A Mechanical Model of Brownian Motion for One Massive Particle Including Slow Light Particles
Liang, Song
2018-01-01
We provide a connection between Brownian motion and a classical mechanical system. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random mechanical principles, via interaction potentials, without any assumption requiring that the initial velocities of the environmental particles should be restricted to be "fast enough". We prove the convergence of the (position, velocity)-process of the massive particle under a certain scaling limit, such that the mass of the environmental particles converges to 0 while the density and the velocities of them go to infinity, and give the precise expression of the limiting process, a diffusion process.
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.
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)
Zelenov, E. I.
2016-12-01
We define p-adic Brownian motion (Wiener process) and study its properties. We construct a presentation of the trajectories of this process by their series expansions with respect to van der Put's basis and show that they are nowhere differentiable functions satisfying the p-adic Lipschitz condition of order 1. We define the p-adic Wiener measure on the space of continuous functions and study its properties.
Extremes of multifractional Brownian motion
Bai, Long
2017-01-01
Let $B_{H}(t), t\\geq [0,T], T\\in(0,\\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \\begin{eqnarray*} \\mathbb{P}\\left\\{\\sup_{t\\in[0,T]}B_{H}(t)>u\\right\\} \\end{eqnarray*} as $u\\rightarrow\\infty$. Mainly depended on the structures of $H(t)$, the results under several important cases are investigated.
Brownian Motion in Minkowski Space
Directory of Open Access Journals (Sweden)
Paul O'Hara
2015-06-01
Full Text Available We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. The first is to define a sequence of stopping times associated with the Brownian “kicks” or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, the Central Limit Theorem (CLT leads to temperature dependent four dimensional distributions defined on Minkowski space, for distances and 4-velocities. In particular, our processes are characterized by two independent time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to the geodesic motion in-between impulses. The subsequent distributions are solutions of a (covariant pseudo-diffusion equation which involves derivatives with respect to both time variables, rather than solutions of the telegraph equation which has a single time variable. This approach simplifies some of the known problems in this context.
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)
Constructive role of Brownian motion: Brownian motors and Stochastic Resonance
Hänggi, Peter
2005-03-01
Noise is usually thought of as the enemy of order rather as a constructive influence. For the phenomena of Stochastic Resonance [1] and Brownian motors [2], however, stochastic noise can play a beneficial role in enhancing detection and/or facilitating directed transmission of information in absence of biasing forces. Brownian motion assisted Stochastic Resonance finds useful applications in physical, technological, biological and biomedical contexts [1,3]. The basic principles that underpin Stochastic Resonance are elucidated and novel applications for nonlinear classical and quantum systems will be addressed. The presence of non-equilibrium disturbances enables to rectify Brownian motion so that quantum and classical objects can be directed around on a priori designed routes in biological and physical systems (Brownian motors). In doing so, the energy from the haphazard motion of (quantum) Brownian particles is extracted to perform useful work against an external load. This very concept together with first experimental realizations are discussed [2,4,5]. [1] L. Gammaitoni, P. Hä'nggi, P. Jung and F. Marchesoni, Stochastic Resonance, Rev. Mod. Phys. 70, 223 (1998).[2] R. D. Astumian and P. Hä'nggi, Brownian motors, Physics Today 55 (11), 33 (2002).[3] P. Hä'nggi, Stochastic Resonace in Physics and Biology, ChemPhysChem 3, 285 (2002).[4] H. Linke, editor, Special Issue on Brownian Motors, Applied Physics A 75, No. 2 (2002).[5] P. Hä'nggi, F. Marchesoni, F. Nori, Brownian motors, Ann. Physik (Leipzig) 14, xxx (2004); cond-mat/0410033.
Operator Fractional Brownian Motion and Martingale Differences
Directory of Open Access Journals (Sweden)
Hongshuai Dai
2014-01-01
Full Text Available It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.
Brownian motion of tethered nanowires.
Ota, Sadao; Li, Tongcang; Li, Yimin; Ye, Ziliang; Labno, Anna; Yin, Xiaobo; Alam, Mohammad-Reza; Zhang, Xiang
2014-05-01
Brownian motion of slender particles near a boundary is ubiquitous in biological systems and in nanomaterial assembly, but the complex hydrodynamic interaction in those systems is still poorly understood. Here, we report experimental and computational studies of the Brownian motion of silicon nanowires tethered on a substrate. An optical interference method enabled direct observation of microscopic rotations of the slender bodies in three dimensions with high angular and temporal resolutions. This quantitative observation revealed anisotropic and angle-dependent hydrodynamic wall effects: rotational diffusivity in inclined and azimuth directions follows different power laws as a function of the length, ∼ L(-2.5) and ∼ L(-3), respectively, and is more hindered for smaller inclined angles. In parallel, we developed an implicit simulation technique that takes the complex wire-wall hydrodynamic interactions into account efficiently, the result of which agreed well with the experimentally observed angle-dependent diffusion. The demonstrated techniques provide a platform for studying the microrheology of soft condensed matters, such as colloidal and biological systems near interfaces, and exploring the optimal self-assembly conditions of nanostructures.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Stock price prediction using geometric Brownian motion
Farida Agustini, W.; Restu Affianti, Ika; Putri, Endah RM
2018-03-01
Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%. On stock price prediction using geometric Brownian Motion model, the algorithm starts from calculating the value of return, followed by estimating value of volatility and drift, obtain the stock price forecast, calculating the forecast MAPE, calculating the stock expected price and calculating the confidence level of 95%. Based on the research, the output analysis shows that geometric Brownian motion model is the prediction technique with high rate of accuracy. It is proven with forecast MAPE value ≤ 20%.
On some generalization of fractional Brownian motions
Energy Technology Data Exchange (ETDEWEB)
Wang Xiaotian [School of Management, Tianjin University, Tianjin 300072 (China); Liang Xiangqian [Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China); Ren Fuyao [Institute of Mathematics, Fudan University, Shanghai 200433 (China); Zhang Shiying [School of Management, Tianjin University, Tianjin 300072 (China)]. E-mail: swa001@126.com
2006-05-15
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given.
From fractional Brownian motion to multifractional and multistable motion
Falconer, Kenneth
2015-03-01
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a major impact on stochastic processes and their applications. We survey a few of the many developments that have stemmed from their ideas. In particular we discuss the local structure of fractional and multifractional Brownian, stable and multistable processes, emphasising the `diagonal' construction of such processes. In all this, the ubiquity and centrality of fractional Brownian motion is striking.
Brownian Motion Problem: Random Walk and Beyond
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 8. Brownian Motion Problem: Random Walk and Beyond. Shama Sharma Vishwamittar. General Article Volume 10 Issue 8 August 2005 pp 49-66. Fulltext. Click here to view fulltext PDF. Permanent link:
Brownian motion - a laboratory experiment
Kruglak, Haym
1988-09-01
The availability of latex microspheres, compact television cameras and electronic calculators make it possible to perform an experiment on Brownian movement in one laboratory period. A more accurate value of N can be determined by other methods. However, the experiment described above has several valuable pedagogical outcomes. Undergraduate students get experience with several experimental techniques: (i) recording a `random walk' of a microphere; (ii) plotting a histogram of displacements; (iii) fitting a Gaussian curve to the histogram; (iv) checking the goodness of fit analytically or with probability graph paper; (v) calibrating screen displacements with a diffraction grating; (vi) calculating Avogadro's number from the experimental data; (vii) verifying data validity with the Einstein - Smoluchowski Law. The experiment also provides valuable practice in unit conversion and error analysis. Another instructive feature: the experiment makes the students aware of Einstein's work other than relativity. The students' reactions to the experiment were positive: `interesting', `challenging', `fun'.
Generalized Arcsine Laws for Fractional Brownian Motion.
Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg
2018-01-26
The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Fractional Brownian motion with a reflecting wall
Wada, Alexander H. O.; Vojta, Thomas
2018-02-01
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior ˜tα , the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α >1 , the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α <1 , in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular, for applications that are dominated by rare events.
Detrended Fluctuation Analysis of multifractional Brownian motion
Setty, Venkat; Sharma, Surjalal
2013-03-01
Multifractional Brownian Motion (mBm) is a generalization of Fractional Brownian motion (fBm) with a time varying Hurst exponent, H (t) . Detrended Fluctuation Analysis (DFA) is a technique used to study the scaling behavior representing long term correlations in various dynamical systems. In our work, we apply DFA to calculate a time averaged Hurst exponent, in mBm data. The accuracy of estimation of was shown to depend on the range and variability of H (t) . Furthermore, the effect of uniform random noise in H (t) on the nature of scaling observed in DFA is studied. Our research focusses on the robustness and applicability of the DFA technique for studying long term correlations in systems with time varying Hurst exponents akin to mBm .
Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis
2012-01-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we de...
From N-parameter fractional Brownian motions to N-parameter multifractional Brownian motions
Herbin, E.
2005-01-01
International audience; Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the H¨older regularity is allowed to vary along the paths. In this paper, two kinds of multi-parameter extensions of mBm are studied: one is isotropic while the other is not. For each of these processes, a moving average representation, a harmonizable representation, and the covariance structure are given. The H¨older regularity is then studied. In particular, the case of...
100 years of Einstein's Theory of Brownian Motion: From Pollen ...
Indian Academy of Sciences (India)
Debashish Chowdhury. In this part, rotational Brownian motion and. Brownian shape fluctuations of soft materials are discussed. This is followed by an elementary in- troduction to two of the hottest topics in this contemporary area of interdisciplinary research, namely, stochastic resonance and Brownian rat- chet. 1. Beyond ...
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.
Time-averaged MSD of Brownian motion
Andreanov, Alexei; Grebenkov, Denis S.
2012-07-01
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution.
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.
Nonequilibrium Brownian Motion beyond the Effective Temperature
Gnoli, Andrea; Puglisi, Andrea; Sarracino, Alessandro; Vulpiani, Angelo
2014-01-01
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein’s relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own “effective” temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT) applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein’s relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased. PMID:24714671
Nonequilibrium Brownian motion beyond the effective temperature.
Directory of Open Access Journals (Sweden)
Andrea Gnoli
Full Text Available The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own "effective" temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein's relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased.
Fractional Brownian motion of director fluctuations in nematic ordering
DEFF Research Database (Denmark)
Zhang, Z.; Mouritsen, Ole G.; Otnes, K.
1993-01-01
to determine the Hurst exponent H. Theory and experiment are in good agreement. A value of H congruent-to 1 was found for the nematic phase, characterizing fractional Brownian motion, whereas H congruent-to 0.5, reflecting ordinary Brownian motion, applies in the isotropic phase. Field-induced crossover from...
Fractional Brownian motion and multifractional Brownian motion of Riemann-Liouville type
Lim, S. C.
2001-02-01
The relationship between standard fractional Brownian motion (FBM) and FBM based on the Riemann-Liouville fractional integral (or RL-FBM) is clarified. The absence of stationary property in the increment process of RL-FBM is compensated by a weaker property of local stationarity, and the stationary property for the increments of the large-time asymptotic RL-FBM. Generalization of RL-FBM to the RL-multifractional Brownian motion (RL-MBM) can be carried out by replacing the constant Hölder exponent by a time-dependent function. RL-MBM is shown to satisfy a weaker scaling property known as the local asymptotic self-similarity. This local scaling property can be translated into the small-scale behaviour of the associated scalogram by using the wavelet transform.
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
Brownian motion of a particle with arbitrary shape.
Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz
2015-06-07
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.
A weighted random walk approximation to fractional Brownian motion
Lindstrøm, Tom
2007-01-01
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
A random walk approximation to fractional Brownian motion
Lindstrøm, Tom
2007-01-01
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
From Brownian motion to power of fluctuations
Directory of Open Access Journals (Sweden)
B. Berche
2012-12-01
Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.
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....
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim; Podolskij, Mark
2016-01-01
This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of th...
100 years of Einstein's Theory of Brownian Motion: From Pollen ...
Indian Academy of Sciences (India)
ian motion was made by Gerlach [1] using a tiny mirror fixed on a very fine ... deterministic equation that describes the time evolution. Interestingly, three quarters of a century later the problem of rotational Brownian motion of a mirror was reinvestigated ... (geomagnetism), as the history of the earth's magnetic field remains ...
Brownian shape motion: Fission fragment mass distributions
Directory of Open Access Journals (Sweden)
Sierk Arnold J.
2012-02-01
Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions can be obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potential-energy surfaces; the current status of this novel method is described here.
Deterministic Brownian motion generated from differential delay equations.
Lei, Jinzhi; Mackey, Michael C
2011-10-01
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.
Non-colliding Brownian Motions and the Extended Tacnode Process
Johansson, Kurt
2013-04-01
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode point is computed using new methods and given in a different form from that obtained for a single time in previous work by Delvaux, Kuijlaars and Zhang. The form of the extended kernel is also different from that obtained for the extended tacnode kernel in another model by Adler, Ferrari and van Moerbeke. We also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.
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-.
Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Generalized Multifractional Brownian Motion: Definition and Preliminary Results
Ayache, Antoine; Lévy Véhel, Jacques
1999-01-01
The Multifractional Brownian Motion (MBM) is a generalization of the well known Fractional Brownian Motion. One of the main reasons that makes the MBM interesting for modelization, is that one can prescribe its regularity: given any Hölder function H(t), with values in ]0,1[, one can construct an MBM admitting at any t0, a Hölder exponent equal to H(t0). However, the continuity of the function H(t) is sometimes undesirable, since it restricts the field of application. In this work we define a...
Brownian motion with adhesion: harmonic oscillator with fluctuating mass.
Gitterman, M; Klyatskin, V I
2010-05-01
In contrast to the cases usually studied of a harmonic oscillator subject to a random force (Brownian motion) or having random frequency or random damping, we consider a random mass which corresponds to an oscillator for which the particles of the surrounding medium adhere to it for some (random) time after the collision, thereby changing the oscillator mass. This model, which describes Brownian motion with adhesion, can be useful for the analysis of chemical and biological solutions as well as nanotechnological devices. We consider dichotomous noise and its limiting case, white noise.
Brownian motion as a new probe of wettability
Mo, Jianyong; Simha, Akarsh; Raizen, Mark G.
2017-04-01
Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.
Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
Directory of Open Access Journals (Sweden)
Kaminsky A. V.
2010-04-01
Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the amplitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes ("fluctuation amplitudes" of the spectra of stochastic processes upon rotation of the Earth.
Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
Directory of Open Access Journals (Sweden)
Kaminsky A. V.
2010-07-01
Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the am- plitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2 m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes (“fluctuation amplitudes” of the spectra of stochastic processes upon rotation of the Earth.
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
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)
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 ...
Brownian Motion as a Limit to Physical Measuring Processes
DEFF Research Database (Denmark)
Niss, Martin
2016-01-01
formulated a general conclusion concerning the nature of physical measurements, namely that there is a definite limit to the ultimate sensitivity of measuring instruments beyond which we cannot advance, and that this limit is determined by Brownian motion. Ising’s conclusion agreed with experiments......, physicists in particular saw the work as an indication that noise is of practical relevance for their enterprise...
100 years of Einstein's Theory of Brownian Motion: From Pollen ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 10; Issue 11. 100 years of Einstein's Theory of Brownian Motion: From Pollen Grains to Protein Trains – 2. Debashish Chowdhury. General Article Volume 10 Issue 11 November 2005 pp 42-54 ...
Suspended particle transport through constriction channel with Brownian motion
DEFF Research Database (Denmark)
Hanasaki, Itsuo; Walther, Jens Honore
2017-01-01
It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the devia...
Markov-modulated Brownian motion with two reflecting barriers
Ivanovs, J.
2010-01-01
We consider a Markov-modulated Brownian motion reflected to stay in a strip [0, B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this result and explain its simplicity. Moreover, this argument
Stability theorems for stochastic differential equations driven by G-Brownian motion
Zhang, Defei
2011-01-01
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
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)
Brownian motion model with stochastic parameters for asset prices
Ching, Soo Huei; Hin, Pooi Ah
2013-09-01
The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.
Human behavioral regularity, fractional Brownian motion, and exotic phase transition
Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping
2016-08-01
The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.
On some possible generalizations of fractional Brownian motion
Lim, S. C.; Muniandy, S. V.
2000-02-01
Fractional Brownian motion (fBm) can be generalized to multifractional Brownian motion (mBm) if the Hurst exponent H is replaced by a deterministic function H( t). The two possible generalizations of mBm based on the moving average representation and the harmonizable representation are first shown to be equivalent up to a multiplicative deterministic function of time by Cohen [S. Cohen, in: M. Dekking et al. (Eds.), Fractals: Theory and Applications in Engineering, Springer, Berlin, 1999, p. 3.] using the Fourier transform method. In this Letter, we give an alternative verification of such an equivalence based on the direct computation of the covariances of these two Gaussian processes. There also exists another equivalent representation of mBm, which is a variant version of the harmonizable representation. Finally, we consider a generalization based on the Riemann-Liouville fractional integral, and study the large time asymptotic properties of this version of mBm.
Fractional Brownian Motion:. Theory and Application to DNA Walk
Lim, S. C.; Muniandy, S. V.
2001-09-01
This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.
The Glassy Phase of Complex Branching Brownian Motion
Madaule, Thomas; Rhodes, Rémi; Vargas, Vincent
2015-03-01
In this paper, we study complex valued branching Brownian motion in the so-called glassy phase, also called phase II. In this context, we prove a limit theorem for the complex partition function hence confirming a conjecture formulated by Lacoin and the last two authors in a previous paper on complex Gaussian multiplicative chaos. We will show that the limiting partition function can be expressed as a product of a Gaussian random variable, mainly due to the windings of the phase, and a stable transform of the so-called derivative martingale, mainly due to the clustering of the modulus. The proof relies on the fine description of the extremal process available in the branching Brownian motion context.
Exponential functionals of Brownian motion, I: Probability laws at fixed time
Matsumoto, Hiroyuki; Yor, Marc
2005-01-01
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
Brownian motion of a dust particle in a plasma
Energy Technology Data Exchange (ETDEWEB)
Mendonca, J.T.; Shukla, P.K.; Martins, A.M.; Guerra, R. [Grupo de Lasers e Plasmas (GOLP)/Centro de Electrodinamica, Instituto Superior Tecnico, 1096 Lisboa Codex (Portugal)
1997-03-01
A new version of the Brownian motion describing the motion of a dust particle in a turbulent plasma is considered. Here, the stochastic force acting on the dust particle is due to the fluctuations of the plasma potential and not due to the usual molecular collisions. Another significant difference is due to the fact that the dust electric charge is not constant but fluctuates with the potential. A four-dimensional formulation of the problem is also given. {copyright} {ital 1997 American Institute of Physics.}
The Diffusion Process in Small Particles and Brownian Motion
Khoshnevisan, M.
Albert Einstein in 1926 published his book entitled ''INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT''. He investigated the process of diffusion in an undissociated dilute solution. The diffusion process is subject to Brownian motion. Furthermore, he elucidated the fact that the heat content of a substance will change the position of the single molecules in an irregular fashion. In this paper, I have shown that in order for the displacement of the single molecules to be proportional to the square root of the time, and for v/2 - v 1 Δ =dv/dx , (where v1 and v2 are the concentrations in two cross sections that are separated by a very small distance), ∫ - ∞ ∞ Φ (Δ) dΔ = I and I/τ ∫ - ∞ ∞Δ2/2 Φ (Δ) dΔ = D conditions to hold, then equation (7a) D =√{ 2 D }√{ τ} must be changed to Δ =√{ 2 D }√{ τ} . I have concluded that D =√{ 2 D }√{ τ} is an unintended error, and it has not been amended for almost 90 years in INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT, 1926 publication.
Collective motion of active Brownian particles with polar alignment.
Martín-Gómez, Aitor; Levis, Demian; Díaz-Guilera, Albert; Pagonabarraga, Ignacio
2018-04-04
We present a comprehensive computational study of the collective behavior emerging from the competition between self-propulsion, excluded volume interactions and velocity-alignment in a two-dimensional model of active particles. We consider an extension of the active brownian particles model where the self-propulsion direction of the particles aligns with the one of their neighbors. We analyze the onset of collective motion (flocking) in a low-density regime (10% surface area) and show that it is mainly controlled by the strength of velocity-alignment interactions: the competition between self-propulsion and crowding effects plays a minor role in the emergence of flocking. However, above the flocking threshold, the system presents a richer pattern formation scenario than analogous models without alignment interactions (active brownian particles) or excluded volume effects (Vicsek-like models). Depending on the parameter regime, the structure of the system is characterized by either a broad distribution of finite-sized polar clusters or the presence of an amorphous, highly fluctuating, large-scale traveling structure which can take a lane-like or band-like form (and usually a hybrid structure which is halfway in between both). We establish a phase diagram that summarizes collective behavior of polar active brownian particles and propose a generic mechanism to describe the complexity of the large-scale structures observed in systems of repulsive self-propelled particles.
Parameter inference from hitting times for perturbed Brownian motion
DEFF Research Database (Denmark)
Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter
2015-01-01
? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention...... from observations of S and R and compare them statistically? Maximum likelihood estimators are calculated and applied on simulated data under the assumption that the process before and after the intervention is described by the same type of model, i.e. a Brownian motion, but with different parameters...
Pricing geometric Asian rainbow options under fractional Brownian motion
Wang, Lu; Zhang, Rong; Yang, Lin; Su, Yang; Ma, Feng
2018-03-01
In this paper, we explore the pricing of the assets of Asian rainbow options under the condition that the assets have self-similar and long-range dependence characteristics. Based on the principle of no arbitrage, stochastic differential equation, and partial differential equation, we obtain the pricing formula for two-asset rainbow options under fractional Brownian motion. Next, our Monte Carlo simulation experiments show that the derived pricing formula is accurate and effective. Finally, our sensitivity analysis of the influence of important parameters, such as the risk-free rate, Hurst exponent, and correlation coefficient, on the prices of Asian rainbow options further illustrate the rationality of our pricing model.
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
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.
Suspended particle transport through constriction channel with Brownian motion
Hanasaki, Itsuo; Walther, Jens H.
2017-08-01
It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
Confined mobility in biomembranes modeled by early stage Brownian motion.
Gmachowski, Lech
2014-08-01
An equation of motion, derived from the fractal analysis of the Brownian particle trajectory, makes it possible to calculate the time dependence of the mean square displacement for early times, before the Einstein formula becomes valid. The diffusion coefficient increases with the distance travelled which can be restricted by the geometrical conditions. The corresponding diffusion coefficient cannot increase further to achieve a value characteristic for unrestricted environment. Explicit formula is derived for confined diffusivity related to the unrestricted one as dependent on the maximum particle mean square displacement possible normalized by the square of its mean free path. The model describes the lipid and protein diffusion in tubular membranes with different radii, originally fitted by the modified Saffman-Delbrück equation, and the lateral mobility of synthetic model peptides for which the diffusion coefficient is inversely proportional to the radius of the diffusing object and to the thickness of the membrane. Copyright © 2014 Elsevier Inc. All rights reserved.
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
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 (
Monitoring autocorrelated process: A geometric Brownian motion process approach
Li, Lee Siaw; Djauhari, Maman A.
2013-09-01
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.
On the first-passage time of integrated Brownian motion
Directory of Open Access Journals (Sweden)
Christian H. Hesse
2005-01-01
Full Text Available Let (Bt;t≥0 be a Brownian motion process starting from B0=ν and define Xν(t=∫0tBsds. For a≥0, set τa,ν:=inf{t:Xν(t=a} (with inf φ=∞. We study the conditional moments of τa,ν given τa,ν<∞. Using martingale methods, stopping-time arguments, as well as the method of dominant balance, we obtain, in particular, an asymptotic expansion for the conditional mean E(τa,ν|τa,ν<∞ as ν→∞. Through a series of simulations, it is shown that a truncation of this expansion after the first few terms provides an accurate approximation to the unknown true conditional mean even for small ν.
Generalized Fokker-Planck equation, Brownian motion, and ergodicity.
Plyukhin, A V
2008-06-01
Microscopic theory of Brownian motion of a particle of mass M in a bath of molecules of mass mforce, and the generalized Fokker-Planck equation involves derivatives of order higher than 2. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In the general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order (m/M)2 and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented.
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.
Biased Brownian motion in narrow channels with asymmetry and anisotropy
To, Kiwing; Peng, Zheng
2016-11-01
We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.
Brownian motion in a classical ideal gas: A microscopic approach to ...
Indian Academy of Sciences (India)
of a surface profile due to random deposition [10] are a few examples of such a situation and the description ... motion of the Brownian particle through an ideal gas to be a jump Markov process,. Gillespie [14] and van ... Brownian particle moving in an ideal gas at a fixed temperature, using a combi- nation of microscopic ...
Biased motion of a brownian particle for the pausing time behavior of the CTRW
Energy Technology Data Exchange (ETDEWEB)
Kim, K.S. (National Fisheries Univ., Busan (Republic of Korea))
1982-12-01
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.
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Directory of Open Access Journals (Sweden)
Bruno Saussereau
2012-01-01
Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.
Second order limit laws for occupation times of the fractional Brownian motion
Xu, Fangjun
2013-01-01
We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.
International Nuclear Information System (INIS)
Suryawan, Herry P.; Gunarso, Boby
2017-01-01
The generalized mixed fractional Brownian motion is defined by taking linear combinations of a finite number of independent fractional Brownian motions with different Hurst parameters. It is a Gaussian process with stationary increments, posseses self-similarity property, and, in general, is neither a Markov process nor a martingale. In this paper we study the generalized mixed fractional Brownian motion within white noise analysis framework. As a main result, we prove that for any spatial dimension and for arbitrary Hurst parameter the self-intersection local times of the generalized mixed fractional Brownian motions, after a suitable renormalization, are well-defined as Hida white noise distributions. The chaos expansions of the self-intersection local times in the terms of Wick powers of white noises are also presented. (paper)
Suryawan, Herry P.; Gunarso, Boby
2017-06-01
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.
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.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Directory of Open Access Journals (Sweden)
J. Lévy Véhel
2013-09-01
Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
Lévy Véhel, J.
2013-09-01
Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion
Setty, V. A.; Sharma, A. S.
2015-02-01
The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Directory of Open Access Journals (Sweden)
Di Pan
2013-01-01
Full Text Available Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian option value were obtained. The numerical experiments show that Hurst exponent of the fractional Brownian motion and transaction cost rate have a significant impact on the option value.
Integrated fractional white noise as an alternative to multifractional Brownian motion
Sly, Allan
2007-01-01
Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show h...
Weak solutions to stochastic differential equations driven by fractional Brownian motion
Czech Academy of Sciences Publication Activity Database
Šnupárková, Jana
2009-01-01
Roč. 59, č. 4 (2009), s. 879-907 ISSN 0011-4642 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10750506 Keywords : fractional Brownian motion * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.306, year: 2009 http://library.utia.cas.cz/separaty/2009/SI/snuparkova-weak solutions to stochastic differential equations driven by fractional brownian motion.pdf
Brownian motion and entropic torque driven motion of domain walls in antiferromagnets
Yan, Zhengren; Chen, Zhiyuan; Qin, Minghui; Lu, Xubing; Gao, Xingsen; Liu, Junming
2018-02-01
We study the spin dynamics in antiferromagnetic nanowire under an applied temperature gradient using micromagnetic simulations on a classical spin model with a uniaxial anisotropy. The entropic torque driven domain-wall motion and the Brownian motion are discussed in detail, and their competition determines the antiferromagnetic wall motion towards the hotter or colder region. Furthermore, the spin dynamics in an antiferromagnet can be well tuned by the anisotropy and the temperature gradient. Thus, this paper not only strengthens the main conclusions obtained in earlier works [Kim et al., Phys. Rev. B 92, 020402(R) (2015), 10.1103/PhysRevB.92.020402; Selzer et al., Phys. Rev. Lett. 117, 107201 (2016), 10.1103/PhysRevLett.117.107201], but more importantly gives the concrete conditions under which these conclusions apply, respectively. Our results may provide useful information on the antiferromagnetic spintronics for future experiments and storage device design.
The rate of collisions due to Brownian or gravitational motion of small drops
Zhang, Xiaoguang; Davis, Robert H.
1991-01-01
Quantitative predictions of the collision rate of two spherical drops undergoing Brownian diffusion or gravitational sedimentation are presented. The diffusion equation for relative Brownian motion of two drops is derived, and the relative motion of pairs of drops in gravitational sedimentation is traced via a trajectory analysis in order to develop theoretical models to determine the collision efficiencies, both with and without interparticle forces applied between the drops. It is concluded that finite collision rates between nondeforming fluid drops are possible for Brownian diffusion or gravitational sedimentation in the absence of attractive forces, in stark contrast to the prediction that lubrication forces prevent rigid spheres from contacting each other unless an attractive force that becomes infinite as the separation approaches zero is applied. Collision rates are shown to increase as the viscosity of the drop-phase decreases. In general, hydrodynamic interactions reduce the collision rates more for gravitational collisions than for Brownian collisions.
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
Lim, S. C.; Teo, L. P.
2009-08-01
Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion.
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.
Relativistic Brownian motion: From a microscopic binary collision model to the Langevin equation
Dunkel, Jörn; Hänggi, Peter (Prof. Dr. Dr. h.c. mult.)
2006-01-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy point-like Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, non-relativistic LE is deduced from this model, by taking into account the non-relativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativi...
Brownian Motion 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
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
that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano......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...
Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments
DEFF Research Database (Denmark)
Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.
2007-01-01
The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano...
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.
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.
Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Brownian Motion Problem: Random Walk and Beyond -RE ...
Indian Academy of Sciences (India)
ingly ruled out the exterior factors as causes of Brown- ian motion and ... market fluctuation. Unfortunately, this work was not recognized by the scientific community, including his supervisor Poincare, because it was in the field of eco- nomics and it did not ... were found out by many workers by performing similar experiments.
Observation of Brownian motion in liquids at short times: instantaneous velocity and memory loss.
Kheifets, Simon; Simha, Akarsh; Melin, Kevin; Li, Tongcang; Raizen, Mark G
2014-03-28
Measurement of the instantaneous velocity of Brownian motion of suspended particles in liquid probes the microscopic foundations of statistical mechanics in soft condensed matter. However, instantaneous velocity has eluded experimental observation for more than a century since Einstein's prediction of the small length and time scales involved. We report shot-noise-limited, high-bandwidth measurements of Brownian motion of micrometer-sized beads suspended in water and acetone by an optical tweezer. We observe the hydrodynamic instantaneous velocity of Brownian motion in a liquid, which follows a modified energy equipartition theorem that accounts for the kinetic energy of the fluid displaced by the moving bead. We also observe an anticorrelated thermal force, which is conventionally assumed to be uncorrelated.
International Nuclear Information System (INIS)
Bouziane, T.
2004-04-01
The purpose of this work was to construct a Brownian motion with values in simplicial complexes with piecewise differential structure. After a martingale theory attempt, we constructed a family of continuous Markov processes with values in an admissible complex; we named every process of this family, isotropic transport process. We showed that the family of the isotropic processes contains a subsequence, which converged weakly to a measure; we named it the Wiener measure. Then, we constructed, thanks to the finite dimensional distributions of the Wiener measure a new continuous Markov process with values in an admissible complex: the Brownian motion. We finished with a geometric analysis of this Brownian motion, to determinate, under hypothesis on the complex, the recurrent or transient behavior of such process. (author)
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
Energy Technology Data Exchange (ETDEWEB)
Yeh, Leehwa [Univ. of California, Berkeley, CA (United States). Dept. of Physics
1993-06-23
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.
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
An Extreme-Value Analysis of the LIL for Brownian Motion
Khoshnevisan, Davar; Levin, David; Shi, Zhan
2005-01-01
We use excursion theory and the ergodic theorem to present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. A simplified version of our method also proves, in a paragraph, the classical theorem of Darling and Erdős (1956).
A series expansion of fractional Brownian motion with Hurst index exceeding 1/2
K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)
2002-01-01
textabstractLet $B$ be a fractional Brownian motion with Hurst index $H ge 1/2$. Denote by $x_1 < x_2 < cdots$ the positive, real zeros of the Bessel function $J_{-H$ of the first kind of order $-H$, and by $y_1 < y_2 < cdots$ the positive zeros of $J_{1-H$. We prove the series representation
100 years of Einstein's Theory of Brownian Motion:from Pollen ...
Indian Academy of Sciences (India)
cial theory of relativity, (ii) photoelectric effect and (iii). Brownian motion [1]. These three papers not only rev- olutionized physics but also provided keys to open new frontiers in other branches of science and almost all areas of modern technology. In one of these three papers [2], enti tled "On the movement of small particles ...
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
Chen, Xia; Kulik, Alexey M.
2012-01-01
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton’s law of universal attraction can be rigorously constructed.
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
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...
Weak convergence of the past and future of Brownian motion given ...
Indian Academy of Sciences (India)
Corresponding author. E-mail: kba@iastate.edu; kbathreya@gmail.com; ... of a pair of coupled processes Y + B1,Y + B2 where Y, B1,B2 are independent, Y is uniformly distributed on U and B1,B2 are standard d-dimensional Brownian motions.
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion
Czech Academy of Sciences Publication Activity Database
Duncan, T. E.; Maslowski, Bohdan; Pasik-Duncan, B.
2009-01-01
Roč. 40, č. 6 (2009), s. 2286-2315 ISSN 0036-1410 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10190503 Keywords : semilinear stochastic equations * fractional Brownian motion * stochastic partial differential equations * absolute continuity of measures Subject RIV: BA - General Mathematics Impact factor: 1.649, year: 2009
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
Czech Academy of Sciences Publication Activity Database
Duncan, T. E.; Maslowski, Bohdan; Pasik-Duncan, B.
2009-01-01
Roč. 23, č. 2 (2009), s. 114-130 ISSN 0890-6327 R&D Projects: GA ČR GA201/07/0237 Institutional research plan: CEZ:AV0Z10190503 Keywords : distributed parameter equations * fractional Brownian motion * stochastic partial differential equations * solutions of stochastic equations Subject RIV: BA - General Mathematics Impact factor: 1.347, year: 2009
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.; Habuchi, Satoshi
2017-06-01
Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.
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.
Non-intersecting Brownian motions leaving from and going to several points
Adler, Mark; van Moerbeke, Pierre; Vanderstichelen, Didier
2012-03-01
Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0miracle! Unfortunately we were unable to find its explicit expression. The case p=q=2 will be discussed in the last section.
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.
Directory of Open Access Journals (Sweden)
Xiao-Li Ding
2018-01-01
Full Text Available In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. Finally, we give three examples to demonstrate the applicability of our obtained results.
NMR signals within the generalized Langevin model for fractional Brownian motion
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.
Beyond Brownian Motion: A Levy Flight in Magic Boots -50 ...
Indian Academy of Sciences (India)
tions in share prices, and the rhythms of the heart. It was l\\1andelbrot who coined the term 'Levy Flight' for the natural generalisation of BM to situations of strong fluctuations, i.e., for super diffusive displacements where the motion is more rapid than that given by the usual diffusion law. The Levy sums are exceptional in that.
Brownian Motion of Vacancy Islands on Ag(111)
Morgenstern, Karina; Rosenfeld, G.; Poelsema, Bene; Comsa, George
1995-01-01
The motion of monatomic deep vacancy islands on crystal surfaces is studied both theoretically and experimentally. We develop a new theoretical model which allows us to deduce the microscopic mechanism of mass transport from measuring the diffusion coefficients of the vacancy islands as a function
Brownian Motion: Theory and Experiment A Simple Classroom ...
Indian Academy of Sciences (India)
highway. These instances satisfy the two assumptions stated in section 2, and hence are expected to follow. Poisson's distribution. However, if we look at the distribution of the number of football players in a particular area ofthe field, it is most likely to deviate from (1) as motion ofthe football players are highly correlated (with.
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.)
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.
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.
Brownian motion in wedges, last passage time and the second arc-sine law
International Nuclear Information System (INIS)
Comtet, Alain; Desbois, Jean
2003-01-01
We consider a planar Brownian motion starting from O at time t = 0 and stopped at t = 1 and a set F = OI i ; i = 1, 2, ..., n of n semi-infinite straight lines emanating from O. Denoting by g the last time when F is reached by the Brownian motion, we compute the probability law of g. In particular, we show that, for a symmetric F and even n values, this law can be expressed as a sum of arcsin or (arcsin) 2 functions. The original result of Levy is recovered as the special case n = 2. A relation with the problem of reaction-diffusion of a set of three particles in one dimension is discussed. (letter to the editor)
Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations
International Nuclear Information System (INIS)
Kallianpur, G.; Sundar, P.
2000-01-01
A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0, 1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d
Czech Academy of Sciences Publication Activity Database
Maslowski, Bohdan; Schmalfuss, B.
2004-01-01
Roč. 22, č. 6 (2004), s. 1577-1607 ISSN 0736-2994 R&D Projects: GA ČR GA201/01/1197 Institutional research plan: CEZ:AV0Z1019905 Keywords : fractional Brownian motion * random dynamical systems * stationary solutions Subject RIV: BA - General Mathematics Impact factor: 0.290, year: 2004 http://www.tandfonline.com/doi/full/10.1081/ SAP -200029498
Local times for multifractional Brownian motion in higher dimensions: A white noise approach
Bock, Wolfgang; da Silva, José Luís; Suryawan, Herry P.
2016-11-01
We present the expansion of the multifractional Brownian motion (mBm) local time in higher dimensions, in terms of Wick powers of white noises (or multiple Wiener integrals). If a suitable number of kernels is subtracted, they exist in the sense of generalized white noise functionals. Moreover, we show the convergence of the regularized truncated local times for mBm in the sense of Hida distributions.
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
Marquez-Lago, T T; Leier, A; Burrage, K
2012-08-01
There have been many recent studies from both experimental and simulation perspectives in order to understand the effects of spatial crowding in molecular biology. These effects manifest themselves in protein organisation on the plasma membrane, on chemical signalling within the cell and in gene regulation. Simulations are usually done with lattice- or meshless-based random walks but insights can also be gained through the computation of the underlying probability density functions of these stochastic processes. Until recently much of the focus had been on continuous time random walks, but some very recent work has suggested that fractional Brownian motion may be a good descriptor of spatial crowding effects in some cases. The study compares both fractional Brownian motion and continuous time random walks and highlights how well they can represent different types of spatial crowding and physical obstacles. Simulated spatial data, mimicking experimental data, was first generated by using the package Smoldyn. We then attempted to characterise this data through continuous time anomalously diffusing random walks and multifractional Brownian motion (MFBM) by obtaining MFBM paths that match the statistical properties of our sample data. Although diffusion around immovable obstacles can be reasonably characterised by a single Hurst exponent, we find that diffusion in a crowded environment seems to exhibit multifractional properties in the form of a different short- and long-time behaviour.
RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION
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Peter Ehlers
2011-05-01
Full Text Available A particle is projected from a point P in a subset E of a convex region H to a point Q in a uniformly random direction. The probability that Q lies in the interior of H at time t is obtained for two types of motion of the particle, rectilinear (i.e. straight-line and Brownian. In the case of rectilinear motion, the first passage time through the boundary of H is considered. Results are obtained in terms of the generalized overlap function for embedded bodies.
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
On the Small Mass Limit of Quantum Brownian Motion with Inhomogeneous Damping and Diffusion
Lim, Soon Hoe; Wehr, Jan; Lampo, Aniello; García-March, Miguel Ángel; Lewenstein, Maciej
2018-01-01
We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the Heisenberg-Langevin equations for the particle's observables using a quantum stochastic calculus approach. We set the mass of the particle to equal m = m0 ɛ , the reduced Planck constant to equal \\hbar = ɛ and the cutoff frequency to equal Λ = E_{Λ}/ɛ , where m_0 and E_{Λ} are positive constants, so that the particle's de Broglie wavelength and the largest energy scale of the bath are fixed as ɛ → 0. We study the limit as ɛ → 0 of the rescaled model and derive a limiting equation for the (slow) particle's position variable. We find that the limiting equation contains several drift correction terms, the quantum noise-induced drifts, including terms of purely quantum nature, with no classical counterparts.
Brownian motion, old and new, and Irwin's role in my academic life
Lindenberg, Katja
2015-03-01
Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.
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)
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
Liu, Fan; Jiang, Li; Tan, Huei Ming; Yadav, Ashutosh; Biswas, Preetika; van der Maarel, Johan R. C.; Nijhuis, Christian A.; van Kan, Jeroen A.
2016-01-01
Brownian ratchet based particle separation systems for application in lab on chip devices have drawn interest and are subject to ongoing theoretical and experimental investigations. We demonstrate a compact microfluidic particle separation chip, which implements an extended on-off Brownian ratchet scheme that actively separates and sorts particles using periodically switching magnetic fields, asymmetric sawtooth channel sidewalls, and Brownian motion. The microfluidic chip was made with Polydimethylsiloxane (PDMS) soft lithography of SU-8 molds, which in turn was fabricated using Proton Beam Writing. After bonding of the PDMS chip to a glass substrate through surface activation by oxygen plasma treatment, embedded electromagnets were cofabricated by the injection of InSn metal into electrode channels. This fabrication process enables rapid production of high resolution and high aspect ratio features, which results in parallel electrodes accurately aligned with respect to the separation channel. The PDMS devices were tested with mixtures of 1.51 μm, 2.47 μm, and 2.60 μm superparamagnetic particles suspended in water. Experimental results show that the current device design has potential for separating particles with a size difference around 130 nm. Based on the promising results, we will be working towards extending this design for the separation of cells or biomolecules. PMID:27917252
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.
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.
The Kardar-Parisi-Zhang Equation as Scaling Limit of Weakly Asymmetric Interacting Brownian Motions
Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas
2017-09-01
We consider a system of infinitely many interacting Brownian motions that models the height of a one-dimensional interface between two bulk phases. We prove that the large scale fluctuations of the system are well approximated by the solution to the KPZ equation provided the microscopic interaction is weakly asymmetric. The proof is based on the martingale solutions of Gonçalves and Jara (Arch Ration Mech Anal 212(2):597-644, 2014) and the corresponding uniqueness result of Gubinelli and Perkowski (Energy solutions of KPZ are unique, 2015).
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Kevin D. Brewer
2012-11-01
Full Text Available This paper presents some Excel-based simulation exercises that are suitable for use in financial modeling courses. Such exercises are based on a stochastic process of stock price movements, called geometric Brownian motion, that underlies the derivation of the Black-Scholes option pricing model. Guidance is provided in assigning appropriate values of the drift parameter in the stochastic process for such exercises. Some further simulation exercises are also suggested. As the analytical underpinning of the materials involved is provided, this paper is expected to be of interest also to instructors and students of investment courses.
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes’ principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
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)
The pricing of credit default swaps under a generalized mixed fractional Brownian motion
He, Xinjiang; Chen, Wenting
2014-06-01
In this paper, we consider the pricing of the CDS (credit default swap) under a GMFBM (generalized mixed fractional Brownian motion) model. As the name suggests, the GMFBM model is indeed a generalization of all the FBM (fractional Brownian motion) models used in the literature, and is proved to be able to effectively capture the long-range dependence of the stock returns. To develop the pricing mechanics of the CDS, we firstly derive a sufficient condition for the market modeled under the GMFBM to be arbitrage free. Then under the risk-neutral assumption, the CDS is fairly priced by investigating the two legs of the cash flow involved. The price we obtained involves elementary functions only, and can be easily implemented for practical purpose. Finally, based on numerical experiments, we analyze quantitatively the impacts of different parameters on the prices of the CDS. Interestingly, in comparison with all the other FBM models documented in the literature, the results produced from the GMFBM model are in a better agreement with those calculated from the classical Black-Scholes model.
Muniandy, S. V.; Lim, S. C.
2001-04-01
Fractional Brownian motion (FBM) is widely used in the modeling of phenomena with power spectral density of power-law type. However, FBM has its limitation since it can only describe phenomena with monofractal structure or a uniform degree of irregularity characterized by the constant Holder exponent. For more realistic modeling, it is necessary to take into consideration the local variation of irregularity, with the Holder exponent allowed to vary with time (or space). One way to achieve such a generalization is to extend the standard FBM to multifractional Brownian motion (MBM) indexed by a Holder exponent that is a function of time. This paper proposes an alternative generalization to MBM based on the FBM defined by the Riemann-Liouville type of fractional integral. The local properties of the Riemann-Liouville MBM (RLMBM) are studied and they are found to be similar to that of the standard MBM. A numerical scheme to simulate the locally self-similar sample paths of the RLMBM for various types of time-varying Holder exponents is given. The local scaling exponents are estimated based on the local growth of the variance and the wavelet scalogram methods. Finally, an example of the possible applications of RLMBM in the modeling of multifractal time series is illustrated.
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T. Turiv
2015-06-01
Full Text Available As recently reported [Turiv T. et al., Science, 2013, Vol. 342, 1351], fluctuations in the orientation of the liquid crystal (LC director can transfer momentum from the LC to a colloid, such that the diffusion of the colloid becomes anomalous on a short time scale. Using video microscopy and single particle tracking, we investigate random thermal motion of colloidal particles in a nematic liquid crystal for the time scales shorter than the expected time of director fluctuations. At long times, compared to the characteristic time of the nematic director relaxation we observe typical anisotropic Brownian motion with the mean square displacement (MSD linear in time τ and inversly proportional to the effective viscosity of the nematic medium. At shorter times, however, the dynamics is markedly nonlinear with MSD growing more slowly (subdiffusion or faster (superdiffusion than τ. These results are discussed in the context of coupling of colloidal particle's dynamics to the director fluctuation dynamics.
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
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.
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.
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.
Dinarvand, S.; Hosseini, R.; Tamim, H.; Damangir, E.; Pop, I.
2015-07-01
An unsteady three-dimensional stagnation-point flow of a nanofluid past a circular cylinder with sinusoidal radius variation is investigated numerically. By introducing new similarity transformations for the velocity, temperature, and nanoparticle volume fraction, the basic equations governing the flow and heat and mass transfer are reduced to highly nonlinear ordinary differential equations. The resulting nonlinear system is solved numerically by the fourth-order Runge-Kutta method with the shooting technique. The thermophoresis and Brownian motion effects occur in the transport equations. The velocity, temperature, and nanoparticle concentration profiles are analyzed with respect to the involved parameters of interest, namely, unsteadiness parameter, Brownian motion parameter, thermophoresis parameter, Prandtl number, and Lewis number. Numerical values of the friction coefficient, diffusion mass flux, and heat flux are computed. It is found that the friction coefficient and heat transfer rate increase with increasing unsteadiness parameter (the highest heat transfer rate at the surface occurs if the thermophoresis and Brownian motion effects are absent) and decrease with increasing both thermophoresis and Brownian motion parameters. The present results are found to be in good agreement with previously published results.
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)
Enhancement of Brownian motion for a chain of particles in a periodic potential
Dessup, Tommy; Coste, Christophe; Saint Jean, Michel
2018-02-01
The transport of particles in very confined channels in which single file diffusion occurs has been largely studied in systems where the transverse confining potential is smooth. However, in actual physical systems, this potential may exhibit both static corrugations and time fluctuations. Some recent results suggest the important role played by this nonsmoothness of the confining potential. In particular, quite surprisingly, an enhancement of the Brownian motion of the particles has been evidenced in these kinds of systems. We show that this enhancement results from the commensurate effects induced by the underlying potential on the vibrational spectra of the chain of particles, and from the effective temperature associated with its time fluctuations. We will restrict our derivation to the case of low temperatures for which the mean squared displacement of the particles remains smaller than the potential period.
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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.
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.
Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion
Chen, Yao; Wang, Xudong; Deng, Weihua
2017-10-01
This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.
Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies
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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.
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)
Kozlov, Andrei S.; Andor-Ardó, Daniel; Hudspeth, A. J.
2012-01-01
The ear detects sounds so faint that they produce only atomic-scale displacements in the mechanoelectrical transducer, yet thermal noise causes fluctuations larger by an order of magnitude. Explaining how hearing can operate when the magnitude of the noise greatly exceeds that of the signal requires an understanding both of the transducer’s micromechanics and of the associated noise. Using microrheology, we characterize the statistics of this noise; exploiting the fluctuation-dissipation theorem, we determine the associated micromechanics. The statistics reveal unusual Brownian motion in which the mean square displacement increases as a fractional power of time, indicating that the mechanisms governing energy dissipation are related to those of energy storage. This anomalous scaling contradicts the canonical model of mechanoelectrical transduction, but the results can be explained if the micromechanics incorporates viscoelasticity, a salient characteristic of biopolymers. We amend the canonical model and demonstrate several consequences of viscoelasticity for sensory coding. PMID:22328158
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.
From Mechanical Motion to Brownian Motion, Thermodynamics and Particle Transport Theory
Bringuier, E.
2008-01-01
The motion of a particle in a medium is dealt with either as a problem of mechanics or as a transport process in non-equilibrium statistical physics. The two kinds of approach are often unrelated as they are taught in different textbooks. The aim of this paper is to highlight the link between the mechanical and statistical treatments of particle…
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.
Numerically pricing American options under the generalized mixed fractional Brownian motion model
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.
First passage times for a tracer particle in single file diffusion and fractional Brownian motion.
Sanders, Lloyd P; Ambjörnsson, Tobias
2012-05-07
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and (ii) heterogeneous, with diffusion constants drawn from a heavy-tailed power-law distribution. In parallel, the full FPTD for fractional Brownian motion [fBm-defined by the Hurst parameter, H ∈ (0, 1)] is studied, of interest here as fBm and SFD systems belong to the same universality class. Extensive stochastic (non-Markovian) SFD and fBm simulations are performed and compared to two analytical Markovian techniques: the method of images approximation (MIA) and the Willemski-Fixman approximation (WFA). We find that the MIA cannot approximate well any temporal scale of the SFD FPTD. Our exact inversion of the Willemski-Fixman integral equation captures the long-time power-law exponent, when H ≥ 1/3, as predicted by Molchan [Commun. Math. Phys. 205, 97 (1999)] for fBm. When H well the FPTD for all times for homogeneous SFD and sub-diffusive fBm systems.
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.
Butler, Jason E.; Shaqfeh, Eric S. G.
2005-01-01
Using methods adapted from the simulation of suspension dynamics, we have developed a Brownian dynamics algorithm with multibody hydrodynamic interactions for simulating the dynamics of polymer molecules. The polymer molecule is modeled as a chain composed of a series of inextensible, rigid rods with constraints at each joint to ensure continuity of the chain. The linear and rotational velocities of each segment of the polymer chain are described by the slender-body theory of Batchelor [J. Fluid Mech. 44, 419 (1970)]. To include hydrodynamic interactions between the segments of the chain, the line distribution of forces on each segment is approximated by making a Legendre polynomial expansion of the disturbance velocity on the segment, where the first two terms of the expansion are retained in the calculation. Thus, the resulting linear force distribution is specified by a center of mass force, couple, and stresslet on each segment. This method for calculating the hydrodynamic interactions has been successfully used to simulate the dynamics of noncolloidal suspensions of rigid fibers [O. G. Harlen, R. R. Sundararajakumar, and D. L. Koch, J. Fluid Mech. 388, 355 (1999); J. E. Butler and E. S. G. Shaqfeh, J. Fluid Mech. 468, 204 (2002)]. The longest relaxation time and center of mass diffusivity are among the quantities calculated with the simulation technique. Comparisons are made for different levels of approximation of the hydrodynamic interactions, including multibody interactions, two-body interactions, and the "freely draining" case with no interactions. For the short polymer chains studied in this paper, the results indicate a difference in the apparent scaling of diffusivity with polymer length for the multibody versus two-body level of approximation for the hydrodynamic interactions.
Perturbation theory for fractional Brownian motion in presence of absorbing boundaries
Wiese, Kay Jörg; Majumdar, Satya N.; Rosso, Alberto
2011-06-01
Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations =D(t12H+t22H-|t1-t2|2H), where H, with 0process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P+(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P+(x,t)~t-HR+(x/tH). Our objective is to compute the scaling function R+(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H=1/2+ɛ, to calculate the scaling function R+(y) to first order in ɛ. We find that R+(y) behaves as R+(y)~yϕ as y→0 (near the absorbing boundary), while R+(y)~yγexp(-y2/2) as y→∞, with ϕ=1-4ɛ+O(ɛ2) and γ=1-2ɛ+O(ɛ2). Our ɛ-expansion result confirms the scaling relation ϕ=(1-H)/H proposed in Zoia, Rosso, and Majumdar [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.102.120602 102, 120602 (2009)]. We verify our findings via numerical simulations for H=2/3. The tools developed here are versatile, powerful, and adaptable to different situations.
Maximum of an Airy process plus Brownian motion and memory in Kardar-Parisi-Zhang growth
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.
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)
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.
Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field
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.
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)
Dietrich, Kilian; Renggli, Damian; Zanini, Michele; Volpe, Giovanni; Buttinoni, Ivo; Isa, Lucio
2017-06-01
Colloidal particles equipped with platinum patches can establish chemical gradients in H2O2-enriched solutions and undergo self-propulsion due to local diffusiophoretic migration. In bulk (3D), this class of active particles swim in the direction of the surface heterogeneities introduced by the patches and consequently reorient with the characteristic rotational diffusion time of the colloids. In this article, we present experimental and numerical evidence that planar 2D confinements defy this simple picture. Instead, the motion of active particles both on solid substrates and at flat liquid-liquid interfaces is captured by a 2D active Brownian motion model, in which rotational and translational motion are constrained in the xy-plane. This leads to an active motion that does not follow the direction of the surface heterogeneities and to timescales of reorientation that do not match the free rotational diffusion times. Furthermore, 2D-confinement at fluid-fluid interfaces gives rise to a unique distribution of swimming velocities: the patchy colloids uptake two main orientations leading to two particle populations with velocities that differ up to one order of magnitude. Our results shed new light on the behavior of active colloids in 2D, which is of interest for modeling and applications where confinements are present.
Directory of Open Access Journals (Sweden)
Kwang-Il Ahn
2013-01-01
Full Text Available The Hurst exponent and variance are two quantities that often characterize real-life, high-frequency observations. Such real-life signals are generally measured under noise environments. We develop a multiscale statistical method for simultaneous estimation of a time-changing Hurst exponent H(t and a variance parameter C in a multifractional Brownian motion model in the presence of white noise. The method is based on the asymptotic behavior of the local variation of its sample paths which applies to coarse scales of the sample paths. This work provides stable and simultaneous estimators of both parameters when independent white noise is present. We also discuss the accuracy of the simultaneous estimators compared with a few selected methods and the stability of computations with regard to adapted wavelet filters.
International Nuclear Information System (INIS)
Tejedor, V; Benichou, O; Voituriez, R; Metzler, Ralf
2011-01-01
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of Levy flights with diverging variance of jump lengths is investigated in detail, in particular, with respect to the associated leapover behavior. We also show numerically that our results apply with good accuracy to fractional Brownian motion, despite its non-Markovian nature.
Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji
2013-01-01
Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
Directory of Open Access Journals (Sweden)
Ryo Kanada
Full Text Available Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."
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 → ∞
Eka Putri, Irana; Gita Redhyka, Grace
2017-07-01
Micro-air-bubble has a high potential contribution in waste water, farming, and fishery treatment. In this research, submicron scale of micro-air-bubble was observed to determine its stability in H2O solvent. By increasing its stability, it can be used for several applications, such as bio-preservative for medical and food transport. The micro-air-bubble was assumed in spherical shape that in incompressible gas boundary condition. So, the random motion of particle (Brownian motion) can be solved by using Stokes-Einstein approximation. But, Hadamard and Rybczynski equation is promoted to solve for larger bubble (micro scale). While, the effect of physical properties (e.g. diffusion coefficient, density, and flow rate) have taken important role in its characteristics in water. According to the theoretical investigation that have been done, decreasing of bubble velocity indicates that the bubble dissolves away or shrinking to the surface. To obtain longevity bubble in pure water medium, it is recomended to apply some surfactant molecules (e.g. NaCl) in micro-air-bubble medium.
Energy Technology Data Exchange (ETDEWEB)
Roura, Albert [Los Alamos National Laboratory; Fleming, C H [UNIV OF MARYLAND; Hu, B L [UNIV OF MARYLAND
2008-01-01
We revisit the model of a system made up of a Brownian quantum oscillator linearly coupled to an environment made up of many quantum oscillators at finite temperature. We show that the HPZ master equation for the reduced density matrix derived earlier [B.L. Hu, J.P. Paz, Y. Zhang, Phys. Rev. D 45, 2843 (1992)] has incorrectly specified coefficients for the case of nonlocal dissipation. We rederive the QBM master equation, correctly specifying all coefficients, and determine the position uncertainty to be free of excessive cutoff sensitivity. Our coefficients and solutions are reduced entirely to contour integration for analytic spectra at arbitrary temperature, coupling strength, and cut-off. As an illustration we calculate the master equation coefficients and solve the master equation for ohmic coupling (with finite cutoff) and example supra-ohmic and sub-ohmic spectral densities. We determine the effect of an external force on the quantum oscillator and also show that our representation of the master equation and solutions naturally extends to a system of multiple oscillators bilinearly coupled to themselves and the bath in arbitrary fashion. This produces a formula for investigating the standard quantum limit which is central to addressing many theoretical issues in macroscopic quantum phenomena and experimental concerns related to low temperature precision measurements. We find that in a dissipative environment, all initial states settle down to a Gaussian density matrix whose covariance is determined by the thermal reservoir and whose mean is determined by the external force. We specify the thermal covariance for the spectral densities we explore.
McMullan, G; Vinothkumar, K R; Henderson, R
2015-11-01
We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å(2) for every incident 300 keV e(-)/Å(2). The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e(-)/Å(2) per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.
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 αmotion. 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.
Karim, M. Enamul; Samad, M. Abdus; Ferdows, M.
2017-06-01
The present note investigates the magneto hall effect on unsteady flow of elastico-viscous nanofluid in a channel with slip boundary considering the presence of thermal radiation and heat generation with Brownian motion. Numerical results are achieved by solving the governing equations by the implicit Finite Difference Method (FDM) obtaining primary and secondary velocities, temperature, nanoparticles volume fraction and concentration distributions within the boundary layer entering into the problem. The influences of several interesting parameters such as elastico-viscous parameter, magnetic field, hall parameter, heat generation, thermal radiation and Brownian motion parameters on velocity, heat and mass transfer characteristics of the fluid flow are discussed with the help of graphs. Also the effects of the pertinent parameters, which are of physical and engineering interest, such as Skin friction parameter, Nusselt number and Sherwood number are sorted out. It is found that the flow field and other quantities of physical concern are significantly influenced by these parameters.
Directory of Open Access Journals (Sweden)
Aimé Lachal
2011-01-01
Full Text Available Let ((∈[0,1] be the linear Brownian motion and ((∈[0,1] the (−1-fold integral of Brownian motion, with being a positive integer: ∫(=0((−−1/(−1!d( for any ∈[0,1]. In this paper we construct several bridges between times 0 and 1 of the process ((∈[0,1] involving conditions on the successive derivatives of at times 0 and 1. For this family of bridges, we make a correspondence with certain boundary value problems related to the one-dimensional polyharmonic operator. We also study the classical problem of prediction. Our results involve various Hermite interpolation polynomials.
Directory of Open Access Journals (Sweden)
F. Mabood
Full Text Available This article addresses the combined effects of chemical reaction and viscous dissipation on MHD radiative heat and mass transfer of nanofluid flow over a rotating stretching surface. The model used for the nanofluid incorporates the effects of the Brownian motion and thermophoresis in the presence of heat source. Similarity transformation variables have been used to model the governing equations of momentum, energy, and nanoparticles concentration. Runge-Kutta-Fehlberg method with shooting technique is applied to solve the resulting coupled ordinary differential equations. Physical features for all pertinent parameters on the dimensionless velocity, temperature, skin friction coefficient, and heat and mass transfer rates are analyzed graphically. The numerical comparison has also presented for skin friction coefficient and local Nusselt number as a special case for our study. It is noted that fluid velocity enhances when rotational parameter is increased. Surface heat transfer rate enhances for larger values of Prandtl number and heat source parameter while mass transfer rate increases for larger values of chemical reaction parameter. Keywords: Nanofluid, MHD, Chemical reaction, Rotating stretching sheet, Radiation
Directory of Open Access Journals (Sweden)
Zoran Gligoric
2014-01-01
Full Text Available Underground mine projects are often associated with diverse sources of uncertainties. Having the ability to plan for these uncertainties plays a key role in the process of project evaluation and is increasingly recognized as critical to mining project success. To make the best decision, based on the information available, it is necessary to develop an adequate model incorporating the uncertainty of the input parameters. The model is developed on the basis of full discounted cash flow analysis of an underground zinc mine project. The relationships between input variables and economic outcomes are complex and often nonlinear. Fuzzy-interval grey system theory is used to forecast zinc metal prices while geometric Brownian motion is used to forecast operating costs over the time frame of the project. To quantify the uncertainty in the parameters within a project, such as capital investment, ore grade, mill recovery, metal content of concentrate, and discount rate, we have applied the concept of interval numbers. The final decision related to project acceptance is based on the net present value of the cash flows generated by the simulation over the time project horizon.
Ullah, Rahman; Faizullah, Faiz
2017-10-01
This investigation aims at studying a Euler-Maruyama (EM) approximate solutions scheme for stochastic differential equations (SDEs) in the framework of G-Brownian motion. Subject to the growth condition, it is shown that the EM solutions Z^q(t) are bounded, in particular, Z^q(t)\\in M_G^2([t_0,T];R^n) . Letting Z( t) as a unique solution to SDEs in the G-framework and utilizing the growth and Lipschitz conditions, the convergence of Z^q(t) to Z( t) is revealed. The Burkholder-Davis-Gundy (BDG) inequalities, Hölder's inequality, Gronwall's inequality and Doobs martingale's inequality are used to derive the results. In addition, without assuming a solution of the stated SDE, we have shown that the Euler-Maruyama approximation sequence {Z^q(t)} is Cauchy in M_G^2([t_0,T];R^n) thus converges to a limit which is a unique solution to SDE in the G-framework.
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)
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
Metachronal wave analysis for non-Newtonian fluid under thermophoresis and Brownian motion effects
Shaheen, A.; Nadeem, S.
This paper analyse the mathematical model of ciliary motion in an annulus. The effect of convective heat transfer and nanoparticle are taken into account. The governing equations of Jeffrey six-constant fluid along with heat and nanoparticle are modelled and then simplified by using long wavelength and low Reynolds number assumptions. The reduced equations are solved with the help of homotopy perturbation method. The obtained expressions for the velocity, temperature and nanoparticles concentration profiles are plotted and the impact of various physical parameters are investigated for different peristaltic waves. Streamlines has also been plotted at the last part of the paper.
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
DEFF Research Database (Denmark)
Zhu, Jie
There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...
Taheriyoun, Ali R.; Moghimbeygi, Meisam
2017-02-01
An approximation of the fractional Brownian motion based on the Ornstein-Uhlenbeck process is used to obtain an asymptotic likelihood function. Two estimators of the Hurst index are then presented in the likelihood approach. The first estimator is produced according to the observed values of the sample path; while the second one employs the likelihood function of the incremental process. We also employ visual roughness of realization to restrict the parameter space and to obtain prior information in Bayesian approach. The methods are then compared with three contemporary estimators and an experimental data set is studied.
Directory of Open Access Journals (Sweden)
Peter Carr
2017-11-01
Full Text Available Diffusions are widely used in finance due to their tractability. Driftless diffusions are needed to describe ratios of asset prices under a martingale measure. We provide a simple example of a tractable driftless diffusion which also has a bounded state space.
Electrical autonomous Brownian gyrator
Chiang, K.-H.; Lee, C.-L.; Lai, P.-Y.; Chen, Y.-F.
2017-09-01
We study experimentally and theoretically the steady-state dynamics of a simple stochastic electronic system featuring two resistor-capacitor circuits coupled by a third capacitor. The resistors are subject to thermal noises at real temperatures. The voltage fluctuation across each resistor can be compared to a one-dimensional Brownian motion. However, the collective dynamical behavior, when the resistors are subject to distinct thermal baths, is identical to that of a Brownian gyrator, as first proposed by Filliger and Reimann [Phys. Rev. Lett. 99, 230602 (2007), 10.1103/PhysRevLett.99.230602]. The average gyrating dynamics is originated from the absence of detailed balance due to unequal thermal baths. We look into the details of this stochastic gyrating dynamics, its dependences on the temperature difference and coupling strength, and the mechanism of heat transfer through this simple electronic circuit. Our work affirms the general principle and the possibility of a Brownian ratchet working near room temperature scale.
Two-dimensional analysis of motion artifacts, including flow effects
International Nuclear Information System (INIS)
Litt, A.M.; Brody, A.S.; Spangler, R.A.; Scott, P.D.
1990-01-01
The effects of motion on magnetic resonance images have been theoretically analyzed for the case of a point-like object in simple harmonic motion and for other one-dimensional trajectories. The authors of this paper extend this analysis to a generalized two-dimensional magnetization with an arbitrary motion trajectory. The authors provide specific solutions for the clinically relevant cases of the cross-sections of cylindrical objects in the body, such as the aorta, which has a roughly one-dimensional, simple harmonic motion during respiration. By extending the solution to include inhomogeneous magnetizations, the authors present a model which allows the effects of motion artifacts and flow artifacts to be analyzed simultaneously
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.
Yu, Mingzhou; Lin, Jianzhong; Jin, Hanhui; Jiang, Ying
2011-05-01
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.
Directory of Open Access Journals (Sweden)
Habib-Olah Sayehvand
Full Text Available Numerical investigation the problem of nanofluid heat and mass transfer in a channel partially filled with a porous medium in the presence of uniform magnetic field is carried out by a new computational iterative approach known as the spectral local linearization method (SLLM. The similarity solution is used to reduce the governing system of partial differential equations to a set of nonlinear ordinary differential equations which are then solved by SLLM and validity of our solutions is verified by the numerical results (fourth-order Runge-Kutta scheme with the shooting method. In modeling the flow in the channel, the effects of flow inertia, Brinkman friction, nanoparticles concentration and thickness of the porous region are taken into account. The results are obtained for velocity, temperature, concentration, skin friction, Nusselt number and Sherwood number. Also, effects of active parameters such as viscosity parameter, Hartmann number, Darcy number, Prandtl number, Schmidt number, Eckert number, Brownian motion parameter, thermophoresis parameter and the thickness of porous region on the hydrodynamics, heat and mass transfer behaviors are investigated. Keywords: Brownian, Nanofluid, Porous medium, Spectral local linearization method, Thermophoresis
Trajectories of Brownian particles with space-correlated noise
Indian Academy of Sciences (India)
The Langevin equation used to model Brownian motion includes a stochastic process that is routinely assumed to be a Gaussian white noise. Spatial correlations of the noise are usually ruled out, and the paths traced by the random walkers are statistically independent. In this study, I consider instead noise which is white in ...
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
Stirrup, Oliver T; Babiker, Abdel G; Carpenter, James R; Copas, Andrew J
2016-04-30
Longitudinal data are widely analysed using linear mixed models, with 'random slopes' models particularly common. However, when modelling, for example, longitudinal pre-treatment CD4 cell counts in HIV-positive patients, the incorporation of non-stationary stochastic processes such as Brownian motion has been shown to lead to a more biologically plausible model and a substantial improvement in model fit. In this article, we propose two further extensions. Firstly, we propose the addition of a fractional Brownian motion component, and secondly, we generalise the model to follow a multivariate-t distribution. These extensions are biologically plausible, and each demonstrated substantially improved fit on application to example data from the Concerted Action on SeroConversion to AIDS and Death in Europe study. We also propose novel procedures for residual diagnostic plots that allow such models to be assessed. Cohorts of patients were simulated from the previously reported and newly developed models in order to evaluate differences in predictions made for the timing of treatment initiation under different clinical management strategies. A further simulation study was performed to demonstrate the substantial biases in parameter estimates of the mean slope of CD4 decline with time that can occur when random slopes models are applied in the presence of censoring because of treatment initiation, with the degree of bias found to depend strongly on the treatment initiation rule applied. Our findings indicate that researchers should consider more complex and flexible models for the analysis of longitudinal biomarker data, particularly when there are substantial missing data, and that the parameter estimates from random slopes models must be interpreted with caution. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Limits of bifractional Brownian noises
Maejima, Makoto; Tudor, Ciprian
2008-01-01
International audience; Let $B^{H,K}=\\left (B^{H,K}_{t}, t\\geq 0\\right )$ be a bifractional Brownian motion with two parameters $H\\in (0,1)$ and $K\\in(0,1]$. The main result of this paper is that the increment process generated by the bifractional Brownian motion $\\left( B^{H,K}_{h+t} -B^{H,K} _{h}, t\\geq 0\\right)$ converges when $h\\to \\infty$ to $\\left (2^{(1-K)/{2}}B^{HK} _{t}, t\\geq 0\\right )$, where $\\left (B^{HK}_{t}, t\\geq 0\\right)$ is the fractional Brownian motion with Hurst index $HK...
Transient motion of hypersonic vehicles including time history effects
Hui, W. H.; Van Roessel, H. J.
1985-01-01
An analytic method is developed for calculating the transient pitching motion of a wedge in hypersonic flow, taking into account fully the interaction between its motion and the unsteady air flow passing it. The effects of past motion history on the present state of motion are shown to be caused by the wave reflection from the bow shock. In the Newtonian limit they are equivalent to that of an added moment of inertia. The time history effects generally tend to decrease the damping, rendering the oscillatory motion more persistent. Numerical examples are given.
Sayehvand, Habib-Olah; Basiri Parsa, Amir
Numerical investigation the problem of nanofluid heat and mass transfer in a channel partially filled with a porous medium in the presence of uniform magnetic field is carried out by a new computational iterative approach known as the spectral local linearization method (SLLM). The similarity solution is used to reduce the governing system of partial differential equations to a set of nonlinear ordinary differential equations which are then solved by SLLM and validity of our solutions is verified by the numerical results (fourth-order Runge-Kutta scheme with the shooting method). In modeling the flow in the channel, the effects of flow inertia, Brinkman friction, nanoparticles concentration and thickness of the porous region are taken into account. The results are obtained for velocity, temperature, concentration, skin friction, Nusselt number and Sherwood number. Also, effects of active parameters such as viscosity parameter, Hartmann number, Darcy number, Prandtl number, Schmidt number, Eckert number, Brownian motion parameter, thermophoresis parameter and the thickness of porous region on the hydrodynamics, heat and mass transfer behaviors are investigated.
Swarm Robotics with Circular Formation Motion Including Obstacles Avoidance
Directory of Open Access Journals (Sweden)
Nabil M. Hewahi
2017-07-01
Full Text Available The robots science has been developed over the past few years, where robots have become used to accomplish difficult, repetitive or accurate tasks, which are very hard for humans to carry out. In this paper, we propose an algorithm to control the motion of a swarm of robots and make them able to avoid obstacles. The proposed solution is based on forming the robots in circular fashion. A group set of robots consists of multiple groups of robots, each group of robots consists of robots forming a circular shape and each group set is a circular form of robots. The proposed algorithm is concerned with first locating the randomly generated robots in groups and secondly with the swarm robot motion and finally with the swarm obstacle avoidance and swarm reorganization after crossing the obstacle. The proposed algorithm has been simulated with five different obstacles with various numbers of randomly generated robots. The results show that the swarm in the circular form can deal with the obstacles very effectively by passing the obstacles smoothly. The proposed algorithm has been compared with flocking algorithm and it is shown that the circular formation algorithm does not need extensive computation after obstacle avoidance whereas the flocking algorithm needs extensive computation. In addition, the circular formation algorithm maintains every robot in its group after avoiding the obstacles whereas with flocking algorithm does not.
Energy Technology Data Exchange (ETDEWEB)
Kissick, Michael W; Mo Xiaohu; McCall, Keisha C; Mackie, Thomas R [Department of Medical Physics, Wisconsin Institutes for Medical Research, 111 Highland Avenue, University of Wisconsin-Madison, Madison, WI 53705 (United States); Schubert, Leah K [Radiation Oncology Department, University of Nebraska Medical Center, Omaha, NE 68198 (United States); Westerly, David C, E-mail: mwkissick@wisc.ed [Department of Radiation Oncology, University of Colorado Denver, Aurora, CO 80045 (United States)
2010-05-21
The aim of the study was to demonstrate a potential alternative scenario for accurate dose-painting (non-homogeneous planned dose) delivery at 1 cm beam width with helical tomotherapy (HT) in the presence of 1 cm, three-dimensional, intra-fraction respiratory motion, but without any active motion management. A model dose-painting experiment was planned and delivered to the average position (proper phase of a 4DCT scan) with three spherical PTV levels to approximate dose painting to compensate for hypothetical hypoxia in a model lung tumor. Realistic but regular motion was produced with the Washington University 4D Motion Phantom. A small spherical Virtual Water(TM) phantom was used to simulate a moving lung tumor inside of the LUNGMAN(TM) anthropomorphic chest phantom to simulate realistic heterogeneity uncertainties. A piece of 4 cm Gafchromic EBT(TM) film was inserted into the 6 cm diameter sphere. TomoTherapy, Inc., DQA(TM) software was used to verify the delivery performed on a TomoTherapy Hi-Art II(TM) device. The dose uncertainty in the purposeful absence of motion management and in the absence of large, low frequency drifts (periods greater than the beam width divided by the couch velocity) or randomness in the breathing displacement yields very favorable results. Instead of interference effects, only small blurring is observed because of the averaging of many breathing cycles and beamlets and the avoidance of interference. Dose painting during respiration with helical tomotherapy is feasible in certain situations without motion management. A simple recommendation is to make respiration as regular as possible without low frequency drifting. The blurring is just small enough to suggest that it may be acceptable to deliver without motion management if the motion is equal to the beam width or smaller (at respiration frequencies) when registered to the average position.
International Nuclear Information System (INIS)
Kissick, Michael W; Mo Xiaohu; McCall, Keisha C; Mackie, Thomas R; Schubert, Leah K; Westerly, David C
2010-01-01
The aim of the study was to demonstrate a potential alternative scenario for accurate dose-painting (non-homogeneous planned dose) delivery at 1 cm beam width with helical tomotherapy (HT) in the presence of 1 cm, three-dimensional, intra-fraction respiratory motion, but without any active motion management. A model dose-painting experiment was planned and delivered to the average position (proper phase of a 4DCT scan) with three spherical PTV levels to approximate dose painting to compensate for hypothetical hypoxia in a model lung tumor. Realistic but regular motion was produced with the Washington University 4D Motion Phantom. A small spherical Virtual Water(TM) phantom was used to simulate a moving lung tumor inside of the LUNGMAN(TM) anthropomorphic chest phantom to simulate realistic heterogeneity uncertainties. A piece of 4 cm Gafchromic EBT(TM) film was inserted into the 6 cm diameter sphere. TomoTherapy, Inc., DQA(TM) software was used to verify the delivery performed on a TomoTherapy Hi-Art II(TM) device. The dose uncertainty in the purposeful absence of motion management and in the absence of large, low frequency drifts (periods greater than the beam width divided by the couch velocity) or randomness in the breathing displacement yields very favorable results. Instead of interference effects, only small blurring is observed because of the averaging of many breathing cycles and beamlets and the avoidance of interference. Dose painting during respiration with helical tomotherapy is feasible in certain situations without motion management. A simple recommendation is to make respiration as regular as possible without low frequency drifting. The blurring is just small enough to suggest that it may be acceptable to deliver without motion management if the motion is equal to the beam width or smaller (at respiration frequencies) when registered to the average position.
Ratcheted electrophoresis of Brownian particles
Energy Technology Data Exchange (ETDEWEB)
Kowalik, Mikołaj; Bishop, Kyle J. M., E-mail: kjmbishop@engr.psu.edu [Department of Chemical Engineering, The Pennsylvania State University, University Park, Pennsylvania 16802 (United States)
2016-05-16
The realization of nanoscale machines requires efficient methods by which to rectify unbiased perturbations to perform useful functions in the presence of significant thermal noise. The performance of such Brownian motors often depends sensitively on their operating conditions—in particular, on the relative rates of diffusive and deterministic motions. In this letter, we present a type of Brownian motor that uses contact charge electrophoresis of a colloidal particle within a ratcheted channel to achieve directed transport or perform useful work against an applied load. We analyze the stochastic dynamics of this model ratchet to show that it functions under any operating condition—even in the limit of strong thermal noise and in contrast to existing ratchets. The theoretical results presented here suggest that ratcheted electrophoresis could provide a basis for electrochemically powered, nanoscale machines capable of transport and actuation of nanoscale components.
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.
CNT based thermal Brownian motor to pump water in nanodevices
DEFF Research Database (Denmark)
Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore
2016-01-01
Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through ...
Simple Brownian diffusion an introduction to the standard theoretical models
Gillespie, Daniel T
2013-01-01
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is topical because it is one of the ways in which biologically important molecules move about inside living cells. This book presents the mathematical physics that underlies the four simplest models of Brownian diffusion.
Swarming behavior of gradient-responsive Brownian particles in a porous medium
Grančič, Peter; Štěpánek, František
2012-07-01
Active targeting by Brownian particles in a fluid-filled porous environment is investigated by computer simulation. The random motion of the particles is enhanced by diffusiophoresis with respect to concentration gradients of chemical signals released by the particles in the proximity of a target. The mathematical model, based on a combination of the Brownian dynamics method and a diffusion problem is formulated in terms of key parameters that include the particle diffusiophoretic mobility and the signaling threshold (the distance from the target at which the particles release their chemical signals). The results demonstrate that even a relatively simple chemical signaling scheme can lead to a complex collective behavior of the particles and can be a very efficient way of guiding a swarm of Brownian particles towards a target, similarly to the way colonies of living cells communicate via secondary messengers.
Energy Technology Data Exchange (ETDEWEB)
Jones, R. [Department of Physics and Astronomy, University of Sheffield (United Kingdom)]. E-mail: r.a.l.jones@sheffield.ac.uk
2007-02-15
The glamour of physics is often associated with the very big or the very small. Popular-science books stress the mysteries of the large-scale structure of the universe or of the tiniest of subatomic particles. Of course, this fails to reflect the emphasis of practicing physicists, most of whom deal with matters intermediate in scale. Thus one must salute Mark Haw's brave attempt to write an account of the less flashy physics of the 'middle world', centring on the discovery and explanation of Brownian motion. Richard Feynman once opined that, in the event of some cataclysmic disaster that wiped out all knowledge of modern science, the single fact that one would want to salvage to allow future generations to rebuild the lost edifice would be that matter is made of atoms and molecules. This is, of course, well known to everyone today, but it may surprise many that certainty and consensus about the atomic hypothesis came less than 100 years ago. The story's hero is French Nobel laureate Jean Baptiste Perrin (1870-1942), whose beautiful and painstaking experiments quantitatively confirmed the theories of Albert Einstein and Marian Smoluchowski that Brownian motion could be explained by the random collisions of molecules. Perrin also decisively connected physics and chemistry by determining the value of Avogradro's constant, and convinced the last doubters of the reality of molecules and the validity of statistical mechanics. In the February issue of Physics World, Richard Jones rates the rest of Haw's story about physics at the molecular scale. (U.K.)
Self-induced temperature gradients in Brownian dynamics
Devine, Jack; Jack, M. W.
2017-12-01
Brownian systems often surmount energy barriers by absorbing and emitting heat to and from their local environment. Usually, the temperature gradients created by this heat exchange are assumed to dissipate instantaneously. Here we relax this assumption to consider the case where Brownian dynamics on a time-independent potential can lead to self-induced temperature gradients. In the same way that externally imposed temperature gradients can cause directed motion, these self-induced gradients affect the dynamics of the Brownian system. The result is a coupling between the local environment and the Brownian subsystem. We explore the resulting dynamics and thermodynamics of these coupled systems and develop a robust method for numerical simulation. In particular, by focusing on one-dimensional situations, we show that self-induced temperature gradients reduce barrier-crossing rates. We also consider a heat engine and a heat pump based on temperature gradients induced by a Brownian system in a nonequilibrium potential.
Parrondo, J. M. R.; Blanco, J. M.; Cao, F. J.; Brito, R.
1998-01-01
The efficiency of different types of Brownian motors is calculated analytically and numerically. We find that motors based on flashing ratchets present a,low efficiency and an unavoidable entropy production. On the other hand, a certain class of motors based on adiabatically changing potentials, named reversible ratchets, exhibit a higher efficiency and the entropy production can be arbitrarily reduced.
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.
Disordered Markovian Brownian ratchets.
Alicki, R
1999-09-01
A model of a Brownian ratchet coupled to a heat bath and driven by a nonequilibrium Poisson white noise is discussed. The formula describing a generated current in terms of the statistical properties of a possible irregular or random potential is derived within the small nonequilibrium noise approximation and illustrated by a few concrete examples. The perturbation technique for Hilbert space operators is used as a mathematical tool.
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)
Fast motion-including dose error reconstruction for VMAT with and without MLC tracking
DEFF Research Database (Denmark)
Ravkilde, Thomas; Keall, Paul J.; Grau, Cai
2014-01-01
Multileaf collimator (MLC) tracking is a promising and clinically emerging treatment modality for radiotherapy of mobile tumours. Still, new quality assurance (QA) methods are warranted to safely introduce MLC tracking in the clinic. The purpose of this study was to create and experimentally...... validate a simple model for fast motion-including dose error reconstruction applicable to intrafractional QA of MLC tracking treatments of moving targets. MLC tracking experiments were performed on a standard linear accelerator with prototype MLC tracking software guided by an electromagnetic transponder...
International Nuclear Information System (INIS)
Van Gulick, L.A.
1984-01-01
Nonlinear finite element method (FEM) computer codes with slideline algorithm implementations should be useful for the analysis of prestressed multilayer pressure vessels and piping. This paper presents closed form solutions including the effects of tangential motion useful for verifying slideline implementations for this purpose. The solutions describe stresses and displacements of a long internally pressurized elastic-plastic cylinder initially separated from an elastic outer cylinder by a uniform gap. Comparison of closed form and FEM results evaluates the usefulness of the closed form solution and the validity of the sideline implementation used
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.
A satellite relative motion model including J_2 and J_3 via Vinti's intermediary
Biria, Ashley D.; Russell, Ryan P.
2018-03-01
Vinti's potential is revisited for analytical propagation of the main satellite problem, this time in the context of relative motion. A particular version of Vinti's spheroidal method is chosen that is valid for arbitrary elliptical orbits, encapsulating J_2, J_3, and generally a partial J_4 in an orbit propagation theory without recourse to perturbation methods. As a child of Vinti's solution, the proposed relative motion model inherits these properties. Furthermore, the problem is solved in oblate spheroidal elements, leading to large regions of validity for the linearization approximation. After offering several enhancements to Vinti's solution, including boosts in accuracy and removal of some singularities, the proposed model is derived and subsequently reformulated so that Vinti's solution is piecewise differentiable. While the model is valid for the critical inclination and nonsingular in the element space, singularities remain in the linear transformation from Earth-centered inertial coordinates to spheroidal elements when the eccentricity is zero or for nearly equatorial orbits. The new state transition matrix is evaluated against numerical solutions including the J_2 through J_5 terms for a wide range of chief orbits and separation distances. The solution is also compared with side-by-side simulations of the original Gim-Alfriend state transition matrix, which considers the J_2 perturbation. Code for computing the resulting state transition matrix and associated reference frame and coordinate transformations is provided online as supplementary material.
Entropy production of a Brownian ellipsoid in the overdamped limit.
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
Momentum conserving Brownian dynamics propagator for complex soft matter fluids
Padding, J.T.; Briels, Willem J.
2014-01-01
We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally
Microrheology of colloidal dispersions by Brownian dynamics simulations
Carpen, I.C.; Brady, John F.; Brady, J.F.
2005-01-01
We investigate active particle-tracking microrheology in a colloidal dispersion by Brownian dynamics simulations. A probe particle is dragged through the dispersion with an externally imposed force in order to access the nonlinear viscoelastic response of the medium. The probe’s motion is governed
Turbulent inflow and wake of a marine hydrokinetic turbine, including effects of wave motion
Dewhurst, Toby; Rowell, Matthew; Decew, Judson; Baldwin, Ken; Swift, Rob; Wosnik, Martin
2012-11-01
A research program to investigate the spatio-temporal structure of turbulent flows relevant to marine hydrokinetic (MHK) energy conversion, including turbulent inflow and turbine wakes, has been initiated at UNH. A scale model MHK turbine was deployed from a floating platform at two open water tidal energy test sites, one sheltered (Great Bay Estuary, NH) and one exposed (Muskeget Channel, MA). The inflow upstream of the turbine under test was characterized using an acoustic Doppler Velocimeter (ADV) and an acoustic Doppler current profiler (ADCP), which vary considerably in temporal and spatial resolution as well as practical applicability in this environment. The turbine was operated at previously determined peak efficiency for a given tidal current. The wake of the turbine was measured with a second, traversing ADV during ramp-up and at peak tidal current velocities, at two to six shroud diameters downstream. An inertial motion unit installed near the turbine hub is used to correct for platform motion. A platform-mounted wave-staff and an independently taut-moored pressure sensor were used to measure wave climate. Together, these data are used to validate theoretical and tank model results for utilizing surface-based platforms for MHK turbine deployments.
Proteins as micro viscosimeters: Brownian motion revisited.
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
Active Brownian motion in a narrow channel
Ao, X.; Ghosh, P. K.; Li, Y.; Schmid, G.; Hänggi, P.; Marchesoni, F.
2014-12-01
We review recent advances in rectification control of artificial microswimmers, also known as Janus particles, diffusing along narrow, periodically corrugated channels. The swimmer self-propulsion mechanism is modeled so as to incorporate a nonzero torque (propulsion chirality). We first summarize the effects of chirality on the autonomous current of microswimmers freely diffusing in channels of different geometries. In particular, left-right and upside-down asymmetric channels are shown to exhibit different transport properties. We then report new results on the dependence of the diffusivity of chiral microswimmers on the channel geometry and their own self-propulsion mechanism. The self-propulsion torque turns out to play a key role as a transport control parameter.
Lectures from Markov processes to Brownian motion
Chung, Kai Lai
1982-01-01
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...
DEFF Research Database (Denmark)
Sloth Møller, Ditte; Knap, Marianne Marquard; Nyeng, Tine Bisballe
2017-01-01
: PTVσ yields the smallest volumes but does not ensure coverage of tumor during the full respiratory motion due to tumor deformation. Incorporating the respiratory motion in the delineation (PTVdel) takes into account the entire respiratory cycle including deformation, but at the cost, however, of larger...
Equations of motion for a rotor blade, including gravity, pitch action and rotor speed variations
DEFF Research Database (Denmark)
Kallesøe, Bjarne Skovmose
2007-01-01
in the equations is discussed. The partial differential equations of motion are approximated by ordinary differential equations of motion using an assumed mode method. The ordinary differential equations are used to simulate a sudden pitch change of a rotating blade. This work is a part of a project on pitch blade...
Thompson, Eric M.; Carkin, Bradley A.; Baise, Laurie G.; Kayen, Robert E.
2014-01-01
The geotechnical properties of the soils in and around Boston, Massachusetts, have been extensively studied. This is partly due to the importance of the Boston Blue Clay and the extent of landfill in the Boston area. Although New England is not a region that is typically associated with seismic hazards, there have been several historical earthquakes that have caused significant ground shaking (for example, see Street and Lacroix, 1979; Ebel, 1996; Ebel, 2006). The possibility of strong ground shaking, along with heightened vulnerability from unreinforced masonry buildings, motivates further investigation of seismic hazards throughout New England. Important studies that are pertinent to seismic hazards in New England include source-parameter studies (Somerville and others, 1987; Boore and others, 2010), wave-propagation studies (Frankel, 1991; Viegas and others, 2010), empirical ground-motion prediction equations (GMPE) for computing ground-motion intensity (Tavakoli and Pezeshk, 2005; Atkinson and Boore, 2006), site-response studies (Hayles and others, 2001; Ebel and Kim, 2006), and liquefaction studies (Brankman and Baise, 2008). The shear-wave velocity (VS) profiles collected for this report are pertinent to the GMPE, site response, and liquefaction aspects of seismic hazards in the greater Boston area. Besides the application of these data for the Boston region, the data may be applicable throughout New England, through correlations with geologic units (similar to Ebel and Kim, 2006) or correlations with topographic slope (Wald and Allen, 2007), because few VS measurements are available in stable tectonic regions.Ebel and Hart (2001) used felt earthquake reports to infer amplification patterns throughout the greater Boston region and noted spatial correspondence with the dominant period and amplification factors obtained from ambient noise (horizontal-to-vertical ratios) by Kummer (1998). Britton (2003) compiled geotechnical borings in the area and produced a
Generalized MRI reconstruction including elastic physiological motion and coil sensitivity encoding.
Odille, Freddy; Cîndea, Nicolae; Mandry, Damien; Pasquier, Cédric; Vuissoz, Pierre-André; Felblinger, Jacques
2008-06-01
This article describes a general framework for multiple coil MRI reconstruction in the presence of elastic physiological motion. On the assumption that motion is known or can be predicted, it is shown that the reconstruction problem is equivalent to solving an integral equation--known in the literature as a Fredholm equation of the first kind--with a generalized kernel comprising Fourier and coil sensitivity encoding, modified by physiological motion information. Numerical solutions are found using an iterative linear system solver. The different steps in the numerical resolution are discussed, in particular it is shown how over-determination can be used to improve the conditioning of the generalized encoding operator. Practical implementation requires prior knowledge of displacement fields, so a model of patient motion is described which allows elastic displacements to be predicted from various input signals (e.g., respiratory belts, ECG, navigator echoes), after a free-breathing calibration scan. Practical implementation was demonstrated with a moving phantom setup and in two free-breathing healthy subjects, with images from the thoracic-abdominal region. Results show that the method effectively suppresses the motion blurring/ghosting artifacts, and that scan repetitions can be used as a source of over-determination to improve the reconstruction. Copyright (c) 2008 Wiley-Liss, Inc.
Efficient reactive Brownian dynamics
Donev, Aleksandar; Yang, Chiao-Yu; Kim, Changho
2018-01-01
We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and dissociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently process reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as reaction-diffusion master equation algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction-limited and diffusion-limited irreversible association in three dimensions and compare to existing theoretical predictions at low and moderate densities. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium and compare to recent theoretical predictions. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. Our studies reinforce the common finding that microscopic mechanisms and correlations matter for diffusion-limited systems, making continuum and even mesoscopic modeling of such systems difficult or impossible. We also find that for models in which
A convolution method for predicting mean treatment dose including organ motion at imaging
International Nuclear Information System (INIS)
Booth, J.T.; Zavgorodni, S.F.; Royal Adelaide Hospital, SA
2000-01-01
Full text: The random treatment delivery errors (organ motion and set-up error) can be incorporated into the treatment planning software using a convolution method. Mean treatment dose is computed as the convolution of a static dose distribution with a variation kernel. Typically this variation kernel is Gaussian with variance equal to the sum of the organ motion and set-up error variances. We propose a novel variation kernel for the convolution technique that additionally considers the position of the mobile organ in the planning CT image. The systematic error of organ position in the planning CT image can be considered random for each patient over a population. Thus the variance of the variation kernel will equal the sum of treatment delivery variance and organ motion variance at planning for the population of treatments. The kernel is extended to deal with multiple pre-treatment CT scans to improve tumour localisation for planning. Mean treatment doses calculated with the convolution technique are compared to benchmark Monte Carlo (MC) computations. Calculations of mean treatment dose using the convolution technique agreed with MC results for all cases to better than ± 1 Gy in the planning treatment volume for a prescribed 60 Gy treatment. Convolution provides a quick method of incorporating random organ motion (captured in the planning CT image and during treatment delivery) and random set-up errors directly into the dose distribution. Copyright (2000) Australasian College of Physical Scientists and Engineers in Medicine
International Nuclear Information System (INIS)
Rietzel, Eike; Liu, Arthur K.; Chen, George T.Y.; Choi, Noah C.
2008-01-01
Purpose: To assess the accuracy of maximum-intensity volumes (MIV) for fast contouring of lung tumors including respiratory motion. Methods and Materials: Four-dimensional computed tomography (4DCT) data of 10 patients were acquired. Maximum-intensity volumes were constructed by assigning the maximum Hounsfield unit in all CT volumes per geometric voxel to a new, synthetic volume. Gross tumor volumes (GTVs) were contoured on all CT volumes, and their union was constructed. The GTV with all its respiratory motion was contoured on the MIV as well. Union GTVs and GTVs including motion were compared visually. Furthermore, planning target volumes (PTVs) were constructed for the union of GTVs and the GTV on MIV. These PTVs were compared by centroid position, volume, geometric extent, and surface distance. Results: Visual comparison of GTVs demonstrated failure of the MIV technique for 5 of 10 patients. For adequate GTV MIV s, differences between PTVs were <1.0 mm in centroid position, 5% in volume, ±5 mm in geometric extent, and ±0.5 ± 2.0 mm in surface distance. These values represent the uncertainties for successful MIV contouring. Conclusion: Maximum-intensity volumes are a good first estimate for target volume definition including respiratory motion. However, it seems mandatory to validate each individual MIV by overlaying it on a movie loop displaying the 4DCT data and editing it for possible inadequate coverage of GTVs on additional 4DCT motion states
Graybill, George
2007-01-01
Take the mystery out of motion. Our resource gives you everything you need to teach young scientists about motion. Students will learn about linear, accelerating, rotating and oscillating motion, and how these relate to everyday life - and even the solar system. Measuring and graphing motion is easy, and the concepts of speed, velocity and acceleration are clearly explained. Reading passages, comprehension questions, color mini posters and lots of hands-on activities all help teach and reinforce key concepts. Vocabulary and language are simplified in our resource to make them accessible to str
Correlational approach to study interactions between dust Brownian particles in a plasma
Lisin, E. A.; Vaulina, O. S.; Petrov, O. F.
2018-01-01
A general approach to the correlational analysis of Brownian motion of strongly coupled particles in open dissipative systems is described. This approach can be applied to the theoretical description of various non-ideal statistically equilibrium systems (including non-Hamiltonian systems), as well as for the analysis of experimental data. In this paper, we consider an application of the correlational approach to the problem of experimental exploring the wake-mediated nonreciprocal interactions in complex plasmas. We derive simple analytic equations, which allows one to calculate the gradients of forces acting on a microparticle due to each of other particles as well as the gradients of external field, knowing only the information on time-averaged correlations of particles displacements and velocities. We show the importance of taking dissipative and random processes into account, without which consideration of a system with a nonreciprocal interparticle interaction as linearly coupled oscillators leads to significant errors in determining the characteristic frequencies in a system. In the examples of numerical simulations, we demonstrate that the proposed original approach could be an effective instrument in exploring the longitudinal wake structure of a microparticle in a plasma. Unlike the previous attempts to study the wake-mediated interactions in complex plasmas, our method does not require any external perturbations and is based on Brownian motion analysis only.
Multifragmentation with Brownian one-body dynamics
International Nuclear Information System (INIS)
Guarnera, A.; Chomaz, PH.; Colonna, M.; Chomaz, PH.; Guarnera, A.
1996-01-01
A first application is made of Brownian one-body dynamics to nuclear multifragmentation. A gold nucleus is compressed to double density and then let free to evolve under the combined influence of the effective one-body field and the residual two-body collision processes, with the effects of the fluctuations included whenever local spinodal instability occurs. The system quickly expands into a hollow and unstable configuration which transforms into several intermediate-mass fragments. The analysis of the resulting fragment pattern suggests that the model provides a physically reasonable description of nuclear multifragmentation processes. (authors)
Energy Technology Data Exchange (ETDEWEB)
Elkhoraibi, T., E-mail: telkhora@bechtel.com; Hashemi, A.; Ostadan, F.
2014-04-01
Soil-structure interaction (SSI) is a major step for seismic design of massive and stiff structures typical of the nuclear facilities and civil infrastructures such as tunnels, underground stations, dams and lock head structures. Currently most SSI analyses are performed deterministically, incorporating limited range of variation in soil and structural properties and without consideration of the ground motion incoherency effects. This often leads to overestimation of the seismic response particularly the In-Structure-Response Spectra (ISRS) with significant impositions of design and equipment qualification costs, especially in the case of high-frequency sensitive equipment at stiff soil or rock sites. The reluctance to incorporate a more comprehensive probabilistic approach is mainly due to the fact that the computational cost of performing probabilistic SSI analysis even without incoherency function considerations has been prohibitive. As such, bounding deterministic approaches have been preferred by the industry and accepted by the regulatory agencies. However, given the recently available and growing computing capabilities, the need for a probabilistic-based approach to the SSI analysis is becoming clear with the advances in performance-based engineering and the utilization of fragility analysis in the decision making process whether by the owners or the regulatory agencies. This paper demonstrates the use of both probabilistic and deterministic SSI analysis techniques to identify important engineering demand parameters in the structure. A typical nuclear industry structure is used as an example for this study. The system is analyzed for two different site conditions: rock and deep soil. Both deterministic and probabilistic SSI analysis approaches are performed, using the program SASSI, with and without ground motion incoherency considerations. In both approaches, the analysis begins at the hard rock level using the low frequency and high frequency hard rock
1991-01-01
i1 j4=1 = Clil /P - i2/0 ,HE[Ni2]a < clil /P - is/ldHia"-1, where ED stands for expectation taken with respect to the Di’s. Applying (2.10) first with...a = 2 and then with a = p we conclude from (2.9) that El E (Di - EDi) I S< clil /g - is/ i pzpp. (2.11) j=1 To complete a bound for (2.8) we need to...Ecole d’EtU de Probabilitis, XXI - 1991 Springer Lecture Notes in Math ., 1541 1-260. [5] Dawson, D. and Perkins, E.A. (1991), Historical processes
Single potassium niobate nano/microsized particles as local mechano-optical Brownian probes
Mor, Flavio M.; Sienkiewicz, Andrzej; Magrez, Arnaud; Forró, László; Jeney, Sylvia
2016-03-01
Perovskite alkaline niobates, due to their strong nonlinear optical properties, including birefringence and the capability to produce second-harmonic generation (SHG) signals, attract a lot of attention as potential candidates for applications as local nano/microsized mechano-optical probes. Here, we report on an implementation of photonic force microscopy (PFM) to explore the Brownian motion and optical trappability of monocrystalline potassium niobate (KNbO3) nano/microsized particles having sizes within the range of 50 to 750 nm. In particular, we exploit the anisotropic translational diffusive regime of the Brownian motion to quantify thermal fluctuations and optical forces of singly-trapped KNbO3 particles within the optical trapping volume of a PFM microscope. We also show that, under near-infrared (NIR) excitation of the highly focused laser beam of the PFM microscope, a single optically-trapped KNbO3 particle reveals a strong SHG signal manifested by a narrow peak (λem = 532 nm) at half the excitation wavelength (λex = 1064 nm). Moreover, we demonstrate that the thus induced SHG emission can be used as a local light source that is capable of optically exciting molecules of an organic dye, Rose Bengal (RB), which adhere to the particle surface, through the mechanism of luminescence energy transfer (LET).Perovskite alkaline niobates, due to their strong nonlinear optical properties, including birefringence and the capability to produce second-harmonic generation (SHG) signals, attract a lot of attention as potential candidates for applications as local nano/microsized mechano-optical probes. Here, we report on an implementation of photonic force microscopy (PFM) to explore the Brownian motion and optical trappability of monocrystalline potassium niobate (KNbO3) nano/microsized particles having sizes within the range of 50 to 750 nm. In particular, we exploit the anisotropic translational diffusive regime of the Brownian motion to quantify thermal
Rivera, Andrea
2017-01-01
Motion is all around us. Learn how it is used in art, technology, and engineering. Five easy-to-read chapters explain the science behind motion, as well as its real-world applications. Vibrant, full-color photos, bolded glossary words, and a key stats section let readers zoom in even deeper. Aligned to Common Core Standards and correlated to state standards. Abdo Zoom is a division of ABDO.
Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement
Gyftopoulos, Elias P.
2006-01-01
Thermodynamic and quantum thermodynamic analyses of Brownian movement of a solvent and a colloid passing through neutral thermodynamic equilibrium states only. It is shown that Brownian motors and E. coli do not represent Brownian movement.
Intermediate scattering function of an anisotropic Brownian circle swimmer.
Kurzthaler, Christina; Franosch, Thomas
2017-09-27
Microswimmers exhibit noisy circular motion due to asymmetric propulsion mechanisms, their chiral body shape, or by hydrodynamic couplings in the vicinity of surfaces. Here, we employ the Brownian circle swimmer model and characterize theoretically the dynamics in terms of the directly measurable intermediate scattering function. We derive the associated Fokker-Planck equation for the conditional probabilities and provide an exact solution in terms of generalizations of the Mathieu functions. Different spatiotemporal regimes are identified reflecting the bare translational diffusion at large wavenumbers, the persistent circular motion at intermediate wavenumbers and an enhanced effective diffusion at small wavenumbers. In particular, the circular motion of the particle manifests itself in characteristic oscillations at a plateau of the intermediate scattering function for wavenumbers probing the radius.
Kleptsyna, Marina; Le Breton, Alain; Viot, Michel
2002-01-01
In this report we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous-time. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion.
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
Optimality of an explicit series expansion of the fractional Brownian sheet
K.O. Dzhaparidze (Kacha); J.H. van Zanten (Harry)
2005-01-01
htmlabstractWe show that an explicit series expansion of the fractional Brownian motion derived by Dzhaparidze and Van Zanten (Probab. Theory Related Fields 130 (1) (2004) 39) is rate-optimal in the sense that the expected uniform norm of the truncated series vanishes at the optimal rate as the
Optimality of an explicit series expansion of the fractional Brownian sheet
Dzhaparidze, K.; van Zanten, J.H.
2005-01-01
We show that an explicit series expansion of the fractional Brownian motion derived by Dzhaparidze and Van Zanten (Probab. Theory Related Fields 130 (1) (2004) 39) is rate-optimal in the sense that the expected uniform norm of the truncated series vanishes at the optimal rate as the truncation point
Directory of Open Access Journals (Sweden)
Yong Zhao
1997-01-01
Full Text Available A nonlinear three dimensional (3D single rack model and a nonlinear 3D whole pool multi-rack model are developed for the spent fuel storage racks of a nuclear power plant (NPP to determine impacts and frictional motion responses when subjected to 3D excitations from the supporting building floor. The submerged free standing rack system and surrounding water are coupled due to hydrodynamic fluid-structure interaction (FSI using potential theory. The models developed have features that allow consideration of geometric and material nonlinearities including (1 the impacts of fuel assemblies to rack cells, a rack to adjacent racks or pool walls, and rack support legs to the pool floor; (2 the hydrodynamic coupling of fuel assemblies with their storing racks, and of a rack with adjacent racks, pool walls, and the pool floor; and (3 the dynamic motion behavior of rocking, twisting, and frictional sliding of rack modules. Using these models 3D nonlinear time history dynamic analyses are performed per the U.S. Nuclear Regulatory Commission (USNRC criteria. Since few such modeling, analyses, and results using both the 3D single and whole pool multiple rack models are available in the literature, this paper emphasizes description of modeling and analysis techniques using the SOLVIA general purpose nonlinear finite element code. Typical response results with different Coulomb friction coefficients are presented and discussed.
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.
Intermittency and multifractional Brownian character of geomagnetic time series
Directory of Open Access Journals (Sweden)
G. Consolini
2013-07-01
Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Intermittency and multifractional Brownian character of geomagnetic time series
Consolini, G.; De Marco, R.; De Michelis, P.
2013-07-01
The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008), which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.
Bhattacharyay, A.
2018-03-01
An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.
Engineering Autonomous Chemomechanical Nanomachines Using Brownian Ratchets
Lavella, Gabriel
Nanoscale machines which directly convert chemical energy into mechanical work are ubiquitous in nature and are employed to perform a diverse set of tasks such as transporting molecules, maintaining molecular gradients, and providing motion to organisms. Their widespread use in nature suggests that large technological rewards can be obtained by designing synthetic machines that use similar mechanisms. This thesis addresses the technological adaptation of a specific mechanism known as the Brownian ratchet for the design of synthetic autonomous nanomachines. My efforts were focused more specifically on synthetic chemomechanical ratchets which I deem will be broadly applicable in the life sciences. In my work I have theoretically explored the biophysical mechanisms and energy landscapes that give rise to the ratcheting phenomena and devised devices that operate off these principles. I demonstrate two generations of devices that produce mechanical force/deformation in response to a user specified ligand. The first generation devices, fabricatied using a combination nanoscale lithographic processes and bioconjugation techniques, were used to provide evidence that the proposed ratcheting phenomena can be exploited in synthetic architectures. Second generation devices fabricated using self-assembled DNA/hapten motifs were constructed to gain a precise understanding of ratcheting dynamics and design constraints. In addition, the self-assembled devices enabled fabrication en masse, which I feel will alleviate future experimental hurdles in analysis and facilitate its adaptation to technologies. The product of these efforts is an architecture that has the potential to enable numerous technologies in biosensing and drug delivery. For example, the coupling of molecule-specific actuation to the release of drugs or signaling molecules from nanocapsules or porous materials could be transformative. Such architectures could provide possible avenues to pressing issues in biology and
DEFF Research Database (Denmark)
Konakli, Katerina; Der Kiureghian, Armen
2012-01-01
A method is presented for simulating arrays of spatially varying ground motions, incorporating the effects of incoherence, wave passage, and differential site response. Non‐stationarity is accounted for by considering the motions as consisting of stationary segments. Two approaches are developed...... of multiply‐supported structures. In the second approach, simulated motions are conditioned on the segmented record itself and exhibit increasing variance with distance from the site of the observation. For both approaches, example simulated motions are presented for an existing bridge model employing two...... alternatives for modeling the local soil response: i) idealizing each soil‐column as a single‐degree‐of‐freedom oscillator, and ii) employing the theory of vertical wave propagation in a single soil layer over bedrock. The selection of parameters in the simulation procedure and their effects...
Energy Technology Data Exchange (ETDEWEB)
Pin, F.G.; Hacker, C.J.; Gower, K.B.; Morgansen, K.A.
1997-03-01
The efficient utilization of the motion capabilities of mobile manipulators, i.e.. manipulators mounted on mobile platforms, requires the resolution of the kinematically redundant system formed by the addition of the degrees of freedom (d.o.f.) of the platform to those of the manipulator. At the velocity level, the linearized Jacobian equation for such a redundant system represents an underspecified system of algebraic equations, which can be subject to a set of constraints such as obstacles in the workspace and various limits on the joint motions. A method, which we named the FSP (Full Space Parameterization), has recently been developed to resolve such underspecified systems with constraints that may vary in time and in number during a single trajectory. The application of the method to motion planning problems with obstacle and joint limit avoidance was discussed in some of our previous work. In this paper, we present the treatment in the FSP of a non-holonomic constraint on the platform motion, and give corresponding analytical solutions for resolving the redundancy with a general optimization criterion. Comparative trajectories involving a 10 d.o.f. mobile manipulator testbed moving with and without a non-holonomic constraint for the platform motion, are presented to illustrate the use and efficiency of the FSP approach in motion planning problems for highly kinematically redundant and constrained systems.
First passage Brownian functional properties of snowmelt dynamics
Dubey, Ashutosh; Bandyopadhyay, Malay
2018-04-01
In this paper, we model snow-melt dynamics in terms of a Brownian motion (BM) with purely time dependent drift and difusion and examine its first passage properties by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We introduce several probability distribution functions (PDFs) associated with such time dependent BMs. For instance, for a BM with initial starting point x0, we derive analytical expressions for : (i) the PDF P(tf|x0) of the first passage time tf which specify the lifetime of such stochastic process, (ii) the PDF P(A|x0) of the area A till the first passage time and it provides us numerous valuable information about the total fresh water availability during melting, (iii) the PDF P(M) associated with the maximum size M of the BM process before the first passage time, and (iv) the joint PDF P(M; tm) of the maximum size M and its occurrence time tm before the first passage time. These P(M) and P(M; tm) are useful in determining the time of maximum fresh water availability and in calculating the total maximum amount of available fresh water. These PDFs are examined for the power law time dependent drift and diffusion which matches quite well with the available data of snowmelt dynamics.
Three-dimensional nanoscale imaging by plasmonic Brownian microscopy
Labno, Anna; Gladden, Christopher; Kim, Jeongmin; Lu, Dylan; Yin, Xiaobo; Wang, Yuan; Liu, Zhaowei; Zhang, Xiang
2017-12-01
Three-dimensional (3D) imaging at the nanoscale is a key to understanding of nanomaterials and complex systems. While scanning probe microscopy (SPM) has been the workhorse of nanoscale metrology, its slow scanning speed by a single probe tip can limit the application of SPM to wide-field imaging of 3D complex nanostructures. Both electron microscopy and optical tomography allow 3D imaging, but are limited to the use in vacuum environment due to electron scattering and to optical resolution in micron scales, respectively. Here we demonstrate plasmonic Brownian microscopy (PBM) as a way to improve the imaging speed of SPM. Unlike photonic force microscopy where a single trapped particle is used for a serial scanning, PBM utilizes a massive number of plasmonic nanoparticles (NPs) under Brownian diffusion in solution to scan in parallel around the unlabeled sample object. The motion of NPs under an evanescent field is three-dimensionally localized to reconstruct the super-resolution topology of 3D dielectric objects. Our method allows high throughput imaging of complex 3D structures over a large field of view, even with internal structures such as cavities that cannot be accessed by conventional mechanical tips in SPM.
Static structure of active Brownian hard disks
de Macedo Biniossek, N.; Löwen, H.; Voigtmann, Th; Smallenburg, F.
2018-02-01
We explore the changes in static structure of a two-dimensional system of active Brownian particles (ABP) with hard-disk interactions, using event-driven Brownian dynamics simulations. In particular, the effect of the self-propulsion velocity and the rotational diffusivity on the orientationally-averaged fluid structure factor is discussed. Typically activity increases structural ordering and generates a structure factor peak at zero wave vector which is a precursor of motility-induced phase separation. Our results provide reference data to test future statistical theories for the fluid structure of active Brownian systems. This manuscript was submitted for the special issue of the Journal of Physics: Condensed Matter associated with the Liquid Matter Conference 2017.
BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME
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.
Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions
Biane, P.; Pitman, J.; Yor, M.
1999-01-01
This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. These laws are related to one-dimensional Brownian motion and to higher dimensional Bessel processes. We present some characterizations of these probability laws, and some approximations of Riemann's zeta function which are related to these laws.
Czech Academy of Sciences Publication Activity Database
Zemánek, Pavel; Šiler, Martin; Brzobohatý, Oto; Jákl, Petr; Filip, R.
2016-01-01
Roč. 18, č. 6 (2016), 065402:1-10 ISSN 2040-8978 R&D Projects: GA ČR GB14-36681G Institutional support: RVO:68081731 Keywords : optically trapped particles * Brownian motion * optomechanics Subject RIV: BH - Optics, Masers, Lasers Impact factor: 1.741, year: 2016
Brownian 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
Large scale Brownian dynamics of confined suspensions of rigid particles
Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A.; Donev, Aleksandar
2017-12-01
We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose
Large scale Brownian dynamics of confined suspensions of rigid particles.
Sprinkle, Brennan; Balboa Usabiaga, Florencio; Patankar, Neelesh A; Donev, Aleksandar
2017-12-28
We introduce methods for large-scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method [F. Balboa Usabiaga et al., Commun. Appl. Math. Comput. Sci. 11(2), 217-296 (2016)] at a cost comparable to the cost of deterministic simulations. We demonstrate that we can efficiently generate deterministic and random displacements for many particles using preconditioned Krylov iterative methods, if kernel methods to efficiently compute the action of the Rotne-Prager-Yamakawa (RPY) mobility matrix and its "square" root are available for the given boundary conditions. These kernel operations can be computed with near linear scaling for periodic domains using the positively split Ewald method. Here we study particles partially confined by gravity above a no-slip bottom wall using a graphical processing unit implementation of the mobility matrix-vector product, combined with a preconditioned Lanczos iteration for generating Brownian displacements. We address a major challenge in large-scale BD simulations, capturing the stochastic drift term that arises because of the configuration-dependent mobility. Unlike the widely used Fixman midpoint scheme, our methods utilize random finite differences and do not require the solution of resistance problems or the computation of the action of the inverse square root of the RPY mobility matrix. We construct two temporal schemes which are viable for large-scale simulations, an Euler-Maruyama traction scheme and a trapezoidal slip scheme, which minimize the number of mobility problems to be solved per time step while capturing the required stochastic drift terms. We validate and compare these schemes numerically by modeling suspensions of boomerang-shaped particles sedimented near a bottom wall. Using the trapezoidal scheme, we investigate the steady-state active motion in dense suspensions of confined microrollers, whose
Hybrid scheme for Brownian semistationary processes
DEFF Research Database (Denmark)
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S.
We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to ap...
Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.
Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic
2014-01-01
In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.
A modified Brownian force for ultrafine particle penetration through building crack modeling
Chen, Chen; Zhao, Bin
2017-12-01
Combustion processes related to industry, traffic, agriculture, and waste treatment and disposal increase the amount of outdoor ultrafine particles (UFPs), which have adverse effects on human health. Given that people spend the majority of their time indoors, it is critical to understand the penetration of outdoor UFPs through building cracks in order to estimate human exposure to outdoor-originated UFPs. Lagrangian tracking is an efficient approach for modeling particle penetration. However, the Brownian motion for Lagrangian tracking in ANSYS Fluent®, a widely used software for particle dispersion modeling, is not able to model UFP dispersion accurately. In this study, we modified the Brownian force by rewriting the Brownian diffusion coefficient and particle integration time step with a user-defined function in ANSYS Fluent® to model particle penetration through building cracks. The results obtained using the modified model agree much better with the experimental results, with the averaged relative error less than 14% for the smooth crack cases and 21% for the rough crack case. We expect the modified Brownian force model proposed herein to be applied for UFP dispersion modeling in more indoor air quality studies.
Magnetization direction in the Heisenberg model exhibiting fractional Brownian motion
DEFF Research Database (Denmark)
Zhang, Zhengping; Mouritsen, Ole G.; Zuckermann, Martin J.
1993-01-01
The temporal magnetization-direction fluctuations in the three-dimensional classical ferromagnetic Heisenberg model have been generated by Monte Carlo simulation and analyzed by the rescaled-range method to yield the Hurst exponent H. A value of H congruent-to 1 has been found to apply in the fer......The temporal magnetization-direction fluctuations in the three-dimensional classical ferromagnetic Heisenberg model have been generated by Monte Carlo simulation and analyzed by the rescaled-range method to yield the Hurst exponent H. A value of H congruent-to 1 has been found to apply...
Beyond Brownian Motion: A Levy Flight in Magic Boots -50 ...
Indian Academy of Sciences (India)
tems in Chemistry, Physics and Biology. Fundamental dynamical processes such as molecular transport ... examples from our daily activities, BM explains why a spoonful of sugar sweetens a whole cup of coffee and .... tional Institutes of health analysed the time intervals between heart beats. They found that the erratic pat-.
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
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 ...
Mackey-Glass equation driven by fractional Brownian motion
Nguyen, Dung Tien
2012-11-01
In this paper we introduce a fractional stochastic version of the Mackey-Glass model which is a potential candidate to model objects in biology and finance. By a semi-martingale approximate approach we find an semi-analytical expression for the solution.
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
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
Analysis of Brownian Dynamics Simulations of Reversible Bimolecular Reactions
Lipková, Jana
2011-01-01
A class of Brownian dynamics algorithms for stochastic reaction-diffusion models which include reversible bimolecular reactions is presented and analyzed. The method is a generalization of the λ-bcȳ model for irreversible bimolecular reactions which was introduced in [R. Erban and S. J. Chapman, Phys. Biol., 6(2009), 046001]. The formulae relating the experimentally measurable quantities (reaction rate constants and diffusion constants) with the algorithm parameters are derived. The probability of geminate recombination is also investigated. © 2011 Society for Industrial and Applied Mathematics.
Fannin, PC; Charles, SW; Kopcansky, P; Timko, M; Ocelik, [No Value; Koneracka, M; Tomco, L; Turek, F; Stelina, J; Musil, C; Ocelik, Vaclav
Two methods, the Toroidal Technique and the Forced Rayleigh Scattering (FRS) method, were used in the determination of the size of magnetic particles and their aggregates in magnetic fluids. The toroidal technique was used in the determination of the complex, frequency dependent magnetic
Velocity Gradient Power Functional for Brownian Dynamics
de las Heras, Daniel; Schmidt, Matthias
2018-01-01
We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.
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)
Dynamics of Brownian motors in deformable medium
Woulaché, Rosalie Laure; Kepnang Pebeu, Fabrice Maxime; Kofané, Timoléon C.
2016-10-01
The directed transport in a one-dimensional overdamped, Brownian motor subjected to a travelling wave potential with variable shape and exposed to an external bias is studied numerically. We focus our attention on the class of Remoissenet-Peyrard parametrized on-site potentials with slight modification, whose shape can be varied as a function of a parameter s, recovering the sine-Gordon shape as the special case. We demonstrate that in the presence of the travelling wave potential the observed dynamical properties of the Brownian motor which crucially depends on the travelling wave speed, the intensity of the noise and the external load is significantly influenced also by the geometry of the system. In particular, we notice that systems with sharp wells and broad barriers favour the transport under the influence of an applied load. The efficiency of transport of Brownian motors in deformable systems remains equal to 1 (in the absence of an applied load) up to a critical value of the travelling wave speed greater than that of the pure sine-Gordon shape.
Panettieri, Vanessa; Wennberg, Berit; Gagliardi, Giovanna; Amor Duch, Maria; Ginjaume, Mercè; Lax, Ingmar
2007-07-01
The purpose of this work was to simulate with the Monte Carlo (MC) code PENELOPE the dose distribution in lung tumours including breathing motion in stereotactic body radiation therapy (SBRT). Two phantoms were modelled to simulate a pentagonal cross section with chestwall (unit density), lung (density 0.3 g cm-3) and two spherical tumours (unit density) of diameters respectively of 2 cm and 5 cm. The phase-space files (PSF) of four different SBRT field sizes of 6 MV from a Varian accelerator were calculated and used as beam sources to obtain both dose profiles and dose-volume histograms (DVHs) in different volumes of interest. Dose distributions were simulated for five beams impinging on the phantom. The simulations were conducted both for the static case and including the influence of respiratory motion. To reproduce the effect of breathing motion different simulations were performed keeping the beam fixed and displacing the phantom geometry in chosen positions in the cranial and caudal and left-right directions. The final result was obtained by combining the different position with two motion patterns. The MC results were compared with those obtained with three commercial treatment planning systems (TPSs), two based on the pencil beam (PB) algorithm, the TMS-HELAX (Nucletron, Sweden) and Eclipse (Varian Medical System, Palo Alto, CA), and one based on the collapsed cone algorithm (CC), Pinnacle3 (Philips). Some calculations were also carried out with the analytical anisotropic algorithm (AAA) in the Eclipse system. All calculations with the TPSs were performed without simulated breathing motion, according to clinical practice. In order to compare all the TPSs and MC an absolute dose calibration in Gy/MU was performed. The analysis shows that the dose (Gy/MU) in the central part of the gross tumour volume (GTV) is calculated for both tumour sizes with an accuracy of 2-3% with PB and CC algorithms, compared to MC. At the periphery of the GTV the TPSs overestimate
Fuller, Robert G., Ed.; And Others
This is part of a series of 42 Calculus Based Physics (CBP) modules totaling about 1,000 pages. The modules include study guides, practice tests, and mastery tests for a full-year individualized course in calculus-based physics based on the Personalized System of Instruction (PSI). The units are not intended to be used without outside materials;…
Thermally induced micro-motion by inflection in optical potential
Czech Academy of Sciences Publication Activity Database
Šiler, Martin; Jákl, Petr; Brzobohatý, Oto; Ryabov, A.; Filip, R.; Zemánek, Pavel
2017-01-01
Roč. 7, MAY (2017), s. 1-8, č. článku 1697. ISSN 2045-2322 R&D Projects: GA ČR GB14-36681G; GA MŠk(CZ) LO1212; GA MŠk ED0017/01/01 Institutional support: RVO:68081731 Keywords : molecular motors * brownian-motion * manipulation * efficiency * tweezers Subject RIV: BH - Optics, Masers, Lasers OBOR OECD: Optics (including laser optics and quantum optics) Impact factor: 4.259, year: 2016
Früh, Carolin; Jah, Moriba K.
2014-02-01
This paper shows the effect of self-shadowing on the coupled attitude-orbit dynamics of objects with high area-to-mass ratios (HAMR) in simulating standard multi layer insulation materials (MLI) as tilted single rigid sheets. Efficient and computationally fast self-shadowing methods have been developed. This includes an approximate self-shadowing method and a rapid exact self-shadowing method. Accuracy considerations are made and the effect of a chosen tessellation is shown. The coupled orbit-attitude perturbations of solar radiation pressure and Earth gravity field are taken into account. The results are compared to the attitude-orbit dynamics, when neglecting self-shadowing effects. An averaged physical shadow-map model is developed and compared to the full self-shadowing simulation. The combined effect of solar radiation pressure and self-shadowing leads to a rapid spin-up of the objects, even though they have uniform reflection properties. As a result, the observed brightness of these objects is subject to rapid changes.
Particle diode: Rectification of interacting Brownian ratchets
Ai, Bao-quan; He, Ya-feng; Zhong, Wei-rong
2012-01-01
Transport of Brownian particles interacting with each other via the Morse potential is investigated in the presence of an ac driving force applied locally at one end of the chain. By using numerical simulations, we find that the system can behave as a particle diode for both overdamped and underdamped cases. For low frequencies, the transport from the free end to the ac acting end is prohibited, while the transport from the ac acting end to the free end is permitted. However, the polarity of ...
Magnetic nanoparticle thermometry independent of Brownian relaxation
Zhong, Jing; Schilling, Meinhard; Ludwig, Frank
2018-01-01
An improved method of magnetic nanoparticle (MNP) thermometry is proposed. The phase lag ϕ of the fundamental f 0 harmonic is measured to eliminate the influence of Brownian relaxation on the ratio of 3f 0 to f 0 harmonic amplitudes applying a phenomenological model, thus allowing measurements in high-frequency ac magnetic fields. The model is verified by simulations of the Fokker–Planck equation. An MNP spectrometer is calibrated for the measurements of the phase lag ϕ and the amplitudes of 3f 0 and f 0 harmonics. Calibration curves of the harmonic ratio and tanϕ are measured by varying the frequency (from 10 Hz to 1840 Hz) of ac magnetic fields with different amplitudes (from 3.60 mT to 4.00 mT) at a known temperature. A phenomenological model is employed to fit the calibration curves. Afterwards, the improved method is proposed to iteratively compensate the measured harmonic ratio with tanϕ, and consequently calculate temperature applying the static Langevin function. Experimental results on SHP-25 MNPs show that the proposed method significantly improves the systematic error to 2 K at maximum with a relative accuracy of about 0.63%. This demonstrates the feasibility of the proposed method for MNP thermometry with SHP-25 MNPs even if the MNP signal is affected by Brownian relaxation.
Treadmilling of actin filaments via Brownian dynamics simulations
Guo, Kunkun; Shillcock, Julian; Lipowsky, Reinhard
2010-10-01
Actin polymerization is coupled to the hydrolysis of adenosine triphosphate (ATP) into adenosine diphosphate (ADP) and inorganic phosphate (Pi). Therefore, each protomer within an actin filament can attain three different nucleotide states corresponding to bound ATP, ADP/Pi, and ADP. These protomer states form spatial patterns on the growing (or shrinking) filaments. Using Brownian dynamics simulations, the growth behavior of long filaments is studied, together with the associated protomer patterns, as a function of ATP-actin monomer concentration, CT, within the surrounding solution. For concentrations close to the critical concentration CT=CT,cr, the filaments undergo treadmilling, i.e., they grow at the barbed and shrink at the pointed end, which leads to directed translational motion of the whole filament. The corresponding nonequilibrium states are characterized by several global fluxes and by spatial density and flux profiles along the filaments. We focus on a certain set of transition rates as deduced from in vitro experiments and find that the associated treadmilling (or turnover) rate is about 0.08 monomers per second.
Brownian dynamics of wall tethered polymers in shear flow
Lin, Tiras Y.; Saadat, Amir; Kushwaha, Amit; Shaqfeh, Eric S. G.
2017-11-01
The dynamics of a wall tethered polymer in shear flow is studied using Brownian dynamics. Simulations are performed with bead-spring chains, and the effect of hydrodynamic interactions (HI) is incorporated through Blake's tensor with a finite size bead correction. We characterize the configuration of the polymer as a function of the Weissenberg number by investigating the regions the polymer explores in both the flow-gradient and flow-vorticity planes. The fractional extension in the flow direction, the width in the vorticity direction, and the thickness in the gradient direction are reported as well, and these quantities are found to compare favorably with the experimental data of the literature. The cyclic motion of the polymer is demonstrated through analysis of the mean velocity field of the end bead. We characterize the collision process of each bead with the wall as a Poisson process and extract an average wall collision rate, which in general varies along the backbone of the chain. The inclusion of HI with the wall for a tethered polymer is found to reduce the average wall collision rate. We anticipate that results from this work will be directly applicable to, e.g., the design of polymer brushes or the use of DNA for making nanowires in molecular electronics. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.
Thermophoresis of a Brownian particle driven by inhomogeneous thermal fluctuation
Tsuji, Tetsuro; Saita, Sho; Kawano, Satoyuki
2018-03-01
Brownian motion of a spherical particle induced by the interaction with surrounding molecules is considered. If the particle is larger than the molecules and the temperature of surrounding media is spatially non-uniform, the interaction between an individual molecule and the particle is also position-dependent. That is, the particle is subject to inhomogeneous thermal fluctuation. In this paper, we investigate the contribution of the inhomogeneous thermal fluctuation to the thermophoresis, i.e., the Soret coefficient or thermal diffusion factor. The problem is simplified by assuming a hard-sphere potential between the particle and the surrounding molecules and is investigated using the kinetic theory, namely, we consider a linear Boltzmann-type equation for the velocity distribution function of the particle. Using the perturbation analysis with respect to the square root of mass ratio between the molecule and the particle, the drift-diffusion equation of the particle is derived. It is found that the Soret coefficient, or thermal diffusion factor, is dependent on the mass ratio and the excluded volume of the particle. In particular, when the ratio of the mass density of the particle to that of the surrounding media decreases, the Soret coefficient also decreases and may take negative value. The present result well describes the mass-dependency of thermal diffusion factor obtained by the molecular dynamics simulation carried out in an existing study and the one in the present study, where soft potentials of Lennard-Jones-type are used instead of hard-sphere potential.
Self-propelled Brownian spinning top: Dynamics of a biaxial swimmer at low Reynolds numbers
Wittkowski, Raphael; Löwen, Hartmut
2012-02-01
Recently the Brownian dynamics of self-propelled (active) rodlike particles was explored to model the motion of colloidal microswimmers, catalytically driven nanorods, and bacteria. Here we generalize this description to biaxial particles with arbitrary shape and derive the corresponding Langevin equation for a self-propelled Brownian spinning top. The biaxial swimmer is exposed to a hydrodynamic Stokes friction force at low Reynolds numbers, to fluctuating random forces and torques as well as to an external and an internal (effective) force and torque. The latter quantities control its self-propulsion. Due to biaxiality and hydrodynamic translational-rotational coupling, the Langevin equation can only be solved numerically. In the special case of an orthotropic particle in the absence of external forces and torques, the noise-free (zero-temperature) trajectory is analytically found to be a circular helix. This trajectory is confirmed numerically to be more complex in the general case of an arbitrarily shaped particle under the influence of arbitrary forces and torques involving a transient irregular motion before ending up in a simple periodic motion. By contrast, if the external force vanishes, no transient regime is found, and the particle moves on a superhelical trajectory. For orthotropic particles, the noise-averaged trajectory is a generalized concho-spiral. We furthermore study the reduction of the model to two spatial dimensions and classify the noise-free trajectories completely finding circles, straight lines with and without transients, as well as cycloids and arbitrary periodic trajectories.
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.
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
Finite Time Approach to Equilibrium in a Fractional Brownian Velocity Field
Horvai, Peter; Komorowski, Tomasz; Wehr, Jan
2007-05-01
We consider the solution of the equation r (t) = W(r(t)), r(0) = r 0 > 0 where W(ṡ) is a fractional Brownian motion (f.B.m.) with the Hurst exponent α∈ (0,1). We show that for almost all realizations of W(ṡ) the trajectory reaches in finite time the nearest equilibrium point (i.e. zero of the f.B.m.) either to the right or to the left of r 0, depending on whether W( r 0) is positive or not. After reaching the equilibrium the trajectory stays in it forever. The problem is motivated by studying the separation between two particles in a Gaussian velocity field which satisfies a local self-similarity hypothesis. In contrast to the case when the forcing term is a Brownian motion (then an analogous statement is a consequence of the Markov property of the process) we show our result using as the principal tools the properties of time reversibility of the law of the f.B.m., see Lemma 2.4 below, and the small ball estimate of Molchan, Commun. Math. Phys. 205 (1999) 97-111.
Fast orthogonal transforms and generation of Brownian paths.
Leobacher, Gunther
2012-04-01
We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length [Formula: see text] can be generated in [Formula: see text] floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples.
Shear thinning in non-Brownian suspensions.
Chatté, Guillaume; Comtet, Jean; Niguès, Antoine; Bocquet, Lydéric; Siria, Alessandro; Ducouret, Guylaine; Lequeux, François; Lenoir, Nicolas; Ovarlez, Guillaume; Colin, Annie
2018-02-14
We study the flow of suspensions of non-Brownian particles dispersed into a Newtonian solvent. Combining capillary rheometry and conventional rheometry, we evidence a succession of two shear thinning regimes separated by a shear thickening one. Through X-ray radiography measurements, we show that during each of those regimes, the flow remains homogeneous and does not involve particle migration. Using a quartz-tuning fork based atomic force microscope, we measure the repulsive force profile and the microscopic friction coefficient μ between two particles immersed into the solvent, as a function of normal load. Coupling measurements from those three techniques, we propose that (1) the first shear-thinning regime at low shear rates occurs for a lubricated rheology and can be interpreted as a decrease of the effective volume fraction under increasing particle pressures, due to short-ranged repulsive forces and (2) the second shear thinning regime after the shear-thickening transition occurs for a frictional rheology and can be interpreted as stemming from a decrease of the microscopic friction coefficient at large normal load.
Diffusion mechanism of non-interacting Brownian particles through a deformed substrate
Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen
2018-02-01
We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.
Realization of a Brownian engine to study transport phenomena: a semiclassical approach.
Ghosh, Pradipta; Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray
2010-06-01
Brownian particles moving in a periodic potential with or without external load are often used as good theoretical models for the phenomenological studies of microscopic heat engines. The model that we propose here, assumes the particle to be moving in a nonequilibrium medium and we have obtained the exact expression for the stationary current density. We have restricted our consideration to the overdamped motion of the Brownian particle. We present here a self-consistent theory based on the system-reservoir coupling model, within a microscopic approach, of fluctuation induced transport in the semiclassical limit for a general system coupled with two heat baths kept at different temperatures. This essentially puts forth an approach to semiclassical state-dependent diffusion. We also explore the possibility of observing a current when the temperature of the two baths are different, and also envisage that our system may act as a Carnot engine even when the bath temperatures are the same. The condition for such a construction has been elucidated.
Hartzell, S.; Leeds, A.; Frankel, A.; Williams, R.A.; Odum, J.; Stephenson, W.; Silva, W.
2002-01-01
The Seattle fault poses a significant seismic hazard to the city of Seattle, Washington. A hybrid, low-frequency, high-frequency method is used to calculate broadband (0-20 Hz) ground-motion time histories for a M 6.5 earthquake on the Seattle fault. Low frequencies (1 Hz) are calculated by a stochastic method that uses a fractal subevent size distribution to give an ω-2 displacement spectrum. Time histories are calculated for a grid of stations and then corrected for the local site response using a classification scheme based on the surficial geology. Average shear-wave velocity profiles are developed for six surficial geologic units: artificial fill, modified land, Esperance sand, Lawton clay, till, and Tertiary sandstone. These profiles together with other soil parameters are used to compare linear, equivalent-linear, and nonlinear predictions of ground motion in the frequency band 0-15 Hz. Linear site-response corrections are found to yield unreasonably large ground motions. Equivalent-linear and nonlinear calculations give peak values similar to the 1994 Northridge, California, earthquake and those predicted by regression relationships. Ground-motion variance is estimated for (1) randomization of the velocity profiles, (2) variation in source parameters, and (3) choice of nonlinear model. Within the limits of the models tested, the results are found to be most sensitive to the nonlinear model and soil parameters, notably the over consolidation ratio.
Kinetic Energy of a Free Quantum Brownian Particle
Directory of Open Access Journals (Sweden)
Paweł Bialas
2018-02-01
Full Text Available We consider a paradigmatic model of a quantum Brownian particle coupled to a thermostat consisting of harmonic oscillators. In the framework of a generalized Langevin equation, the memory (damping kernel is assumed to be in the form of exponentially-decaying oscillations. We discuss a quantum counterpart of the equipartition energy theorem for a free Brownian particle in a thermal equilibrium state. We conclude that the average kinetic energy of the Brownian particle is equal to thermally-averaged kinetic energy per one degree of freedom of oscillators of the environment, additionally averaged over all possible oscillators’ frequencies distributed according to some probability density in which details of the particle-environment interaction are present via the parameters of the damping kernel.
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.
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
Dependence of Brownian and Néel relaxation times on magnetic field strength
International Nuclear Information System (INIS)
Deissler, Robert J.; Wu, Yong; Martens, Michael A.
2014-01-01
Purpose: In magnetic particle imaging (MPI) and magnetic particle spectroscopy (MPS) the relaxation time of the magnetization in response to externally applied magnetic fields is determined by the Brownian and Néel relaxation mechanisms. Here the authors investigate the dependence of the relaxation times on the magnetic field strength and the implications for MPI and MPS. Methods: The Fokker–Planck equation with Brownian relaxation and the Fokker–Planck equation with Néel relaxation are solved numerically for a time-varying externally applied magnetic field, including a step-function, a sinusoidally varying, and a linearly ramped magnetic field. For magnetic fields that are applied as a step function, an eigenvalue approach is used to directly calculate both the Brownian and Néel relaxation times for a range of magnetic field strengths. For Néel relaxation, the eigenvalue calculations are compared to Brown's high-barrier approximation formula. Results: The relaxation times due to the Brownian or Néel mechanisms depend on the magnitude of the applied magnetic field. In particular, the Néel relaxation time is sensitive to the magnetic field strength, and varies by many orders of magnitude for nanoparticle properties and magnetic field strengths relevant for MPI and MPS. Therefore, the well-known zero-field relaxation times underestimate the actual relaxation times and, in particular, can underestimate the Néel relaxation time by many orders of magnitude. When only Néel relaxation is present—if the particles are embedded in a solid for instance—the authors found that there can be a strong magnetization response to a sinusoidal driving field, even if the period is much less than the zero-field relaxation time. For a ferrofluid in which both Brownian and Néel relaxation are present, only one relaxation mechanism may dominate depending on the magnetic field strength, the driving frequency (or ramp time), and the phase of the magnetization relative to the
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.
Dokumaci, Ayse Sila; Pouymayou, Bertrand; Kreis, Roland; Boesch, Chris
2016-05-01
To reliably determine the amplitude of the transmit radiofrequency ( B1+) field in moving organs like the liver and heart, where most current techniques are usually not feasible. B1+ field measurement based on the Bloch-Siegert shift induced by a pair of Fermi pulses in a double-triggered modified Point RESolved Spectroscopy (PRESS) sequence with motion-compensated crusher gradients has been developed. Performance of the sequence was tested in moving phantoms and in muscle, liver, and heart of six healthy volunteers each, using different arrangements of transmit/receive coils. B1+ determination in a moving phantom was almost independent of type and amplitude of the motion and agreed well with theory. In vivo, repeated measurements led to very small coefficients of variance (CV) if the amplitude of the Fermi pulse was chosen above an appropriate level (CV in muscle 0.6%, liver 1.6%, heart 2.3% with moderate amplitude of the Fermi pulses and 1.2% with stronger Fermi pulses). The proposed sequence shows a very robust determination of B1+ in a single voxel even under challenging conditions (transmission with a surface coil or measurements in the heart without breath-hold). © 2015 Wiley Periodicals, Inc.
Directory of Open Access Journals (Sweden)
Woochul Nam
Full Text Available Kinesins are molecular motors which walk along microtubules by moving their heads to different binding sites. The motion of kinesin is realized by a conformational change in the structure of the kinesin molecule and by a diffusion of one of its two heads. In this study, a novel model is developed to account for the 2D diffusion of kinesin heads to several neighboring binding sites (near the surface of microtubules. To determine the direction of the next step of a kinesin molecule, this model considers the extension in the neck linkers of kinesin and the dynamic behavior of the coiled-coil structure of the kinesin neck. Also, the mechanical interference between kinesins and obstacles anchored on the microtubules is characterized. The model predicts that both the kinesin velocity and run length (i.e., the walking distance before detaching from the microtubule are reduced by static obstacles. The run length is decreased more significantly by static obstacles than the velocity. Moreover, our model is able to predict the motion of kinesin when other (several motors also move along the same microtubule. Furthermore, it suggests that the effect of mechanical interaction/interference between motors is much weaker than the effect of static obstacles. Our newly developed model can be used to address unanswered questions regarding degraded transport caused by the presence of excessive tau proteins on microtubules.
Cell motility as random motion: A review
DEFF Research Database (Denmark)
Selmeczi, Dávid; Li, Liwen; Pedersen, Leif
2008-01-01
The historical co-evolution of biological motility models with models of Brownian motion is outlined. Recent results for how to derive cell-type-specific motility models from experimental cell trajectories are reviewed. Experimental work in progress, which tests the generality of this phenomenolo......The historical co-evolution of biological motility models with models of Brownian motion is outlined. Recent results for how to derive cell-type-specific motility models from experimental cell trajectories are reviewed. Experimental work in progress, which tests the generality...... of this phenomenological model building is reported. So is theoretical work in progress, which explains the characteristic time scales and correlations of phenomenological models in terms of the dynamics of cytoskeleton, lamellipodia, and pseudopodia....
Villone, Barbara; Rampf, Cornelius
2017-12-01
The present is a companion paper to "A contemporary look at Hermann Hankel's 1861 pioneering work on Lagrangian fluid dynamics" by Frisch, Grimberg and Villone [Eur. Phys. J. H 42, 537-556 (2017)]. Here we present the English translation of the 1861 prize manuscript from Göttingen University "Zur allgemeinen Theorie der Bewegung der Flüssigkeiten" (On the general theory of the motion of the fluids) of Hermann Hankel (1839-1873), which was originally submitted in Latin and then translated into German by the Author for publication. We also provide the English translation of two important reports on the manuscript, one written by Bernhard Riemann and the other by Wilhelm Eduard Weber during the assessment process for the prize. Finally, we give a short biography of Hermann Hankel with his complete bibliography.
Brownian dynamics of confined rigid bodies
Energy Technology Data Exchange (ETDEWEB)
Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar, E-mail: donev@courant.nyu.edu [Courant Institute of Mathematical Sciences, New York University, New York, New York 10012 (United States)
2015-10-14
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the other based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.
Velikov, K.P.; Danov, K.; Angelova, M.; Dietrich, C.; Pouligny, B.
1998-01-01
We have studied the motion of a Brownian particle on a spherical interface under gravity, with the aim of setting up a protocol to measure the friction (f) felt by such a particle in experimental conditions. Our analysis is based on the Schmoluchowski equation for particle motion. Essentially we
FracSim: An R Package to Simulate Multifractional Lévy Motions
Directory of Open Access Journals (Sweden)
Sébastien Déjean
2005-12-01
Full Text Available In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multifractional Lévy motions, allow fixing the Hölder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
FracSim: An R Package to Simulate Multifractional Lévy Motions
Directory of Open Access Journals (Sweden)
Sébastien Déjean
2005-12-01
Full Text Available In this article a procedure is proposed to simulate fractional fields, which are non Gaussian counterpart of the fractional Brownian motion. These fields, called real harmonizable (multifractional Lvy motions, allow fixing the Hlder exponent at each point. FracSim is an R package developed in R and C language. Parallel computers have been also used.
Energy Technology Data Exchange (ETDEWEB)
Castro, Philip J.; Gizis, John E. [Department of Physics and Astronomy, University of Delaware, Newark, DE 19716 (United States); Harris, Hugh C. [US Naval Observatory, Flagstaff Station, 10391 West Naval Observatory Road, Flagstaff, AZ 86001 (United States); Mace, Gregory N.; McLean, Ian S. [Department of Physics and Astronomy, UCLA, Los Angeles, CA 90095-1547 (United States); Kirkpatrick, J. Davy [Infrared Processing and Analysis Center, MS 100-22, California Institute of Technology, Pasadena, CA 91125 (United States); Pattarakijwanich, Petchara [Department of Astrophysical Sciences, Princeton University, Ivy Lane, Princeton, NJ 08544 (United States); Skrutskie, Michael F., E-mail: pcastro@udel.edu, E-mail: gizis@udel.edu [Department of Astronomy, University of Virginia, Charlottesville, VA 22904 (United States)
2013-10-20
We discover four high proper motion L dwarfs by comparing the Wide-field Infrared Survey Explorer (WISE) to the Two Micron All Sky Survey. WISE J140533.32+835030.5 is an L dwarf at the L/T transition with a proper motion of 0.85 ± 0.''02 yr{sup –1}, previously overlooked due to its proximity to a bright star (V ≈ 12 mag). From optical spectroscopy we find a spectral type of L8, and from moderate-resolution J band spectroscopy we find a near-infrared spectral type of L9. We find WISE J140533.32+835030.5 to have a distance of 9.7 ± 1.7 pc, bringing the number of L dwarfs at the L/T transition within 10 pc from six to seven. WISE J040137.21+284951.7, WISE J040418.01+412735.6, and WISE J062442.37+662625.6 are all early L dwarfs within 25 pc, and were classified using optical and low-resolution near-infrared spectra. WISE J040418.01+412735.6 is an L2 pec (red) dwarf, a member of the class of unusually red L dwarfs. We use follow-up optical and low-resolution near-infrared spectroscopy to classify a previously discovered fifth object WISEP J060738.65+242953.4 as an (L8 Opt/L9 NIR), confirming it as an L dwarf at the L/T transition within 10 pc. WISEP J060738.65+242953.4 shows tentative CH{sub 4} in the H band, possibly the result of unresolved binarity with an early T dwarf, a scenario not supported by binary spectral template fitting. If WISEP J060738.65+242953.4 is a single object, it represents the earliest onset of CH{sub 4} in the H band of an L/T transition dwarf in the SpeX Library. As very late L dwarfs within 10 pc, WISE J140533.32+835030.5 and WISEP J060738.65+242953.4 will play a vital role in resolving outstanding issues at the L/T transition.
Randomly curved runs interrupted by tumbling: A model for bacterial motion
Condat, C. A.; Jäckle, J.; Menchón, S. A.
2005-08-01
Small bacteria are strongly buffeted by Brownian forces that make completely straight runs impossible. A model for bacterial motion is formulated in which the effects of fluctuational forces and torques on the run phase are taken into account by using coupled Langevin equations. An integrated description of the motion, including runs and tumbles, is then obtained by the use of convolution and Laplace transforms. The properties of the velocity-velocity correlation function, of the mean displacement, and of the two relevant diffusion coefficients are examined in terms of the bacterial sizes and of the magnitude of the propelling forces. For bacteria smaller than E. coli, the integrated diffusion coefficient crosses over from a jump-dominated to a rotational-diffusion-dominated form.
Villone, Barbara; Rampf, Cornelius
2018-01-01
The present is a companion paper to "A contemporary look at Hermann Hankel's 1861 pioneering work on Lagrangian fluid dynamics" by Frisch, Grimberg and Villone [Eur. Phys. J. H 42, 537-556 (2017)]. Here we present the English translation of the 1861 prize manuscript from Göttingen University "Zur allgemeinen Theorie der Bewegung der Flüssigkeiten" (On the general theory of the motion of the fluids) of Hermann Hankel (1839-1873), which was originally submitted in Latin and then translated into German by the Author for publication. We also provide the English translation of two important reports on the manuscript, one written by Bernhard Riemann and the other by Wilhelm Eduard Weber during the assessment process for the prize. Finally, we give a short biography of Hermann Hankel with his complete bibliography. Originally published in German as "Zur allgemeinen Theorie der Bewegung der Flüssigkeiten. Eine von der philosophischen Fakultät der Georgia Augusta am 4. Juni 1861 gekrönte Preisschrift".
DEFF Research Database (Denmark)
Korreman, Stine Sofia
2012-01-01
This review considers the management of motion in photon radiation therapy. An overview is given of magnitudes and variability of motion of various structures and organs, and how the motion affects images by producing artifacts and blurring. Imaging of motion is described, including 4DCT and 4DPE...
Multiscale Reaction-Diffusion Algorithms: PDE-Assisted Brownian Dynamics
Franz, Benjamin
2013-06-19
Two algorithms that combine Brownian dynami cs (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface, which partitions the domain, and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that the overlap region is required to accurately compute variances using PBD simulations. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented. © 2013 Society for Industrial and Applied Mathematics.
Exact master equation for a noncommutative Brownian particle
International Nuclear Information System (INIS)
Costa Dias, Nuno; Nuno Prata, Joao
2009-01-01
We derive the Hu-Paz-Zhang master equation for a Brownian particle linearly coupled to a bath of harmonic oscillators on the plane with spatial noncommutativity. The results obtained are exact to all orders in the noncommutative parameter. As a by-product we derive some miscellaneous results such as the equilibrium Wigner distribution for the reservoir of noncommutative oscillators, the weak coupling limit of the master equation and a set of sufficient conditions for strict purity decrease of the Brownian particle. Finally, we consider a high-temperature Ohmic model and obtain an estimate for the time scale of the transition from noncommutative to ordinary quantum mechanics. This scale is considerably smaller than the decoherence scale
Efficiency of interacting Brownian motors: Improved mean-field treatment
Czech Academy of Sciences Publication Activity Database
Slanina, František
2009-01-01
Roč. 135, 5-6 (2009), s. 935-950 ISSN 0022-4715 R&D Projects: GA ČR GA202/07/0404 Institutional research plan: CEZ:AV0Z10100520 Keywords : Brownian motors * diffusion Subject RIV: BE - Theoretical Physics Impact factor: 1.390, year: 2009 http://www.springerlink.com/content/1040451k48528058/?p=9aa7761fe82743b69f9feafc3a665c0cπ=1
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.
Adiabatic Processes Realized with a Trapped Brownian Particle
Martínez, Ignacio A.; Roldán, Édgar; Dinis, Luis; Petrov, Dmitri; Rica, Raúl A.
2015-03-01
The ability to implement adiabatic processes in the mesoscale is of key importance in the study of artificial or biological micro- and nanoengines. Microadiabatic processes have been elusive to experimental implementation due to the difficulty in isolating Brownian particles from their fluctuating environment. Here we report on the experimental realization of a microscopic quasistatic adiabatic process employing a trapped Brownian particle. We circumvent the complete isolation of the Brownian particle by designing a protocol where both characteristic volume and temperature of the system are changed in such a way that the entropy of the system is conserved along the process. We compare the protocols that follow from either the overdamped or underdamped descriptions, demonstrating that the latter is mandatory in order to obtain a vanishing average heat flux to the particle. We provide analytical expressions for the distributions of the fluctuating heat and entropy and verify them experimentally. Our protocols could serve to implement the first microscopic engine that is able to attain the fundamental limit for the efficiency set by Carnot.
Characteristics of broadband slow earthquakes explained by a Brownian model
Ide, S.; Takeo, A.
2017-12-01
Brownian slow earthquake (BSE) model (Ide, 2008; 2010) is a stochastic model for the temporal change of seismic moment release by slow earthquakes, which can be considered as a broadband phenomena including tectonic tremors, low frequency earthquakes, and very low frequency (VLF) earthquakes in the seismological frequency range, and slow slip events in geodetic range. Although the concept of broadband slow earthquake may not have been widely accepted, most of recent observations are consistent with this concept. Then, we review the characteristics of slow earthquakes and how they are explained by BSE model. In BSE model, the characteristic size of slow earthquake source is represented by a random variable, changed by a Gaussian fluctuation added at every time step. The model also includes a time constant, which divides the model behavior into short- and long-time regimes. In nature, the time constant corresponds to the spatial limit of tremor/SSE zone. In the long-time regime, the seismic moment rate is constant, which explains the moment-duration scaling law (Ide et al., 2007). For a shorter duration, the moment rate increases with size, as often observed for VLF earthquakes (Ide et al., 2008). The ratio between seismic energy and seismic moment is constant, as shown in Japan, Cascadia, and Mexico (Maury et al., 2017). The moment rate spectrum has a section of -1 slope, limited by two frequencies corresponding to the above time constant and the time increment of the stochastic process. Such broadband spectra have been observed for slow earthquakes near the trench axis (Kaneko et al., 2017). This spectrum also explains why we can obtain VLF signals by stacking broadband seismograms relative to tremor occurrence (e.g., Takeo et al., 2010; Ide and Yabe, 2014). The fluctuation in BSE model can be non-Gaussian, as far as the variance is finite, as supported by the central limit theorem. Recent observations suggest that tremors and LFEs are spatially characteristic
Brownian dynamics of a protein-polymer chain complex in a solid-state nanopore
Wells, Craig C.; Melnikov, Dmitriy V.; Gracheva, Maria E.
2017-08-01
We study the movement of a polymer attached to a large protein inside a nanopore in a thin silicon dioxide membrane submerged in an electrolyte solution. We use Brownian dynamics to describe the motion of a negatively charged polymer chain of varying lengths attached to a neutral protein modeled as a spherical bead with a radius larger than that of the nanopore, allowing the chain to thread the nanopore but preventing it from translocating. The motion of the protein-polymer complex within the pore is also compared to that of a freely translocating polymer. Our results show that the free polymer's standard deviations in the direction normal to the pore axis is greater than that of the protein-polymer complex. We find that restrictions imposed by the protein, bias, and neighboring chain segments aid in controlling the position of the chain in the pore. Understanding the behavior of the protein-polymer chain complex may lead to methods that improve molecule identification by increasing the resolution of ionic current measurements.
Stationary and transient work-fluctuation theorems for a dragged Brownian particle.
van Zon, R; Cohen, E G D
2003-04-01
Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related integrated transient fluctuation theorem (ITFT), which gives an expression for the ratio for the probability to find positive or negative values for the fluctuations of the total work done on the system in a given time in a transient state. The corresponding integrated stationary state fluctuation theorem (ISSFT) was not observed. Using an overdamped Langevin equation and an arbitrary motion for the center of the harmonic force, all quantities of interest for these theorems and the corresponding nonintegrated ones (TFT and SSFT, respectively) are theoretically explicitly obtained in this paper. While the TFT and the ITFT are satisfied for all times, the SSFT and the ISSFT only hold asymptotically in time. Suggestions for further experiments with arbitrary velocity of the harmonic force and in which also the ISSFT could be observed, are given. In addition, a nontrivial long-time relation between the ITFT and the ISSFT was discovered, which could be observed experimentally, especially in the case of a resonant circular motion of the center of the harmonic force.
Fuller, Robert G., Ed.; And Others
This is part of a series of 42 Calculus Based Physics (CBP) modules totaling about 1,000 pages. The modules include study guides, practice tests, and mastery tests for a full-year individualized course in calculus-based physics based on the Personalized System of Instruction (PSI). The units are not intended to be used without outside materials;…
Fuller, Robert G., Ed.; And Others
This is part of a series of 42 Calculus Based Physics (CBP) modules totaling about 1,000 pages. The modules include study guides, practice tests, and mastery tests for a full-year individualized course in calculus-based physics based on the Personalized System of Instruction (PSI). The units are not intended to be used without outside materials;…
Fuller, Robert G., Ed.; And Others
This is part of a series of 42 Calculus Based Physics (CBP) modules totaling about 1,000 pages. The modules include study guides, practice tests, and mastery tests for a full-year individualized course in calculus-based physics based on the Personalized System of Instruction (PSI). The units are not intended to be used without outside materials;…
Brownian semi-stationary processes, turbulence and smooth processes
DEFF Research Database (Denmark)
Urbina, José Ulises Márquez
This thesis analysis the use of Brownian semi-stationary (BSS) processes to model the main statistical features present in turbulent time series, and some asymptotic properties of certain classes of smooth processes. Turbulence is a complex phenomena governed by the Navier-Stokes equations......-based approach, the potential of BSS processes to model turbulent velocity time series. It turns out that this family of processes reproduces accurately some of the main features present in turbulent time series, such as the distribution of the velocity increments and the statistics of the Kolmogorov variable...
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
Treadmilling of actin filaments via Brownian dynamics simulations
DEFF Research Database (Denmark)
Guo, Kunkun; Shillcock, Julian C.; Lipowsky, Reinhard
2010-01-01
Actin polymerization is coupled to the hydrolysis of adenosine triphosphate (ATP) into adenosine diphosphate (ADP) and inorganic phosphate (Pi). Therefore, each protomer within an actin ﬁlament can attain three different nucleotide states corresponding to bound ATP, ADP / Pi, and ADP....... These protomer states form spatial patterns on the growing (or shrinking) ﬁlaments. Using Brownian dynamics simulations, the growth behavior of long ﬁlaments is studied, together with the associated protomer patterns, as a function of ATP-actin monomer concentration, CT, within the surrounding solution...
Ellipsoidal Brownian self-driven particles in a magnetic field
Sandoval, Mario; Wai-Tong, Fan; Shun Pak, On
We study the two-dimensional Brownian dynamics of an ellipsoidal paramagnetic microswimmer moving at low Reynolds number and subject to a magnetic field. Its corresponding mean-square displacement showing the effect of particles's shape, activity, and magnetic field on the microswimmer's diffusion is analytically obtained. A comparison among analytical and computational results is also made and we obtain good agreement. Additionally, the effect of self-propulsion on the transition time from anisotropic to isotropic diffusion of the ellipse is also elucidated. CONACYT GRANT: CB 2014/237848.
Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena
Yang, Jianqiang; Ma, Hong; Zhong, Suchuang
2018-03-01
In this article, we first suggest that the attractor of Brownian motor model is one of the reasons for the directed transport phenomenon of Brownian particle. We take the classical Smoluchowski-Feynman (SF) ratchet model as an example to investigate the relationship between limit cycles and directed transport phenomenon of the Brownian particle. We study the existence and variation rule of limit cycles of SF ratchet model at changing parameters through mathematical methods. The influences of these parameters on the directed transport phenomenon of a Brownian particle are then analyzed through numerical simulations. Reasonable mathematical explanations for the directed transport phenomenon of Brownian particle in SF ratchet model are also formulated on the basis of the existence and variation rule of the limit cycles and numerical simulations. These mathematical explanations provide a theoretical basis for applying these theories in physics, biology, chemistry, and engineering.
Translocation of a Polymer Chain across a Nanopore: A Brownian Dynamics Simulation Study
Tian, Pu; Smith, Grant D.
2003-01-01
We carried out Brownian dynamics simulation studies of the translocation of single polymer chains across a nanosized pore under the driving of an applied field (chemical potential gradient). The translocation process can be either dominated by the entropic barrier resulted from restricted motion of flexible polymer chains or by applied forces (or chemical gradient across the wall), we focused on the latter case in our studies. Calculation of radius of gyrations at the two opposite sides of the wall shows that the polymer chains are not in equilibrium during the translocation process. Despite this fact, our results show that the one-dimensional diffusion and the nucleation model provide an excellent description of the dependence of average translocation time on the chemical potential gradients, the polymer chain length and the solvent viscosity. In good agreement with experimental results and theoretical predictions, the translocation time distribution of our simple model shows strong non-Gaussian characteristics. It is observed that even for this simple tubelike pore geometry, more than one peak of translocation time distribution can be generated for proper pore diameter and applied field strengths. Both repulsive Weeks-Chandler-Anderson and attractive Lennard-Jones polymer-nanopore interaction were studied, attraction facilitates the translocation process by shortening the total translocation time and dramatically improve the capturing of polymer chain. The width of the translocation time distribution was found to decrease with increasing temperature, increasing field strength, and decreasing pore diameter.
Robust unidirectional rotation in three-tooth Brownian rotary ratchet systems
Tutu, Hiroki; Nagata, Soichiro
2013-02-01
We apply a simple Brownian ratchet model to an artificial molecular rotary system mounted in a biological membrane, in which the rotor always maintains unidirectional rotation in response to a linearly polarized weak ac field. Because the rotor and stator compose a ratchet system, we describe the motion of the rotor tip with the Langevin equation for a particle in a two-dimensional three-tooth ratchet potential of threefold symmetry. Unidirectional rotation can be induced under the field and optimized by stochastic resonance, wherein the mean angular momentum (MAM) of the rotor exhibits a bell-shaped curve for the noise strength. We obtain analytical expressions for the MAM and power loss from the corresponding Fokker-Planck equation, via a Markov transition model for coarse-grained states (six-state model). The MAM expression reveals a significant effect depending on the chirality of the ratchet potential: in achiral cases, the MAM approximately vanishes with respect to the polarization angle ϕ of the field; in chiral cases, the MAM does not crucially depend on ϕ, but depends on the direction of the ratchet; i.e., the parity of the unidirectional rotation is inherent in the ratchet structure. This feature is useful for artificial rotary systems to maintain robust unidirectional rotation independent of the mounting condition.
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.
Brownian model of transcriptome evolution and phylogenetic network visualization between tissues.
Gu, Xun; Ruan, Hang; Su, Zhixi; Zou, Yangyun
2017-09-01
While phylogenetic analysis of transcriptomes of the same tissue is usually congruent with the species tree, the controversy emerges when multiple tissues are included, that is, whether species from the same tissue are clustered together, or different tissues from the same species are clustered together. Recent studies have suggested that phylogenetic network approach may shed some lights on our understanding of multi-tissue transcriptome evolution; yet the underlying evolutionary mechanism remains unclear. In this paper we develop a Brownian-based model of transcriptome evolution under the phylogenetic network that can statistically distinguish between the patterns of species-clustering and tissue-clustering. Our model can be used as a null hypothesis (neutral transcriptome evolution) for testing any correlation in tissue evolution, can be applied to cancer transcriptome evolution to study whether two tumors of an individual appeared independently or via metastasis, and can be useful to detect convergent evolution at the transcriptional level. Copyright © 2017. Published by Elsevier Inc.
Brownian motion in a classical ideal gas: A microscopic approach to ...
Indian Academy of Sciences (India)
Rangan Lahiri1 Arvind2 3 Anirban Sain4 5. Department of Physics, Indian Institute of Science, Bangalore 560 012, India; Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213, USA; Department of Physics, Guru Nanak Dev University, Amritsar 143 005, India; Department of Physics, University of ...
Weak convergence of the past and future of Brownian motion given ...
Indian Academy of Sciences (India)
dt be the first exit time from (a, b) by (Ws) after time t, defined below in the paragraph .... to C[0, ∞) via the measurable map it. 1 : C[0,t] → C[0, ∞) defined by it. 1(ω)(s) := ω(t ∧ s), s ≥ 0,ω ∈ C[0,t]. Then define Pt. 1 on (C[0, ∞), b) by. Pt. 1(A) := ¯Pt. 1 ◦ (it. 1). −1 ..... the general case can be reduced to this case by a translation.
An application of lattice-gas cellular automata to the study of Brownian motion
Ladd, A.J.C.; Frenkel, D.; Colvin, M.E.
1988-01-01
An adaptation of lattice-gas cellular automata to the simulation of solid-fluid suspensions is described. The method incorporates both dissipative hydrodynamic forces and thermal fluctuations. At low solid densities, theoretical results for the drag force on a single disk and the viscosity of a
Sheikholeslami, M.; Rokni, Houman B.
2018-01-01
In the present article, the improvement of nanofluid heat transfer inside a porous cavity by means of a non-equilibrium model in the existence of Lorentz forces has been investigated by employing control volume based finite element method. Nanofluid properties are estimated by means of Koo-Kleinstreuer-Li. The Darcy-Boussinesq approximation is utilized for the nanofluid flow. Roles of the solid-nanofluid interface heat transfer parameter (N h s ), Hartmann number (H a ), porosity (ɛ ), and Rayleigh number (R a ) were presented. Outputs demonstrate that the convective flow decreases with the rise of N h s , but it enhances with the rise of R a . Porosity has opposite relationship with the temperature gradient.
A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion
Directory of Open Access Journals (Sweden)
Manuel Barahona
2016-06-01
Full Text Available In analyzing a temporal data set from a continuous variable, diffusion processes can be suitable under certain conditions, depending on the distribution of increments. We are interested in processes where a semi-permeable barrier splits the state space, producing a skewed diffusion that can have different rates on each side. In this work, the asymptotic behavior of some Bayesian inferences for this class of processes is discussed and validated through simulations. As an application, we model the location of South American sea lions (Otaria flavescens on the coast of Calbuco, southern Chile, which can be used to understand how the foraging behavior of apex predators varies temporally and spatially.
Brownian motion surviving in the unstable cubic potential and the role of Maxwell's demon
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.
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
Theers, Mario; Westphal, Elmar; Gompper, Gerhard; Winkler, Roland G
2016-03-01
The friction and diffusion coefficients of rigid spherical colloidal particles dissolved in a fluid are determined from velocity and force autocorrelation functions by mesoscale hydrodynamic simulations. Colloids with both slip and no-slip boundary conditions are considered, which are embedded in fluids modeled by multiparticle collision dynamics with and without angular momentum conservation. For no-slip boundary conditions, hydrodynamics yields the well-known Stokes law, while for slip boundary conditions the lack of angular momentum conservation leads to a reduction of the hydrodynamic friction coefficient compared to the classical result. The colloid diffusion coefficient is determined by integration of the velocity autocorrelation function, where the numerical result at shorter times is combined with the theoretical hydrodynamic expression for longer times. The suitability of this approach is confirmed by simulations of sedimenting colloids. In general, we find only minor deviations from the Stokes-Einstein relation, which even disappear for larger colloids. Importantly, for colloids with slip boundary conditions, our simulation results contradict the frequently assumed additivity of local and hydrodynamic diffusion coefficients.
100 years of Einstein's Theory of Brownian Motion:from Pollen ...
Indian Academy of Sciences (India)
biological physics. He plays with toy models using mathematical formulae and simulates nature with computers. Based on the inaugural lecture in the Horizon .... molecule, then each such displacement would occur at time intervals of 10-12 seconds and our eyes cannot see them as distinct random displacements of the.
International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2013-01-01
The moment method can be used to determine the time evolution of particle size distribution due to Brownian coagulation based on the general dynamic equation (GDE). But the function form of the initial particle size distribution must be determined beforehand for the moment method. If the assumed function type of the initial particle size distribution has an obvious deviation from the true particle population, the evolution of particle size distribution may be different from the real evolution tendency. Thus, a simple and general method is proposed based on the moment method. In this method, the Johnson's S B function is chosen as a general distribution function to fit the initial distributions including the log normal (L-N), Rosin–Rammler (R-R), normal (N-N) and gamma distribution functions, respectively. Meanwhile, using the modified beta function to fit the L-N, R-R, N-N and gamma functions is also conducted as a comparison in order to present the advantage of the Johnson's S B function as the general distribution function. And then, the time evolution of particle size distributions using the Johnson's S B function as the initial distribution can be obtained by several lower order moment equations of the Johnson's S B function in conjunction with the GDE during the Brownian coagulation process. Simulation experiments indicate that fairly reasonable results of the time evolution of particle size distribution can be obtained with this proposed method in the free molecule regime, transition regime and continuum plus near continuum regime, respectively, at the early time stage of evolution. The Johnson's S B function has the ability of describing the early time evolution of different initial particle size distributions. (paper)
Change of particle size distribution during Brownian coagulation
International Nuclear Information System (INIS)
Lee, K.W.
1984-01-01
Change in particle size distribution due to Brownian coagulation in the continuum regime has been stuied analytically. A simple analytic solution for the size distribution of an initially lognormal distribution is obtained based on the assumption that the size distribution during the coagulation process attains or can, at least, be represented by a time dependent lognormal function. The results are found to be in a form that corrects Smoluchowski's solution for both polydispersity and size-dependent kernel. It is further shown that regardless of whether the initial distribution is narrow or broad, the spread of the distribution is characterized by approaching a fixed value of the geometric standard deviation. This result has been compared with the self-preserving distribution obtained by similarity theory. (Author)
Brownian rotational relaxation and power absorption in magnetite nanoparticles
Energy Technology Data Exchange (ETDEWEB)
Goya, G.F. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain)]. E-mail: goya@unizar.es; Fernandez-Pacheco, R. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain); Arruebo, M. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain); Cassinelli, N. [Electronics Division, Bauer and Associates, Buenos Aires (Argentina); Facultad de Ingenieria, UNLP (Argentina); Ibarra, M.R. [Institute of Nanoscience of Aragon (INA), University of Zaragoza, 50009 Zaragoza (Spain)
2007-09-15
We present a study of the power absorption efficiency in several magnetite-based colloids, to asses their potential as magnetic inductive hyperthermia (MIH) agents. Relaxation times {tau} were measured through the imaginary susceptibility component {chi}{sup '}'(T), and analyzed within Debye's theory of dipolar fluid. The results indicated Brownian rotational relaxation and allowed to calculate the hydrodynamic radius close to the values obtained from photon correlation. The study of the colloid performances as power absorbers showed no detectable increase of temperature for dextran-coated Fe{sub 3}O{sub 4} nanoparticles, whereas a second Fe{sub 3}O{sub 4}-based dispersion of similar concentration could be heated up to 12K after 30min under similar experimental conditions. The different power absorption efficiencies are discussed in terms of the magnetic structure of the nanoparticles.
Large Scale Brownian Dynamics of Confined Suspensions of Rigid Particles
Donev, Aleksandar; Sprinkle, Brennan; Balboa, Florencio; Patankar, Neelesh
2017-11-01
We introduce new numerical methods for simulating the dynamics of passive and active Brownian colloidal suspensions of particles of arbitrary shape sedimented near a bottom wall. The methods also apply for periodic (bulk) suspensions. Our methods scale linearly in the number of particles, and enable previously unprecedented simulations of tens to hundreds of thousands of particles. We demonstrate the accuracy and efficiency of our methods on a suspension of boomerang-shaped colloids. We also model recent experiments on active dynamics of uniform suspensions of spherical microrollers. This work was supported in part by the National Science Foundation under award DMS-1418706, and by the U.S. Department of Energy under award DE-SC0008271.
Modeling collective emotions: a stochastic approach based on Brownian agents
International Nuclear Information System (INIS)
Schweitzer, F.
2010-01-01
We develop a agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agents individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a super linear feedback between the information field and the agent's arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities. (author)
Ahuja, V. R.; van der Gucht, J.; Briels, W. J.
2018-01-01
We present a novel coarse-grain particle-based simulation technique for modeling self-developing flow of dilute and semi-dilute polymer solutions. The central idea in this paper is the two-way coupling between a mesoscopic polymer model and a phenomenological fluid model. As our polymer model, we choose Responsive Particle Dynamics (RaPiD), a Brownian dynamics method, which formulates the so-called "conservative" and "transient" pair-potentials through which the polymers interact besides experiencing random forces in accordance with the fluctuation dissipation theorem. In addition to these interactions, our polymer blobs are also influenced by the background solvent velocity field, which we calculate by solving the Navier-Stokes equation discretized on a moving grid of fluid blobs using the Smoothed Particle Hydrodynamics (SPH) technique. While the polymers experience this frictional force opposing their motion relative to the background flow field, our fluid blobs also in turn are influenced by the motion of the polymers through an interaction term. This makes our technique a two-way coupling algorithm. We have constructed this interaction term in such a way that momentum is conserved locally, thereby preserving long range hydrodynamics. Furthermore, we have derived pairwise fluctuation terms for the velocities of the fluid blobs using the Fokker-Planck equation, which have been alternatively derived using the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) approach in Smoothed Dissipative Particle Dynamics (SDPD) literature. These velocity fluctuations for the fluid may be incorporated into the velocity updates for our fluid blobs to obtain a thermodynamically consistent distribution of velocities. In cases where these fluctuations are insignificant, however, these additional terms may well be dropped out as they are in a standard SPH simulation. We have applied our technique to study the rheology of two different
EDITORIAL: Nanotechnology in motion Nanotechnology in motion
Demming, Anna
2012-02-01
, Toshio Ando from the University of Kanazawa provides an overview of developments that have allowed atomic force microscopy to move from rates of the order of one frame a minute to over a thousand frames per second in constant height mode, as reported by Mervyn Miles and colleagues at Bristol University and University College London [8]. Among the pioneers in the field, Ando's group demonstrated the ability to record the Brownian motion of myosin V molecules on mica with image capture rates of 100 x 100 pixels in 80 ms over a decade ago [9]. The developments unleash the potential of atomic force microscopy to observe the dynamics of biological and materials systems. If seeing is believing, the ability to present real motion pictures of the nanoworld cannot fail to capture the public imagination and stimulate burgeoning new avenues of scientific endeavour. Nearly 350 years on from the publication Micrographia, images in microscopy have moved from the page to the movies. References [1] Binnig G, Quate C F, and Gerber Ch 1986 Phys. Rev. Lett. 56 930-3 [2] Ando T 2012 Nanotechnology 23 062001 [3] J G 1934 Nature 134 635-6 [4] Bharadwaj P, Anger P and Novotny L 2007 Nanotechnology 18 044017 [5] The Nobel Prize in Physics 1986 Nobelprize.org [6] Kim K K, Reina A, Shi Y, Park H, Li L-J, Lee Y H and Kong J 2010 Nanotechnology 21 285205 [7] Phillips D B, Grieve J A, Olof S N, Kocher S J, Bowman R, Padgett M J, Miles M J and Carberry D M 2011 Nanotechnology 22 285503 [8] Picco L M, Bozec L, Ulcinas A, Engledew D J, Antognozzi M, Horton M A and Miles M J 2007 Nanotechnology 18 044030 [9] Ando T, Kodera N, Takai E, Maruyama D, Saito K and Toda A 2001 Proc. Natl. Acad. Sci. 98 12468
Connor, Jerome
2014-01-01
This innovative volume provides a systematic treatment of the basic concepts and computational procedures for structural motion design and engineering for civil installations. The authors illustrate the application of motion control to a wide spectrum of buildings through many examples. Topics covered include optimal stiffness distributions for building-type structures, the role of damping in controlling motion, tuned mass dampers, base isolation systems, linear control, and nonlinear control. The book's primary objective is the satisfaction of motion-related design requirements, such as restrictions on displacement and acceleration. The book is ideal for practicing engineers and graduate students. This book also: · Broadens practitioners' understanding of structural motion control, the enabling technology for motion-based design · Provides readers the tools to satisfy requirements of modern, ultra-high strength materials that lack corresponding stiffness, where the motion re...
Song, Dongxing; Jin, Hui; Jing, Dengwei; Wang, Xin
2018-03-01
Aggregation and migration of colloidal particles under the thermal gradient widely exists in nature and many industrial processes. In this study, dynamic properties of polydisperse colloidal particles in the presence of thermal gradient were studied by a modified Brownian dynamic model. Other than the traditional forces on colloidal particles, including Brownian force, hydrodynamic force, and electrostatic force from other particles, the electrostatic force from the asymmetric ionic diffusion layer under a thermal gradient has been considered and introduced into the Brownian dynamic model. The aggregation ratio of particles (R A), the balance time (t B) indicating the time threshold when {{R}A} becomes constant, the porosity ({{P}BA} ), fractal dimension (D f) and distributions of concentration (DISC) and aggregation (DISA) for the aggregated particles were discussed based on this model. The aggregated structures formed by polydisperse particles are less dense and the particles therein are loosely bonded. Also it showed a quite large compressibility as the increases of concentration and interparticle potential can significantly increase the fractal dimension. The thermal gradient can induce two competitive factors leading to a two-stage migration of particles. When t{{t}B} , the thermophoresis becomes dominant thus the migrations of particles are against the thermal gradient. The effect of thermophoresis on the aggregate structures was found to be similar to the effect of increasing particle concentration. This study demonstrates how the thermal gradient affects the aggregation of monodisperse and polydisperse particles and can be a guide for the biomimetics and precise control of colloid system under the thermal gradient. Moreover, our model can be easily extended to other more complex colloidal systems considering shear, temperature fluctuation, surfactant, etc.
The probability of an encounter of two Brownian particles before escape
International Nuclear Information System (INIS)
Holcman, D; Kupka, I
2009-01-01
We study the probability of meeting of two Brownian particles before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance between the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double-strand DNA break repairs in confined environments.
Self-assembly of actin monomers into long filaments: Brownian dynamics simulations
Guo, Kunkun; Shillcock, Julian; Lipowsky, Reinhard
2009-07-01
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 free monomers and the relatively slow attachment and detachment processes at the two ends of the filaments, we introduce a novel rescaling procedure by which we speed all dynamical processes related to actin polymerization and depolymerization up by the same factor. In general, the actin protomers within a filament can attain three different states corresponding to a bound adenosine triphosphate (ATP), adenosine diphosphate with inorganic phosphate (ADP/P), and ADP molecule. The simplest situation that has been studied experimentally is provided by the polymerization of ADP-actin, for which all protomers are identical. This case is used to unravel certain relations between the filament's physical properties and the model parameters such as the attachment rate constant and the size of the capture zone, the detachment rate and the probability of the detached event, as well as the growth rate and waiting times between two successive attachment/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. The results also show that the waiting time is governed by exponential distributions and that the two ends of a filament undergo biased random walks. The filament length fluctuations are described by a length diffusion constant that is found to attain a constant value at low ADP-actin concentration and to increase linearly with this concentration. It is straightforward to apply our simulation code to more complex processes such as polymerization of ATP-actin coupled to ATP hydrolysis, force generation by filaments, formation of
Power spectral density of a single Brownian trajectory: what one can and cannot learn from it
Krapf, Diego; Marinari, Enzo; Metzler, Ralf; Oshanin, Gleb; Xu, Xinran; Squarcini, Alessio
2018-02-01
The power spectral density (PSD) of any time-dependent stochastic process X t is a meaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of X t over an infinitely large observation time T, that is, it is defined as an ensemble-averaged property taken in the limit T\\to ∞ . A legitimate question is what information on the PSD can be reliably obtained from single-trajectory experiments, if one goes beyond the standard definition and analyzes the PSD of a single trajectory recorded for a finite observation time T. In quest for this answer, for a d-dimensional Brownian motion (BM) we calculate the probability density function of a single-trajectory PSD for arbitrary frequency f, finite observation time T and arbitrary number k of projections of the trajectory on different axes. We show analytically that the scaling exponent for the frequency-dependence of the PSD specific to an ensemble of BM trajectories can be already obtained from a single trajectory, while the numerical amplitude in the relation between the ensemble-averaged and single-trajectory PSDs is a fluctuating property which varies from realization to realization. The distribution of this amplitude is calculated exactly and is discussed in detail. Our results are confirmed by numerical simulations and single-particle tracking experiments, with remarkably good agreement. In addition we consider a truncated Wiener representation of BM, and the case of a discrete-time lattice random walk. We highlight some differences in the behavior of a single-trajectory PSD for BM and for the two latter situations. The framework developed herein will allow for meaningful physical analysis of experimental stochastic trajectories.
Bles, Willem; Bos, Jelte E.; Kruit, Hans
2000-01-01
The number of recently published papers on motion sickness may convey the impression that motion sickness is far from being understood. The current review focusses on a concept which tends to unify the different manifestations and theories of motion sickness. The paper highlights the relations
Negative mobility of a Brownian particle: Strong damping regime
Słapik, A.; Łuczka, J.; Spiechowicz, J.
2018-02-01
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a constant force, and is coupled to a thermostat of temperature T. Within selected parameter regimes this system exhibits negative mobility, which means that the particle moves in the direction opposite to the direction of the constant force. It is known that in such a setup the inertial term is essential for the emergence of negative mobility and it cannot be detected in the limiting case of overdamped dynamics. We analyse inertial effects and show that negative mobility can be observed even in the strong damping regime. We determine the optimal dimensionless mass for the presence of negative mobility and reveal three mechanisms standing behind this anomaly: deterministic chaotic, thermal noise induced and deterministic non-chaotic. The last origin has never been reported. It may provide guidance to the possibility of observation of negative mobility for strongly damped dynamics which is of fundamental importance from the point of view of biological systems, all of which in situ operate in fluctuating environments.
Phase transition in non-brownian fiber suspensions
Franceschini, Alexandre; Filippidi, Emmanouella; Guazzelli, Elizabeth; Pine, David
2012-11-01
The simple shear of a suspension of fibers tends to align them with the flow direction. We previously reported that the oscillatory shear of neutrally buoyant non-Brownian fibers align them with the vorticity (Franceschini A. et al. PRL, 2011). We interpreted this phenomenon as the minimization of a ``corrected volume fraction'' defined as a function of the strain amplitude, the average orientation and the volume fraction. Below a critical value of this parameter, the system becomes fully reversible after a few periods. Above it, fluctuations remain and the fibers align with the vorticity, subsequently reducing the value of this corrected volume fraction. We present here the collective behavior of fibers constrained at the liquid-air interface. By pinning the liquid on the wall of a Couette cell, we can have a flat interface. By modifying the surface of the fibers, we get rid of most of surface tension mediated fiber-fiber interactions. In this 2D configuration we can measure spatial correlations, as well as the position and orientation of every fiber at each shear cycle. We similarly define a ``corrected surface fraction'' and see how this parameter help us understand the difference between the surface behavior and the suspension behavior. This work was supported by the NSF through the NYU MRSEC, Award DMR:0820341. Additional support was provided by a Lavoisier Fellowship (AF) and from the Onassis Foundation (EF).
From Brownian Dynamics to Markov Chain: An Ion Channel Example
Chen, Wan
2014-02-27
A discrete rate theory for multi-ion channels is presented, in which the continuous dynamics of ion diffusion is reduced to transitions between Markovian discrete states. In an open channel, the ion permeation process involves three types of events: an ion entering the channel, an ion escaping from the channel, or an ion hopping between different energy minima in the channel. The continuous dynamics leads to a hierarchy of Fokker-Planck equations, indexed by channel occupancy. From these the mean escape times and splitting probabilities (denoting from which side an ion has escaped) can be calculated. By equating these with the corresponding expressions from the Markov model, one can determine the Markovian transition rates. The theory is illustrated with a two-ion one-well channel. The stationary probability of states is compared with that from both Brownian dynamics simulation and the hierarchical Fokker-Planck equations. The conductivity of the channel is also studied, and the optimal geometry maximizing ion flux is computed. © 2014 Society for Industrial and Applied Mathematics.
Attard, Phil; Gray-Weale, Angus
2008-03-21
A Brownian particle subject to a time- and space-varying force is studied with the second entropy theory for nonequilibrium statistical mechanics. A fluctuation expression is obtained for the second entropy of the path, and this is maximized to obtain the most likely path of the particle. Two approaches are used, one based on the velocity correlation function and one based on the position correlation function. The approaches are a perturbation about the free particle result and are exact for weak external forces. They provide a particularly simple way of including memory effects in time-varying driven diffusion. The theories are tested against computer simulation data for a Brownian particle trapped in an oscillating parabolic well. They accurately predict the phase lag and amplitude as a function of drive frequency, and they account quantitatively for the memory effects that are important at high frequencies and that are missing in the simplest Langevin equation.
Zhao, Xujun; Li, Jiyuan; Jiang, Xikai; Karpeev, Dmitry; Heinonen, Olle; Smith, Barry; Hernandez-Ortiz, Juan P.; de Pablo, Juan J.
2017-06-01
An efficient parallel Stokes' solver has been developed for complete description of hydrodynamic interactions between Brownian particles in bulk and confined geometries. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green's function formalism. A scalable parallel computational approach is presented, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the general geometry Ewald-like method. Our approach employs a highly efficient iterative finite-element Stokes' solver for the accurate treatment of long-range hydrodynamic interactions in arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallel Stokes' solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem leads to an O(N) parallel algorithm. We illustrate the new algorithm in the context of the dynamics of confined polymer solutions under equilibrium and non-equilibrium conditions. The method is then extended to treat suspended finite size particles of arbitrary shape in any geometry using an immersed boundary approach.
DEFF Research Database (Denmark)
Jensen, Rasmus Ramsbøl; Benjaminsen, Claus; Larsen, Rasmus
2015-01-01
The application of motion tracking is wide, including: industrial production lines, motion interaction in gaming, computer-aided surgery and motion correction in medical brain imaging. Several devices for motion tracking exist using a variety of different methodologies. In order to use such devices...... offset and tracking noise in medical brain imaging. The data are generated from a phantom mounted on a rotary stage and have been collected using a Siemens High Resolution Research Tomograph for positron emission tomography. During acquisition the phantom was tracked with our latest tracking prototype...
Infeld, Leopold
1960-01-01
Motion and Relativity focuses on the methodologies, solutions, and approaches involved in the study of motion and relativity, including the general relativity theory, gravitation, and approximation.The publication first offers information on notation and gravitational interaction and the general theory of motion. Discussions focus on the notation of the general relativity theory, field values on the world-lines, general statement of the physical problem, Newton's theory of gravitation, and forms for the equation of motion of the second kind. The text then takes a look at the approximation meth
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.
International Nuclear Information System (INIS)
DePuit, Ryan J; Squires, Todd M
2012-01-01
Active and nonlinear microrheology experiments involve a colloidal probe that is forced to move within a material, with the goal of recovering the nonlinear rheological response properties of the material. Various mechanisms cause discrepancies between the nonlinear rheology measured microrheologically and macroscopically, including direct probe-bath collisions, the Lagrangian unsteadiness experienced by the material elements, and the spatially inhomogeneous and rheologically mixed strain field set up around the probe. Here, we perform computational nonlinear microrheology experiments, in which a colloidal probe translates through a dilute suspension of Brownian ellipsoids, whose results we compare against analogous computational experiments on the macroscopic shear rheology of the same model material. The quantitative impact of each of the mechanisms for micro-macro-discrepancy can thus be computed directly, with additional computational experiments performed where the processes in question are ‘turned off’. We show that all three discrepancy mechanisms impact the microrheological measurement quantitatively, and that none can be neglected. This motivates a search for microrheological probes whose geometry or forcing is optimized to minimize these impacts, which we present in a companion article.
Brownian ratchets from statistical physics to bio and nano-motors
Cubero, David
2016-01-01
Illustrating the development of Brownian ratchets, from their foundations, to their role in the description of life at the molecular scale and in the design of artificial nano-machinery, this text will appeal to both advanced graduates and researchers entering the field. Providing a self-contained introduction to Brownian ratchets, devices which rectify microscopic fluctuations, Part I avoids technicalities and sets out the broad range of physical systems where the concept of ratchets is relevant. Part II supplies a single source for a complete and modern theoretical analysis of ratchets in regimes such as classical vs quantum and stochastic vs deterministic, and in Part III readers are guided through experimental developments in different physical systems, each highlighting a specific unique feature of ratchets. The thorough and systematic approach to the topic ensures that this book provides a complete guide to Brownian ratchets for newcomers and established researchers in physics, biology and biochemistry.
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
DEFF Research Database (Denmark)
Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.
2013-01-01
-stationary processes. In "Prokhorov and Contemporary Probability Theory", Springer.] and present some new connections to fractional diffusion models. We apply our probabilistic results to construct a family of estimators for the smoothness parameter of the BSS process. In this context we develop estimates with gaps......This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of the BSS model. We review the limit theory discussed...... in [Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes. Bernoulli 17(4), 1159-1194; Barndorff-Nielsen, O.E., J.M. Corcuera and M. Podolskij (2012): Limit theorems for functionals of higher order differences of Brownian semi...
Treadmilling of actin filaments via Brownian dynamics simulations
DEFF Research Database (Denmark)
Guo, Kunkun; Shillcock, Julian C.; Lipowsky, Reinhard
2010-01-01
. For concentrations close to the critical concentration CT = CT,cr, the ﬁlaments undergo treadmilling, i.e., they grow at the barbed and shrink at the pointed end, which leads to directed translational motion of the whole ﬁlament. The corresponding nonequilibrium states are characterized by several global ﬂuxes...
Galus, Pamela J.
2002-01-01
Presents a variety of activities that support the development of an understanding of Newton's laws of motion. Activities use toy cars, mobile roads, and a seat-of-nails. Includes a scoring rubric. (DDR)
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles.
Ilie, Ioana M; Briels, Wim J; den Otter, Wouter K
2015-03-21
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.
On-chip measurements of Brownian relaxation vs. concentration of 40nm magnetic beads
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2012-01-01
We present on-chip Brownian relaxation measurements on a logarithmic dilution series of 40 nm beads dispersed in water with bead concentrations between 16 mu g/ml and 4000 mu g/ml. The measurements are performed using a planar Hall effect bridge sensor at frequencies up to 1 MHz. No external fields...... are needed as the beads are magnetized by the field generated by the applied sensor bias current. We show that the Brownian relaxation frequency can be extracted from fitting the Cole-Cole model to measurements for bead concentrations of 64 mu g/ml or higher and that the measured dynamic magnetic response...
Brownian agents and active particles collective dynamics in the natural and social sciences
Schweitzer, Frank
2007-01-01
""This book lays out a vision for a coherent framework for understanding complex systems"" (from the foreword by J. Doyne Farmer). By developing the genuine idea of Brownian agents, the author combines concepts from informatics, such as multiagent systems, with approaches of statistical many-particle physics. This way, an efficient method for computer simulations of complex systems is developed which is also accessible to analytical investigations and quantitative predictions. The book demonstrates that Brownian agent models can be successfully applied in many different contexts, ranging from
Electromagnetic radiation of charged particles in stochastic motion
Harko, Tiberiu; Mocanu, Gabriela
2016-03-01
The study of the Brownian motion of a charged particle in electric and magnetic fields has many important applications in plasma and heavy ions physics, as well as in astrophysics. In the present paper we consider the electromagnetic radiation properties of a charged non-relativistic particle in the presence of electric and magnetic fields, of an exterior non-electromagnetic potential, and of a friction and stochastic force, respectively. We describe the motion of the charged particle by a Langevin and generalized Langevin type stochastic differential equation. We investigate in detail the cases of the Brownian motion with or without memory in a constant electric field, in the presence of an external harmonic potential, and of a constant magnetic field. In all cases the corresponding Langevin equations are solved numerically, and a full description of the spectrum of the emitted radiation and of the physical properties of the motion is obtained. The power spectral density of the emitted power is also obtained for each case, and, for all considered oscillating systems, it shows the presence of peaks, corresponding to certain intervals of the frequency.
Motion contrast using optical coherence tomography
Fingler, Jeffrey Paul
Diagnosis of ophthalmic diseases like age-related macular degeneration is very important for treatment of the disease as well as the development of future treatments. Optical coherence tomography (OCT) is an optical interference technique which can measure the three-dimensional structural information of the reflecting layers within a sample. In retinal imaging, OCT is used as the primary diagnostic tool for structural abnormalities such as retinal holes and detachments. The contrast within the images of this technique is based upon reflectivity changes from different regions of the retina. This thesis demonstrates the developments of methods used to produce additional contrast to the structural OCT images based on the tiny fluctuations of motion experienced by the mobile scatterers within a sample. Motion contrast was observed for motions smaller than 50 nm in images of a variety of samples. Initial contrast method demonstrations used Brownian motion differences to separate regions of a mobile Intralipid solution from a static agarose gel, chosen in concentration to minimize reflectivity contrast. Zebrafish embryos in the range of 3-4 days post fertilization were imaged using several motion contrast methods to determine the capabilities of identifying regions of vascular flow. Vasculature identification was demonstrated in zebrafish for blood vessels of all orientations as small as 10 microns in diameter. Mouse retinal imaging utilized the same motion contrast methods to determine the contrast capabilities for motions associated with vasculature within the retina. Improved contrast imaging techniques demonstrated comparable images to fluorescein angiography, the gold standard of retinal vascular imaging. Future studies can improve the demonstrated contrast analysis techniques and apply them towards human retinal motion contrast imaging for ophthalmic diagnostic purposes.
Orbital diamagnetism of a charged Brownian particle undergoing birth-death process
International Nuclear Information System (INIS)
Jayannawar, A.M.; Kumar, N.
1980-06-01
We consider the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. We obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem. (author)
From Levy to Brownian: a computational model based on biological fluctuation.
Directory of Open Access Journals (Sweden)
Surya G Nurzaman
Full Text Available BACKGROUND: Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. METHODOLOGY/PRINCIPAL FINDINGS: We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. CONCLUSIONS/SIGNIFICANCE: Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.
DEFF Research Database (Denmark)
Donolato, M.; Sogne, E.; Dalslet, Bjarke Thomas
2011-01-01
We demonstrate the detection of the Brownian relaxation frequency of 250 nm diameter magnetic beads using a lab-on-chip platform based on current lines for exciting the beads with alternating magnetic fields and highly sensitive magnetic tunnel junction (MTJ) sensors with a superparamagnetic free...
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Ilie, Ioana Mariuca; Briels, Willem J.; den Otter, Wouter K.
2015-01-01
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a
On-chip Brownian relaxation measurements of magnetic nanobeads in the time domain
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2013-01-01
the time and frequency domain methods on Brownian relaxation detection of clustering of streptavidin coated magnetic beads in the presence of different concentrations of biotin-conjugated bovine serum albumin and obtain comparable results. In the time domain, a measurement is carried out in less than 30 s...
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G∗ of Potthoff--Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discusse...
DEFF Research Database (Denmark)
E. Barndorff-Nielsen, Ole; Benth, Fred Espen; Szozda, Benedykt
This paper generalizes the integration theory for volatility modulated Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel distributions. Sufficient conditions for integrability of generalized processes are given, regularity results and properties of the integral are discussed...
Hayamizu, Kikuko; Tsuzuki, Seiji; Seki, Shiro; Ohno, Yasutaka; Miyashiro, Hajime; Kobayashi, Yo
2008-01-31
A room-temperature ionic liquid (RTIL) of a quaternary ammonium cation having an ether chain, N,N-diethyl-N-methyl-N-(2-methoxyethyl)ammonium bis(trifluoromethylsulfonyl)amide (DEME-TFSA), is a candidate for use as an electrolyte of lithium secondary batteries. In this study, the electrochemical ionic conductivity, sigma, of the neat DEME-TFSA and DEME-TFSA-Li doped with five different concentrations of lithium salt (LiTFSA) was measured and correlated with NMR measurements of the diffusion coefficients D and the spin-lattice relaxation times T1 of the individual components DEME (1H), TFSA (19F), and lithium ion (7Li). The ion conduction of charged ions can be activated with less thermal energy than ion diffusion which contains a contribution from paired ions in DEME-TFSA. In the doped DEME-TFSA-Li samples, the sigma and D values decreased with increasing salt concentration, and within the same sample generally DLisalt concentration at low temperatures. Since plots of the temperature dependence of T1 of the 1H and 7Li resonances showed T1 minima, the correlation times tauc(H) and tauc(Li) were calculated for reorientational motions of DEME and the lithium jump, respectively. At the same temperature, tauc(Li) is longer than tauc(H), suggesting that the molecular motion of DEME occurs more rapidly than the lithium jump. Combining the DLi and tauc(Li), averaged distances for the lithium jump were estimated.
Energy Technology Data Exchange (ETDEWEB)
Maldonado-Camargo, L. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Torres-Díaz, I. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Chiu-Lam, A. [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); Hernández, M. [J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States); Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Florida, Gainesville, FL 32611 (United States); J. Crayton Pruitt Family Department of Biomedical Engineering, University of Florida, Gainesville, FL 32611 (United States)
2016-08-15
We demonstrate how dynamic magnetic susceptibility measurements (DMS) can be used to estimate the relative contributions of Brownian and Néel relaxation to the dynamic magnetic response of a magnetic fluid, a suspension of magnetic nanoparticles. The method applies to suspensions with particles that respond through Brownian or Néel relaxation and for which the characteristic Brownian and Néel relaxation times are widely separated. First, we illustrate this using magnetic fluids consisting of mixtures of particles that relax solely by the Brownian or Néel mechanisms. Then, it is shown how the same approach can be applied to estimate the relative contributions of Brownian and Néel relaxation in a suspension consisting of particles obtained from a single synthesis and whose size distribution straddles the transition from Néel to Brownian relaxation. - Highlights: • Method to estimate the contributions of the relaxation mechanism to the magnetic response. • Method applies to cases where the Brownian and Néel peaks do not overlap. • The method applies for ferrofluids prepared with as–synthesized particles.
Fractional Non-Markovian effect and Newton's 2nd law of motion
Wang, Chun-Yang; Lv, Shu-Qin; Yi, Ming
2015-01-01
We report in this paper a thorough study on the the dynamical mechanics of the fractional Brownian motion systems. Where several non-trivial properties are revealed such as the abundant non-Markovian effects resulted from the fractional characters of the system. In general, the dynamics of the fBm system is found to be of a purely Newton's type, despite of the anomalous fractional properties of the system.
Swim stress, motion, and deformation of active matter: effect of an external field
Takatori, Sho C.; Brady, John F.
2014-01-01
We analyze the stress, dispersion, and average swimming speed of self-propelled particles subjected to an external field that affects their orientation and speed. The swimming trajectory is governed by a competition between the orienting influence (i.e., taxis) associated with the external (e.g., magnetic, gravitational, thermal, nutrient concentration) field versus the effects that randomize the particle orientations (e.g., rotary Brownian motion and/or an intrinsic tumbling mechanism like t...
Kumar, Naresh; Kumar, Parveen; Chauhan, Vishal; Hazarika, Devajit
2017-10-01
Strong-motion records of recent Gorkha Nepal earthquake ( M w 7.8), its strong aftershocks and seismic events of Hindu kush region have been analysed for estimation of source parameters. The M w 7.8 Gorkha Nepal earthquake of 25 April 2015 and its six aftershocks of magnitude range 5.3-7.3 are recorded at Multi-Parametric Geophysical Observatory, Ghuttu, Garhwal Himalaya (India) >600 km west from the epicentre of main shock of Gorkha earthquake. The acceleration data of eight earthquakes occurred in the Hindu kush region also recorded at this observatory which is located >1000 km east from the epicentre of M w 7.5 Hindu kush earthquake on 26 October 2015. The shear wave spectra of acceleration record are corrected for the possible effects of anelastic attenuation at both source and recording site as well as for site amplification. The strong-motion data of six local earthquakes are used to estimate the site amplification and the shear wave quality factor ( Q β) at recording site. The frequency-dependent Q β( f) = 124 f 0.98 is computed at Ghuttu station by using inversion technique. The corrected spectrum is compared with theoretical spectrum obtained from Brune's circular model for the horizontal components using grid search algorithm. Computed seismic moment, stress drop and source radius of the earthquakes used in this work range 8.20 × 1016-5.72 × 1020 Nm, 7.1-50.6 bars and 3.55-36.70 km, respectively. The results match with the available values obtained by other agencies.
Motion of the esophagus due to cardiac motion.
Directory of Open Access Journals (Sweden)
Jacob Palmer
Full Text Available When imaging studies (e.g. CT are used to quantify morphological changes in an anatomical structure, it is necessary to understand the extent and source of motion which can give imaging artifacts (e.g. blurring or local distortion. The objective of this study was to assess the magnitude of esophageal motion due to cardiac motion. We used retrospective electrocardiogram-gated contrast-enhanced computed tomography angiography images for this study. The anatomic region from the carina to the bottom of the heart was taken at deep-inspiration breath hold with the patients' arms raised above their shoulders, in a position similar to that used for radiation therapy. The esophagus was delineated on the diastolic phase of cardiac motion, and deformable registration was used to sequentially deform the images in nearest-neighbor phases among the 10 cardiac phases, starting from the diastolic phase. Using the 10 deformation fields generated from the deformable registration, the magnitude of the extreme displacements was then calculated for each voxel, and the mean and maximum displacement was calculated for each computed tomography slice for each patient. The average maximum esophageal displacement due to cardiac motion for all patients was 5.8 mm (standard deviation: 1.6 mm, maximum: 10.0 mm in the transverse direction. For 21 of 26 patients, the largest esophageal motion was found in the inferior region of the heart; for the other patients, esophageal motion was approximately independent of superior-inferior position. The esophagus motion was larger at cardiac phases where the electrocardiogram R-wave occurs. In conclusion, the magnitude of esophageal motion near the heart due to cardiac motion is similar to that due to other sources of motion, including respiratory motion and intra-fraction motion. A larger cardiac motion will result into larger esophagus motion in a cardiac cycle.
From Cannibalism to Active Motion of Groups
Romanczuk, Pawel; Schimansky-Geier, Lutz
2008-03-01
The detailed mechanisms leading to collective dynamics in groups of animals and insect are still poorly understood. A recent study by Simpson et. al. suggests cannibalism as a driving mechanism for coordinated migration of mormon crickets [1]. Based on this result we propose a simple generic model of brownian particles interacting by asymmetric, non-conservative collisions accounting for cannibalistic behavior and the corresponding avoidance strategy. We discuss our model in one and two dimensions and show that a certain type of collisions drives the system out of equilibrium and leads to coordinated active motion of groups.[1] Stephen J. Simpson, Gregory A. Sword, Patrick D. Lorch and Iain D. Couzin: Cannibal crickets on a forced march for protein and salt, PNAS, 103:4152-4156, 2006
Wang, Hongyun
2006-01-01
In this manuscript, we consider the case where a Brownian particle is subject to a static periodic potential and is driven by a constant force. We derive analytic formulas for the average velocity and the effective diffusion.
Shukla, Pragya
2004-01-01
We find that the statistics of levels undergoing metal-insulator transition in systems with multi-parametric Gaussian disorders and non-interacting electrons behaves in a way similar to that of the single parametric Brownian ensembles \\cite{dy}. The latter appear during a Poisson $\\to$ Wigner-Dyson transition, driven by a random perturbation. The analogy provides the analytical evidence for the single parameter scaling of the level-correlations in disordered systems as well as a tool to obtai...
GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets
Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya
2013-01-01
GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current–voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate d...
Dual-frequency magnetic particle imaging of the Brownian particle contribution
Energy Technology Data Exchange (ETDEWEB)
Viereck, Thilo, E-mail: t.viereck@tu-bs.de; Kuhlmann, Christian; Draack, Sebastian; Schilling, Meinhard; Ludwig, Frank
2017-04-01
Magnetic particle imaging (MPI) is an emerging medical imaging modality based on the non-linear response of magnetic nanoparticles to an exciting magnetic field. MPI has been recognized as a fast imaging technique with high spatial resolution in the mm range. For some applications of MPI, especially in the field of functional imaging, the determination of the particle mobility (Brownian rotation) is of great interest, as it enables binding detection in MPI. It also enables quantitative imaging in the presence of Brownian-dominated particles, which is otherwise implausible. Discrimination of different particle responses in MPI is possible via the joint reconstruction approach. In this contribution, we propose a dual-frequency acquisition scheme to enhance sensitivity and contrast in the detection of different particle mobilities compared to a standard single-frequency MPI protocol. The method takes advantage of the fact, that the magnetization response of the tracer is strongly frequency-dependent, i.e. for low excitation frequencies a stronger Brownian contribution is observed.
Extended Parrondo's game and Brownian ratchets: Strong and weak Parrondo effect
Wu, Degang; Szeto, Kwok Yip
2014-02-01
Inspired by the flashing ratchet, Parrondo's game presents an apparently paradoxical situation. Parrondo's game consists of two individual games, game A and game B. Game A is a slightly losing coin-tossing game. Game B has two coins, with an integer parameter M. If the current cumulative capital (in discrete unit) is a multiple of M, an unfavorable coin pb is used, otherwise a favorable pg coin is used. Paradoxically, a combination of game A and game B could lead to a winning game, which is the Parrondo effect. We extend the original Parrondo's game to include the possibility of M being either M1 or M2. Also, we distinguish between strong Parrondo effect, i.e., two losing games combine to form a winning game, and weak Parrondo effect, i.e., two games combine to form a better-performing game. We find that when M2 is not a multiple of M1, the combination of B (M1) and B (M2) has strong and weak Parrondo effect for some subsets in the parameter space (pb,pg), while there is neither strong nor weak effect when M2 is a multiple of M1. Furthermore, when M2 is not a multiple of M1, a stochastic mixture of game A may cancel the strong and weak Parrondo effect. Following a discretization scheme in the literature of Parrondo's game, we establish a link between our extended Parrondo's game with the analysis of discrete Brownian ratchet. We find a relation between the Parrondo effect of our extended model to the macroscopic bias in a discrete ratchet. The slope of a ratchet potential can be mapped to the fair game condition in the extended model, so that under some conditions, the macroscopic bias in a discrete ratchet can provide a good predictor for the game performance of the extended model. On the other hand, our extended model suggests a design of a ratchet in which the potential is a mixture of two periodic potentials.
Periodic motions of flexible fibers in shear flow
Slowicka, Agnieszka M.; Stone, Howard A.; Ekiel-Jezewska, Maria L.
2017-11-01
Numerical simulations of a single open flexible fiber entrained by shear flow are performed in the absence of both inertia and Brownian motion. The bead-spring model is used to account for hydrodynamic and elastic forces exerted on the fiber segments. The motion is studied for a wide range of the fiber bending stiffness ratios (i. e. the ratios of bending to hydrodynamic forces), aspect ratios and initial configurations. The essential finding is the existence of certain universal classes of periodic, quasi-periodic and steady modes, with different characteristic evolution of fiber shapes and different values of the orientation parameter. Types of the dominating modes, their lifetime and stability depend on the fiber bending stiffness and aspect ratios. A.M.S. and M.L.E.J. were supported in part by Narodowe Centrum Nauki under Grant No. 2014/15/B/ST8/04359.
Recovery of mechanical pressure in a gas of underdamped active dumbbells with Brownian noise
Joyeux, Marc
2017-05-01
In contrast with a gas at thermodynamic equilibrium, the mean force exerted on a wall by a gas of active particles usually depends on the confining potential, thereby preventing a proper definition of mechanical pressure. In this paper, we investigate numerically the properties of a gas of underdamped self-propelled dumbbells subject to Brownian noise of increasing intensity, in order to understand how the notion of pressure is recovered as noise progressively masks the effects of self-propulsion and the system approaches thermodynamic equilibrium. The simulations performed for a mobile asymmetric wall separating two chambers containing an equal number of active dumbbells highlight some subtle and unexpected properties of the system. First, Brownian noise of moderate intensity is sufficient to let mean forces equilibrate for small values of the damping coefficient, while much stronger noise is required for larger values of the damping coefficient. Moreover, the displacement of the mean position of the wall upon increase of the intensity of the noise is not necessarily monotonous and may instead display changes of direction. Both facts actually reflect the existence of several mechanisms leading to the rupture of force balance, which tend to displace the mean position of the wall towards different directions and display different robustness against an increase of the intensity of Brownian noise. This work therefore provides a clear illustration of the fact that driving an autonomous system towards (or away from) thermodynamic equilibrium may not be a straightforward process, but may instead proceed through the variations of the relative weights of several conflicting mechanisms.
Triampo, W; Triampo, Wannapong
1999-01-01
This work is a continuation of our previous investigation of binary data corruption due to a Brownian agent [T. J. Newman and W. Triampo, preprint cond-mat/9811237]. We extend our study in three main directions which allow us to make closer contact with real bistable systems. These are i) a detailed analysis of two dimensions, ii) the case of competing agents, and iii) the cases of asymmetric and quenched random couplings. Most of our results are obtained by extending our original phenomenological model, and are supported by extensive numerical simulations.
Noise and driving induced Brownian heat current in the Frenkel-Kontorova lattices
Chen, Chongyang; Chen, Ruyin; Nie, Linru; Wang, Chaojie; Jia, Youjian
2018-02-01
We investigate Brownian heat current induced by noise and driving in the heat conduction of Frenkel-Kontorova (FK) lattices, whose two ends contact respectively with two baths with temporally. Our numerical results indicate that thermal current of the system versus environmental reference temperature exhibits two peaks in symmetric cases, i.e., thermal SR. In asymmetric cases, the phenomenon also takes place, depending on on-site potentials of the atoms exerted on by the periodic signal, but disappears for harmonic lattices. Moreover, its intrinsic physical mechanism is analyzed in detail. The above results play important roles in controlling thermal current of nonlinear lattices.
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.
Chain propagator, mass, and universality in polymer solutions from Brownian relativity
International Nuclear Information System (INIS)
Mezzasalma, Stefano A.
2005-01-01
A Lagrangian theory for single chains in polymer solutions is addressed via a recent Brownian relativity. By employing generalized diffusive coordinates, statements of covariance and diffusivity invariance result into free particle Lagrangians, where mass turns out to rise as a universal spacetime property. It descends from lowering diffusivity (or curving spacetime), so identifying a mechanism which conceptually resemble those ruling macromolecular scaling laws. An extended chain propagator recovers the Gaussian end-to-end distribution and, in the limits of time-like and space-like orbits, the dualism for diffusive paths and polymer random-walks
GaAs-Based Nanowire Devices with Multiple Asymmetric Gates for Electrical Brownian Ratchets
Tanaka, Takayuki; Nakano, Yuki; Kasai, Seiya
2013-06-01
GaAs-based nanowire devices having multiple asymmetric gates for electrical Brownian ratchets were fabricated and characterized. From three-dimensional potential simulation results and current-voltage characteristics, we confirmed the formation of the asymmetric potential in our device design. Direct current was generated at room temperature by repeatedly switching the potential in a multiple-asymmetric-gate device on and off. Such current was not observed in either a single-asymmetric-gate device or a multiple-symmetric-gate device. The current direction and input frequency dependences of the net current indicated that the observed current was generated by the flashing-ratchet mechanism.
Rheology of wormlike micellar fluids from Brownian and molecular dynamics simulations
International Nuclear Information System (INIS)
Padding, J T; Boek, E S; Briels, W J
2005-01-01
There is a great need for understanding the link between the detailed chemistry of surfactants, forming wormlike micelles, and their macroscopic rheological properties. In this paper we show how this link may be explored through particle simulations. First we review an existing bead-spring model. We find that shear flow enhances the formation of rings at the expense of linear chains. The shear viscosity of this model is dominated by solvent contributions, however, and the link with the chemistry of the surfactants is missing. We introduce a more realistic Brownian dynamics model, the parameters of which are measured from atomistic molecular dynamics simulations
Auditory motion capturing ambiguous visual motion
Directory of Open Access Journals (Sweden)
Arjen eAlink
2012-01-01
Full Text Available In this study, it is demonstrated that moving sounds have an effect on the direction in which one sees visual stimuli move. During the main experiment sounds were presented consecutively at four speaker locations inducing left- or rightwards auditory apparent motion. On the path of auditory apparent motion, visual apparent motion stimuli were presented with a high degree of directional ambiguity. The main outcome of this experiment is that our participants perceived visual apparent motion stimuli that were ambiguous (equally likely to be perceived as moving left- or rightwards more often as moving in the same direction than in the opposite direction of auditory apparent motion. During the control experiment we replicated this finding and found no effect of sound motion direction on eye movements. This indicates that auditory motion can capture our visual motion percept when visual motion direction is insufficiently determinate without affecting eye movements.
Auditory Motion Elicits a Visual Motion Aftereffect.
Berger, Christopher C; Ehrsson, H Henrik
2016-01-01
The visual motion aftereffect is a visual illusion in which exposure to continuous motion in one direction leads to a subsequent illusion of visual motion in the opposite direction. Previous findings have been mixed with regard to whether this visual illusion can be induced cross-modally by auditory stimuli. Based on research on multisensory perception demonstrating the profound influence auditory perception can have on the interpretation and perceived motion of visual stimuli, we hypothesized that exposure to auditory stimuli with strong directional motion cues should induce a visual motion aftereffect. Here, we demonstrate that horizontally moving auditory stimuli induced a significant visual motion aftereffect-an effect that was driven primarily by a change in visual motion perception following exposure to leftward moving auditory stimuli. This finding is consistent with the notion that visual and auditory motion perception rely on at least partially overlapping neural substrates.
Department of Homeland Security — The data included in the GIS Traffic Stations Version database have been assimilated from station description files provided by FHWA for Weigh-in-Motion (WIM), and...
2013-01-01
Please note this is a short discount publication. In today's manufacturing environment, Motion Control plays a major role in virtually every project.The Motion Control Report provides a comprehensive overview of the technology of Motion Control:* Design Considerations* Technologies* Methods to Control Motion* Examples of Motion Control in Systems* A Detailed Vendors List
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef
2010-01-01
with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...... using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... biosensor based on the detection of the dynamic response of magnetic beads....
Lock-and-key dimerization in dense Brownian systems of hard annular sector particles
Hodson, Wade D.; Mason, Thomas G.
2016-08-01
We develop a translational-rotational cage model that describes the behavior of dense two-dimensional (2D) Brownian systems of hard annular sector particles (ASPs), resembling C shapes. At high particle densities, pairs of ASPs can form mutually interdigitating lock-and-key dimers. This cage model considers either one or two mobile central ASPs which can translate and rotate within a static cage of surrounding ASPs that mimics the system's average local structure and density. By comparing with recent measurements made on dispersions of microscale lithographic ASPs [P. Y. Wang and T. G. Mason, J. Am. Chem. Soc. 137, 15308 (2015), 10.1021/jacs.5b10549], we show that mobile two-particle predictions of the probability of dimerization Pdimer, equilibrium constant K , and 2D osmotic pressure Π2 D as a function of the particle area fraction ϕA correspond closely to these experiments. By contrast, predictions based on only a single mobile particle do not agree well with either the two-particle predictions or the experimental data. Thus, we show that collective entropy can play an essential role in the behavior of dense Brownian systems composed of nontrivial hard shapes, such as ASPs.
... You Dizziness and Motion Sickness Dizziness and Motion Sickness Patient Health Information News media interested in covering the latest ... medications Remember: Most cases of dizziness and motion sickness are ... Health Home Copyright © 2018 American Academy of Otolaryngology–Head ...
Dienerowitz, Maria; Ilchenko, Mykhailo; Su, Bertram; Deckers-Hebestreit, Gabriele; Mayer, Günter; Henkel, Thomas; Heitkamp, Thomas; Börsch, Michael
2016-02-01
Observation times of freely diffusing single molecules in solution are limited by the photophysics of the attached fluorescence markers and by a small observation volume in the femtolitre range that is required for a sufficient signal-to-background ratio. To extend diffusion-limited observation times through a confocal detection volume, A. E. Cohen and W. E. Moerner have invented and built the ABELtrap -- a microfluidic device to actively counteract Brownian motion of single nanoparticles with an electrokinetic trap. Here we present a version of an ABELtrap with a laser focus pattern generated by electro-optical beam deflectors and controlled by a programmable FPGA chip. This ABELtrap holds single fluorescent nanoparticles for more than 100 seconds, increasing the observation time of fluorescent nanoparticles compared to free diffusion by a factor of 10000. To monitor conformational changes of individual membrane proteins in real time, we record sequential distance changes between two specifically attached dyes using Förster resonance energy transfer (smFRET). Fusing the a-subunit of the FoF1-ATP synthase with mNeonGreen results in an improved signal-to-background ratio at lower laser excitation powers. This increases our measured trap duration of proteoliposomes beyond 2 s. Additionally, we observe different smFRET levels attributed to varying distances between the FRET donor (mNeonGreen) and acceptor (Alexa568) fluorophore attached at the a- and c-subunit of the FoF1-ATP synthase respectively.
Kalmykov, Yu. P.; Coffey, W. T.; Waldron, J. T.
1996-08-01
The correlation time of the positional autocorrelation function is calculated exactly for one-dimensional translational Brownian motion of a particle in a 2-4 double-well potential in the noninertial limit. The calculations are carried out using the method of direct conversion (by averaging) of the Langevin equation for a nonlinear stochastic system to a set of differential-recurrence relations. These, in the present problem, reduce on taking the Laplace transform, to a three-term recurrence relation. Thus the correlation time Tc of the positional autocorrelation function may be formally expressed as a sum of products of infinite continued fractions which may be represented in series form as a sum of two term products of Whittaker's parabolic cylinder functions. The sum of this series may be expressed as an integral using the integral representation of the parabolic cylinder functions and subsequently the Taylor expansion of the error function, thus yielding the exact solution for Tc. This solution is in numerical agreement with that obtained by Perico et al. [J. Chem. Phys. 98, 564 (1993)] using the first passage time approach while previous asymptotic results obtained by solving the underlying Smoluchowski equation are recovered in the limit of high barrier heights. A simple empirical formula which provides a close approximation to the exact solution for all barrier heights is also given.
Adaptive Motion Compensation in Radiotherapy
Murphy, Martin J
2011-01-01
External-beam radiotherapy has long been challenged by the simple fact that patients can (and do) move during the delivery of radiation. Recent advances in imaging and beam delivery technologies have made the solution--adapting delivery to natural movement--a practical reality. Adaptive Motion Compensation in Radiotherapy provides the first detailed treatment of online interventional techniques for motion compensation radiotherapy. This authoritative book discusses: Each of the contributing elements of a motion-adaptive system, including target detection and tracking, beam adaptation, and pati
Image-guided radiotherapy and motion management in lung cancer
DEFF Research Database (Denmark)
Korreman, Stine
2015-01-01
In this review, image guidance and motion management in radiotherapy for lung cancer is discussed. Motion characteristics of lung tumours and image guidance techniques to obtain motion information are elaborated. Possibilities for management of image guidance and motion in the various steps...... of the treatment chain are explained, including imaging techniques and beam delivery techniques. Clinical studies using different motion management techniques are reviewed, and finally future directions for image guidance and motion management are outlined....
International Nuclear Information System (INIS)
Blume, J.A.
1969-01-01
Ground motion caused by natural earthquakes or by nuclear explosion causes buildings and other structures to respond in such manner as possibly to have high unit stresses and to be subject to damage or-in some cases-collapse. Even minor damage may constitute a hazard to persons within or adjacent to buildings. The risk of damage may well be the governing restraint on the uses of nuclear energy for peaceful purposes. Theory is advanced regarding structural-dynamic response but real buildings and structures are complex, highly variable, and often difficult to model realistically. This paper discusses the state of knowledge, the art of damage prediction and safety precautions, and shows ground motion effects from explosions of underground nuclear devices in the continental United States including events Salmon, Gasbuggy, Boxcar, Faultless and Benham. (author)
Buchin, K.; Sijben, S.; van Loon, E.E.; Sapir, N.; Mercier, S.; Arseneau, T.J.M.; Willems, E.P.
2015-01-01
Background: The Brownian bridge movement model (BBMM) provides a biologically sound approximation of the movement path of an animal based on discrete location data, and is a powerful method to quantify utilization distributions. Computing the utilization distribution based on the BBMM while
On-chip measurements of Brownian relaxation of magnetic beads with diameters from 10 nm to 250 nm
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt
2013-01-01
We demonstrate the use of planar Hall effect magnetoresistive sensors for AC susceptibility measurements of magnetic beads with frequencies ranging from DC to 1 MHz. This wide frequency range allows for measuring Brownian relaxation of magnetic beads with diameters ranging from 10 nm to 250 nm...
Czech Academy of Sciences Publication Activity Database
Ondreját, Martin
2005-01-01
Roč. 55, č. 4 (2005), s. 1003-1039 ISSN 0011-4642 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : Brownian representations * martingale problem * strong Markov property Subject RIV: BA - General Mathematics Impact factor: 0.112, year: 2005
Saraogi, Vishal; Padmapriya, P.; Paul, Apurba; Tatu, Utpal S.; Natarajan, Vasant
2010-05-01
We study the properties of single red blood cells (RBCs) held in an optical-tweezers trap. We observe a change in the spectrum of Brownian fluctuations between RBCs from normal and malaria-infected samples. The change, caused by infection-induced structural changes in the cell, appears as a statistical increase in the mean (by 25%) and standard deviation (by 200%) of the corner frequency measured over ~100 cells. The increase is observed even though the ensemble of cells being measured consists mostly of cells that do not actually host the parasite, but are from an infected pool. This bystander effect appears to vindicate other observations that infected cells can affect the biomechanical properties of uninfected cells. The change is also observed to be independent of the stage of infection and its duration, highlighting its potential for disease detection.
Optimal fits of diffusion constants from single-time data points of Brownian trajectories.
Boyer, Denis; Dean, David S; Mejía-Monasterio, Carlos; Oshanin, Gleb
2012-12-01
Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe interactions between a particle and its environment but the price to be paid is the absence of ensemble averaging and a consequent lack of statistics. Here we address the benchmark question of how to accurately extract the diffusion constant of one single Brownian trajectory. We analyze a class of estimators based on weighted functionals of the square displacement. For a certain choice of the weight function these functionals provide the true ensemble averaged diffusion coefficient, with a precision that increases with the trajectory resolution.
A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field
International Nuclear Information System (INIS)
Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.
2016-01-01
We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states. (paper)
A Langevin Approach to a Classical Brownian Oscillator in an Electromagnetic Field
Espinoza Ortiz, J. S.; Bauke, F. C.; Lagos, R. E.
2016-08-01
We consider a charged Brownian particle bounded by an harmonic potential, embedded in a Markovian heat bath and driven from equilibrium by external electric and magnetic fields. We develop a quaternionic-like (or Pauli spinor-like) representation, hitherto exploited in classical Lorentz related dynamics. Within this formalism, in a very straight forward and elegant fashion, we compute the exact solution for the resulting generalized Langevin equation, for the case of a constant magnetic field. For the case the source electromagnetic fields satisfy Maxwell's equations, yielding spinor-like Mathieu equations, we compute the solutions within the JWKB approximation. With the solutions at hand we further compute spatial, velocities and crossed time correlations. In particular we study the (kinetically defined) nonequilbrium temperature. Therefore, we can display the system's time evolution towards equilibrium or towards non equilibrium (steady or not) states.
Density profiles of granular gases studied by molecular dynamics and Brownian bridges
Peñuñuri, F.; Montoya, J. A.; Carvente, O.
2018-02-01
Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.
Surface diffusion of a Brownian particle subjected to an external harmonic noise
Bai, Zhan-Wu; Ding, Li-Ping
2017-05-01
Langevin simulation is performed to investigate the diffusion coefficient of a Brownian particle subjected to an external harmonic noise in a two-dimensional coupled periodic potential. Resonant diffusion phenomenon is observed as a result of the coupling between the central frequency of the spectral density of the harmonic noise and the frequency of the potential well bottom. The diffusion coefficient presents approximately linear functions of the strengths of the internal and external noises for low values of the strengths, these functions can be understood by the local linearization approximation of the potential force. The damping coefficient dependence of the diffusion coefficient in lower damping is well fitted by a negative power function, as an internal Gaussian white noise case does, but with a power whose absolute value is larger than 1.
Duan, Zhao-Wen; Li, Wei; Xie, Ping; Dou, Shuo-Xing; Wang, Peng-Ye
2010-04-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking" interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon.
International Nuclear Information System (INIS)
Zhao-Wen, Duan; Wei, Li; Ping, Xie; Shuo-Xing, Dou; Peng-Ye, Wang
2010-01-01
Using Brownian dynamics simulation, we studied the effect of histone modifications on conformations of an array of nucleosomes in a segment of chromatin. The simulation demonstrated that the segment of chromatin shows the dynamic behaviour that its conformation can switch between a state with nearly all of the histones being wrapped by DNA and a state with nearly all of the histones being unwrapped by DNA, thus involving the “cross-talking” interactions among the histones. Each state can stay for a sufficiently long time. These conformational states are essential for gene expression or gene silence. The simulation also shows that these conformational states can be inherited by the daughter DNAs during DNA replication, giving a theoretical explanation of the epigenetic phenomenon. (cross-disciplinary physics and related areas of science and technology)
Dynamics of flexible active Brownian dumbbells in the absence and the presence of shear flow.
Winkler, Roland G
2016-04-20
The dynamical properties of a flexible dumbbell composed of active Brownian particles are analytically analyzed. The dumbbell is considered as a simplified description of a linear active polymer. The two beads are independently propelled in directions which change in a diffusive manner. The relaxation behavior of the internal degree of freedom is tightly coupled to the dumbbell activity. The latter dominates the dynamics for strong propulsion. As is shown, limitations in bond stretching strongly influence the relaxation behavior. Similarly, under shear flow, activity determines the relaxation and tumbling behavior at strong propulsion. Moreover, shear leads to a preferred alignment and consequently to shear thinning. Thereby, a different power-law dependence on the shear rate compared to passive dumbbells under flow is found.
Motion of Euglena gracilis: Active fluctuations and velocity distribution
Romanczuk, P.; Romensky, M.; Scholz, D.; Lobaskin, V.; Schimansky-Geier, L.
2015-07-01
We study the velocity distribution of unicellular swimming algae Euglena gracilis using optical microscopy and active Brownian particle theory. To characterize a peculiar feature of the experimentally observed distribution at small velocities we use the concept of active fluctuations, which was recently proposed for the description of stochastically self-propelled particles [Romanczuk, P. and Schimansky-Geier, L., Phys. Rev. Lett. 106, 230601 (2011)]. In this concept, the fluctuating forces arise due to internal random performance of the propulsive motor. The fluctuating forces are directed in parallel to the heading direction, in which the propulsion acts. In the theory, we introduce the active motion via the depot model [Schweitzer, et al., Phys. Rev. Lett. 80(23), 5044 (1998)]. We demonstrate that the theoretical predictions based on the depot model with active fluctuations are consistent with the experimentally observed velocity distributions. In addition to the model with additive active noise, we obtain theoretical results for a constant propulsion with multiplicative noise.
Sensing Movement: Microsensors for Body Motion Measurement
Directory of Open Access Journals (Sweden)
Hansong Zeng
2011-01-01
Full Text Available Recognition of body posture and motion is an important physiological function that can keep the body in balance. Man-made motion sensors have also been widely applied for a broad array of biomedical applications including diagnosis of balance disorders and evaluation of energy expenditure. This paper reviews the state-of-the-art sensing components utilized for body motion measurement. The anatomy and working principles of a natural body motion sensor, the human vestibular system, are first described. Various man-made inertial sensors are then elaborated based on their distinctive sensing mechanisms. In particular, both the conventional solid-state motion sensors and the emerging non solid-state motion sensors are depicted. With their lower cost and increased intelligence, man-made motion sensors are expected to play an increasingly important role in biomedical systems for basic research as well as clinical diagnostics.
WORKSHOP: Stable particle motion
International Nuclear Information System (INIS)
Ruggiero, Alessandro G.
1993-01-01
Full text: Particle beam stability is crucial to any accelerator or collider, particularly big ones, such as Brookhaven's RHIC heavy ion collider and the larger SSC and LHC proton collider schemes. A workshop on the Stability of Particle Motion in Storage Rings held at Brookhaven in October dealt with the important issue of determining the short- and long-term stability of single particle motion in hadron storage rings and colliders, and explored new methods for ensuring it. In the quest for realistic environments, the imperfections of superconducting magnets and the effects of field modulation and noise were taken into account. The workshop was divided into three study groups: Short-Term Stability in storage rings, including chromatic and geometric effects and correction strategies; Long-Term Stability, including modulation and random noise effects and slow varying effects; and Methods for determining the stability of particle motion. The first two were run in parallel, but the third was attended by everyone. Each group considered analytical, computational and experimental methods, reviewing work done so far, comparing results and approaches and underlining outstanding issues. By resolving conflicts, it was possible to identify problems of common interest. The workshop reaffirmed the validity of methods proposed several years ago. Major breakthroughs have been in the rapid improvement of computer capacity and speed, in the development of more sophisticated mathematical packages, and in the introduction of more powerful analytic approaches. In a typical storage ring, a particle may be required to circulate for about a billion revolutions. While ten years ago it was only possible to predict accurately stability over about a thousand revolutions, it is now possible to predict over as many as one million turns. If this trend continues, in ten years it could become feasible to predict particle stability over the entire storage period. About ninety participants
DEFF Research Database (Denmark)
Østerberg, Frederik Westergaard; Dalslet, Bjarke Thomas; Snakenborg, Detlef
2010-01-01
We present a simple 'click-on' fluidic system with integrated electrical contacts, which is suited for electrical measurements on chips in microfluidic systems. We show that microscopic magnetic field sensors based on the planar Hall effect can be used for detecting the complex magnetic response...... using only the self-field arising from the bias current applied to the sensors as excitation field. We present measurements on a suspension of magnetic beads with a nominal diameter of 250 nm vs. temperature and find that the observations are consistent with the Cole-Cole model for Brownian relaxation...... with a constant hydrodynamic bead diameter when the temperature dependence of the viscosity of water is taken into account. These measurements demonstrate the feasibility of performing measurements of the Brownian relaxation response in a lab-on-a-chip system and constitute the first step towards an integrated...
Damonte, Kathleen
2004-01-01
One thing scientists study is how objects move. A famous scientist named Sir Isaac Newton (1642-1727) spent a lot of time observing objects in motion and came up with three laws that describe how things move. This explanation only deals with the first of his three laws of motion. Newton's First Law of Motion says that moving objects will continue…
Relative Motion Modeling and Autonomous Navigation Accuracy
2016-11-15
the use of nonsingular elements, this version of relative motion STM has singularities for reference orbits that lie in the equatorial plane ...improved by including the lunar orbit’s eccentricity and inclination in the studies presented in References [17-19]. Since the perturbed relative motion ...satellites are equipped with solar flaps or aerodynamic flaps. By appropriate rotation of these flaps, it is possible to influence the relative motion
Stable Lévy motion with inverse Gaussian subordinator
Kumar, A.; Wyłomańska, A.; Gajda, J.
2017-09-01
In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.
Godrèche, Claude
2017-05-01
The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature.
International Nuclear Information System (INIS)
Godrèche, Claude
2017-01-01
The probability distribution of the longest interval between two zeros of a simple random walk starting and ending at the origin, and of its continuum limit, the Brownian bridge, was analysed in the past by Rosén and Wendel, then extended by the latter to stable processes. We recover and extend these results using simple concepts of renewal theory, which allows to revisit past and recent works of the physics literature. (paper)
Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya
2015-01-01
We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed th...
Sulochana, C.; Ashwinkumar, G. P.; Sandeep, N.
2017-09-01
In the current study, we investigated the impact of thermophoresis and Brownian moment on the boundary layer 2D forced convection flow of a magnetohydrodynamic nanofluid along a persistently moving horizontal needle with frictional heating effect. The various pertinent parameters are taken into account in the present analysis, namely, the thermophoresis and Brownian moment, uneven heat source/sink, Joule heating and frictional heating effects. To check the variation in the boundary layer behavior, we considered two distinct nanoparticles namely Al50Cu50 (alloy with 50% alumina and 50% copper) and Cu with water as base liquid. Numerical solutions are derived for the reduced system of governing PDEs by employing the shooting process. Computational results of the flow, energy and mass transport are interpreted with the support of tables and graphical illustrations. The obtained results indicate that the increase in the needle size significantly reduces the flow and thermal fields. In particular, the velocity field of the Cu-water nanofluid is highly affected when compared with the Al50Cu50 -water nanofluid. Also, we showed that the thermophoresis and Brownian moment parameters are capable of enhancing the thermal conductivity to a great extent.
International Nuclear Information System (INIS)
Tang Hong; Lin Jianzhong
2011-01-01
The extinction coefficient of atmospheric aerosol particles influences the earth’s radiation balance directly or indirectly, and it can be determined by the scattering and absorption characteristics of aerosol particles. The problem of estimating the change of extinction coefficient due to time evolution of bimodal particle size distribution is studied, and two improved methods for calculating the Brownian coagulation coefficient and the condensation growth rate are proposed, respectively. Through the improved method based on Otto kernel, the Brownian coagulation coefficient can be expressed simply in powers of particle volume for the entire particle size regime based on the fitted polynomials of the mean enhancement function. Meanwhile, the improved method based on Fuchs–Sutugin kernel is developed to obtain the condensation growth rate for the entire particle size regime. And then, the change of the overall extinction coefficient of bimodal distributions undergoing Brownian coagulation and condensation can be estimated comprehensively for the entire particle size regime. Simulation experiments indicate that the extinction coefficients obtained with the improved methods coincide fairly well with the true values, which provide a simple, reliable, and general method to estimate the change of extinction coefficient for the entire particle size regime during the bimodal particle dynamic processes.
International Nuclear Information System (INIS)
Lin Bihong; Chen Jincan
2009-01-01
It is shown that a microscopic system consisting of Brownian particles moving in a spatially asymmetric but periodic potential (ratchet) and contacting with the alternating hot and cold reservoirs along space coordinate and an external force applying on the particles may work as a refrigerator. In order to clarify the underlying physical pictures of the system, the heat flows via both the potential energy and the kinetic energy of the particles are considered simultaneously. Based on an Arrhenius' factor describing the forward and backward particle currents, expressions for some important performance parameters of the refrigerator, such as the coefficient of performance, cooling rate and power input, are derived analytically. The maximum coefficient of performance and cooling rate are numerically calculated for some given parameters. The influence of the main parameters such as the external force, barrier height of the potential, asymmetry of the potential and temperature ratio of the heat reservoirs on the performance of the Brownian refrigerator is discussed. The optimum criteria of some characteristic parameters are given. It is found that the Brownian refrigerator may be controlled to operate in different regions through the choice of several parameters
Dobramysl, U; Holcman, D
2018-02-15
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.
Rolling Shutter Motion Deblurring
Su, Shuochen
2015-06-07
Although motion blur and rolling shutter deformations are closely coupled artifacts in images taken with CMOS image sensors, the two phenomena have so far mostly been treated separately, with deblurring algorithms being unable to handle rolling shutter wobble, and rolling shutter algorithms being incapable of dealing with motion blur. We propose an approach that delivers sharp and undis torted output given a single rolling shutter motion blurred image. The key to achieving this is a global modeling of the camera motion trajectory, which enables each scanline of the image to be deblurred with the corresponding motion segment. We show the results of the proposed framework through experiments on synthetic and real data.
Smoothing Motion Estimates for Radar Motion Compensation.
Energy Technology Data Exchange (ETDEWEB)
Doerry, Armin W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-07-01
Simple motion models for complex motion environments are often not adequate for keeping radar data coherent. Eve n perfect motion samples appli ed to imperfect models may lead to interim calculations e xhibiting errors that lead to degraded processing results. Herein we discuss a specific i ssue involving calculating motion for groups of pulses, with measurements only available at pulse-group boundaries. - 4 - Acknowledgements This report was funded by General A tomics Aeronautical Systems, Inc. (GA-ASI) Mission Systems under Cooperative Re search and Development Agre ement (CRADA) SC08/01749 between Sandia National Laboratories and GA-ASI. General Atomics Aeronautical Systems, Inc. (GA-ASI), an affilia te of privately-held General Atomics, is a leading manufacturer of Remotely Piloted Aircraft (RPA) systems, radars, and electro-optic and rel ated mission systems, includin g the Predator(r)/Gray Eagle(r)-series and Lynx(r) Multi-mode Radar.
Dynamic visual attention: motion direction versus motion magnitude
Bur, A.; Wurtz, P.; Müri, R. M.; Hügli, H.
2008-02-01
Defined as an attentive process in the context of visual sequences, dynamic visual attention refers to the selection of the most informative parts of video sequence. This paper investigates the contribution of motion in dynamic visual attention, and specifically compares computer models designed with the motion component expressed either as the speed magnitude or as the speed vector. Several computer models, including static features (color, intensity and orientation) and motion features (magnitude and vector) are considered. Qualitative and quantitative evaluations are performed by comparing the computer model output with human saliency maps obtained experimentally from eye movement recordings. The model suitability is evaluated in various situations (synthetic and real sequences, acquired with fixed and moving camera perspective), showing advantages and inconveniences of each method as well as preferred domain of application.
Curves from Motion, Motion from Curves
2000-01-01
tautochrone and brachistochrone properties. To Descartes, however, the rectification of curves such as the spiral (3) and the cycloid (4) was suspect - they...UNCLASSIFIED Defense Technical Information Center Compilation Part Notice ADP012017 TITLE: Curves from Motion, Motion from Curves DISTRIBUTION...Approved for public release, distribution unlimited This paper is part of the following report: TITLE: International Conference on Curves and Surfaces [4th
Tao, Yu-Guo; den Otter, W. K.; Padding, J. T.; Dhont, J. K. G.; Briels, W. J.
2005-06-01
Recently a microscopic theory for the dynamics of suspensions of long thin rigid rods was presented, confirming and expanding the well-known theory by Doi and Edwards [The Theory of Polymer Dynamics (Clarendon, Oxford, 1986)] and Kuzuu [J. Phys. Soc. Jpn. 52, 3486 (1983)]. Here this theory is put to the test by comparing it against computer simulations. A Brownian dynamics simulation program was developed to follow the dynamics of the rods, with a length over a diameter ratio of 60, on the Smoluchowski time scale. The model accounts for excluded volume interactions between rods, but neglects hydrodynamic interactions. The self-rotational diffusion coefficients Dr(φ) of the rods were calculated by standard methods and by a new, more efficient method based on calculating average restoring torques. Collective decay of orientational order was calculated by means of equilibrium and nonequilibrium simulations. Our results show that, for the currently accessible volume fractions, the decay times in both cases are virtually identical. Moreover, the observed decay of diffusion coefficients with volume fraction is much quicker than predicted by the theory, which is attributed to an oversimplification of dynamic correlations in the theory.
Siksik, May; Krishnamurthy, Vikram
2017-09-01
This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.
Brownian dynamic study of an enzyme metabolon in the TCA cycle: Substrate kinetics and channeling.
Huang, Yu-Ming M; Huber, Gary A; Wang, Nuo; Minteer, Shelley D; McCammon, J Andrew
2018-02-01
Malate dehydrogenase (MDH) and citrate synthase (CS) are two pacemaking enzymes involved in the tricarboxylic acid (TCA) cycle. Oxaloacetate (OAA) molecules are the intermediate substrates that are transferred from the MDH to CS to carry out sequential catalysis. It is known that, to achieve a high flux of intermediate transport and reduce the probability of substrate leaking, a MDH-CS metabolon forms to enhance the OAA substrate channeling. In this study, we aim to understand the OAA channeling within possible MDH-CS metabolons that have different structural orientations in their complexes. Three MDH-CS metabolons from native bovine, wild-type porcine, and recombinant sources, published in recent work, were selected to calculate OAA transfer efficiency by Brownian dynamics (BD) simulations and to study, through electrostatic potential calculations, a possible role of charges that drive the substrate channeling. Our results show that an electrostatic channel is formed in the metabolons of native bovine and recombinant porcine enzymes, which guides the oppositely charged OAA molecules passing through the channel and enhances the transfer efficiency. However, the channeling probability in a suggested wild-type porcine metabolon conformation is reduced due to an extended diffusion length between the MDH and CS active sites, implying that the corresponding arrangements of MDH and CS result in the decrease of electrostatic steering between substrates and protein surface and then reduce the substrate transfer efficiency from one active site to another. © 2017 The Protein Society.
Confined active Brownian particles: theoretical description of propulsion-induced accumulation
Das, Shibananda; Gompper, Gerhard; Winkler, Roland G.
2018-01-01
The stationary-state distribution function of confined active Brownian particles (ABPs) is analyzed by computer simulations and analytical calculations. We consider a radial harmonic as well as an anharmonic confinement potential. In the simulations, the ABP is propelled with a prescribed velocity along a body-fixed direction, which is changing in a diffusive manner. For the analytical approach, the Cartesian components of the propulsion velocity are assumed to change independently; active Ornstein–Uhlenbeck particle (AOUP). This results in very different velocity distribution functions. The analytical solution of the Fokker–Planck equation for an AOUP in a harmonic potential is presented and a conditional distribution function is provided for the radial particle distribution at a given magnitude of the propulsion velocity. This conditional probability distribution facilitates the description of the coupling of the spatial coordinate and propulsion, which yields activity-induced accumulation of particles. For the anharmonic potential, a probability distribution function is derived within the unified colored noise approximation. The comparison of the simulation results with theoretical predictions yields good agreement for large rotational diffusion coefficients, e.g. due to tumbling, even for large propulsion velocities (Péclet numbers). However, we find significant deviations already for moderate Péclet number, when the rotational diffusion coefficient is on the order of the thermal one.
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Linshuang Liu
2012-01-01
Full Text Available To investigate sludge drying process, a numerical simulation based on Brownian dynamic for the floc with uncharged and charged particles was conducted. The Langevin equation is used as dynamical equation for tracking each particle in a floc. An initial condition and periodic boundary condition which well conformed to reality is used for calculating the floc growth process. Each cell consists of 1000 primary particles with diameter 0.1 ∼ 4 μm. Floc growth is related to the thermal force and the electrostatic force. The electrostatic force on a particle in the simulation cell is considered as the sum of electrostatic forces from other particles in the original cell and its replicate cells. It is assumed that flocs are charged with precharged primary particles in dispersion system by ionization. By the analysis of the simulation figures, on one hand, the effects of initial particle size and sludge density on floc smashing time, floc radius of gyration, and fractal dimension were discussed. On the other hand, the effects of ionization on floc smashing time and floc structure were presented. This study has important practical value in the high-turbidity water treatment, especially for sludge drying.
Bandyopadhyay, Malay; Gupta, Shamik; Segal, Dvira
2011-03-01
We investigate DNA breathing dynamics by suggesting and examining several Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base pairs. The walk takes place on the Poland-Scheraga free-energy landscape. We suggest several probability distribution functions that characterize the breathing process, and adopt the recently studied backward Fokker-Planck method and the path decomposition method as elegant and flexible tools for deriving these distributions. In particular, for a bubble of an initial size x₀, we derive analytical expressions for (i) the distribution P(t{f}|x₀) of the first-passage time t{f}, characterizing the bubble lifetime, (ii) the distribution P(A|x₀) of the area A until the first-passage time, providing information about the effective reactivity of the bubble to processes within the DNA, (iii) the distribution P(M) of the maximum bubble size M attained before the first-passage time, and (iv) the joint probability distribution P(M,t{m}) of the maximum bubble size M and the time t{m} of its occurrence before the first-passage time. These distributions are analyzed in the limit of small and large bubble sizes. We supplement our analytical predictions with direct numericalsimulations of the related Langevin equation, and obtain a very good agreement in the appropriate limits. The nontrivial scaling behavior of the various quantities analyzed here can, in principle, be explored experimentally.
Blanchet, Adrien
2009-01-01
A periodic perturbation of a Gaussian measure modifies the sharp constants in Poincarae and logarithmic Sobolev inequalities in the homogeniz ation limit, that is, when the period of a periodic perturbation converges to zero. We use variational techniques to determine the homogenized constants and get optimal convergence rates toward s equilibrium of the solutions of the perturbed diffusion equations. The study of these sharp constants is motivated by the study of the stochastic Stokes\\' drift. It also applies to Brownian ratchets and molecular motors in biology. We first establish a transport phenomenon. Asymptotically, the center of mass of the solution moves with a constant velocity, which is determined by a doubly periodic problem. In the reference frame attached to the center of mass, the behavior of the solution is governed at large scale by a diffusion with a modified diffusion coefficient. Using the homogenized logarithmic Sobolev inequality, we prove that the solution converges in self-similar variables attached to t he center of mass to a stationary solution of a Fokker-Planck equation modulated by a periodic perturbation with fast oscillations, with an explicit rate. We also give an asymptotic expansion of the traveling diffusion front corresponding to the stochastic Stokes\\' drift with given potential flow. © 2009 Society for Industrial and Applied Mathematics.
DNA electrophoresis in tri-block copolymer gels--experiments and Brownian dynamics simulation
Wei, Ling; van Winkle, David H.
2015-03-01
The mobility of double-stranded DNA ladders in Pluronics®P105, P123 and F127, was measured by two-dimensional gel electrophoresis. Pluronics®are triblock copolymers which form gel-like phases of micelles arranged with cubic order at room temperature. A 10 base pair and a 25 base pair DNA ladder were used as samples in gel electrophoresis. The monotonically decreasing mobility with increasing length observed in the agarose separations is not observed in separations in Pluronics®. Rather, a complicated dependence of mobility on DNA length is observed, where mobility vs. length increases for short DNA molecules then decreases for longer molecules. There is also a variation of mobility with length correlated to the micelle diameter. Brownian dynamics simulations of a discrete wormlike chain model were performed to simulate short DNA molecules migrating in free solution and in a face-centered cubic matrix. By incorporating hydrodynamic interactions, the trend of simulated length-dependent mobility qualitatively agrees with experimental measurements.
Current Reversals of an Underdamped Brownian Particle in an Asymmetric Deformable Potential
Cai, Chun-Chun; Liu, Jian-Li; Chen, Hao; Li, Feng-Guo
2018-03-01
Transport of an underdamped Brownian particle in a one-dimensional asymmetric deformable potential is investigated in the presence of both an ac force and a static force, respectively. From numerical simulations, we obtain the current average velocity. The current reversals and the absolute negative mobility are presented. The increasing of the deformation of the potential can cause the absolute negative mobility to be suppressed and even disappear. When the static force is small, the increase of the potential deformation suppresses the absolute negative mobility. When the force is large, the absolute negative mobility disappears. In particular, when the potential deformation is equal to 0.015, the two current reversals present with the increasing of the force. Remarkably, when the potential deformation is small, there are three current reversals with the increasing of the friction coefficient and the average velocity presents a oscillation behavior. Supported in part by the National Natural Science Foundation of China under Grant Nos. 11575064 and 11175067, and the Natural Science Foundation of Guangdong Province under Grant No. 2016A030313433
International Nuclear Information System (INIS)
Dolesi, R.; Hueller, M.; Nicolodi, D.; Tombolato, D.; Vitale, S.; Wass, P. J.; Weber, W. J.; Evans, M.; Fritschel, P.; Weiss, R.; Gundlach, J. H.; Hagedorn, C. A.; Schlamminger, S.; Ciani, G.; Cavalleri, A.
2011-01-01
We present an analysis of Brownian force noise from residual gas damping of reference test masses as a fundamental sensitivity limit in small force experiments. The resulting acceleration noise increases significantly when the distance of the test mass to the surrounding experimental apparatus is smaller than the dimension of the test mass itself. For the Advanced LIGO interferometric gravitational wave observatory, where the relevant test mass is a suspended 340 mm diameter cylindrical end mirror, the force noise power is increased by roughly a factor 40 by the presence of a similarly shaped reaction mass at a nominal separation of 5 mm. The force noise, of order 20 fN/Hz 1/2 for 2x10 -6 Pa of residual H 2 gas, rivals quantum optical fluctuations as the dominant noise source between 10 and 30 Hz. We present here a numerical and analytical analysis for the gas damping force noise for Advanced LIGO, backed up by experimental evidence from several recent measurements. Finally, we discuss the impact of residual gas damping on the gravitational wave sensitivity and possible mitigation strategies.
Spontaneous Detachment of Colloids from Primary Energy Minima by Brownian Diffusion.
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Zhan Wang
Full Text Available The Derjaguin-Landau-Verwey-Overbeek (DLVO interaction energy profile has been frequently used to interpret the mechanisms controlling colloid attachment/detachment and aggregation/disaggregation behavior. This study highlighted a type of energy profile that is characterized by a shallow primary energy well (i.e., comparable to the average kinetic energy of a colloid at a small separation distance and a monotonic decrease of interaction energy with separation distance beyond the primary energy well. This energy profile is present due to variations of height, curvature, and density of discrete physical heterogeneities on collector surfaces. The energy profile indicates that colloids can be spontaneously detached from the shallow primary energy well by Brownian diffusion. The spontaneous detachment from primary minima was unambiguously confirmed by conducting laboratory column transport experiments involving flow interruptions for two model colloids (polystyrene latex microspheres and engineered nanoparticles (fullerene C60 aggregates. Whereas the spontaneous detachment has been frequently attributed to attachment in secondary minima in the literature, our study indicates that the detached colloids could be initially attached at primary minima. Our study further suggests that the spontaneous disaggregation from primary minima is more significant than spontaneous detachment because the primary minimum depth between colloid themselves is lower than that between a colloid and a collector surface.
Spontaneous Detachment of Colloids from Primary Energy Minima by Brownian Diffusion.
Wang, Zhan; Jin, Yan; Shen, Chongyang; Li, Tiantian; Huang, Yuanfang; Li, Baoguo
2016-01-01
The Derjaguin-Landau-Verwey-Overbeek (DLVO) interaction energy profile has been frequently used to interpret the mechanisms controlling colloid attachment/detachment and aggregation/disaggregation behavior. This study highlighted a type of energy profile that is characterized by a shallow primary energy well (i.e., comparable to the average kinetic energy of a colloid) at a small separation distance and a monotonic decrease of interaction energy with separation distance beyond the primary energy well. This energy profile is present due to variations of height, curvature, and density of discrete physical heterogeneities on collector surfaces. The energy profile indicates that colloids can be spontaneously detached from the shallow primary energy well by Brownian diffusion. The spontaneous detachment from primary minima was unambiguously confirmed by conducting laboratory column transport experiments involving flow interruptions for two model colloids (polystyrene latex microspheres) and engineered nanoparticles (fullerene C60 aggregates). Whereas the spontaneous detachment has been frequently attributed to attachment in secondary minima in the literature, our study indicates that the detached colloids could be initially attached at primary minima. Our study further suggests that the spontaneous disaggregation from primary minima is more significant than spontaneous detachment because the primary minimum depth between colloid themselves is lower than that between a colloid and a collector surface.
Height distribution tails in the Kardar-Parisi-Zhang equation with Brownian initial conditions
Meerson, Baruch; Schmidt, Johannes
2017-10-01
For stationary interface growth, governed by the Kardar-Parisi-Zhang (KPZ) equation in 1 + 1 dimensions, typical fluctuations of the interface height at long times are described by the Baik-Rains distribution. Recently Chhita et al (2016 arXiv:1611.06690) used the totally asymmetric simple exclusion process (TASEP) to study the height fluctuations in systems of the KPZ universality class for Brownian interfaces with arbitrary diffusion constant. They showed that there is a one-parameter family of long-time distributions, parameterized by the diffusion constant of the initial random height profile. They also computed these distributions numerically by using Monte Carlo (MC) simulations. Here we address this problem analytically and focus on the distribution tails at short times. We determine the (stretched exponential) tails of the height distribution by applying the optimal fluctuation method (OFM) to the KPZ equation. We argue that, by analogy with other initial conditions, the ‘slow’ tail holds at arbitrary times and therefore provides a proper asymptotic to the family of long-time distributions studied in Chhita et al (2016 arXiv:1611.06690). We verify this hypothesis by performing large-scale MC simulations of a TASEP with a parallel-update rule. The ‘fast’ tail, predicted by the OFM, is also expected to hold at arbitrary times, at sufficiently large heights.
Animal models in motion sickness research
Daunton, Nancy G.
1990-01-01
Practical information on candidate animal models for motion sickness research and on methods used to elicit and detect motion sickness in these models is provided. Four good potential models for use in motion sickness experiments include the dog, cat, squirrel monkey, and rat. It is concluded that the appropriate use of the animal models, combined with exploitation of state-of-the-art biomedical techniques, should generate a great step forward in the understanding of motion sickness mechanisms and in the development of efficient and effective approaches to its prevention and treatment in humans.
Theoretical motions of hydrofoil systems
Imlay, Frederick H
1948-01-01
Results are presented of an investigation that has been undertaken to develop theoretical methods of treating the motions of hydrofoil systems and to determine some of the important parameters. Variations of parameters include three distributions of area between the hydrofoils, two rates of change of downwash angle with angle of attack, three depths of immersion, two dihedral angles, two rates of change of lift with immersion, three longitudinal hydrofoil spacings, two radii of gyration in pitching, and various horizontal and vertical locations of the center of gravity. Graphs are presented to show locations of the center of gravity for stable motion, values of the stability roots, and motions following the sudden application of a vertical force or a pitching moment to the hydrofoil system for numerous sets of values of the parameters.
Some fractional and multifractional Gaussian processes: A brief introduction
Lim, S. C.; Eab, C. H.
2015-01-01
This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifractional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned.
Stochastic Motion of Test Particle Implies That G Varies with Time
Momeni, Davood
2011-08-01
The aim of this letter is to propose a new description to the time varying gravitational constant problem, which naturally implements the Dirac's large numbers hypothesis in a new proposed holographic scenario for the origin of gravity as an entropic force. We survey the effect of the Stochastic motion of the test particle in Verlinde's scenario for gravity (Verlinde in arXiv:1001.0785 , 2010). Firstly we show that we must get the equipartition values for t→∞ which leads to the usual Newtonian gravitational constant. Secondly, the stochastic (Brownian) essence of the motion of the test particle, modifies the Newton's 2nd law. The direct result is that the Newtonian constant has been time dependence in resemblance as Setare and Momeni ( arXiv:1004.0589 , 2010).
Watkins, N W; Credgington, D; Sanchez, R; Rosenberg, S J; Chapman, S C
2009-04-01
Lévy flights and fractional Brownian motion have become exemplars of the heavy-tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm) is a model process of this type, combining alpha-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete have for many years been modeled using the fully fractional kinetic equation for the continuous-time random walk (CTRW), with power laws in the probability density functions of both jump size and waiting time. We derive the analogous kinetic equation for lfsm and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We discuss some preliminary results on the scaling of burst "sizes" and "durations" in lfsm time series, with applications to modeling existing observations in space physics and elsewhere.
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Justine M Y Spencer
2013-08-01
Full Text Available People with schizophrenia (SCZ are impaired in several domains of visual processing, including thediscrimination and detection of biological motion. However, the mechanisms underlying SCZ-related biological motion processing deficits are unknown. Moreover, whether these impairments are specific to biological motion or represent a more widespread visual motion processing deficit is unclear. In the current study, three experiments were conducted to investigate the contribution of global coherent motion processing to biological motion perception among patients with SCZ. In Experiments 1 and 2, participants with SCZ (n=33 and healthy controls (n=33 were asked to discriminate the direction of motion from upright and inverted point-light walkers in the presence and absence of a noise mask. Additionally, participants discriminated the direction of non-biological global coherent motion. In Experiment 3, participants discriminated the direction of motion from upright scrambled walkers (which contained only local motion information and upright random-position walkers (which contained only global form information. Consistent with previous research, results from Experiment 1 and 2 showed that people with SCZ exhibited deficits in the direction discrimination of point-light walkers; however, this impairment was accounted for by decreased performance in the coherent motion control task. Furthermore, results from Experiment 3 demonstrated similar performance in the discrimination of scrambled and random position point-light walkers.
Volumetric motion quantification by 3D tissue phase mapped CMR
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Lutz Anja
2012-10-01
Full Text Available Abstract Background The objective of this study was the quantification of myocardial motion from 3D tissue phase mapped (TPM CMR. Recent work on myocardial motion quantification by TPM has been focussed on multi-slice 2D acquisitions thus excluding motion information from large regions of the left ventricle. Volumetric motion assessment appears an important next step towards the understanding of the volumetric myocardial motion and hence may further improve diagnosis and treatments in patients with myocardial motion abnormalities. Methods Volumetric motion quantification of the complete left ventricle was performed in 12 healthy volunteers and two patients applying a black-blood 3D TPM sequence. The resulting motion field was analysed regarding motion pattern differences between apical and basal locations as well as for asynchronous motion pattern between different myocardial segments in one or more slices. Motion quantification included velocity, torsion, rotation angle and strain derived parameters. Results All investigated motion quantification parameters could be calculated from the 3D-TPM data. Parameters quantifying hypokinetic or asynchronous motion demonstrated differences between motion impaired and healthy myocardium. Conclusions 3D-TPM enables the gapless volumetric quantification of motion abnormalities of the left ventricle, which can be applied in future application as additional information to provide a more detailed analysis of the left ventricular function.
Storyboard dalam Pembuatan Motion Graphic
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Satrya Mahardhika
2013-10-01
Full Text Available Motion graphics is one category in the animation that makes animation with lots of design elements in each component. Motion graphics needs long process including preproduction, production, and postproduction. Preproduction has an important role so that the next stage may provide guidance or instructions for the production process or the animation process. Preproduction includes research, making the story, script, screenplay, character, environment design and storyboards. The storyboard will be determined through camera angles, blocking, sets, and many supporting roles involved in a scene. Storyboard is also useful as a production reference in recording or taping each scene in sequence or as an efficient priority. The example used is an ad creation using motion graphic animation storyboard which has an important role as a blueprint for every scene and giving instructions to make the transition movement, layout, blocking, and defining camera movement that everything should be done periodically in animation production. Planning before making the animation or motion graphic will make the job more organized, presentable, and more efficient in the process.
Numerically modeling Brownian thermal noise in amorphous and crystalline thin coatings
Lovelace, Geoffrey; Demos, Nicholas; Khan, Haroon
2018-01-01
Thermal noise is expected to be one of the noise sources limiting the astrophysical reach of Advanced LIGO (once commissioning is complete) and third-generation detectors. Adopting crystalline materials for thin, reflecting mirror coatings, rather than the amorphous coatings used in current-generation detectors, could potentially reduce thermal noise. Understanding and reducing thermal noise requires accurate theoretical models, but modeling thermal noise analytically is especially challenging with crystalline materials. Thermal noise models typically rely on the fluctuation-dissipation theorem, which relates the power spectral density of the thermal noise to an auxiliary elastic problem. In this paper, we present results from a new, open-source tool that numerically solves the auxiliary elastic problem to compute the Brownian thermal noise for both amorphous and crystalline coatings. We employ the open-source deal.ii and PETSc frameworks to solve the auxiliary elastic problem using a finite-element method, adaptive mesh refinement, and parallel processing that enables us to use high resolutions capable of resolving the thin reflective coating. We verify numerical convergence, and by running on up to hundreds of compute cores, we resolve the coating elastic energy in the auxiliary problem to approximately 0.1%. We compare with approximate analytic solutions for amorphous materials, and we verify that our solutions scale as expected with changing beam size, mirror dimensions, and coating thickness. Finally, we model the crystalline coating thermal noise in an experiment reported by Cole et al (2013 Nat. Photon. 7 644–50), comparing our results to a simpler numerical calculation that treats the coating as an ‘effectively amorphous’ material. We find that treating the coating as a cubic crystal instead of as an effectively amorphous material increases the thermal noise by about 3%. Our results are a step toward better understanding and reducing thermal noise to
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Nayeli Huidobro
2017-08-01
Full Text Available Stochastic resonance (SR is an inherent and counter-intuitive mechanism of signal-to-noise ratio (SNR facilitation in biological systems associated with the application of an intermediate level of noise. As a first step to investigate in detail this phenomenon in the somatosensory system, here we examined whether the direct application of noisy light on pyramidal neurons from the mouse-barrel cortex expressing a light-gated channel channelrhodopsin-2 (ChR2 can produce facilitation in somatosensory evoked field potentials. Using anesthetized Thy1-ChR2-YFP transgenic mice, and a new neural technology, that we called Brownian optogenetic-noise-photostimulation (BONP, we provide evidence for how BONP directly applied on the barrel cortex modulates the SNR in the amplitude of whisker-evoked field potentials (whisker-EFP. In all transgenic mice, we found that the SNR in the amplitude of whisker-EFP (at 30% of the maximal whisker-EFP exhibited an inverted U-like shape as a function of the BONP level. As a control, we also applied the same experimental paradigm, but in wild-type mice, as expected, we did not find any facilitation effects. Our results show that the application of an intermediate intensity of BONP on the barrel cortex of ChR2 transgenic mice amplifies the SNR of somatosensory whisker-EFPs. This result may be relevant to explain the improvements found in sensory detection in humans produced by the application of transcranial-random-noise-stimulation (tRNS on the scalp.
Brownian Dynamics of a Suspension of Particles with Constrained Voronoi Cell Volumes
Singh, John P.
2015-06-23
© 2015 American Chemical Society. Solvent-free polymer-grafted nanoparticle fluids consist of inorganic core particles fluidized by polymers tethered to their surfaces. The attachment of the suspending fluid to the particle surface creates a strong penalty for local variations in the fluid volume surrounding the particles. As a model of such a suspension we perform Brownian dynamics of an equilibrium system consisting of hard spheres which experience a many-particle potential proportional to the variance of the Voronoi volumes surrounding each particle (E = α(Vi-V0)^{2}). The coefficient of proportionality α can be varied such that pure hard sphere dynamics is recovered as α → 0, while an incompressible array of hairy particles is obtained as α →. As α is increased the distribution of Voronoi volumes becomes narrower, the mean coordination number of the particle increases and the variance in the number of nearest neighbors decreases. The nearest neighbor peaks in the pair distribution function are suppressed and shifted to larger radial separations as the constraint acts to maintain relatively uniform interstitial regions. The structure factor of the model suspension satisfies S(k=0) → 0 as α → in accordance with expectation for a single component (particle plus tethered fluid) incompressible system. The tracer diffusivity of the particles is reduced by the volume constraint and goes to zero at φ 0.52, indicating an earlier glass transition than has been observed in hard sphere suspensions. The total pressure of the suspension grows in proportion to (αkBT)^{1/2} as the strength of the volume-constraint potential grows. This stress arises primarily from the interparticle potential forces, while the hard-sphere collisional contribution to the stress is suppressed by the volume constraint.
Quantitative assessment of human motion using video motion analysis
Probe, John D.
1993-01-01
In the study of the dynamics and kinematics of the human body a wide variety of technologies has been developed. Photogrammetric techniques are well documented and are known to provide reliable positional data from recorded images. Often these techniques are used in conjunction with cinematography and videography for analysis of planar motion, and to a lesser degree three-dimensional motion. Cinematography has been the most widely used medium for movement analysis. Excessive operating costs and the lag time required for film development, coupled with recent advances in video technology, have allowed video based motion analysis systems to emerge as a cost effective method of collecting and analyzing human movement. The Anthropometric and Biomechanics Lab at Johnson Space Center utilizes the video based Ariel Performance Analysis System (APAS) to develop data on shirtsleeved and space-suited human performance in order to plan efficient on-orbit intravehicular and extravehicular activities. APAS is a fully integrated system of hardware and software for biomechanics and the analysis of human performance and generalized motion measurement. Major components of the complete system include the video system, the AT compatible computer, and the proprietary software.
A fully scalable motion model for scalable video coding.
Kao, Meng-Ping; Nguyen, Truong
2008-06-01
Motion information scalability is an important requirement for a fully scalable video codec, especially for decoding scenarios of low bit rate or small image size. So far, several scalable coding techniques on motion information have been proposed, including progressive motion vector precision coding and motion vector field layered coding. However, it is still vague on the required functionalities of motion scalability and how it collaborates flawlessly with other scalabilities, such as spatial, temporal, and quality, in a scalable video codec. In this paper, we first define the functionalities required for motion scalability. Based on these requirements, a fully scalable motion model is proposed along with tailored encoding techniques to minimize the coding overhead of scalability. Moreover, the associated rate distortion optimized motion estimation algorithm will be provided to achieve better efficiency throughout various decoding scenarios. Simulation results will be presented to verify the superiorities of proposed scalable motion model over nonscalable ones.
Temporal logic motion planning
CSIR Research Space (South Africa)
Seotsanyana, M
2010-01-01
Full Text Available In this paper, a critical review on temporal logic motion planning is presented. The review paper aims to address the following problems: (a) In a realistic situation, the motion planning problem is carried out in real-time, in a dynamic, uncertain...
Sabanovic, Asif
2011-01-01
"Presents a unified approach to the fundamental issues in motion control, starting from the basics and moving through single degree of freedom and multi-degree of freedom systems In Motion Control Systems, Šabanovic and Ohnishi present a unified approach to very diverse issues covered in motion control systems, offering know-how accumulated through work on very diverse problems into a comprehensive, integrated approach suitable for application in high demanding high-tech products. It covers material from single degree of freedom systems to complex multi-body non-redundant and redundant systems. The discussion of the main subject is based on original research results and will give treatment of the issues in motion control in the framework of the acceleration control method with disturbance rejection technique. This allows consistent unification of different issues in motion control ranging from simple trajectory tracking to topics related to haptics and bilateral control without and with delay in the measure...
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Qing He
2018-01-01
Full Text Available In this paper, the particle size distribution is reconstructed using finite moments based on a converted spline-based method, in which the number of linear system of equations to be solved reduced from 4m × 4m to (m + 3 × (m + 3 for (m + 1 nodes by using cubic spline compared to the original method. The results are verified by comparing with the reference firstly. Then coupling with the Taylor-series expansion moment method, the evolution of particle size distribution undergoing Brownian coagulation and its asymptotic behavior are investigated.
Cosseddu, Salvatore M.; Khovanov, Igor A.; Allen, Michael P.; Rodger, P. M.; Luchinsky, Dmitry G.; McClintock, Peter V. E.
2013-01-01
The statistical and dynamical properties of ions in the selectivity filter of the KcsA ion channel are considered on the basis of molecular dynamics (MD) simulations of the KcsA protein embedded in a lipid membrane surrounded by an ionic solution. A new approach to the derivation of a Brownian dynamics (BD) model of ion permeation through the filter is discussed, based on unbiased MD simulations. It is shown that depending on additional assumptions, ion’s dynamics can be described either by u...
Abe, Yushi; Kuroda, Ryota; Ying, Xiang; Sato, Masaki; Tanaka, Takayuki; Kasai, Seiya
2015-06-01
We investigated the structural parameter dependence of the directed current in GaAs-nanowire-based Brownian ratchet devices. The directed current was generated by flashing a ratchet potential array repeatedly using multiple asymmetric gates with a periodic signal. The amount of current in the fabricated device increased as the nanowire width W decreased, which contradicted the theoretical model. The current also depended on the number of the gates N, when N was smaller than 6. We discussed the obtained results in terms of the structural parameter dependence of carrier transfer efficiency and the effect of electron reservoirs on current generation in flashing ratchet operation.
Suriyanto; Ng, E Y K; Kumar, S D
2017-03-23
Current clinically accepted technologies for cancer treatment still have limitations which lead to the exploration of new therapeutic methods. Since the past few decades, the hyperthermia treatment has attracted the attention of investigators owing to its strong biological rationales in applying hyperthermia as a cancer treatment modality. Advancement of nanotechnology offers a potential new heating method for hyperthermia by using nanoparticles which is termed as magnetic fluid hyperthermia (MFH). In MFH, superparamagnetic nanoparticles dissipate heat through Néelian and Brownian relaxation in the presence of an alternating magnetic field. The heating power of these particles is dependent on particle properties and treatment settings. A number of pre-clinical and clinical trials were performed to test the feasibility of this novel treatment modality. There are still issues yet to be solved for the successful transition of this technology from bench to bedside. These issues include the planning, execution, monitoring and optimization of treatment. The modeling and simulation play crucial roles in solving some of these issues. Thus, this review paper provides a basic understanding of the fundamental and rationales of hyperthermia and recent development in the modeling and simulation applied to depict the heat generation and transfer phenomena in the MFH.
A new kinetic description for turbulent collisions including mode-coupling
International Nuclear Information System (INIS)
Misguich, J.H.; Tchen, C.M.
1982-07-01
The usual introduction of higher-order mode-coupling terms in the description of turbulent collisions beyond usual Renormalized Quasi-Linear approximation (RQL) is briefly analyzed. Here new results are derived in the framework of the general kinetic theory, and the equivalence is proved with the long time limit of simple results deduced from the Vlasov equation. The correction to the RQL turbulent collision term is analyzed and a new approximation is proposed. Turbulent collisions are also described by perturbation around the Lagrangian autocorrelation of fluctuating fields. For an homogeneous turbulence, however, the asymptotic integral of this Lagrangian autocorrelation vanishes identically, similarly to what occurs in Brownian motion. For inhomogeneous turbulence this method can nevertheless be used, and higher-order mode-coupling terms can be interpreted as a shielding of elementary Lagrangian turbulent collisions
Motion sickness in migraine sufferers.
Marcus, Dawn A; Furman, Joseph M; Balaban, Carey D
2005-12-01
Motion sickness commonly occurs after exposure to actual motion, such as car or amusement park rides, or virtual motion, such as panoramic movies. Motion sickness symptoms may be disabling, significantly limiting business, travel and leisure activities. Motion sickness occurs in approximately 50% of migraine sufferers. Understanding motion sickness in migraine patients may improve understanding of the physiology of both conditions. Recent literature suggests important relationships between the trigeminal system and vestibular nuclei that may have implications for both motion sickness and migraine. Studies demonstrating an important relationship between serotonin receptors and motion sickness susceptibility in both rodents and humans suggest possible new motion sickness prevention therapies.
Centralized Networks to Generate Human Body Motions.
Vakulenko, Sergei; Radulescu, Ovidiu; Morozov, Ivan; Weber, Andres
2017-12-14
We consider continuous-time recurrent neural networks as dynamical models for the simulation of human body motions. These networks consist of a few centers and many satellites connected to them. The centers evolve in time as periodical oscillators with different frequencies. The center states define the satellite neurons' states by a radial basis function (RBF) network. To simulate different motions, we adjust the parameters of the RBF networks. Our network includes a switching module that allows for turning from one motion to another. Simulations show that this model allows us to simulate complicated motions consisting of many different dynamical primitives. We also use the model for learning human body motion from markers' trajectories. We find that center frequencies can be learned from a small number of markers and can be transferred to other markers, such that our technique seems to be capable of correcting for missing information resulting from sparse control marker settings.
Content Adaptive True Motion Estimator for H.264 Video Compression
Directory of Open Access Journals (Sweden)
P. Kulla
2007-12-01
Full Text Available Content adaptive true motion estimator for H.264 video coding is a fast block-based matching estimator with implemented multi-stage approach to estimate motion fields between two image frames. It considers the theory of 3D scene objects projection into 2D image plane for selection of motion vector candidates from the higher stages. The stages of the algorithm and its hierarchy are defined upon motion estimation reliability measurement (image blocks including two different directions of spatial gradient, blocks with one dominant spatial gradient and blocks including minimal spatial gradient. Parameters of the image classification into stages are set adaptively upon image structure. Due to search strategy are the estimated motion fields more corresponding to a true motion in an image sequence as in the case of conventional motion estimation algorithms that use fixed sets of motion vector candidates from tight neighborhood.
Ground motions and its effects in accelerator design
International Nuclear Information System (INIS)
Fischer, G.E.
1984-07-01
This lecture includes a discussion of types of motion, frequencies of interest, measurements at SLAC, some general comments regarding local sources of ground motion at SLAC, and steps that can be taken to minimize the effects of ground motion on accelerators
Real Time MRI Motion Correction with Markerless Tracking
DEFF Research Database (Denmark)
Benjaminsen, Claus; Jensen, Rasmus Ramsbøl; Wighton, Paul
Prospective motion correction for MRI neuroimaging has been demonstrated using MR navigators and external tracking systems using markers. The drawbacks of these two motion estimation methods include prolonged scan time plus lack of compatibility with all image acquisitions, and difficulties...... validating marker attachment resulting in uncertain estimation of the brain motion respectively. We have developed a markerless tracking system, and in this work we demonstrate the use of our system for prospective motion correction, and show that despite being computationally demanding, markerless tracking...
Motion Capture Technique Applied Research in Sports Technique Diagnosis
Directory of Open Access Journals (Sweden)
Zhiwu LIU
2014-09-01
Full Text Available The motion capture technology system definition is described in the paper, and its components are researched, the key parameters are obtained from motion technique, the quantitative analysis are made on technical movements, the method of motion capture technology is proposed in sport technical diagnosis. That motion capture step includes calibration system, to attached landmarks to the tester; to capture trajectory, and to analyze the collected data.
National Aeronautics and Space Administration — Computationally-efficient, fast and real-time, and provably-optimal motion planner for systems with highly nonlinear dynamics that can be extended for cooperative...
... com. Accessed July 29, 2017. Priesol AJ. Motion sickness. https://www.uptodate.com/content/search. Accessed July 29, 2017. Brunette GW, et al. CDC Health Information for International Travel 2018. New York, N. ...
Directory of Open Access Journals (Sweden)
Jared Wynn
2010-01-01
Full Text Available The objective of this project is to derive and solve the equation of motion for a pendulum swinging at small angles in one dimension. The pendulum may be either a simple pendulum like a ball hanging from a string or a physical pendulum like a pendulum on a clock. For simplicity, we only considered small rotational angles so that the equation of motion becomes a harmonic oscillator.
Simulated earthquake ground motions
International Nuclear Information System (INIS)
Vanmarcke, E.H.; Gasparini, D.A.
1977-01-01
The paper reviews current methods for generating synthetic earthquake ground motions. Emphasis is on the special requirements demanded of procedures to generate motions for use in nuclear power plant seismic response analysis. Specifically, very close agreement is usually sought between the response spectra of the simulated motions and prescribed, smooth design response spectra. The features and capabilities of the computer program SIMQKE, which has been widely used in power plant seismic work are described. Problems and pitfalls associated with the use of synthetic ground motions in seismic safety assessment are also pointed out. The limitations and paucity of recorded accelerograms together with the widespread use of time-history dynamic analysis for obtaining structural and secondary systems' response have motivated the development of earthquake simulation capabilities. A common model for synthesizing earthquakes is that of superposing sinusoidal components with random phase angles. The input parameters for such a model are, then, the amplitudes and phase angles of the contributing sinusoids as well as the characteristics of the variation of motion intensity with time, especially the duration of the motion. The amplitudes are determined from estimates of the Fourier spectrum or the spectral density function of the ground motion. These amplitudes may be assumed to be varying in time or constant for the duration of the earthquake. In the nuclear industry, the common procedure is to specify a set of smooth response spectra for use in aseismic design. This development and the need for time histories have generated much practical interest in synthesizing earthquakes whose response spectra 'match', or are compatible with a set of specified smooth response spectra
Improved motion description for action classification
Directory of Open Access Journals (Sweden)
Mihir eJain
2016-01-01
Full Text Available Even though the importance of explicitly integrating motion characteristics in video descriptions has been demonstrated by several recent papers on action classification, our current work concludes that adequately decomposing visual motion into dominant and residual motions, i.e.: camera and scene motion, significantly improves action recognition algorithms. This holds true both for the extraction of the space-time trajectories and for computation of descriptors.We designed a new motion descriptor – the DCS descriptor – that captures additional information on local motion patterns enhancing results based on differential motion scalar quantities, divergence, curl and shear features. Finally, applying the recent VLAD coding technique proposed in image retrieval provides a substantial improvement for action recognition. These findings are complementary to each other and they outperformed all previously reported results by a significant margin on three challenging datasets: Hollywood 2, HMDB51 and Olympic Sports as reported in (Jain et al. (2013. These results were further improved by (Oneata et al. (2013; Wang and Schmid (2013; Zhu et al. (2013 through the use of the Fisher vector encoding. We therefore also employ Fisher vector in this paper and we further enhance our approach by combining trajectories from both optical flow and compensated flow. We as well provide additional details of DCS descriptors, including visualization. For extending the evaluation, a novel dataset with 101 action classes, UCF101, was added.
Experience in Solar System and Sky Motions
Coles, K. S.
2017-12-01
To help students predict where they will see objects in the sky, they must comprehend sky motion and the relative motions of individual objects. Activities to promote this comprehension among college and secondary students include: Tracking star motion in the planetarium: Students predict star motion by marking the expected path on plastic hemisphere models of the celestial dome. They check their prediction by observing and marking the actual motion. For comprehension, comparing motion in different parts of the sky surpasses two-dimensional views of the sky in books or on computers. Mastery is assessed by the same exercise with the sky set at other latitudes, including those on the other side of the equator. Making sundials: Students first make a horizontal sundial for the latitude of their choice following written directions (e.g., Waugh, 1973). One problem to solve is how to convert sundial time to standard time. A prompt is a picture of the analemma (the position of the Sun in the sky at a fixed clock time over the course of a year). Tests of mastery include the questions, "What accounts for the shape of the analemma?" and "What information is needed to predict the shape of the analemma one would see on other planets?" Reference: Waugh, A. E., 1973, Sundials: their theory and construction: Dover, 228 p.
International Nuclear Information System (INIS)
Natsik, V.D.; Pal'-Val', P.P.
1997-01-01
The Kramers theory (1940) describing the thermally activated escape of a particle from a potential well in viscous medium is used to interpret the acoustic absorption peak revealed by Kramer and Bauer (1967) in niobium at liquid helium temperatures. It is shown that the experimentally recorded properties of the peak comply with the model of resonance interaction between sound vibrations and the chains of dislocation kinks (particle-like excitation along the dislocation lines). The sound vibrations make the kinks drift diffusively in the second-order Peierls potential relief and experience viscous friction due to the conduction electrons. It turns out that at quite low temperatures niobium develops certain conditions for the kinks, which permit observation of the anomaly predicted by Kramers, i.e. an increase in the particle mobility when the dynamic friction coefficient grows. This fact has been helpful in interpreting one of the most interesting properties of the Kramer-Bauer peak which so far was not quite clear - the displacement of the peak towards low temperatures as niobium experienced the superconducting to normal state transition induced by the magnetic fields. The possibilities of observing quantum diffusion of kinks in acoustic experiments are also discussed briefly
Measuring Behavior using Motion Capture
Fikkert, F.W.; van der Kooij, Herman; Ruttkay, Z.M.; van Welbergen, H.; Spink, A.J.; Ballintijn, M.R.; Bogers, N.D.; Grieco, F; Loijens, L.W.S.; Noldus, L.P.J.J.; Smit, G; Zimmerman, P.H.
2008-01-01
Motion capture systems, using optical, magnetic or mechanical sensors are now widely used to record human motion. Motion capture provides us with precise measurements of human motion at a very high recording frequency and accuracy, resulting in a massive amount of movement data on several joints of