanoparticle tracers (200 nm in diameter) and multilayer nanoparticle image velocimetry. The results indicate that both the magnitude and the deviation of the fluid motion increased with increasing heat flux in the near-wall region. Meanwhile, the fluid motion tended to decrease with the off-wall distance for a given heating power. A corresponding numerical study of convection of pure deionized water shows that the velocity along the off-wall direction is several orders of magnitude lower than that of deionized water, which indicates that Brownian motion in the near-wall region is crucial for fluid with suspended nanoparticles in convection.

  4. Development of a real-time monitoring system for intra-fractional motion in intracranial treatment using pressure sensors.

    Science.gov (United States)

    Inata, Hiroki; Araki, Fujio; Kuribayashi, Yuta; Hamamoto, Yasushi; Nakayama, Shigeki; Sodeoka, Noritaka; Kiriyama, Tetsukazu; Nishizaki, Osamu

    2015-09-21

    This study developed a dedicated real-time monitoring system to detect intra-fractional head motion in intracranial radiotherapy using pressure sensors. The dedicated real-time monitoring system consists of pressure sensors with a thickness of 0.6 mm and a radius of 9.1 mm, a thermoplastic mask, a vacuum pillow, and a baseplate. The four sensors were positioned at superior-inferior and right-left sides under the occipital area. The sampling rate of pressure sensors was set to 5 Hz. First, we confirmed that the relationship between the force and the displacement of the vacuum pillow follows Hook's law. Next, the spring constant for the vacuum pillow was determined from the relationship between the force given to the vacuum pillow and the displacement of the head, detected by Cyberknife target locating system (TLS) acquisitions in clinical application. Finally, the accuracy of our system was evaluated by using the 2  ×  2 confusion matrix. The regression lines between the force, y, and the displacement, x, of the vacuum pillow were given by y = 3.8x, y = 4.4x, and y = 5.0x when the degree of inner pressure was  -12 kPa,-20 kPa, and  -27 kPa, respectively. The spring constant of the vacuum pillow was 1.6 N mm(-1) from the 6D positioning data of a total of 2999 TLS acquisitions in 19 patients. Head motions of 1 mm, 1.5 mm, and 2 mm were detected in real-time with the accuracies of 67%, 84%, and 89%, respectively. Our system can detect displacement of the head continuously during every interval of TLS with a resolution of 1-2 mm without any radiation exposure.

  5. Tissue feature-based intra-fractional motion tracking for stereoscopic x-ray image guided radiotherapy

    Science.gov (United States)

    Xie, Yaoqin; Xing, Lei; Gu, Jia; Liu, Wu

    2013-06-01

    Real-time knowledge of tumor position during radiation therapy is essential to overcome the adverse effect of intra-fractional organ motion. The goal of this work is to develop a tumor tracking strategy by effectively utilizing the inherent image features of stereoscopic x-ray images acquired during dose delivery. In stereoscopic x-ray image guided radiation delivery, two orthogonal x-ray images are acquired either simultaneously or sequentially. The essence of markerless tumor tracking is the reliable identification of inherent points with distinct tissue features on each projection image and their association between two images. The identification of the feature points on a planar x-ray image is realized by searching for points with high intensity gradient. The feature points are associated by using the scale invariance features transform descriptor. The performance of the proposed technique is evaluated by using images of a motion phantom and four archived clinical cases acquired using either a CyberKnife equipped with a stereoscopic x-ray imaging system, or a LINAC equipped with an onboard kV imager and an electronic portal imaging device. In the phantom study, the results obtained using the proposed method agree with the measurements to within 2 mm in all three directions. In the clinical study, the mean error is 0.48 ± 0.46 mm for four patient data with 144 sequential images. In this work, a tissue feature-based tracking method for stereoscopic x-ray image guided radiation therapy is developed. The technique avoids the invasive procedure of fiducial implantation and may greatly facilitate the clinical workflow.

  6. Tissue feature-based intra-fractional motion tracking for stereoscopic x-ray image guided radiotherapy

    International Nuclear Information System (INIS)

    Xie Yaoqin; Gu Jia; Xing Lei; Liu Wu

    2013-01-01

    Real-time knowledge of tumor position during radiation therapy is essential to overcome the adverse effect of intra-fractional organ motion. The goal of this work is to develop a tumor tracking strategy by effectively utilizing the inherent image features of stereoscopic x-ray images acquired during dose delivery. In stereoscopic x-ray image guided radiation delivery, two orthogonal x-ray images are acquired either simultaneously or sequentially. The essence of markerless tumor tracking is the reliable identification of inherent points with distinct tissue features on each projection image and their association between two images. The identification of the feature points on a planar x-ray image is realized by searching for points with high intensity gradient. The feature points are associated by using the scale invariance features transform descriptor. The performance of the proposed technique is evaluated by using images of a motion phantom and four archived clinical cases acquired using either a CyberKnife equipped with a stereoscopic x-ray imaging system, or a LINAC equipped with an onboard kV imager and an electronic portal imaging device. In the phantom study, the results obtained using the proposed method agree with the measurements to within 2 mm in all three directions. In the clinical study, the mean error is 0.48 ± 0.46 mm for four patient data with 144 sequential images. In this work, a tissue feature-based tracking method for stereoscopic x-ray image guided radiation therapy is developed. The technique avoids the invasive procedure of fiducial implantation and may greatly facilitate the clinical workflow. (paper)

  7. Brownian relaxation of an inelastic sphere in air

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-15

    The procedures that are used to calculate the forces and moments on an aerodynamic body in the rarefied gas of the upper atmosphere are applied to a small sphere of the size of an aerosol particle at sea level. While the gas-surface interaction model that provides accurate results for macroscopic bodies may not be appropriate for bodies that are comprised of only about a thousand atoms, it provides a limiting case that is more realistic than the elastic model. The paper concentrates on the transfer of energy from the air to an initially stationary sphere as it acquires Brownian motion. Individual particle trajectories vary wildly, but a clear relaxation process emerges from an ensemble average over tens of thousands of trajectories. The translational and rotational energies in equilibrium Brownian motion are determined. Empirical relationships are obtained for the mean translational and rotational relaxation times, the mean initial power input to the particle, the mean rates of energy transfer between the particle and air, and the diffusivity. These relationships are functions of the ratio of the particle mass to an average air molecule mass and the Knudsen number, which is the ratio of the mean free path in the air to the particle diameter. The ratio of the molecular radius to the particle radius also enters as a correction factor. The implications of Brownian relaxation for the second law of thermodynamics are discussed.

  8. Quantification of the relative contribution of the different right ventricular wall motion components to right ventricular ejection fraction: the ReVISION method.

    Science.gov (United States)

    Lakatos, Bálint; Tősér, Zoltán; Tokodi, Márton; Doronina, Alexandra; Kosztin, Annamária; Muraru, Denisa; Badano, Luigi P; Kovács, Attila; Merkely, Béla

    2017-03-27

    Three major mechanisms contribute to right ventricular (RV) pump function: (i) shortening of the longitudinal axis with traction of the tricuspid annulus towards the apex; (ii) inward movement of the RV free wall; (iii) bulging of the interventricular septum into the RV and stretching the free wall over the septum. The relative contribution of the aforementioned mechanisms to RV pump function may change in different pathological conditions.Our aim was to develop a custom method to separately assess the extent of longitudinal, radial and anteroposterior displacement of the RV walls and to quantify their relative contribution to global RV ejection fraction using 3D data sets obtained by echocardiography.Accordingly, we decomposed the movement of the exported RV beutel wall in a vertex based manner. The volumes of the beutels accounting for the RV wall motion in only one direction (either longitudinal, radial, or anteroposterior) were calculated at each time frame using the signed tetrahedron method. Then, the relative contribution of the RV wall motion along the three different directions to global RV ejection fraction was calculated either as the ratio of the given direction's ejection fraction to global ejection fraction and as the frame-by-frame RV volume change (∆V/∆t) along the three motion directions.The ReVISION (Right VentrIcular Separate wall motIon quantificatiON) method may contribute to a better understanding of the pathophysiology of RV mechanical adaptations to different loading conditions and diseases.

  9. 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...

  10. 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)

  11. TU-AB-303-06: Does Online Adaptive Radiation Therapy Mean Zero Margin for Intermediate-Risk Prostate Cancer? An Intra-Fractional Seminal Vesicles Motion Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Sheng, Y; Li, T; Lee, W; Yin, F; Wu, Q [Duke University Medical Center, Durham, NC (United States)

    2015-06-15

    Purpose: To provide benchmark for seminal vesicles (SVs) margin selection to account for intra-fractional motion; and to investigate the effectiveness of two motion surrogates in predicting intra-fractional SV underdosage. Methods: 9 prostate SBRT patients were studied; each has five pairs of pre-treatment and post-treatment cone-beam CTs (CBCTs). Each pair of CBCTs was registered based on fiducial markers in the prostate. To provide “ground truth” for coverage evaluation, all pre-treatment SVs were expanded with isotropic margin of 1,2,3,5 and 8mm, and their overlap with post-treatment SVs were used to quantify intra-fractional coverage. Two commonly used motion surrogates, the center-of-mass (COM) and the border of contour (the most distal points in SI/AP/LR directions) were evaluated using Receiver-Operating Characteristic (ROC) analyses for predicting SV underdosage due to intra-fractional motion. Action threshold of determining underdosage for each surrogate was calculated by selecting the optimal balancing between sensitivity and specificity. For comparison, margin for each surrogate was also calculated based on traditional margin recipe. Results: 90% post-treatment SV coverage can be achieved in 47%, 82%, 91%, 98% and 98% fractions for 1,2,3,5 and 8mm margins. 3mm margin ensured the 90% intra-fractional SV coverage in 90% fractions when prostate was aligned. The ROC analysis indicated the AUC for COM and border were 0.88 and 0.72. The underdosage threshold was 2.9mm for COM and 4.1mm for border. The Van Herk’s margin recipe recommended 0.5, 0 and 1.8mm margin in LR, AP and SI direction based on COM and for border, the corresponding margin was 2.1, 4.5 and 3mm. Conclusion: 3mm isotropic margin is the minimum required to mitigate the intra-fractional SV motion when prostate is aligned. ROC analysis reveals that both COM and border are acceptable predictors for SV underdosage with 2.9mm and 4.1mm action threshold. Traditional margin calculation is less

  12. TU-AB-303-06: Does Online Adaptive Radiation Therapy Mean Zero Margin for Intermediate-Risk Prostate Cancer? An Intra-Fractional Seminal Vesicles Motion Analysis

    International Nuclear Information System (INIS)

    Sheng, Y; Li, T; Lee, W; Yin, F; Wu, Q

    2015-01-01

    Purpose: To provide benchmark for seminal vesicles (SVs) margin selection to account for intra-fractional motion; and to investigate the effectiveness of two motion surrogates in predicting intra-fractional SV underdosage. Methods: 9 prostate SBRT patients were studied; each has five pairs of pre-treatment and post-treatment cone-beam CTs (CBCTs). Each pair of CBCTs was registered based on fiducial markers in the prostate. To provide “ground truth” for coverage evaluation, all pre-treatment SVs were expanded with isotropic margin of 1,2,3,5 and 8mm, and their overlap with post-treatment SVs were used to quantify intra-fractional coverage. Two commonly used motion surrogates, the center-of-mass (COM) and the border of contour (the most distal points in SI/AP/LR directions) were evaluated using Receiver-Operating Characteristic (ROC) analyses for predicting SV underdosage due to intra-fractional motion. Action threshold of determining underdosage for each surrogate was calculated by selecting the optimal balancing between sensitivity and specificity. For comparison, margin for each surrogate was also calculated based on traditional margin recipe. Results: 90% post-treatment SV coverage can be achieved in 47%, 82%, 91%, 98% and 98% fractions for 1,2,3,5 and 8mm margins. 3mm margin ensured the 90% intra-fractional SV coverage in 90% fractions when prostate was aligned. The ROC analysis indicated the AUC for COM and border were 0.88 and 0.72. The underdosage threshold was 2.9mm for COM and 4.1mm for border. The Van Herk’s margin recipe recommended 0.5, 0 and 1.8mm margin in LR, AP and SI direction based on COM and for border, the corresponding margin was 2.1, 4.5 and 3mm. Conclusion: 3mm isotropic margin is the minimum required to mitigate the intra-fractional SV motion when prostate is aligned. ROC analysis reveals that both COM and border are acceptable predictors for SV underdosage with 2.9mm and 4.1mm action threshold. Traditional margin calculation is less

  13. 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.

  14. Sci-Fri PM: Radiation Therapy, Planning, Imaging, and Special Techniques - 04: Assessment of intra-fraction motion during lung SABR VMAT using a custom abdominal compression device

    Energy Technology Data Exchange (ETDEWEB)

    Hyde, Derek; Robinson, Mark; Araujo, Cynthia; Teke, Tony; Halperin, Ross; Petrik, David; Mou, Benjamin; Mohamed, Islam [BCCA - Centre for the Southern Interior (Canada)

    2016-08-15

    Purpose: Lung SABR patients are treated using Volumetrically Modulated Arc Therapy (VMAT), utilizing 2 arcs with Conebeam CT (CBCT) image-guidance prior to each arc. Intra-fraction imaging can prolong treatment time (up to 20%), and the aim of this study is to determine if it is necessary. Methods: We utilize an in-house abdominal compression device to minimize respiratory motion, 4DCT to define the ITV, a 5 mm PTV margin and a 2–3 mm PRV margin. We treated 23 patients with VMAT, fifteen were treated to 48 Gy in 4 fractions, while eight were treated with up to 60 Gy in 8 fractions. Intrafraction motion was assessed by the translational errors recorded for the second CBCT. Results: There was no significant difference (t-test, p=0.93) in the intra-fraction motion between the patients treated with 4 and 8 fractions, or between the absolute translations in each direction (ANOVA, p=0.17). All 124 intra-fraction CBCT images were analysed and 95% remained localized within the 5 mm PTV margin The mean magnitude of the vector displacement was 1.8 mm. Conclusions: For patients localized with an abdominal compression device, the intrafraction CBCT image may not be necessary, if it is only the tumor coverage that is of concern, as the patients are typically well within the 5 mm PTV margin. On the other hand, if there is a structure with a smaller PRV margin, an intrafraction CBCT is recommended to ensure that the dose limit for the organ at risk is not exceeded.

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

    Czech Academy of Sciences Publication Activity Database

    Filip, R.; Zemánek, Pavel

    2016-01-01

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

  16. 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.

  17. 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

  18. TU-F-CAMPUS-J-01: Inference of Prostate PTV Margins in VMAT Delivery From Intra-Fraction Prostate Motion During SBRT Delivery

    Energy Technology Data Exchange (ETDEWEB)

    Thind, K; Wong, R; Gerdes, C; Chow, T [Juravinski Cancer Centre, Hamilton, Ontario (Canada); Wong, D [McMaster University, Hamilton, Ontario (Canada)

    2015-06-15

    Purpose: To retrospectively quantify the intra-fraction prostate motion during stereotactic body radiation therapy (SBRT) treatment using CyberKnife’s target tracking system, which may provide insight into expansion margins from GTV to PTV used in gantry-based treatments. CyberKnife is equipped with an active tracking system (InTempo) that tracks the four fiducials placed in the prostate gland. The system acquires intra-fraction orthogonal kV images at 45° and 315° in a sequential fashion. Methods: A total of 38 patients treated with SBRT using CyberKnife between 2011 and 2013 were studied. Dose-regime was 36.25 Gy in 5 fractions (7.25 Gy/fraction, twice per week) as per RTOG 0938 guidelines. The CyberKnife image tracking logs for all SBRT treatments using InTempo were examined. A total of 13663 images were examined for the superior/inferior (SI), anterior/posterior (AP) and left/right (LR) translation as well as roll, pitch and yaw rotations for the target position relative to the last known model position. Results: The mean ± 2 SD of intra-fraction motion was contained within 3 mm for SI and LR and 4.5 mm for AP directions at 5 minutes into the treatment delivery. It was contained within 4 mm for SI and LR and 5 mm for AP at 10 minutes. At 15 minutes into delivery, all translations were contained within 5 mm. The mean ± 2 SD of prostate roll, pitch and yaw increased with time but were contained within 5 degree at 5, 10 and 15 minutes into treatment. Additionally, target translations and rotations were within ± 1 mm and ± 1 degree for 90% and 78% of the time. Conclusion: The organ motion component of PTV margin for 10 minute VMAT delivery is contained within 4 mm in SI and LR direction and within 5 mm in the AP direction.

  19. 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.

  20. 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.

  1. 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)

  2. 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.

  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. 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...

  5. Brownian quasi-particles in statistical physics

    International Nuclear Information System (INIS)

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

    1979-01-01

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

  6. Bifurcation dynamics of the tempered fractional Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)

    2016-08-15

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  7. 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

  8. 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.

  9. Model of chromosomal loci dynamics in bacteria as fractional diffusion with intermittent transport

    Science.gov (United States)

    Gherardi, Marco; Calabrese, Ludovico; Tamm, Mikhail; Cosentino Lagomarsino, Marco

    2017-10-01

    The short-time dynamics of bacterial chromosomal loci is a mixture of subdiffusive and active motion, in the form of rapid relocations with near-ballistic dynamics. While previous work has shown that such rapid motions are ubiquitous, we still have little grasp on their physical nature, and no positive model is available that describes them. Here, we propose a minimal theoretical model for loci movements as a fractional Brownian motion subject to a constant but intermittent driving force, and compare simulations and analytical calculations to data from high-resolution dynamic tracking in E. coli. This analysis yields the characteristic time scales for intermittency. Finally, we discuss the possible shortcomings of this model, and show that an increase in the effective local noise felt by the chromosome associates to the active relocations.

  10. On the application of the theory of the translational Brownian movement to the calculation of the differential cross-sections for the incoherent scattering of slow neutrons

    International Nuclear Information System (INIS)

    Coffey, W.T.

    1978-01-01

    It is shown how three models (based on the theory of the Brownian movement) for the translational motion of an atom in a fluid may be used to calculate explicitly the intermediate scattering functions and differential cross-sections for the incoherent scattering of slow neutrons. In the first model the translational motion of the atom is represented by the motion of a particle in space subjected to no forces other than those arising from the thermal motion of its surroundings. The differential scattering cross-section for this model is then obtained as a continued fraction similar to that given by Sack (Proc. Phys. Soc.; B70:402 and 414 (1957)) for the electric polarisability in his investigation of the role of inertial effects in dielectric relaxation. The second model is a corrected version of the itinerant oscillator model of Sears (Proc. Phys. Soc.; 86:953 (1965)). Here the differential cross-section is obtained in the form of a series and a closed-form expression is found for the intermediate scattering function. The last model to be considered is the harmonically bound particle where again a closed form expression is obtained for the intermediate scattering function. In each case the intermediate scattering function has a mathematical form which is similar to the after-effect function describing the decay of electric polarisation for the rotational versions of the models. (author)

  11. 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.

  12. Determining inter-fractional motion of the uterus using 3D ultrasound imaging during radiotherapy for cervical cancer

    DEFF Research Database (Denmark)

    Baker, Mariwan; Jensen, Jørgen Arendt; Behrens, Claus F.

    2014-01-01

    Uterine positional changes can reduce the accuracy of radiotherapy for cervical cancer patients. The purpose of this study was to; 1) Quantify the inter-fractional uterine displacement using a novel 3D ultrasound (US) imaging system, and 2) Compare the result with the bone match shift determined ...... uterus. Uterine shifts based on US imaging contains relative uterus-bone displacement, which is not taken into consideration using CBCT bone match....

  13. 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.

  14. 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.

  15. Fractional Order Stochastic Differential Equation with Application in European Option Pricing

    Directory of Open Access Journals (Sweden)

    Qing Li

    2014-01-01

    Full Text Available Memory effect is an important phenomenon in financial systems, and a number of research works have been carried out to study the long memory in the financial markets. In recent years, fractional order ordinary differential equation is used as an effective instrument for describing the memory effect in complex systems. In this paper, we establish a fractional order stochastic differential equation (FSDE model to describe the effect of trend memory in financial pricing. We, then, derive a European option pricing formula based on the FSDE model and prove the existence of the trend memory (i.e., the mean value function in the option pricing formula when the Hurst index is between 0.5 and 1. In addition, we make a comparison analysis between our proposed model, the classic Black-Scholes model, and the stochastic model with fractional Brownian motion. Numerical results suggest that our model leads to more accurate and lower standard deviation in the empirical study.

  16. Extension of the NCAT phantom for the investigation of intra-fraction respiratory motion in IMRT using 4D Monte Carlo

    International Nuclear Information System (INIS)

    McGurk, Ross; Seco, Joao; Wolfgang, John; Paganetti, Harald; Riboldi, Marco; Segars, Paul

    2010-01-01

    The purpose of this work was to create a computational platform for studying motion in intensity modulated radiotherapy (IMRT). Specifically, the non-uniform rational B-spline (NURB) cardiac and torso (NCAT) phantom was modified for use in a four-dimensional Monte Carlo (4D-MC) simulation system to investigate the effect of respiratory-induced intra-fraction organ motion on IMRT dose distributions as a function of diaphragm motion, lesion size and lung density. Treatment plans for four clinical scenarios were designed: diaphragm peak-to-peak amplitude of 1 cm and 3 cm, and two lesion sizes-2 cm and 4 cm diameter placed in the lower lobe of the right lung. Lung density was changed for each phase using a conservation of mass calculation. Further, a new heterogeneous lung model was implemented and tested. Each lesion had an internal target volume (ITV) subsequently expanded by 15 mm isotropically to give the planning target volume (PTV). The PTV was prescribed to receive 72 Gy in 40 fractions. The MLC leaf sequence defined by the planning system for each patient was exported and used as input into the MC system. MC simulations using the dose planning method (DPM) code together with deformable image registration based on the NCAT deformation field were used to find a composite dose distribution for each phantom. These composite distributions were subsequently analyzed using information from the dose volume histograms (DVH). Lesion motion amplitude has the largest effect on the dose distribution. Tumor size was found to have a smaller effect and can be mitigated by ensuring the planning constraints are optimized for the tumor size. The use of a dynamic or heterogeneous lung density model over a respiratory cycle does not appear to be an important factor with a ≤ 0.6% change in the mean dose received by the ITV, PTV and right lung. The heterogeneous model increases the realism of the NCAT phantom and may provide more accurate simulations in radiation therapy

  17. 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

  18. 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.

  19. 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.

  20. 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)

  1. 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

  2. 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...

  3. 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)

  4. 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

  5. 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 ...

  6. 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 ...

  7. 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...

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

    Indian Academy of Sciences (India)

    was subjected to various killing treatments, liquids other .... This phrase is used for the systems rectifying the inescapable thermal noise to produce unidirectional current of particles in the .... with dispersion 2Dt (Figure 2) implying spread of the.

  9. Brownian motion and the heat equation on superspace and anyspace

    International Nuclear Information System (INIS)

    Majid, S.; Rodriguez-Plaza, M.J.

    1993-01-01

    We use random walks to study diffusion on anyspace. Anyspace is characterized by co-ordinate ξ with ξ N =0 and statistics ξξ'=e 2πi/N ξ'ξ between independent copies. Anyonic integration and anyonic Dirac δ-functions are introduced, and reduce to familiar results for supersymmetry when N=2. These ingredients are then used to formulate and solve the resulting anyonic diffusion equation. (oirg.)

  10. Quantum electrodynamical torques in the presence of Brownian motion

    NARCIS (Netherlands)

    Munday, J. N.; Iannuzzi, D.; Capasso, F.

    2006-01-01

    Quantum fluctuations of the electromagnetic field give rise to a zero-point energy that persists even in the absence of electromagnetic sources. One striking consequence of the zero-point energy is manifested in the Casimir force, which causes two electrically neutral metallic plates to attract in

  11. A simple microviscometric approach based on Brownian motion tracking

    Czech Academy of Sciences Publication Activity Database

    Hnyluchová, Z.; Bjalončikova, P.; Karas, P.; Mravec, F.; Halasová, T.; Pekar, M.; Kubala, Lukáš; Víteček, Jan

    2015-01-01

    Roč. 86, č. 2 (2015) ISSN 0034-6748 R&D Projects: GA ČR(CZ) GCP305/12/J038 Grant - others:GA MŠk(CZ) ED1.100/02/0123 Institutional support: RVO:68081707 Keywords : MULTIPLE-PARTICLE TRACKING * MICRORHEOLOGY * IMAGE Subject RIV: BO - Biophysics Impact factor: 1.336, year: 2015

  12. Parameter inference from hitting times for perturbed Brownian motion

    Czech Academy of Sciences Publication Activity Database

    Tamborrino, M.; Ditlevsen, S.; Lánský, Petr

    2015-01-01

    Roč. 21, č. 3 (2015), s. 331-352 ISSN 1380-7870 Institutional support: RVO:67985823 Keywords : first passage times * maximum likelihood estimation * Wiener proces * degradation proces * effect of intervention * survival analysis Subject RIV: BD - Theory of Information Impact factor: 0.810, year: 2015

  13. Theoretical predictions of diffusion from Brownian motion in superstrong polymers

    International Nuclear Information System (INIS)

    Dowell, F.

    1991-01-01

    This paper presents a summary of unique highly nonlinear static and dynamic theories for chain molecules (actually, for almost any kind of organic molecule), including the first superstrong polymers. These theories have been used to predict and explain (1) the physical self-assembly (self-ordering) of specific kinds of molecules into liquid crystalline (LC) phases (i.e., partially ordered phases) and (2) the diffusion of these molecules in various LC phases and the isotropic (I) liquid phase

  14. Two derivations of the master equation of quantum Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

    Halliwell, J J [Blackett Laboratory, Imperial College, London SW7 2BZ (United Kingdom)

    2007-03-23

    Central to many discussion of decoherence is a master equation for the reduced density matrix of a massive particle experiencing scattering from its surrounding environment, such as that of Joos and Zeh. Such master equations enjoy a close relationship with spontaneous localization models, like the GRW model. The aim of this paper is to present two derivations of the master equation. The first derivation is a pedagogical model designed to illustrate the origins of the master equation as simply as possible, focusing on physical principles and without the complications of S-matrix theory. This derivation may serve as a useful tutorial example for students attempting to learn this subject area. The second is the opposite: a very general derivation using non-relativistic many-body field theory. It reduces to the equation of the type given by Joos and Zeh in the one-particle sector, but correcting certain numerical factors which have recently become significant in connection with experimental tests of decoherence. This master equation also emphasizes the role of local number density as the 'preferred basis' for decoherence in this model.

  15. 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

  16. Two derivations of the master equation of quantum Brownian motion

    International Nuclear Information System (INIS)

    Halliwell, J J

    2007-01-01

    Central to many discussion of decoherence is a master equation for the reduced density matrix of a massive particle experiencing scattering from its surrounding environment, such as that of Joos and Zeh. Such master equations enjoy a close relationship with spontaneous localization models, like the GRW model. The aim of this paper is to present two derivations of the master equation. The first derivation is a pedagogical model designed to illustrate the origins of the master equation as simply as possible, focusing on physical principles and without the complications of S-matrix theory. This derivation may serve as a useful tutorial example for students attempting to learn this subject area. The second is the opposite: a very general derivation using non-relativistic many-body field theory. It reduces to the equation of the type given by Joos and Zeh in the one-particle sector, but correcting certain numerical factors which have recently become significant in connection with experimental tests of decoherence. This master equation also emphasizes the role of local number density as the 'preferred basis' for decoherence in this model

  17. Brownian motion of spins; generalized spin Langevin equation

    International Nuclear Information System (INIS)

    Jayannavar, A.M.

    1990-03-01

    We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concomitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature. (author). 16 refs

  18. Assessment of cardiac performance with quantitative radionuclide angiocardiography: sequential left ventricular ejection fraction, normalized left ventricular ejection rate, and regional wall motion

    International Nuclear Information System (INIS)

    Marshall, R.C.; Berger, H.J.; Costin, J.C.; Freedman, G.S.; Wolberg, J.; Cohen, L.S.; Gotischalk, A.; Zaret, B.L.

    1977-01-01

    Sequential quantitative first pass radionuclide angiocardiograms (RA) were used to measure left ventricular ejection fraction (LVEF) and left ventricular ejection rate (LVER), and to assess regional wall motion (RWM) in the anterior (ANT) and left anterior oblique (LAO) positions. Studies were obtained with a computerized multicrystal scintillation camera suitable for acquiring high count-rate data. Background was determined in a new fashion by selecting frames temporally from the left ventricular region of interest time-activity curve. A ''representative'' cardiac cycle was formed by summing together counts over three to six cardiac cycles. From this background corrected, high count-rate ''representative''cardiac cycle, LVEF, LVER, and RWM were determined. In 22 patients with normal sinus rhythm in the absence of significant valvular regurgitation, RA LVEF correlated well with that measured by contrast angiography (r = 0.95). LVER correlated well with LVEF measured at contrast angiography (r = 0.90) and allowed complete separation of those with normal (LVER = 3.4 +- 0.17 sec -1 ) and abnormal (LVER = 1.22 +- 0.11 sec -1 ) (P < 0.001) left ventricular performance. This separation was independent of background. Isoproterenol infusion in five normal subjects caused LVER to increase by 81 +- 17% while LVEF increased by 10 +- 2.0%. RWM was correctly defined in 21/22 patients and 89% of left ventricular segments with abnormal wall motion

  19. Validation of a novel modified wall motion score for estimation of left ventricular ejection fraction in ischemic and non-ischemic cardiomyopathy

    Energy Technology Data Exchange (ETDEWEB)

    Scholl, David, E-mail: David.Scholl@utoronto.ca [Imaging Research Laboratories, Robarts Research Institute, London, Ontario (Canada); Kim, Han W., E-mail: hanwkim@gmail.com [Duke Cardiovascular Magnetic Resonance Center, Division of Cardiology, Duke University, NC (United States); Shah, Dipan, E-mail: djshah@tmhs.org [The Methodist DeBakey Heart Center, Houston, TX (United States); Fine, Nowell M., E-mail: nowellfine@gmail.com [Division of Cardiology, Department of Medicine, Schulich School of Medicine and Dentistry, University of Western Ontario (Canada); Tandon, Shruti, E-mail: standon4@uwo.ca [Division of Cardiology, Department of Medicine, Schulich School of Medicine and Dentistry, University of Western Ontario (Canada); Thompson, Terry, E-mail: thompson@lawsonimaging.ca [Lawson Health Research Institute, London, Ontario (Canada); Department of Medical Biophysics, University of Western Ontario, London, Ontario (Canada); Drangova, Maria, E-mail: mdrangov@imaging.robarts.ca [Imaging Research Laboratories, Robarts Research Institute, London, Ontario (Canada); Department of Medical Biophysics, University of Western Ontario, London, Ontario (Canada); White, James A., E-mail: jwhite@imaging.robarts.ca [Division of Cardiology, Department of Medicine, Schulich School of Medicine and Dentistry, University of Western Ontario (Canada); Lawson Health Research Institute, London, Ontario (Canada); Imaging Research Laboratories, Robarts Research Institute, London, Ontario (Canada)

    2012-08-15

    Background: Visual determination of left ventricular ejection fraction (LVEF) by segmental scoring may be a practical alternative to volumetric analysis of cine magnetic resonance imaging (MRI). The accuracy and reproducibility of this approach for has not been described. The purpose of this study was to validate a novel segmental visual scoring method for LVEF estimation using cine MRI. Methods: 362 patients with known or suspected cardiomyopathy were studied. A modified wall motion score (mWMS) was used to blindly score the wall motion of all cardiac segments from cine MRI imaging. The same datasets were subjected to blinded volumetric analysis using endocardial contour tracing. The population was then separated into a model cohort (N = 181) and validation cohort (N = 181), with the former used to derive a regression equation of mWMS versus true volumetric LVEF. The validation cohort was then used to test the accuracy of this regression model to estimate the true LVEF from a visually determined mWMS. Reproducibility testing of mWMS scoring was performed upon a randomly selected sample of 20 cases. Results: The regression equation relating mWMS to true LVEF in the model cohort was: LVEF = 54.23 - 0.5761 Multiplication-Sign mWMS. In the validation cohort this equation produced a strong correlation between mWMS-derived LVEF and true volumetric LVEF (r = 0.89). Bland and Altman analysis showed no systematic bias in the LVEF estimated using the mWMS (-0.3231%, 95% limits of agreement -12.22% to 11.58%). Inter-observer and intra-observer reproducibility was excellent (r = 0.93 and 0.97, respectively). Conclusion: The mWMS is a practical tool for reporting regional wall motion and provides reproducible estimates of LVEF from cine MRI.

  20. Validation of a motion-robust 2D sequential technique for quantification of hepatic proton density fat fraction during free breathing.

    Science.gov (United States)

    Pooler, B Dustin; Hernando, Diego; Ruby, Jeannine A; Ishii, Hiroshi; Shimakawa, Ann; Reeder, Scott B

    2018-04-17

    Current chemical-shift-encoded (CSE) MRI techniques for measuring hepatic proton density fat fraction (PDFF) are sensitive to motion artifacts. Initial validation of a motion-robust 2D-sequential CSE-MRI technique for quantification of hepatic PDFF. Phantom study and prospective in vivo cohort. Fifty adult patients (27 women, 23 men, mean age 57.2 years). 3D, 2D-interleaved, and 2D-sequential CSE-MRI acquisitions at 1.5T. Three CSE-MRI techniques (3D, 2D-interleaved, 2D-sequential) were performed in a PDFF phantom and in vivo. Reference standards were 3D CSE-MRI PDFF measurements for the phantom study and single-voxel MR spectroscopy hepatic PDFF measurements (MRS-PDFF) in vivo. In vivo hepatic MRI-PDFF measurements were performed during a single breath-hold (BH) and free breathing (FB), and were repeated by a second reader for the FB 2D-sequential sequence to assess interreader variability. Correlation plots to validate the 2D-sequential CSE-MRI against the phantom and in vivo reference standards. Bland-Altman analysis of FB versus BH CSE-MRI acquisitions to evaluate robustness to motion. Bland-Altman analysis to assess interreader variability. Phantom 2D-sequential CSE-MRI PDFF measurements demonstrated excellent agreement and correlation (R 2 > 0.99) with 3D CSE-MRI. In vivo, the mean (±SD) hepatic PDFF was 8.8 ± 8.7% (range 0.6-28.5%). Compared with BH acquisitions, FB hepatic PDFF measurements demonstrated bias of +0.15% for 2D-sequential compared with + 0.53% for 3D and +0.94% for 2D-interleaved. 95% limits of agreement (LOA) were narrower for 2D-sequential (±0.99%), compared with 3D (±3.72%) and 2D-interleaved (±3.10%). All CSE-MRI techniques had excellent correlation with MRS (R 2 > 0.97). The FB 2D-sequential acquisition demonstrated little interreader variability, with mean bias of +0.07% and 95% LOA of ± 1.53%. This motion-robust 2D-sequential CSE-MRI can accurately measure hepatic PDFF during free breathing in a patient population with

  1. Fractional charges

    International Nuclear Information System (INIS)

    Saminadayar, L.

    2001-01-01

    20 years ago fractional charges were imagined to explain values of conductivity in some materials. Recent experiments have proved the existence of charges whose value is the third of the electron charge. This article presents the experimental facts that have led theorists to predict the existence of fractional charges from the motion of quasi-particles in a linear chain of poly-acetylene to the quantum Hall effect. According to the latest theories, fractional charges are neither bosons nor fermions but anyons, they are submitted to an exclusive principle that is less stringent than that for fermions. (A.C.)

  2. Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling

    International Nuclear Information System (INIS)

    Burnecki, Krzysztof; Weron, Aleksander

    2014-01-01

    In this survey paper we present a systematic methodology which demonstrates how to identify the origins of fractional dynamics. We consider three mechanisms which lead to it, namely fractional Brownian motion, fractional Lévy stable motion and an autoregressive fractionally integrated moving average (ARFIMA) process but we concentrate on the ARFIMA modelling. The methodology is based on statistical tools for identification and validation of the fractional dynamics, in particular on an ARFIMA parameter estimator, an ergodicity test, a self-similarity index estimator based on sample p-variation and a memory parameter estimator based on sample mean-squared displacement. A complete list of algorithms needed for this is provided in appendices A–F. Finally, we illustrate the methodology on various empirical data and show that ARFIMA can be considered as a universal model for fractional dynamics. Thus, we provide a practical guide for experimentalists on how to efficiently use ARFIMA modelling for a large class of anomalous diffusion data. (paper)

  3. Stochastic interactions of two Brownian hard spheres in the presence of depletants

    International Nuclear Information System (INIS)

    Karzar-Jeddi, Mehdi; Fan, Tai-Hsi; Tuinier, Remco; Taniguchi, Takashi

    2014-01-01

    A quantitative analysis is presented for the stochastic interactions of a pair of Brownian hard spheres in non-adsorbing polymer solutions. The hard spheres are hypothetically trapped by optical tweezers and allowed for random motion near the trapped positions. The investigation focuses on the long-time correlated Brownian motion. The mobility tensor altered by the polymer depletion effect is computed by the boundary integral method, and the corresponding random displacement is determined by the fluctuation-dissipation theorem. From our computations it follows that the presence of depletion layers around the hard spheres has a significant effect on the hydrodynamic interactions and particle dynamics as compared to pure solvent and uniform polymer solution cases. The probability distribution functions of random walks of the two interacting hard spheres that are trapped clearly shift due to the polymer depletion effect. The results show that the reduction of the viscosity in the depletion layers around the spheres and the entropic force due to the overlapping of depletion zones have a significant influence on the correlated Brownian interactions

  4. Measurement of the perfusion fraction in brain tumors with intravoxel incoherent motion MR imaging: validation with histopathological vascular density in meningiomas.

    Science.gov (United States)

    Togao, Osamu; Hiwatashi, Akio; Yamashita, Koji; Kikuchi, Kazufumi; Momosaka, Daichi; Yoshimoto, Koji; Kuga, Daisuke; Mizoguchi, Masahiro; Suzuki, Satoshi O; Iwaki, Toru; Van Cauteren, Marc; Iihara, Koji; Honda, Hiroshi

    2018-05-01

    To evaluate the quantification performance of the perfusion fraction (f) measured with intravoxel incoherent motion (IVIM) MR imaging in a comparison with the histological vascular density in meningiomas. 29 consecutive patients with meningioma (59.0 ± 16.8 years old, 8 males and 21 females) who underwent a subsequent surgical resection were examined with both IVIM imaging and a histopathological analysis. IVIM imaging was conducted using a single-shot SE-EPI sequence with 13 b-factors (0, 10, 20, 30, 50, 80, 100, 200, 300, 400, 600, 800, 1000 s mm - 2 ) at 3T. The perfusion fraction (f) was calculated by fitting the IVIM bi-exponential model. The 90-percentile f-value in the tumor region-of-interest (ROI) was defined as the maximum f-value (f-max). Histopathological vascular density (%Vessel) was measured on CD31-immunostainted histopathological specimens. The correlation and agreement between the f-values and %Vessel was assessed. The f-max (15.5 ± 5.5%) showed excellent agreement [intraclass correlation coefficient (ICC) = 0.754] and a significant correlation (r = 0.69, p < 0.0001) with the %Vessel (12.9 ± 9.4%) of the tumors. The Bland-Altman plot analysis showed excellent agreement between the f-max and %Vessel (bias, -2.6%; 95% limits of agreement, from -16.0 to 10.8%). The f-max was not significantly different among the histological subtypes of meningioma. An excellent agreement and a significant correlation were observed between the f-values and %Vessel. The f-value can be used as a noninvasive quantitative imaging measure to directly assess the vascular volume fraction in brain tumors. Advances in knowledge: The f-value measured by IVIM imaging showed a significant correlation and an excellent agreement with the histological vascular density in the meningiomas. The f-value can be used as a noninvasive and quantitative imaging measure to directly assess the volume fraction of capillaries in brain tumors.

  5. Some probabilistic properties of fractional point processes

    KAUST Repository

    Garra, Roberto

    2017-05-16

    In this article, the first hitting times of generalized Poisson processes N-f (t), related to Bernstein functions f are studied. For the spacefractional Poisson processes, N alpha (t), t > 0 ( corresponding to f = x alpha), the hitting probabilities P{T-k(alpha) < infinity} are explicitly obtained and analyzed. The processes N-f (t) are time-changed Poisson processes N( H-f (t)) with subordinators H-f (t) and here we study N(Sigma H-n(j= 1)f j (t)) and obtain probabilistic features of these extended counting processes. A section of the paper is devoted to processes of the form N( G(H,v) (t)) where G(H,v) (t) are generalized grey Brownian motions. This involves the theory of time-dependent fractional operators of the McBride form. While the time-fractional Poisson process is a renewal process, we prove that the space-time Poisson process is no longer a renewal process.

  6. Stable Lévy motion with inverse Gaussian subordinator

    Science.gov (United States)

    Kumar, A.; Wyłomańska, A.; Gajda, J.

    2017-09-01

    In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.

  7. SU-G-JeP4-14: Assessment of Inter- and Intra-Fractional Motion for Extremity Soft Tissue Sarcoma Patients by Using In-House Real-Time Optical Image-Based Monitoring System

    Energy Technology Data Exchange (ETDEWEB)

    Kim, H [Interdisciplinary Program in Radiation Applied Life Science, College of Medicine, Seoul National University, Seoul (Korea, Republic of); Kim, I [Dept. of Radiation Oncology, Seoul National University Hospital, Seoul (Korea, Republic of); Ye, S [Dept. of Radiation Oncology, Seoul National University Hospital, Seoul (Korea, Republic of); Program in Biomedical Radiation Sciences, Graduate School of Convergence Science and Technology, Seoul National University, Seoul (Korea, Republic of)

    2016-06-15

    Purpose: This study aimed to assess inter- and intra-fractional motion for extremity Soft Tissue Sarcoma (STS) patients, by using in-house real-time optical image-based monitoring system (ROIMS) with infra-red (IR) external markers. Methods: Inter- and intra-fractional motions for five extremity (1 upper, 4 lower) STS patients received postoperative 3D conformal radiotherapy (3D-CRT) were measured by registering the image acquired by ROIMS with the planning CT image (REG-ROIMS). To compare with the X-ray image-based monitoring, pre- and post-treatment cone beam computed tomography (CBCT) scans were performed once per week and registered with planning CT image as well (REG-CBCT). If the CBCT scan is not feasible due to the large couch shift, AP and LR on-board imager (OBI) images were acquired. The comparison was done by calculating mutual information (MI) of those registered images. Results: The standard deviation (SD) of the inter-fractional motion was 2.6 mm LR, 2.8 mm SI, and 2.0 mm AP, and the SD of the intra-fractional motion was 1.4 mm, 2.1 mm, and 1.3 mm in each axis, respectively. The SD of rotational inter-fractional motion was 0.6° pitch, 0.9° yaw, and 0.8° roll and the SD of rotational intra-fractional motion was 0.4° pitch, 0.9° yaw, and 0.7° roll. The derived averaged MI values were 0.83, 0.92 for REG-CBCT without rotation and REG-ROIMS with rotation, respectively. Conclusion: The in-house real-time optical image-based monitoring system was implemented clinically and confirmed the feasibility to assess inter- and intra-fractional motion for extremity STS patients while the daily basis and real-time CBCT scan is not feasible in clinic.

  8. SU-G-JeP4-14: Assessment of Inter- and Intra-Fractional Motion for Extremity Soft Tissue Sarcoma Patients by Using In-House Real-Time Optical Image-Based Monitoring System

    International Nuclear Information System (INIS)

    Kim, H; Kim, I; Ye, S

    2016-01-01

    Purpose: This study aimed to assess inter- and intra-fractional motion for extremity Soft Tissue Sarcoma (STS) patients, by using in-house real-time optical image-based monitoring system (ROIMS) with infra-red (IR) external markers. Methods: Inter- and intra-fractional motions for five extremity (1 upper, 4 lower) STS patients received postoperative 3D conformal radiotherapy (3D-CRT) were measured by registering the image acquired by ROIMS with the planning CT image (REG-ROIMS). To compare with the X-ray image-based monitoring, pre- and post-treatment cone beam computed tomography (CBCT) scans were performed once per week and registered with planning CT image as well (REG-CBCT). If the CBCT scan is not feasible due to the large couch shift, AP and LR on-board imager (OBI) images were acquired. The comparison was done by calculating mutual information (MI) of those registered images. Results: The standard deviation (SD) of the inter-fractional motion was 2.6 mm LR, 2.8 mm SI, and 2.0 mm AP, and the SD of the intra-fractional motion was 1.4 mm, 2.1 mm, and 1.3 mm in each axis, respectively. The SD of rotational inter-fractional motion was 0.6° pitch, 0.9° yaw, and 0.8° roll and the SD of rotational intra-fractional motion was 0.4° pitch, 0.9° yaw, and 0.7° roll. The derived averaged MI values were 0.83, 0.92 for REG-CBCT without rotation and REG-ROIMS with rotation, respectively. Conclusion: The in-house real-time optical image-based monitoring system was implemented clinically and confirmed the feasibility to assess inter- and intra-fractional motion for extremity STS patients while the daily basis and real-time CBCT scan is not feasible in clinic.

  9. A bipedal DNA Brownian motor with coordinated legs.

    Science.gov (United States)

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

    2009-04-03

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

  10. Current fluctuations of interacting active Brownian particles

    OpenAIRE

    Pre, Trevor Grand; Limmer, David T.

    2018-01-01

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

  11. The quantum brownian particle and memory effects

    International Nuclear Information System (INIS)

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

    1991-01-01

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

  12. Optimum analysis of a Brownian refrigerator.

    Science.gov (United States)

    Luo, X G; Liu, N; He, J Z

    2013-02-01

    A Brownian refrigerator with the cold and hot reservoirs alternating along a space coordinate is established. The heat flux couples with the movement of the Brownian particles due to an external force in the spatially asymmetric but periodic potential. After using the Arrhenius factor to describe the behaviors of the forward and backward jumps of the particles, the expressions for coefficient of performance (COP) and cooling rate are derived analytically. Then, through maximizing the product of conversion efficiency and heat flux flowing out, a new upper bound only depending on the temperature ratio of the cold and hot reservoirs is found numerically in the reversible situation, and it is a little larger than the so-called Curzon and Ahlborn COP ε(CA)=(1/√[1-τ])-1. After considering the irreversible factor owing to the kinetic energy change of the moving particles, we find the optimized COP is smaller than ε(CA) and the external force even does negative work on the Brownian particles when they jump from a cold to hot reservoir.

  13. 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.

  14. SU-G-JeP1-02: A New Intra-Fractional Prostate Motion Tracking Method in Volumetric Modulated Arc Therapy (VMAT) Via 2D/3D Registration

    Energy Technology Data Exchange (ETDEWEB)

    Chi, Y; Rezaeian, N Hassan; Hannan, R; Jia, X [UT Southwestern Medical Center, Dallas, TX (United States)

    2016-06-15

    Purpose: Intra-fractional prostate motion leads uncertainty on delivered dose in radiotherapy and may cause significant dose deviation from the planned dose distribution. This is especially a concern in scenarios with a high dose per fraction and hence a long delivery time, e.g. stereotactic body radiotherapy. Knowledge about intra-fractional prostate motion is valuable to address this problem, e.g. by reconstructing delivered dose and performing adaptation. This study proposes a new approach to determine intra-fractional prostate motion in VMAT via 2D/3D maker registration. Methods: At our institution, each patient has three markers implanted in the prostate. During treatment delivery, kV triggered images were taken every three seconds to acquire 2D projection of 3D anatomy at the direction orthogonal to the therapeutic beam. Projected marker locations were identified on each projection image using template matching with geometric constraints. 3D prostate translation and rotation for each triggered image were obtained by solving an optimization problem, such that the calculated marker locations match the measured ones. Inter-image motion smoothness was employed as a constraint. We tested this method in simulation studies with five realistic prostate motion trajectories acquired via Calypso and in real phantom experiments. Results: For the simulation case, the motion range for these patients was 0.5∼6.0 mm. Root mean square (RMS) error of calculated motion along left-right (LR), anterior-posterior (AP) and cranial-caudal (CC) directions were 0.26mm, 0.36mm, and 0.016mm, respectively. The motion range in the phantom study along LR, AP, and CC directions were 15mm, 20mm and 10mm. The mean RMS errors along these directions were 1.99mm, 1.37mm and 0.22mm. Conclusion: A new prostate motion tracking algorithm based on kV triggered images has been developed and validated. Clinically acceptable accuracy has been achieved.

  15. Simultaneous effects of slip and wall properties on MHD peristaltic motion of nanofluid with Joule heating

    Energy Technology Data Exchange (ETDEWEB)

    Hayat, T. [Department of Mathematics, Quaid-I-Azam University 45320, Islamabad 44000 (Pakistan); Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Department of Mathematics, King Abdulaziz University, P.O. Box 80257, Jeddah 21589 (Saudi Arabia); Nisar, Z. [Department of Mathematics, Quaid-I-Azam University 45320, Islamabad 44000 (Pakistan); Ahmad, B. [Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Department of Mathematics, King Abdulaziz University, P.O. Box 80257, Jeddah 21589 (Saudi Arabia); Yasmin, H., E-mail: qau2011@gmail.com [Department of Mathematics, COMSATS Institute of Information Technology, G.T. Road, Wah Cantt 47040 (Pakistan)

    2015-12-01

    This paper is devoted to the magnetohydrodynamic (MHD) peristaltic transport of nanofluid in a channel with wall properties. Flow analysis is addressed in the presence of viscous dissipation, partial slip and Joule heating effects. Mathematical modelling also includes the salient features of Brownian motion and thermophoresis. Both analytic and numerical solutions are provided. Comparison between the solutions is shown in a very good agreement. Attention is focused to the Brownian motion parameter, thermophoresis parameter, Hartman number, Eckert number and Prandtl number. Influences of various parameters on skin friction coefficient, Nusselt and Sherwood numbers are also investigated. It is found that both the temperature and nanoparticles concentration are increasing functions of Brownian motion and thermophoresis parameters. - Highlights: • Temperature rises when Brownian motion and thermophoresis effects intensify. • Temperature profile increases when thermal slip parameter increases. • Concentration field is a decreasing function of concentration slip parameter. • Temperature decreases whereas concentration increases for Hartman number.

  16. Simultaneous effects of slip and wall properties on MHD peristaltic motion of nanofluid with Joule heating

    International Nuclear Information System (INIS)

    Hayat, T.; Nisar, Z.; Ahmad, B.; Yasmin, H.

    2015-01-01

    This paper is devoted to the magnetohydrodynamic (MHD) peristaltic transport of nanofluid in a channel with wall properties. Flow analysis is addressed in the presence of viscous dissipation, partial slip and Joule heating effects. Mathematical modelling also includes the salient features of Brownian motion and thermophoresis. Both analytic and numerical solutions are provided. Comparison between the solutions is shown in a very good agreement. Attention is focused to the Brownian motion parameter, thermophoresis parameter, Hartman number, Eckert number and Prandtl number. Influences of various parameters on skin friction coefficient, Nusselt and Sherwood numbers are also investigated. It is found that both the temperature and nanoparticles concentration are increasing functions of Brownian motion and thermophoresis parameters. - Highlights: • Temperature rises when Brownian motion and thermophoresis effects intensify. • Temperature profile increases when thermal slip parameter increases. • Concentration field is a decreasing function of concentration slip parameter. • Temperature decreases whereas concentration increases for Hartman number

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

    Science.gov (United States)

    Zaccone, Alessio; Terentjev, Eugene M

    2012-06-01

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

  18. Fractional Progress Toward Understanding the Fractional Diffusion Limit: The Electromagnetic Response of Spatially Correlated Geomaterials

    Science.gov (United States)

    Weiss, C. J.; Beskardes, G. D.; Everett, M. E.

    2016-12-01

    In this presentation we review the observational evidence for anomalous electromagnetic diffusion in near-surface geophysical exploration and how such evidence is consistent with a detailed, spatially-correlated geologic medium. To date, the inference of multi-scale geologic correlation is drawn from two independent methods of data analysis. The first of which is analogous to seismic move-out, where the arrival time of an electromagnetic pulse is plotted as a function of transmitter/receiver separation. The "anomalous" diffusion is evident by the fractional-order power law behavior of these arrival times, with an exponent value between unity (pure diffusion) and 2 (lossless wave propagation). The second line of evidence comes from spectral analysis of small-scale fluctuations in electromagnetic profile data which cannot be explained in terms of instrument, user or random error. Rather, the power-law behavior of the spectral content of these signals (i.e., power versus wavenumber) and their increments reveals them to lie in a class of signals with correlations over multiple length scales, a class of signals known formally as fractional Brownian motion. Numerical results over simulated geology with correlated electrical texture - representative of, for example, fractures, sedimentary bedding or metamorphic lineation - are consistent with the (albeit limited, but growing) observational data, suggesting a possible mechanism and modeling approach for a more realistic geology. Furthermore, we show how similar simulated results can arise from a modeling approach where geologic texture is economically captured by a modified diffusion equation containing exotic, but manageable, fractional derivatives. These derivatives arise physically from the generalized convolutional form for the electromagnetic constitutive laws and thus have merit beyond mere mathematical convenience. In short, we are zeroing in on the anomalous, fractional diffusion limit from two converging

  19. 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.)

  20. Effective diffusion of confined active Brownian swimmers

    Science.gov (United States)

    Sandoval, Mario; Dagdug, Leonardo

    2014-11-01

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

  1. Eigenfunction statistics of Wishart Brownian ensembles

    International Nuclear Information System (INIS)

    Shukla, Pragya

    2017-01-01

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

  2. Laser light scattering in Brownian medium

    International Nuclear Information System (INIS)

    Suwono; Santoso, Budi; Baiquni, A.

    1983-01-01

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

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

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  4. Self-assembly of actin monomers into long filaments: Brownian Dynamics simulations

    DEFF Research Database (Denmark)

    Shillcock, Julian C.

    2009-01-01

    Brownian dynamics simulations are used to study the dynamical process of self-assembly of actin monomers into long filaments containing up to 1000 actin protomers. In order to overcome the large separation of time scales between the diffusive motion of the freemonomers and the relatively slow....../detachment events. When a single filament is allowed to grow in a bath of constant concentration of free ADP-actin monomers, its growth rate increases linearly with the free monomer concentration in quantitative agreement with in vitro experiments. Theresults also show that the waiting time is governed by...

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

    International Nuclear Information System (INIS)

    Soskin, S.M.

    1987-01-01

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

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

    Science.gov (United States)

    Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya

    2015-04-01

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

  7. Brownian dynamics simulations of an order-disorder transition in sheared sterically stabilized colloidal suspensions

    International Nuclear Information System (INIS)

    Rigos, A.A.; Wilemski, G.

    1992-01-01

    The shear thinning behavior of a sterically stabilized nonaqueous colloidal suspension was investigated using nonequilibrium Brownian dynamics simulations of systems with 108 and 256 particles. At a volume fraction of 0.4, the suspension is thixotropic: it has a reversible shear thinning transition from a disordered state to an ordered, lamellar state with triangularly packed strings of particles. The time scale for the transition is set by the free particle diffusion constant. For the smaller system, the transition occurs gradually with increasing shear rate. For the larger system, the transition is sharp and discontinuous shear thinning is found. 34 refs., 9 figs., 1 tab

  8. A bimodal temom model for particle Brownian coagulation in the continuum-slip regime

    Directory of Open Access Journals (Sweden)

    He Qing

    2016-01-01

    Full Text Available In this paper, a bimodal Taylor-series expansion moment of method is proposed to deal with Brownian coagulation in the continuum-slip regime, where the non-linear terms in the Cunningham correction factor is approximated by Taylor-series expansion technology. The results show that both the number concentration and volume fraction decrease with time in the smaller mode due to the intra and inter coagulation, and the asymptotic behavior of the larger mode is as same as that in the continuum regime.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

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

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

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

  11. Communication: Memory effects and active Brownian diffusion

    Energy Technology Data Exchange (ETDEWEB)

    Ghosh, Pulak K. [Department of Chemistry, Presidency University, Kolkata 700073 (India); Li, Yunyun, E-mail: yunyunli@tongji.edu.cn [Center for Phononics and Thermal Energy Science, Tongji University, Shanghai 200092 (China); Marchegiani, Giampiero [Dipartimento di Fisica, Università di Camerino, I-62032 Camerino (Italy); Marchesoni, Fabio [Center for Phononics and Thermal Energy Science, Tongji University, Shanghai 200092 (China); Dipartimento di Fisica, Università di Camerino, I-62032 Camerino (Italy)

    2015-12-07

    A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal noise, its angular randomization is described as a memoryless stochastic process. Here, we speculate that finite-time correlations in the orientational dynamics can affect the swimmer’s diffusivity. To this purpose, we propose and solve two alternative models. In the first one, we simply assume that the environmental fluctuations governing the swimmer’s propulsion are exponentially correlated in time, whereas in the second one, we account for possible damped fluctuations of the propulsion velocity around the swimmer’s axis. The corresponding swimmer’s diffusion constants are predicted to get, respectively, enhanced or suppressed upon increasing the model memory time. Possible consequences of this effect on the interpretation of the experimental data are discussed.

  12. Factorization Procedure for Harmonically Bound Brownian Particle

    International Nuclear Information System (INIS)

    Omolo, JK.

    2006-01-01

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

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

    Science.gov (United States)

    Palanisamy, Duraivelan; den Otter, Wouter K.

    2018-05-01

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

  14. Correlational approach to study interactions between dust Brownian particles in a plasma

    Science.gov (United States)

    Lisin, E. A.; Vaulina, O. S.; Petrov, O. F.

    2018-01-01

    A general approach to the correlational analysis of Brownian motion of strongly coupled particles in open dissipative systems is described. This approach can be applied to the theoretical description of various non-ideal statistically equilibrium systems (including non-Hamiltonian systems), as well as for the analysis of experimental data. In this paper, we consider an application of the correlational approach to the problem of experimental exploring the wake-mediated nonreciprocal interactions in complex plasmas. We derive simple analytic equations, which allows one to calculate the gradients of forces acting on a microparticle due to each of other particles as well as the gradients of external field, knowing only the information on time-averaged correlations of particles displacements and velocities. We show the importance of taking dissipative and random processes into account, without which consideration of a system with a nonreciprocal interparticle interaction as linearly coupled oscillators leads to significant errors in determining the characteristic frequencies in a system. In the examples of numerical simulations, we demonstrate that the proposed original approach could be an effective instrument in exploring the longitudinal wake structure of a microparticle in a plasma. Unlike the previous attempts to study the wake-mediated interactions in complex plasmas, our method does not require any external perturbations and is based on Brownian motion analysis only.

  15. Memory effects for a stochastic fractional oscillator in a magnetic field

    Science.gov (United States)

    Mankin, Romi; Laas, Katrin; Laas, Tõnu; Paekivi, Sander

    2018-01-01

    The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.

  16. Double-temperature ratchet model and current reversal of coupled Brownian motors

    Science.gov (United States)

    Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang

    2017-12-01

    On the basis of the transport features and experimental phenomena observed in studies of molecular motors, we propose a double-temperature ratchet model of coupled motors to reveal the dynamical mechanism of cooperative transport of motors with two heads, where the interactions and asynchrony between two motor heads are taken into account. We investigate the collective unidirectional transport of coupled system and find that the direction of motion can be reversed under certain conditions. Reverse motion can be achieved by modulating the coupling strength, coupling free length, and asymmetric coefficient of the periodic potential, which is understood in terms of the effective potential theory. The dependence of the directed current on various parameters is studied systematically. Directed transport of coupled Brownian motors can be manipulated and optimized by adjusting the pulsation period or the phase shift of the pulsation temperature.

  17. Conformal correlation functions in the Brownian loop soup

    Science.gov (United States)

    Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

    2016-01-01

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

  18. Conformal correlation functions in the Brownian loop soup

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-01-15

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

  19. Conformal correlation functions in the Brownian loop soup

    Directory of Open Access Journals (Sweden)

    Federico Camia

    2016-01-01

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

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

    NARCIS (Netherlands)

    Wittich, O.

    2005-01-01

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

  1. Directed Transport of Brownian Particles in a Periodic Channel

    International Nuclear Information System (INIS)

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

    2015-01-01

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

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

    International Nuclear Information System (INIS)

    Berezhkovskii, A.M.

    1994-01-01

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

  3. Fast orthogonal transforms and generation of Brownian paths.

    Science.gov (United States)

    Leobacher, Gunther

    2012-04-01

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

  4. Friction between Two Brownian Particles in a Lennard-Jones Solvent: A Molecular Dynamics Simulation Study

    International Nuclear Information System (INIS)

    Lee, Song Hi

    2010-01-01

    We presented a molecular dynamics (MD) simulation study of friction behavior between two very massive Brownian particles (BPs) oriented along the z axis with BP centers at -R 12 /2 and R 12 /2 in a Lennard-Jones solvent as a function of the inter-particle separation, R 12 . In order to fix the BPs in space an MD simulation method with the mass of the BP as 10 90 g/mol was employed in which the total momentum of the system was conserved. The cross friction coefficients of x- and y-components are nearly insensitive to R 12 but that of z-component varies with R 12 in good accord with the simple hydrodynamic approximation. On the other hand, the self-friction coefficients are estimated as a very small difference from the single particle friction coefficients, ξ 0 , at all inter-particle separations which agrees with the simple hydrodynamic approximation. Consequently ξ (-) xx is nearly independent of R 12 and equal to its asymptotic value of twice the single particle friction coefficient, and the other relative friction, ξ (-) zz , is in good agreement with the simple hydrodynamic approximation. Molecular theory of Brownian motion of a single heavy particle in a fluid had received a considerable attention in earlier years. After molecular dynamics (MD) simulation technique was utilized, this subject has been widely studied by a variety of MD simulation methods. The common issues here were about the long time behavior of the force and velocity autocorrelation functions, the system size dependent friction coefficient of a massive Brownian particle, and test of the Stokes-Einstein law

  5. 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.

  6. Density profiles of granular gases studied by molecular dynamics and Brownian bridges

    Science.gov (United States)

    Peñuñuri, F.; Montoya, J. A.; Carvente, O.

    2018-02-01

    Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.

  7. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    International Nuclear Information System (INIS)

    Bernado, Pau; Fernandes, Miguel X.; Jacobs, Doris M.; Fiebig, Klaus; Garcia de la Torre, Jose; Pons, Miquel

    2004-01-01

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1

  8. Interpretation of NMR relaxation properties of Pin1, a two-domain protein, based on Brownian dynamic simulations

    Energy Technology Data Exchange (ETDEWEB)

    Bernado, Pau [Institut de Biologie Structurale, Jean Pierre Ebel (France); Fernandes, Miguel X. [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Jacobs, Doris M. [Johann Wolfgang Goethe-Universitaet Frankfurt, Institut fuer Organische Chemie und Chemische Biologie (Germany); Fiebig, Klaus [Affinium Pharmaceuticals (Canada); Garcia de la Torre, Jose [Universidad de Murcia, Departamento de Quimica Fisica, Facultad de Quimica (Spain); Pons, Miquel [Laboratori de RMN de Biomolecules, Parc Cientific de Barcelona (Spain)], E-mail: mpons@ub.edu

    2004-05-15

    Many important proteins contain multiple domains connected by flexible linkers. Inter-domain motion is suggested to play a key role in many processes involving molecular recognition. Heteronuclear NMR relaxation is sensitive to motions in the relevant time scales and could provide valuable information on the dynamics of multi-domain proteins. However, the standard analysis based on the separation of global tumbling and fast local motions is no longer valid for multi-domain proteins undergoing internal motions involving complete domains and that take place on the same time scale than the overall motion.The complexity of the motions experienced even for the simplest two-domain proteins are difficult to capture with simple extensions of the classical Lipari-Szabo approach. Hydrodynamic effects are expected to dominate the motion of the individual globular domains, as well as that of the complete protein. Using Pin1 as a test case, we have simulated its motion at the microsecond time scale, at a reasonable computational expense, using Brownian Dynamic simulations on simplified models. The resulting trajectories provide insight on the interplay between global and inter-domain motion and can be analyzed using the recently published method of isotropic Reorientational Mode Dynamics which offer a way of calculating their contribution to heteronuclear relaxation rates. The analysis of trajectories computed with Pin1 models of different flexibility provides a general framework to understand the dynamics of multi-domain proteins and explains some of the observed features in the relaxation rate profile of free Pin1.

  9. Non-insulated smooth motion, micro-needles RF fractional treatment for wrinkle reduction and lifting of the lower face: International study.

    Science.gov (United States)

    Gold, Michael; Taylor, Mark; Rothaus, Kenneth; Tanaka, Yohei

    2016-10-01

    Skin aging occurs through both intrinsic and extrinsic processes. Fractional radiofrequency (RF) with a microneedling array is the newest form of fractional therapy to be useful in treating aging skin. The current study utilized a noninsulated fractional RF microneedling system. This multicenter clinical trial saw 49 patients complete 3 monthly treatments with the new fractional RF microneedling treatments and be followed for 3 months following their last treatment. Pain during treatment was recorded as well as overall improvement using a GAIS scale. Adverse events were also noted. Forty-nine patients completed all of the treatments and follow-ups. Mild to moderate erythema were reported immediately after treatment which lasted up to 12 hours after the treatment. Pain, as measured on a 1-10 VAS, was noted to 4, on average. The average Fitzpatrick's wrinkle scale score at baseline was 5.04 ± 1.22, 1 month after 3 treatments 3.829 ± 1.69 and 3 months after 3 treatments 3.5 ± 1.66. These results are statistically highly significant (correlated T-test, P skin tightening and skin lifting were also observed. No unusual adverse events were noted throughout the course of the study. This multicenter study showed significant wrinkle reduction, skin tightening, and lifting of the mid and lower face with the noninsulated fractional RF microneedling system. Lasers Surg. Med. 48:727-733, 2016. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

  10. Instantaneous ballistic velocity of suspended Brownian nanocrystals measured by upconversion nanothermometry

    Science.gov (United States)

    Brites, Carlos D. S.; Xie, Xiaoji; Debasu, Mengistie L.; Qin, Xian; Chen, Runfeng; Huang, Wei; Rocha, João; Liu, Xiaogang; Carlos, Luís D.

    2016-10-01

    Brownian motion is one of the most fascinating phenomena in nature. Its conceptual implications have a profound impact in almost every field of science and even economics, from dissipative processes in thermodynamic systems, gene therapy in biomedical research, artificial motors and galaxy formation to the behaviour of stock prices. However, despite extensive experimental investigations, the basic microscopic knowledge of prototypical systems such as colloidal particles in a fluid is still far from being complete. This is particularly the case for the measurement of the particles' instantaneous velocities, elusive due to the rapid random movements on extremely short timescales. Here, we report the measurement of the instantaneous ballistic velocity of Brownian nanocrystals suspended in both aqueous and organic solvents. To achieve this, we develop a technique based on upconversion nanothermometry. We find that the population of excited electronic states in NaYF4:Yb/Er nanocrystals at thermal equilibrium can be used for temperature mapping of the nanofluid with great thermal sensitivity (1.15% K-1 at 296 K) and a high spatial resolution (<1 μm). A distinct correlation between the heat flux in the nanofluid and the temporal evolution of Er3+ emission allows us to measure the instantaneous velocity of nanocrystals with different sizes and shapes.

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

    Science.gov (United States)

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

    2016-05-10

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

  12. SU-G-BRA-12: Development of An Intra-Fractional Motion Tracking and Dose Reconstruction System for Adaptive Stereotactic Body Radiation Therapy in High-Risk Prostate Cancer

    Energy Technology Data Exchange (ETDEWEB)

    Rezaeian, N Hassan; Chi, Y; Tian, Z; Jiang, S; Hannan, R; Jia, X [UT Southwestern Medical Center, Dallas, TX (United States)

    2016-06-15

    Purpose: A clinical trial on stereotactic body radiation therapy (SBRT) for high-risk prostate cancer is undergoing at our institution. In addition to escalating dose to the prostate, we have increased dose to intra-prostatic lesions. Intra-fractional prostate motion deteriorates well planned radiation dose, especially for the small intra-prostatic lesions. To solve this problem, we have developed a motion tracking and 4D dose-reconstruction system to facilitate adaptive re-planning. Methods: Patients in the clinical trial were treated with VMAT using four arcs and 10 FFF beam. KV triggered x-ray projections were taken every 3 sec during delivery to acquire 2D projections of 3D anatomy at the direction orthogonal to the therapeutic beam. Each patient had three implanted prostate markers. Our developed system first determined 2D projection locations of these markers and then 3D prostate translation and rotation via 2D/3D registration of the markers. Using delivery log files, our GPU-based Monte Carlo tool (goMC) reconstructed dose corresponding to each triggered image. The calculated 4D dose distributions were further aggregated to yield the delivered dose. Results: We first tested each module in our system. MC dose engine were commissioned to our treatment planning system with dose difference of <0.5%. For motion tracking, 1789 kV projections from 7 patients were acquired. The 2D marker location error was <1 mm. For 3D motion tracking, root mean square (RMS) errors along LR, AP, and CC directions were 0.26mm, 0.36mm, and 0.01mm respectively in simulation studies and 1.99mm, 1.37mm, and 0.22mm in phantom studies. We also tested the entire system workflow. Our system was able to reconstruct delivered dose. Conclusion: We have developed a functional intra-fractional motion tracking and 4D dose re-construction system to support our clinical trial on adaptive high-risk prostate cancer SBRT. Comprehensive evaluations have shown the capability and accuracy of our system.

  13. A Brownian dynamics study on ferrofluid colloidal dispersions using an iterative constraint method to satisfy Maxwell’s equations

    Energy Technology Data Exchange (ETDEWEB)

    Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu [Department of Chemical Engineering, University of Illinois at Chicago, 810 S. Clinton St. (MC 110), Chicago, Illinois 60607-4408 (United States)

    2016-07-15

    Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell’s equations. An iterative constraint method was developed to satisfy Maxwell’s equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished by allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell’s equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material’s magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.

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

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

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

  15. A Brownian dynamics study on ferrofluid colloidal dispersions using an iterative constraint method to satisfy Maxwell’s equations

    International Nuclear Information System (INIS)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2016-01-01

    Ferrofluids are often favored for their ability to be remotely positioned via external magnetic fields. The behavior of particles in ferromagnetic clusters under uniformly applied magnetic fields has been computationally simulated using the Brownian dynamics, Stokesian dynamics, and Monte Carlo methods. However, few methods have been established that effectively handle the basic principles of magnetic materials, namely, Maxwell’s equations. An iterative constraint method was developed to satisfy Maxwell’s equations when a uniform magnetic field is imposed on ferrofluids in a heterogeneous Brownian dynamics simulation that examines the impact of ferromagnetic clusters in a mesoscale particle collection. This was accomplished by allowing a particulate system in a simple shear flow to advance by a time step under a uniformly applied magnetic field, then adjusting the ferroparticles via an iterative constraint method applied over sub-volume length scales until Maxwell’s equations were satisfied. The resultant ferrofluid model with constraints demonstrates that the magnetoviscosity contribution is not as substantial when compared to homogeneous simulations that assume the material’s magnetism is a direct response to the external magnetic field. This was detected across varying intensities of particle-particle interaction, Brownian motion, and shear flow. Ferroparticle aggregation was still extensively present but less so than typically observed.

  16. Browndye: A software package for Brownian dynamics

    Science.gov (United States)

    Huber, Gary A.; McCammon, J. Andrew

    2010-11-01

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

  17. Fractional bosonic strings

    Science.gov (United States)

    Diaz, Victor Alfonzo; Giusti, Andrea

    2018-03-01

    The aim of this paper is to present a simple generalization of bosonic string theory in the framework of the theory of fractional variational problems. Specifically, we present a fractional extension of the Polyakov action, for which we compute the general form of the equations of motion and discuss the connection between the new fractional action and a generalization the Nambu-Goto action. Consequently, we analyze the symmetries of the modified Polyakov action and try to fix the gauge, following the classical procedures. Then we solve the equations of motion in a simplified setting. Finally, we present a Hamiltonian description of the classical fractional bosonic string and introduce the fractional light-cone gauge. It is important to remark that, throughout the whole paper, we thoroughly discuss how to recover the known results as an "integer" limit of the presented model.

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

    Science.gov (United States)

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

    2018-04-01

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

  19. Stochastic flows in the Brownian web and net

    Czech Academy of Sciences Publication Activity Database

    Schertzer, E.; Sun, R.; Swart, Jan M.

    2014-01-01

    Roč. 227, č. 1065 (2014), s. 1-160 ISSN 0065-9266 R&D Projects: GA ČR GA201/07/0237; GA ČR GA201/09/1931 Institutional support: RVO:67985556 Keywords : Brownian web * Brownian net * stochastic flow of kernels * measure-valued process * Howitt-Warren flow * linear system * random walk in random environment * finite graph representation Subject RIV: BA - General Mathematics Impact factor: 1.727, year: 2014 http://library.utia.cas.cz/separaty/2013/SI/swart-0396636.pdf

  20. SU-D-207A-07: The Effects of Inter-Cycle Respiratory Motion Variation On Dose Accumulation in Single Fraction MR-Guided SBRT Treatment of Renal Cell Carcinoma

    Energy Technology Data Exchange (ETDEWEB)

    Stemkens, B; Glitzner, M; Kontaxis, C; Prins, F; Crijns, SPM; Kerkmeijer, L; Lagendijk, J; Berg, CAT van den; Tijssen, RHN [Department of Radiotherapy, University Medical Center Utrecht, Utrecht (Netherlands); Denis de Senneville, B [Imaging Division, University Medical Center Utrecht, Utrecht (Netherlands); IMB, UMR 5251 CNRS/University of Bordeaux (France)

    2016-06-15

    Purpose: To assess the dose deposition in simulated single-fraction MR-Linac treatments of renal cell carcinoma, when inter-cycle respiratory motion variation is taken into account using online MRI. Methods: Three motion characterization methods, with increasing complexity, were compared to evaluate the effect of inter-cycle motion variation and drifts on the accumulated dose for an SBRT kidney MR-Linac treatment: 1) STATIC, in which static anatomy was assumed, 2) AVG-RESP, in which 4D-MRI phase-volumes were time-weighted, based on the respiratory phase and 3) PCA, in which 3D volumes were generated using a PCA-model, enabling the detection of inter-cycle variations and drifts. An experimental ITV-based kidney treatment was simulated in a 1.5T magnetic field on three volunteer datasets. For each volunteer a retrospectively sorted 4D-MRI (ten respiratory phases) and fast 2D cine-MR images (temporal resolution = 476ms) were acquired to simulate MR-imaging during radiation. For each method, the high spatio-temporal resolution 3D volumes were non-rigidly registered to obtain deformation vector fields (DVFs). Using the DVFs, pseudo-CTs (generated from the 4D-MRI) were deformed and the dose was accumulated for the entire treatment. The accuracies of all methods were independently determined using an additional, orthogonal 2D-MRI slice. Results: Motion was most accurately estimated using the PCA method, which correctly estimated drifts and inter-cycle variations (RMSE=3.2, 2.2, 1.1mm on average for STATIC, AVG-RESP and PCA, compared to the 2DMRI slice). Dose-volume parameters on the ITV showed moderate changes (D99=35.2, 32.5, 33.8Gy for STATIC, AVG-RESP and PCA). AVG-RESP showed distinct hot/cold spots outside the ITV margin, which were more distributed for the PCA scenario, since inter-cycle variations were not modeled by the AVG-RESP method. Conclusion: Dose differences were observed when inter-cycle variations were taken into account. The increased inter

  1. From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

    Science.gov (United States)

    Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

    2018-05-01

    In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

  2. Statistical properties of laser light scattering in Brownian medium

    International Nuclear Information System (INIS)

    Suwono; Santoso, Budi; Baiquni, A.

    1983-01-01

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

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

    International Nuclear Information System (INIS)

    Hurd, A.J.; Ho, P.

    1989-01-01

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

  4. Asset pricing puzzles explained by incomplete Brownian equilibria

    DEFF Research Database (Denmark)

    Christensen, Peter Ove; Larsen, Kasper

    We examine a class of Brownian based models which produce tractable incomplete equilibria. The models are based on finitely many investors with heterogeneous exponential utilities over intermediate consumption who receive partially unspanned income. The investors can trade continuously on a finit...... markets. Consequently, our model can simultaneously help explaining the risk-free rate and equity premium puzzles....

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

    KAUST Repository

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

    2014-01-01

    is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal

  6. The escape of brownian particle over potential barriers

    International Nuclear Information System (INIS)

    Zhong Yunxiao

    1985-01-01

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

  7. 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.

  8. Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices

    International Nuclear Information System (INIS)

    Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.

    2011-01-01

    Highlights: → Molecular Dynamics codes implemented on GPUs have achieved two-order of magnitude computational accelerations. → Brownian Dynamics and Dissipative Particle Dynamics simulations require a large number of random numbers per time step. → We introduce a method for generating small batches of pseudorandom numbers distributed over many threads of calculations. → With this method, Dissipative Particle Dynamics is implemented on a GPU device without requiring thread-to-thread communication. - Abstract: Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.

  9. Hydrodynamic interactions of two nearly touching Brownian spheres in a stiff potential: Effect of fluid inertia

    International Nuclear Information System (INIS)

    Radiom, Milad; Ducker, William; Robbins, Brian; Paul, Mark

    2015-01-01

    The hydrodynamic interaction of two closely spaced micron-scale spheres undergoing Brownian motion was measured as a function of their separation. Each sphere was attached to the distal end of a different atomic force microscopy cantilever, placing each sphere in a stiff one-dimensional potential (0.08 Nm −1 ) with a high frequency of thermal oscillations (resonance at 4 kHz). As a result, the sphere’s inertial and restoring forces were significant when compared to the force due to viscous drag. We explored interparticle gap regions where there was overlap between the two Stokes layers surrounding each sphere. Our experimental measurements are the first of their kind in this parameter regime. The high frequency of oscillation of the spheres means that an analysis of the fluid dynamics would include the effects of fluid inertia, as described by the unsteady Stokes equation. However, we find that, for interparticle separations less than twice the thickness of the wake of the unsteady viscous boundary layer (the Stokes layer), the hydrodynamic interaction between the Brownian particles is well-approximated by analytical expressions that neglect the inertia of the fluid. This is because elevated frictional forces at narrow gaps dominate fluid inertial effects. The significance is that interparticle collisions and concentrated suspensions at this condition can be modeled without the need to incorporate fluid inertia. We suggest a way to predict when fluid inertial effects can be ignored by including the gap-width dependence into the frequency number. We also show that low frequency number analysis can be used to determine the microrheology of mixtures at interfaces

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

    KAUST Repository

    Franz, Benjamin

    2013-06-19

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

  11. Exact master equation for a noncommutative Brownian particle

    International Nuclear Information System (INIS)

    Costa Dias, Nuno; Nuno Prata, Joao

    2009-01-01

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

  12. 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.

  13. Algorithms for Brownian first-passage-time estimation

    Science.gov (United States)

    Adib, Artur B.

    2009-09-01

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

  14. Coupling motion of colloidal particles in quasi-two-dimensional confinement

    International Nuclear Information System (INIS)

    Ma, Jun; Jing, Guangyin

    2014-01-01

    The Brownian motion of colloidal particles in quasi-two-dimensional (q2D) confinement displays a distinct kinetic character from that in bulk. Here we experimentally report dynamic coupling motion of Brownian particles in a relatively long process (∼100 h), which displays a quasi-equilibrium state in the q2D system. In the quasi-equilibrium state, the q2D confinement results in the coupling of particle motions, which slowly damps the motion and interaction of particles until the final equilibrium state is reached. The process of approaching the equilibrium is a random relaxation of a many-body interaction system of Brownian particles. As the relaxation proceeds for ∼100 h, the system reaches the equilibrium state in which the energy gained by the particles from the stochastic collision in the whole system is counteracted by the dissipative energy resulting from the collision. The relaxation time of this stochastic q2D system is 17.7 h. The theory is developed to explain coupling motions of Brownian particles in q2D confinement. (paper)

  15. Adiabatic Processes Realized with a Trapped Brownian Particle

    Science.gov (United States)

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

    2015-03-01

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

  16. A New Search for Elementary Particles with Fractional Electric Charge Using an Improved Millikan Technique

    Energy Technology Data Exchange (ETDEWEB)

    Mar, Nancy

    2003-08-18

    The authors have devised and demonstrated the successful operation of a low cost, high mass throughput technique capable of performing bulk matter searches for fractionally charged particles based on an improved Millikan liquid drop method. The method uses a stroboscopic lamp and a CCD video camera to image the trajectories of silicone oil drops falling through air in the presence of a vertical, alternating electric field. The images of the trajectories are computer processed in real time, the electric charge on a drop being measured with an rms error of 0.025 of an electron charge. This error is dominated by Brownian motion. In the first use of this method, they have looked at 5,974,941 drops and found no evidence for fractional charges in 1.07 mg of oil. With 95% confidence, the concentration of isolated quarks with {+-} 1/3e or {+-} 2/3e in silicone oil is less than one per 2.14 x 10{sup 20} nucleons.

  17. 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.

  18. The relative effects of fuel concentration, residual-gas fraction, gas motion, spark energy and heat losses to the electrodes on flame-kernel development in a lean-burn spark ignition engine

    Energy Technology Data Exchange (ETDEWEB)

    Aleiferis, P.G.; Taylor, A.M.K.P. [Imperial College of Science, Technology and Medicine, London (United Kingdom). Dept. of Mechanical Engineering; Ishii, K. [Honda International Technical School, Saitama (Japan); Urata, Y. [Honda R and D Co., Ltd., Tochigi (Japan). Tochigi R and D Centre

    2004-04-01

    The potential of lean combustion for the reduction in exhaust emissions and fuel consumption in spark ignition engines has long been established. However, the operating range of lean-burn spark ignition engines is limited by the level of cyclic variability in the early-flame development stage that typically corresponds to the 0-5 per cent mass fraction burned duration. In the current study, the cyclic variations in early flame development were investigated in an optical stratified-charge spark ignition engine at conditions close to stoichiometry [air-to-fuel ratio (A/F) = 15] and to the lean limit of stable operation (A/F = 22). Flame images were acquired through either a pentroof window ('tumble plane' of view) or the piston crown ('swirl plane' of view) and these were processed to calculate the intra-cycle flame-kernel radius evolution. In order to quantify the relative effects of local fuel concentration, gas motion, spark-energy release and heat losses to the electrodes on the flame-kernel growth rate, a zero-dimensional flame-kernel growth model, in conjunction with a one-dimensional spark ignition model, was employed. Comparison of the calculated flame-radius evolutions with the experimental data suggested that a variation in A/F around the spark plug of {delta}(A/F) {approx} 4 or, in terms of equivalence ratio {phi}, a variation in {delta}{phi} {approx} 0.15 at most was large enough to account for 100 per cent of the observed cyclic variability in flame-kernel radius. A variation in the residual-gas fraction of about 20 per cent around the mean was found to account for up to 30 per cent of the variability in flame-kernel radius at the timing of 5 per cent mass fraction burned. The individual effect of 20 per cent variations in the 'mean' in-cylinder velocity at the spark plug at ignition timing was found to account for no more than 20 per cent of the measured cyclic variability in flame kernel radius. An individual effect of

  19. FRACTIONAL BANKING

    OpenAIRE

    Maria Klimikova

    2010-01-01

    Understanding the reasons of the present financial problems lies In understanding the substance of fractional reserve banking. The substance of fractional banking is in lending more money than the bankers have. Banking of partial reserves is an alternative form which links deposit banking and credit banking. Fractional banking is causing many unfavorable economic impacts in the worldwide system, specifically an inflation.

  20. Entropic Ratchet transport of interacting active Brownian particles

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  1. Entropic Ratchet transport of interacting active Brownian particles

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-11-21

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

  2. Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions

    KAUST Repository

    Lipková, Jana

    2011-01-01

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

  3. Moments of inertia and the shapes of Brownian paths

    International Nuclear Information System (INIS)

    Fougere, F.; Desbois, J.

    1993-01-01

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

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

    DEFF Research Database (Denmark)

    Pakkanen, Mikko; Réveillac, Anthony

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

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

    DEFF Research Database (Denmark)

    Pakkanen, Mikko; Réveillac, Anthony

    2016-01-01

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

  6. Fractional thermoelasticity

    CERN Document Server

    Povstenko, Yuriy

    2015-01-01

    This book is devoted to fractional thermoelasticity, i.e. thermoelasticity based on the heat conduction equation with differential operators of fractional order. Readers will discover how time-fractional differential operators describe memory effects and space-fractional differential operators deal with the long-range interaction. Fractional calculus, generalized Fourier law, axisymmetric and central symmetric problems and many relevant equations are featured in the book. The latest developments in the field are included and the reader is brought up to date with current research.  The book contains a large number of figures, to show the characteristic features of temperature and stress distributions and to represent the whole spectrum of order of fractional operators.  This work presents a picture of the state-of-the-art of fractional thermoelasticity and is suitable for specialists in applied mathematics, physics, geophysics, elasticity, thermoelasticity and engineering sciences. Corresponding sections of ...

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

    International Nuclear Information System (INIS)

    Dickman, R.; Varley, R.L.

    1981-01-01

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

  8. Volume fraction dependence and reorganization in cluster-cluster aggregation processes

    NARCIS (Netherlands)

    Garderen, van H.F.; Dokter, W.H.; Beelen, T.P.M.; Santen, van R.A.; Pantos, E.; Michels, M.A.J.; Hilbers, P.A.J.

    1995-01-01

    Off-lattice diffusion limited cluster aggregation simulations in two dimensions have been performed in a wide volume fraction range between 0.001 and 0.60. Starting from a system of 10 000 monomers with radius 0.5, that follow Brownian trajectories, larger aggregates are generated by bond formation

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

    Science.gov (United States)

    Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

    2018-03-01

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

  10. High-precision tracking of brownian boomerang colloidal particles confined in quasi two dimensions.

    Science.gov (United States)

    Chakrabarty, Ayan; Wang, Feng; Fan, Chun-Zhen; Sun, Kai; Wei, Qi-Huo

    2013-11-26

    In this article, we present a high-precision image-processing algorithm for tracking the translational and rotational Brownian motion of boomerang-shaped colloidal particles confined in quasi-two-dimensional geometry. By measuring mean square displacements of an immobilized particle, we demonstrate that the positional and angular precision of our imaging and image-processing system can achieve 13 nm and 0.004 rad, respectively. By analyzing computer-simulated images, we demonstrate that the positional and angular accuracies of our image-processing algorithm can achieve 32 nm and 0.006 rad. Because of zero correlations between the displacements in neighboring time intervals, trajectories of different videos of the same particle can be merged into a very long time trajectory, allowing for long-time averaging of different physical variables. We apply this image-processing algorithm to measure the diffusion coefficients of boomerang particles of three different apex angles and discuss the angle dependence of these diffusion coefficients.

  11. Pseudo-random number generation for Brownian Dynamics and Dissipative Particle Dynamics simulations on GPU devices

    Science.gov (United States)

    Phillips, Carolyn L.; Anderson, Joshua A.; Glotzer, Sharon C.

    2011-08-01

    Brownian Dynamics (BD), also known as Langevin Dynamics, and Dissipative Particle Dynamics (DPD) are implicit solvent methods commonly used in models of soft matter and biomolecular systems. The interaction of the numerous solvent particles with larger particles is coarse-grained as a Langevin thermostat is applied to individual particles or to particle pairs. The Langevin thermostat requires a pseudo-random number generator (PRNG) to generate the stochastic force applied to each particle or pair of neighboring particles during each time step in the integration of Newton's equations of motion. In a Single-Instruction-Multiple-Thread (SIMT) GPU parallel computing environment, small batches of random numbers must be generated over thousands of threads and millions of kernel calls. In this communication we introduce a one-PRNG-per-kernel-call-per-thread scheme, in which a micro-stream of pseudorandom numbers is generated in each thread and kernel call. These high quality, statistically robust micro-streams require no global memory for state storage, are more computationally efficient than other PRNG schemes in memory-bound kernels, and uniquely enable the DPD simulation method without requiring communication between threads.

  12. Lévy flight and Brownian search patterns of a free-ranging predator reflect different prey field characteristics.

    Science.gov (United States)

    Sims, David W; Humphries, Nicolas E; Bradford, Russell W; Bruce, Barry D

    2012-03-01

    1. Search processes play an important role in physical, chemical and biological systems. In animal foraging, the search strategy predators should use to search optimally for prey is an enduring question. Some models demonstrate that when prey is sparsely distributed, an optimal search pattern is a specialised random walk known as a Lévy flight, whereas when prey is abundant, simple Brownian motion is sufficiently efficient. These predictions form part of what has been termed the Lévy flight foraging hypothesis (LFF) which states that as Lévy flights optimise random searches, movements approximated by optimal Lévy flights may have naturally evolved in organisms to enhance encounters with targets (e.g. prey) when knowledge of their locations is incomplete. 2. Whether free-ranging predators exhibit the movement patterns predicted in the LFF hypothesis in response to known prey types and distributions, however, has not been determined. We tested this using vertical and horizontal movement data from electronic tagging of an apex predator, the great white shark Carcharodon carcharias, across widely differing habitats reflecting different prey types. 3. Individual white sharks exhibited movement patterns that predicted well the prey types expected under the LFF hypothesis. Shark movements were best approximated by Brownian motion when hunting near abundant, predictable sources of prey (e.g. seal colonies, fish aggregations), whereas movements approximating truncated Lévy flights were present when searching for sparsely distributed or potentially difficult-to-detect prey in oceanic or shelf environments, respectively. 4. That movement patterns approximated by truncated Lévy flights and Brownian behaviour were present in the predicted prey fields indicates search strategies adopted by white sharks appear to be the most efficient ones for encountering prey in the habitats where such patterns are observed. This suggests that C. carcharias appears capable of exhibiting

  13. Weak convergence of the past and future of Brownian motion given ...

    Indian Academy of Sciences (India)

    mapping theorem to show that the limiting distribution as t → ∞ of the four dimen- ... is the same as that of the four dimensional vector whose components are the place and time of .... extending it to C[0, ∞) as follows: for A ∈ b(C[0,t]), define.

  14. 100 years of Einstein's Theory of Brownian Motion:from Pollen ...

    Indian Academy of Sciences (India)

    theory of heat", Einstein developed a quantitative the-. 1. Debashish ... were quite different from those proposed by the .... and Ramsey tried to rule out the mechanism based on ... minds us of Stiglers law of eponymy: "No scientific dis- covery is ...

  15. Confined Brownian motion of individual magnetic nanoparticles on a chip: Characterization of magnetic susceptibility.

    NARCIS (Netherlands)

    van Ommering, K.; Nieuwenhuis, J.H.; IJzendoorn, van L.J.; Koopmans, B.; Prins, M.W.J.

    2006-01-01

    An increasing number of biomedical applications requires detailed knowledge of the magnetic susceptibility of individual particles. With conventional techniques it is very difficult to analyze individual particles smaller than 1 µm. The authors demonstrate how the susceptibility of individual

  16. From Random Walks to Brownian Motion, from Diffusion to Entropy: Statistical Principles in Introductory Physics

    Science.gov (United States)

    Reeves, Mark

    2014-03-01

    Entropy changes underlie the physics that dominates biological interactions. Indeed, introductory biology courses often begin with an exploration of the qualities of water that are important to living systems. However, one idea that is not explicitly addressed in most introductory physics or biology textbooks is dominant contribution of the entropy in driving important biological processes towards equilibrium. From diffusion to cell-membrane formation, to electrostatic binding in protein folding, to the functioning of nerve cells, entropic effects often act to counterbalance deterministic forces such as electrostatic attraction and in so doing, allow for effective molecular signaling. A small group of biology, biophysics and computer science faculty have worked together for the past five years to develop curricular modules (based on SCALEUP pedagogy) that enable students to create models of stochastic and deterministic processes. Our students are first-year engineering and science students in the calculus-based physics course and they are not expected to know biology beyond the high-school level. In our class, they learn to reduce seemingly complex biological processes and structures to be described by tractable models that include deterministic processes and simple probabilistic inference. The students test these models in simulations and in laboratory experiments that are biologically relevant. The students are challenged to bridge the gap between statistical parameterization of their data (mean and standard deviation) and simple model-building by inference. This allows the students to quantitatively describe realistic cellular processes such as diffusion, ionic transport, and ligand-receptor binding. Moreover, the students confront ``random'' forces and traditional forces in problems, simulations, and in laboratory exploration throughout the year-long course as they move from traditional kinematics through thermodynamics to electrostatic interactions. This talk will present a number of these exercises, with particular focus on the hands-on experiments done by the students, and will give examples of the tangible material that our students work with throughout the two-semester sequence of their course on introductory physics with a bio focus. Supported by NSF DUE.

  17. Brownian motion surviving in the unstable cubic potential and the role of Maxwell's demon

    Science.gov (United States)

    Ornigotti, Luca; Ryabov, Artem; Holubec, Viktor; Filip, Radim

    2018-03-01

    The trajectories of an overdamped particle in a highly unstable potential diverge so rapidly, that the variance of position grows much faster than its mean. A description of the dynamics by moments is therefore not informative. Instead, we propose and analyze local directly measurable characteristics, which overcome this limitation. We discuss the most probable particle position (position of the maximum of the probability density) and the local uncertainty in an unstable cubic potential, V (x ) ˜x3 , both in the transient regime and in the long-time limit. The maximum shifts against the acting force as a function of time and temperature. Simultaneously, the local uncertainty does not increase faster than the observable shift. In the long-time limit, the probability density naturally attains a quasistationary form. We interpret this process as a stabilization via the measurement-feedback mechanism, the Maxwell demon, which works as an entropy pump. The rules for measurement and feedback naturally arise from the basic properties of the unstable dynamics. All reported effects are inherent in any unstable system. Their detailed understanding will stimulate the development of stochastic engines and amplifiers and, later, their quantum counterparts.

  18. From stochastic phase space evolution to Brownian motion in collective space

    International Nuclear Information System (INIS)

    Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.

    1993-01-01

    Within the framework of stochastic transport equations in phase space, the dynamics of fluctuations on collective variables in homogeneous fermion systems is studied. The transport coefficients are formally deduced in the relaxation time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations. Independently, the general covariance matrix of phase space fluctuations and the dispersion on collective variables at equilibrium are derived. Detailed numerical applications show that dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy whatever is its degree of thermalization. (authors). 16 refs., 12 figs

  19. From stochastic phase-space evolution to brownian motion in collective space

    Energy Technology Data Exchange (ETDEWEB)

    Benhassine, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Farine, M. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France) Ecole Navale, Lamveoc-Loulmic, 29 Brest-Naval (France)); Hernandez, E.S. (Dept. de Fisica - Facultad de Ciencias Exactas y Naturales, Univ. de Buenos Aires (Argentina)); Idier, D. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Remaud, B. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France)); Sebille, F. (Lab. de Physique Nucleaire/ CNRS et Univ. de Nantes, 44 Nantes (France))

    1994-01-24

    Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)

  20. From stochastic phase-space evolution to brownian motion in collective space

    International Nuclear Information System (INIS)

    Benhassine, B.; Farine, M.; Hernandez, E.S.; Idier, D.; Remaud, B.; Sebille, F.

    1994-01-01

    Within the framework of stochastic transport equations in phase space, we study the dynamics of fluctuations on collective variables in homogeneous fermion systems. The transport coefficients are formally deduced in the relaxation-time approximation and a general method to compute dynamically the dispersions of collective observables is proposed as a set of coupled equations: respectively, the BUU/Landau-Vlasov equation for the average phase-space trajectories and the equations for the averages and dispersions of the observables. Independently, we derive the general covariance matrix of phase-space fluctuations and then by projection, the dispersion on collective variables at equilibrium. Detailed numerical applications of the formalism are given; they show that the dynamics of fluctuations can be extracted from noisy numerical simulations and that the leading parameter for collective fluctuations is the excitation energy, whatever is its degree of thermalization. (orig.)