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.

Operator Fractional Brownian Motion and Martingale Differences

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Hongshuai Dai

2014-01-01

Full Text Available It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.

Functionals of Brownian motion, localization and metric graphs

International Nuclear Information System (INIS)

Comtet, Alain; Desbois, Jean; Texier, Christophe

2005-01-01

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed: some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schroedinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of planar Brownian motion. (topical review)

Brownian entanglement

International Nuclear Information System (INIS)

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

2005-01-01

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

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

International Nuclear Information System (INIS)

Svin'in, I.R.

1982-01-01

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

Brownian motion probe for water-ethanol inhomogeneous mixtures

Science.gov (United States)

Furukawa, Kazuki; Judai, Ken

2017-12-01

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

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

International Nuclear Information System (INIS)

Greczylo, Tomasz; Debowska, Ewa

2007-01-01

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

Stock price prediction using geometric Brownian motion

Science.gov (United States)

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

2018-03-01

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

Generalized Arcsine Laws for Fractional Brownian Motion.

Science.gov (United States)

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

2018-01-26

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

On some generalization of fractional Brownian motions

International Nuclear Information System (INIS)

Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

2006-01-01

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

Fractional Brownian motion and long term clinical trial recruitment.

Science.gov (United States)

Zhang, Qiang; Lai, Dejian

2011-05-01

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

Quantum dynamical framework for Brownian heat engines

Science.gov (United States)

Agarwal, G. S.; Chaturvedi, S.

2013-07-01

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

Spherical particle Brownian motion in viscous medium as non-Markovian random process

International Nuclear Information System (INIS)

Morozov, Andrey N.; Skripkin, Alexey V.

2011-01-01

The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered. -- Highlights: → Description of Brownian motion considering the entrainment of medium is developed. → We find the equations for statistical characteristics of impulse fluctuations. → Brownian motion at small time intervals is considered. → Theoretical results and experimental data are compared.

Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

OpenAIRE

Gyftopoulos, Elias P.

2006-01-01

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

Eigenfunction expansion for fractional Brownian motions

International Nuclear Information System (INIS)

Maccone, C.

1981-01-01

The fractional Brownian motions, a class of nonstationary stochastic processes defined as the Riemann-Liouville fractional integral/derivative of the Brownian motion, are studied. It is shown that these processes can be regarded as the output of a suitable linear system of which the input is the white noise. Their autocorrelation is then derived with a study of their standard-deviation curves. Their power spectra are found by resorting to the nonstationary spectral theory. And finally their eigenfunction expansion (Karhunen-Loeve expansion) is obtained: the eigenfunctions are proved to be suitable Bessel functions and the eigenvalues zeros of the Bessel functions. (author)

Deep inelastic collisions viewed as Brownian motion

International Nuclear Information System (INIS)

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

1980-01-01

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

Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

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Yuquan Cang

2014-01-01

Full Text Available We study the asymptotic behavior of the sequence Sn=∑i=0n-1K(nαSiH1(Si+1H2-SiH2, as n tends to infinity, where SH1 and SH2 are two independent subfractional Brownian motions with indices H1 and H2, respectively. K is a kernel function and the bandwidth parameter α satisfies some hypotheses in terms of H1 and H2. Its limiting distribution is a mixed normal law involving the local time of the sub-fractional Brownian motion SH1. We mainly use the techniques of Malliavin calculus with respect to sub-fractional Brownian motion.

Manipulation and controlled amplification of Brownian motion of microcantilever sensors

International Nuclear Information System (INIS)

Mehta, Adosh; Cherian, Suman; Hedden, David; Thundat, Thomas

2001-01-01

Microcantilevers, such as those used in atomic force microscopy, undergo Brownian motion due to mechanical thermal noise. The root mean square amplitude of the Brownian motion of a cantilever typically ranges from 0.01--0.1 nm, which limits its use in practical applications. Here we describe a technique by which the Brownian amplitude and the Q factor in air and water can be amplified by three and two orders of magnitude, respectively. This technique is similar to a positive feedback oscillator, wherein the Brownian motion of the vibrating cantilever controls the frequency output of the oscillator. This technique can be exploited to improve sensitivity of microcantilever-based chemical and biological sensors, especially for sensors in liquid environments

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)

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.

A hydrodynamic formalism for Brownian systems

International Nuclear Information System (INIS)

Pina, E.; Rosales, M.A.

1981-01-01

A formal hydrodynamic approach to Brownian motion is presented and the corresponding equations are derived. Hydrodynamic quantities are expressed in terms of the physical variables characterizing the Brownian systems. Contact is made with the hydrodynamic model of Quantum Mechanics. (author)

Non-colliding Brownian Motions and the Extended Tacnode Process

Science.gov (United States)

Johansson, Kurt

2013-04-01

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

Time rescaling and Gaussian properties of the fractional Brownian motions

International Nuclear Information System (INIS)

Maccone, C.

1981-01-01

The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loeve expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals. (author)

Presentation of quantum Brownian movement in the collective coordinate method

International Nuclear Information System (INIS)

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

2003-01-01

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

The Intersection Probability of Brownian Motion and SLEκ

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Shizhong Zhou

2015-01-01

Full Text Available By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.

Reflected Brownian motions in the KPZ universality class

CERN Document Server

Weiss, Thomas; Spohn, Herbert

2017-01-01

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

Deterministic Brownian motion generated from differential delay equations.

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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.

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

Science.gov (United States)

Jeon, Jae-Hyung; Metzler, Ralf

2010-02-01

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

Survival probabilities for branching Brownian motion with absorption

OpenAIRE

Harris, John; Harris, Simon

2007-01-01

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

Theory of Brownian motion with the Alder-Wainwright effect

International Nuclear Information System (INIS)

Okabe, Y.

1986-01-01

The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, the authors obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. The authors interested in whether or not it can be measured experimentally

Brownian motion of tethered nanowires.

Science.gov (United States)

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

2014-05-01

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

Intrinsic and extrinsic measurement for Brownian motion

International Nuclear Information System (INIS)

Castro-Villarreal, Pavel

2014-01-01

Based upon the Smoluchowski equation on curved manifolds, three physical observables are considered for Brownian displacement, namely geodesic displacement s, Euclidean displacement δR, and projected displacement δR ⊥ . The Weingarten–Gauss equations are used to calculate the mean-square Euclidean displacements in the short-time regime. Our findings show that from an extrinsic point of view the geometry of the space affects the Brownian motion in such a way that the particle’s diffusion is decelerated, contrasting with the intrinsic point of view where dynamics is controlled by the sign of the Gaussian curvature (Castro-Villarreal, 2010 J. Stat. Mech. P08006). Furthermore, it is possible to give exact formulas for 〈δR〉 and 〈δR 2 〉 on spheres and minimal surfaces, which are valid for all values of time. In the latter case, surprisingly, Brownian motion corresponds to the usual diffusion in flat geometries, albeit minimal surfaces have non-zero Gaussian curvature. Finally, the two-dimensional case is emphasized due to its close relation to surface self-diffusion in fluid membranes. (paper)

Fractional Brownian motion with a reflecting wall

Science.gov (United States)

Wada, Alexander H. O.; Vojta, Thomas

2018-02-01

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

Brownian motion, martingales, and stochastic calculus

CERN Document Server

Le Gall, Jean-François

2016-01-01

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

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

Directory of Open Access Journals (Sweden)

Qing-Miao Nie

2014-04-01

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

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

Science.gov (United States)

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

2014-04-01

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

Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations

International Nuclear Information System (INIS)

Bessa, Carlos H. G.; Bezerra, V. B.; Ford, L. H.

2009-01-01

We consider the effects of the vacuum fluctuations of a quantized electromagnetic field on particles in an expanding universe. We find that these particles typically undergo Brownian motion and acquire a nonzero mean squared velocity that depends on the scale factor of the universe. This Brownian motion can be interpreted as due to noncancellation of anticorrelated vacuum fluctuations in the time-dependent background spacetime. Alternatively, one can interpret this effect as the particles acquiring energy from the background spacetime geometry, a phenomenon that cannot occur in a static spacetime. We treat several types of coupling between the electromagnetic field and the particles and several model universes. We also consider both free particles, which, on the average, move on geodesics, and particles in bound systems. There are significant differences between these two cases, which illustrates that nongeodesic motion alters the effects of the vacuum fluctuations. We discuss the possible applications of this Brownian motion effect to cosmological scenarios.

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

International Nuclear Information System (INIS)

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

2006-01-01

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

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....

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.

Brownian motion in a flowing fluid revisited

International Nuclear Information System (INIS)

Ramshaw, J.D.

1981-01-01

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

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

International Nuclear Information System (INIS)

Suryawan, Herry P.; Gunarso, Boby

2017-01-01

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

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

OpenAIRE

Matsumoto, Hiroyuki; Yor, Marc

2005-01-01

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

Nuclear resonant scattering of synchrotron radiation from nuclei in the Brownian motion

International Nuclear Information System (INIS)

Razdan, Ashok

2003-01-01

The time evolution of the coherent forward scattering of the synchrotron radiation for resonant nuclei in Brownian motion is studied. Apart from target thickness, the appearance of the dynamical beats also depends on 'α' which is the ratio of the harmonic force constant to the damping force constant of harmonic oscillator undergoing Brownian motion

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)

Stochastic calculus for fractional Brownian motion and related processes

CERN Document Server

Mishura, Yuliya S

2008-01-01

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

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 Boomerang Colloidal Particles

Science.gov (United States)

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

2014-03-01

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

Brownian motion of solitons in a Bose-Einstein condensate.

Science.gov (United States)

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

2017-03-07

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

On the Generalized Brownian Motion and its Applications in Finance

DEFF Research Database (Denmark)

Høg, Esben; Frederiksen, Per; Schiemert, Daniel

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

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

The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

Directory of Open Access Journals (Sweden)

Chao Wang

2015-01-01

Full Text Available Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian motion setting. With the changes of measures, the traditional pricing method is simplified and the general pricing formula is obtained for the European vulnerable option with stochastic interest rate. At the same time, the explicit expression for it comes into being.

On correlations between certain random variables associated with first passage Brownian motion

International Nuclear Information System (INIS)

Kearney, Michael J; Pye, Andrew J; Martin, Richard J

2014-01-01

We analyse how the area swept out by a Brownian motion up to its first passage time correlates with the first passage time itself, obtaining several exact results in the process. Additionally, we analyse the relationship between the time average of a Brownian motion during a first passage and the maximum value attained. The results, which find various applications, are in excellent agreement with simulations. (paper)

On modeling animal movements using Brownian motion with measurement error.

Science.gov (United States)

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

2014-02-01

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

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.

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

International Nuclear Information System (INIS)

Lim, S C; Teo, L P

2009-01-01

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

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

Science.gov (United States)

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

2017-09-01

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

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

Science.gov (United States)

Toth, Arpád; Banky, Dániel; Grolmusz, Vince

2011-12-01

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

Brownian motion and stochastic calculus

CERN Document Server

Karatzas, Ioannis

1998-01-01

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

On the validity of Brownian assumptions in the spin van der Waals model

International Nuclear Information System (INIS)

Oh, Suhk Kun

1985-01-01

A simple Brownian motion theory of the spin van der Waals model, which can be stationary, Markoffian or Gaussian, is studied. By comparing the Brownian motion theory with an exact theory called the generalized Langevin equation theory, the validity of the Brownian assumptions is tested. Thereby, it is shown explicitly how the Markoffian and Gaussian properties are modified in the spin van der Waals model under the influence of quantum fluctuations and long range ordering. (Author)

Brownian motion model with stochastic parameters for asset prices

Science.gov (United States)

Ching, Soo Huei; Hin, Pooi Ah

2013-09-01

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

Directed motion of a Brownian motor in a temperature gradient

Science.gov (United States)

Liu, Yibing; Nie, Wenjie; Lan, Yueheng

2017-05-01

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

Finding viscosity of liquids from Brownian motion at students' laboratory

International Nuclear Information System (INIS)

Greczylo, Tomasz; Debowska, Ewa

2005-01-01

Brownian motion appears to be a good subject for investigation at advanced students' laboratory [1]. The paper presents such an investigation carried out in Physics Laboratory II at the Institute of Experimental Physics of Wroclaw University. The experiment has been designed to find viscosity of liquids from Brownian motion phenomenon. Authors use modern technology that helps to proceed with measurements and makes the procedure less time and effort consuming. Discussion of the process of setting up the experiment and the results obtained for three different solutions of glycerin in water are presented. Advantages and disadvantages of the apparatus are pointed out along with descriptions of possible future uses

Time-averaged MSD of Brownian motion

OpenAIRE

Andreanov, Alexei; Grebenkov, Denis

2012-01-01

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

Active Brownian motion models and applications to ratchets

Science.gov (United States)

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

2008-10-01

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

Analytical Solutions of a Model for Brownian Motion in the Double Well Potential

International Nuclear Information System (INIS)

Liu Ai-Jie; Zheng Lian-Cun; Zhang Xin-Xin; Ma Lian-Xi

2015-01-01

In this paper, the analytical solutions of Schrödinger equation for Brownian motion in a double well potential are acquired by the homotopy analysis method and the Adomian decomposition method. Double well potential for Brownian motion is always used to obtain the solutions of Fokker—Planck equation known as the Klein—Kramers equation, which is suitable for separation and additive Hamiltonians. In essence, we could study the random motion of Brownian particles by solving Schrödinger equation. The analytical results obtained from the two different methods agree with each other well. The double well potential is affected by two parameters, which are analyzed and discussed in details with the aid of graphical illustrations. According to the final results, the shapes of the double well potential have significant influence on the probability density function. (general)

Enhancement of transport properties of a Brownian particle due to quantum effects: Smoluchowski limit

International Nuclear Information System (INIS)

Shit, Anindita; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray

2012-01-01

Graphical abstract: By invoking physically motivated coordinate transformation into quantum Smoluchowski equation, we have presented a transparent treatment for the determination of the effective diffusion coefficient and current of a quantum Brownian particle. Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects. Highlights:: ► Transport of a quantum Brownian particle in a periodic potential has been addressed. ► Governing quantum Smoluchowski equation (QSE) includes state dependent diffusion. ► A coordinate transformation is used to recast QSE with constant diffusion. ► Transport properties increases in comparison to the corresponding classical result. ► This enhancement is purely a quantum effect. - Abstract: The transport property of a quantum Brownian particle that interacts strongly with a bath (in which a typical damping constant by far exceeds a characteristic frequency of the isolated system) under the influence of a tilted periodic potential has been studied by solving quantum Smoluchowski equation (QSE). By invoking physically motivated coordinate transformation into QSE, we have presented a transparent treatment for the determination of the effective diffusion coefficient of a quantum Brownian particle and the current (the average stationary velocity). Substantial enhancement in the efficiency of the diffusive transport is envisaged due to the quantum correction effects only if the bath temperature hovers around an appropriate range of intermediate values. Our findings also confirm the results obtained in the classical cases.

Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation

International Nuclear Information System (INIS)

Bolivar, A.O.

2011-01-01

Highlights: → Classical Brownian motion described by a non-Markovian Fokker-Planck equation. → Quantization process. → Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. → A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.

Brownian motion in short range random potentials

International Nuclear Information System (INIS)

Romero, A.H.; Romero, A.H.; Sancho, J.M.

1998-01-01

A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on. copyright 1998 The American Physical Society

Algorithm for generating a Brownian motion on a sphere

International Nuclear Information System (INIS)

Carlsson, Tobias; Elvingson, Christer; Ekholm, Tobias

2010-01-01

We present a new algorithm for generation of a random walk on a two-dimensional sphere. The algorithm is obtained by viewing the 2-sphere as the equator in the 3-sphere surrounded by an infinitesimally thin band with boundary which reflects Brownian particles and then applying known effective methods for generating Brownian motion on the 3-sphere. To test the method, the diffusion coefficient was calculated in computer simulations using the new algorithm and, for comparison, also using a commonly used method in which the particle takes a Brownian step in the tangent plane to the 2-sphere and is then projected back to the spherical surface. The two methods are in good agreement for short time steps, while the method presented in this paper continues to give good results also for larger time steps, when the alternative method becomes unstable.

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

International Nuclear Information System (INIS)

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

2007-01-01

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

Frustrated Brownian Motion of Nonlocal Solitary Waves

International Nuclear Information System (INIS)

Folli, V.; Conti, C.

2010-01-01

We investigate the evolution of solitary waves in a nonlocal medium in the presence of disorder. By using a perturbational approach, we show that an increasing degree of nonlocality may largely hamper the Brownian motion of self-trapped wave packets. The result is valid for any kind of nonlocality and in the presence of nonparaxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equations.

Statistics of the first passage time of Brownian motion conditioned by maximum value or area

International Nuclear Information System (INIS)

Kearney, Michael J; Majumdar, Satya N

2014-01-01

We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of Brownian excursions of fixed duration, which we also derive for completeness within the same mathematical framework. Various applications are indicated. (paper)

The Schroedinger and Dirac free particle equations without quantum mechanics

International Nuclear Information System (INIS)

Ord, G.N.

1996-01-01

Einstein close-quote s theory of Brownian Movement has provided a well accepted microscopic model of diffusion for many years. Until recently the relationship between this model and Quantum Mechanics has been completely formal. Brownian motion provides a microscopic model for diffusion, but quantum mechanics and diffusion are related by a formal analytic continuation, so the relationship between Brownian motion and Quantum Mechanics has been correspondingly vague. Some recent work has changed this picture somewhat and here we show that a random walk model of Brownian motion produces the diffusion equation or the telegraph equations as a descriptions of particle densities, while at the same time the correlations in the space-time geometry of these same Brownian particles obey the Schroedinger and Dirac equations respectively. This is of interest because the equations of Quantum Mechanics appear here naturally in a classical context without the problems of interpretation they have in the usual context. copyright 1996 Academic Press, Inc

Brownian motion using video capture

International Nuclear Information System (INIS)

Salmon, Reese; Robbins, Candace; Forinash, Kyle

2002-01-01

Although other researchers had previously observed the random motion of pollen grains suspended in water through a microscope, Robert Brown's name is associated with this behaviour based on observations he made in 1828. It was not until Einstein's work in the early 1900s however, that the origin of this irregular motion was established to be the result of collisions with molecules which were so small as to be invisible in a light microscope (Einstein A 1965 Investigations on the Theory of the Brownian Movement ed R Furth (New York: Dover) (transl. Cowper A D) (5 papers)). Jean Perrin in 1908 (Perrin J 1923 Atoms (New York: Van Nostrand-Reinhold) (transl. Hammick D)) was able, through a series of painstaking experiments, to establish the validity of Einstein's equation. We describe here the details of a junior level undergraduate physics laboratory experiment where students used a microscope, a video camera and video capture software to verify Einstein's famous calculation of 1905. (author)

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

Directory of Open Access Journals (Sweden)

Xiao-Li Ding

2018-01-01

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

Occupation times distribution for Brownian motion on graphs

CERN Document Server

Desbois, J

2002-01-01

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

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

Science.gov (United States)

Makarava, Natallia; Menz, Stephan; Theves, Matthias; Huisinga, Wilhelm; Beta, Carsten; Holschneider, Matthias

2014-10-01

Amoebae explore their environment in a random way, unless external cues like, e.g., nutrients, bias their motion. Even in the absence of cues, however, experimental cell tracks show some degree of persistence. In this paper, we analyzed individual cell tracks in the framework of a linear mixed effects model, where each track is modeled by a fractional Brownian motion, i.e., a Gaussian process exhibiting a long-term correlation structure superposed on a linear trend. The degree of persistence was quantified by the Hurst exponent of fractional Brownian motion. Our analysis of experimental cell tracks of the amoeba Dictyostelium discoideum showed a persistent movement for the majority of tracks. Employing a sliding window approach, we estimated the variations of the Hurst exponent over time, which allowed us to identify points in time, where the correlation structure was distorted ("outliers"). Coarse graining of track data via down-sampling allowed us to identify the dependence of persistence on the spatial scale. While one would expect the (mode of the) Hurst exponent to be constant on different temporal scales due to the self-similarity property of fractional Brownian motion, we observed a trend towards stronger persistence for the down-sampled cell tracks indicating stronger persistence on larger time scales.

A short walk in quantum probability

Science.gov (United States)

Hudson, Robin

2018-04-01

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas. This article is part of the themed issue `Hilbert's sixth problem'.

A short walk in quantum probability.

Science.gov (United States)

Hudson, Robin

2018-04-28

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas.This article is part of the themed issue 'Hilbert's sixth problem'. © 2018 The Author(s).

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.

Time-averaged MSD of Brownian motion

International Nuclear Information System (INIS)

Andreanov, Alexei; Grebenkov, Denis S

2012-01-01

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

Time-averaged MSD of Brownian motion

Science.gov (United States)

Andreanov, Alexei; Grebenkov, Denis S.

2012-07-01

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

Phase transition for absorbed Brownian motion with drift

International Nuclear Information System (INIS)

Ferrari, P.A.; Martinez, S.; San Martin, J.

1997-01-01

We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, as t → ∞, of m t , the conditional distribution at time zero of the process conditioned on survival up to time t and on the process having a fixed value at time t. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case) m t is localized, in the critical case m t is located around √t, and for slow rates (supercritical case) m, is located around t. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by √t, conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value-which is of the order of t we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution

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)

New methods for simulation of fractional Brownian motion

International Nuclear Information System (INIS)

Yin, Z.M.

1996-01-01

We present new algorithms for simulation of fractional Brownian motion (fBm) which comprises a set of important random functions widely used in geophysical and physical modeling, fractal image (landscape) simulating, and signal processing. The new algorithms, which are both accurate and efficient, allow us to generate not only a one-dimensional fBm process, but also two- and three-dimensional fBm fields. 23 refs., 3 figs

An Extreme-Value Analysis of the LIL for Brownian Motion

OpenAIRE

Khoshnevisan, Davar; Levin, David; Shi, Zhan

2005-01-01

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

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

Science.gov (United States)

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

2012-03-01

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

Brownian motion in complex fluids: venerable field and frontier of modern physics

International Nuclear Information System (INIS)

Vizcarra-Rendon, A.; Medina-Noyola, M.; Ruiz-Estrada, H.; Arauz-Lara, J.L.

1989-01-01

This paper reviews the current status of our understanding of tracer-diffusion phenomena in colloidal suspensions. This is the most direct observation of the Brownian motion executed by labelled Brownian particles interacting with the rest of colloidal particles in a suspension. The fundamental description of this phenomenon constitutes today one of the most relevant problems in the process of understanding the dynamic properties of this important class of complex fluids, from the experimental and theoretical perspective of physical research. This paper describes the recent developments in the extension of the classical theory of Brownian motion and its application to the description of the effects of direct and hydrodynamic interactions among colloidal particles. As a result, a coherent pictured has emerged in which the agreement between theory and experiment from nature fields of physics. The moral of the paper is that the use of well established concepts as statistical physics, assisted by modern experimental techniques, are contributing to transform complex fluids into a more amialbe class of materials from the point of view of the physicist. (Author)

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

OpenAIRE

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

2010-01-01

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

Characterization of turbulence stability through the identification of multifractional Brownian motions

Science.gov (United States)

Lee, K. C.

2013-02-01

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

Characterization of turbulence stability through the identification of multifractional Brownian motions

Directory of Open Access Journals (Sweden)

K. C. Lee

2013-02-01

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

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.

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

OpenAIRE

Xu, Fangjun

2013-01-01

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

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

Science.gov (United States)

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

2015-07-15

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

The Diffusion Process in Small Particles and Brownian Motion

Science.gov (United States)

Khoshnevisan, M.

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

Biased and flow driven Brownian motion in periodic channels

Science.gov (United States)

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

2012-02-01

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

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.

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

Science.gov (United States)

Tyagi, Neha; Cherayil, Binny J.

2018-03-01

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

Singularity spectra of fractional Brownian motions as a multi-fractal

International Nuclear Information System (INIS)

Kim, T.S.; Kim, S.

2004-01-01

Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

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.)

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

OpenAIRE

Xiao-Li Ding; Juan J. Nieto

2018-01-01

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

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

International Nuclear Information System (INIS)

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

2012-01-01

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

Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping

Science.gov (United States)

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

2006-12-01

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

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 ...

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

Science.gov (United States)

Lindenberg, Katja

2015-03-01

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

Fuzzy Itand#244; Integral Driven by a Fuzzy Brownian Motion

Directory of Open Access Journals (Sweden)

Didier Kumwimba Seya

2015-11-01

Full Text Available In this paper we take into account the fuzzy stochastic integral driven by fuzzy Brownian motion. To define the metric between two fuzzy numbers and to take into account the limit of a sequence of fuzzy numbers, we invoke the Hausdorff metric. First this fuzzy stochastic integral is constructed for fuzzy simple stochastic functions, then the construction is done for fuzzy stochastic integrable functions.

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

Energy Technology Data Exchange (ETDEWEB)

Hiotelis, Nicos [1st Lyceum of Athens, Ipitou 15, Plaka, 10557, Athens (Greece); Popolo, Antonino Del, E-mail: adelpopolo@oact.inaf.it, E-mail: hiotelis@ipta.demokritos.gr [Dipartimento di Fisica e Astronomia, University Of Catania, Viale Andrea Doria 6, 95125, Catania (Italy)

2017-03-01

We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions derived by simulating paths from fractional Brownian motion. We compare the results of the analytical solutions with both those of simulations and those of some approximated solutions which have been used in the literature. Finally, we present multiplicity functions for dark matter structures resulting from our analytical approach and we compare with those resulting from N-body simulations. We show that the results of analytical solutions are in good agreement with those of path simulations but differ significantly from those derived from approximated solutions. Additionally, multiplicity functions derived from fractional Brownian motion are poor fits of the those which result from N-body simulations. We also present comparisons with other models which are exist in the literature and we discuss different ways of improving the agreement between analytical results and N-body simulations.

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

Science.gov (United States)

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

2010-04-21

Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs and displayed one-dimensional Brownian motion in a charge-dependent manner, which indicates that nonspecific electrostatic interaction is sufficient for one-dimensional Brownian motion. The diffusion coefficient decreased exponentially with an increasing particle charge (with the exponent being 0.10 kBT per charge), whereas the duration of the interaction increased exponentially (exponent of 0.22 kBT per charge). These results can be explained semiquantitatively if one assumes that a particle repeats a cycle of binding to and movement along an MT until it finally dissociates from the MT. During the movement, a particle is still electrostatically constrained in the potential valley surrounding the MT. This entire process can be described by a three-state model analogous to the Michaelis-Menten scheme, in which the two parameters of the equilibrium constant between binding and movement, and the rate of dissociation from the MT, are derived as a function of the particle charge density. This study highlights the possibility that the weak binding interactions between proteins and rodlike polymers, e.g., MTs, are mediated by a similar, nonspecific charge-dependent mechanism. Copyright 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Quantum ratchets reroute electrons

International Nuclear Information System (INIS)

Haenggi, P.; Reimann, P.

1999-01-01

Is it possible to extract energy from random fluctuations and put it to use? This challenging question has provoked discussion ever since the early days of Brownian-motion theory. For large-scale or macroscopic fluctuations, the answer is ''yes'' - the principle is demonstrated, for example, in the self-winding wristwatch. Much subtler is the issue of whether microscopic random fluctuations, such as thermal Brownian motion or even the haphazard motion of quantum particles, acting as a random energy source can cause the particles to flow in one direction only. In recent years this field has been the scene of remarkable activity, motivated by the prospect of potentially high-profile technological and biological applications, such as molecular motors. In particular the directed transport of particles in an asymmetric potential known as a ratchet has received a lot of attention. This research, however, has focused on ''thermal ratchets'' in which the particles undergo thermal Brownian motion: the next challenge is to move from the classical world and account for quantum mechanical effects. Recently a collaboration between physicists at Lund University in Sweden and the Niels Bohr Institute in Copenhagen has taken a significant step forward and built a quantum ratchet (H Linke et al. 1998 Europhys. Lett. 44 341 and 45 406). The device is based on an aluminium-doped gallium arsenide (GaAs/AlGaAs) quantum dot with a ratchet-like, triangular-shaped cavity. In this article the authors discuss the implications of this work. (UK)

On the biased motion of a brownian particle for the pausing time behavior of the CTRW

International Nuclear Information System (INIS)

Kim, K.S.

1982-01-01

The purpose of this paper is to discuss the biased Brownian motion with the absorbing barrier for the pausing time behavior of the CTRW (continuous-time random walk method), regarding a Brownian particle as a walker. For two pausing time density functions, the respective values for the transport averaged velocity and the dispersion are calculated as the time t becomes large. (KAERI)

Collective motion of active Brownian particles with polar alignment.

Science.gov (United States)

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

2018-04-04

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

Parallel Molecular Distributed Detection With Brownian Motion.

Science.gov (United States)

Rogers, Uri; Koh, Min-Sung

2016-12-01

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

Some speculations on a causal unification of relativity, gravitation, and quantum mechanics

Energy Technology Data Exchange (ETDEWEB)

Buonomano, V; Engel, A [Universidade Estadual de Campinas (Brazil). Instituto de Matematica

1976-03-01

Some speculations on a causal model that could provide a common conceptual foundation for relativity, gravitation, and quantum mechanics are presented. The present approach is a unification of three theories, the first being the repulsive theory of gravitational forces first proposed by Lesage who attempted to explain gravitational forces from the principle of conservation of momentum of the hypothetical particles gravitons. The second of these theories is the Brownian motion theory of quantum mechanics or stochastic mechanics, which treats the nondeterministic nature of quantum mechanics as being due to a Brownian motion of all objects. This Brownian motion being caused by the statistical variation in the graviton flux. The above two theories are unified in this article with the causal theory of special relativity. The Big Bang theory of the creation of the Universe is assumed. An experimental test is proposed.

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

Science.gov (United States)

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

2018-04-01

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

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

Science.gov (United States)

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

2012-08-01

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

Yukawa Potential, Panharmonic Measure and Brownian Motion

Directory of Open Access Journals (Sweden)

Antti Rasila

2018-05-01

Full Text Available This paper continues our earlier investigation, where a walk-on-spheres (WOS algorithm for Monte Carlo simulation of the solutions of the Yukawa and the Helmholtz partial differential equations (PDEs was developed by using the Duffin correspondence. In this paper, we investigate the foundations behind the algorithm for the case of the Yukawa PDE. We study the panharmonic measure, which is a generalization of the harmonic measure for the Yukawa PDE. We show that there are natural stochastic definitions for the panharmonic measure in terms of the Brownian motion and that the harmonic and the panharmonic measures are all mutually equivalent. Furthermore, we calculate their Radon–Nikodym derivatives explicitly for some balls, which is a key result behind the WOS algorithm.

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

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Shilong Li

2018-03-01

Full Text Available In this paper, we introduce a class of stochastic interest model driven by a compoundPoisson process and a Brownian motion, in which the jumping times of force of interest obeyscompound Poisson process and the continuous tiny fluctuations are described by Brownian motion, andthe adjustment in each jump of interest force is assumed to be random. Based on the proposed interestmodel, we discuss the expected discounted function, the validity of the model and actuarial presentvalues of life annuities and life insurances under different parameters and distribution settings. Ournumerical results show actuarial values could be sensitive to the parameters and distribution settings,which shows the importance of introducing this kind interest model.

Langevin formulation of quantum dynamics

International Nuclear Information System (INIS)

Roncadelli, M.

1989-03-01

We first show that nonrelativistic quantum mechanics formulated at imaginary-(h/2 π) can formally be viewed as the Fokker-Planck description of a frictionless brownian motion, which occurs (in general) in an absorbing medium. We next offer a new formulation of quantum mechanics, which is basically the Langevin treatment of this brownian motion. Explicitly, we derive a noise-average representation for the transition probability W(X'',t''|X',t'), in terms of the solutions to a Langevin equation with a Gaussian white-noise. Upon analytic continuation back to real-(h/2 π),W(X'',t''|X',t') becomes the propagator of the original Schroedinger equation. Our approach allows for a straightforward application to quantum dynamical problems of the mathematical techniques of classical stochastic processes. Moreover, computer simulations of quantum mechanical systems can be carried out by using numerical programs based on the Langevin dynamics. (author). 19 refs, 1 tab

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

Science.gov (United States)

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

2012-02-01

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

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

Maximizing the Mean Exit Time of a Brownian Motion from an Interval

Directory of Open Access Journals (Sweden)

Mario Lefebvre

2011-01-01

Full Text Available Let X(t be a controlled one-dimensional standard Brownian motion starting from x∈(−d,d. The problem of optimally controlling X(t until |X(t|=d for the first time is solved explicitly in a particular case. The maximal value that the instantaneous reward given for survival in (−d,d can take is determined.

Whitening filter and innovational representation of fractional Brownian motion

International Nuclear Information System (INIS)

Wang Xiaotian; Wu Min

2009-01-01

In this paper, by means of fractional differential-integral technique we give a new whitening filter formula for fractional Brownian motion defined by Mandelbrot and van Ness [Mandelbrot BB, van Ness JW. SIAM Rev 1968;10(4):422]. This new formula has potential use in time series analysis and in detecting signals as Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform Theory 1988;34(5):943] have shown. Another potential application of it is behavioral finance, where the arbitrage opportunities that come from the reversal effect of stock returns, can be eliminated by such a formula.

Relativistic Brownian motion and the foundations of quantum mechanics

International Nuclear Information System (INIS)

Roy, S.

1979-01-01

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

From quantum stochastic differential equations to Gisin-Percival state diffusion

Science.gov (United States)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Molecular dynamics test of the Brownian description of Na+ motion in water

International Nuclear Information System (INIS)

Wilson, M.A.; Pohorille, A.; Pratt, L.R.

1985-01-01

The autocorrelation function of the velocity of an infinitely dilute Na + ion in aqueous solution, and the autocorrelation function of the force exerted on a stationary Na + under the same conditions are evaluated by molecular dynamics calculations. The results are used to test the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dynamics in solution. The self-diffusion coefficient of the Na + ion predicted by Brownian motion theory is (0.65 +- 0.1) x 10 -5 cm 2 /s. This value is about 60% greater than the one obtained for the proper dynamics of the finite mass ion, (0.4 +- 0.1) x 10 -5 cm 2 /s. The numerically correct velocity autocorrelation function is nonexponential, and the autocorrelation of the force on the stationary ion does not decay faster than the ion velocity autocorrelation function. Motivated by previous hydrodynamic modeling of friction kernels, we examine the approximation in which the memory function for the velocity autocorrelation function is identified with the autocorrelation function of the force on the stationary ion. The overall agreement between this approximation for the velocity autocorrelation function and the numerically correct answer is quite good

Relativistic Brownian motion and the foundations of quantum mechanics

International Nuclear Information System (INIS)

Roy, S.

1979-01-01

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

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

Science.gov (United States)

He, Xinjiang; Chen, Wenting

2014-06-01

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

Near-Field, On-Chip Optical Brownian Ratchets.

Science.gov (United States)

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

2016-08-10

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

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

International Nuclear Information System (INIS)

Ilalan, Deniz

2016-01-01

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

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

Diffusion, quantum theory, and radically elementary mathematics (MN-47)

CERN Document Server

Faris, William G

2014-01-01

Diffusive motion--displacement due to the cumulative effect of irregular fluctuations--has been a fundamental concept in mathematics and physics since Einstein''s work on Brownian motion. It is also relevant to understanding various aspects of quantum theory. This book explains diffusive motion and its relation to both nonrelativistic quantum theory and quantum field theory. It shows how diffusive motion concepts lead to a radical reexamination of the structure of mathematical analysis. The book''s inspiration is Princeton University mathematics professor Edward Nelson''s influential work in

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

Science.gov (United States)

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

2014-01-01

Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when foraging in resource-poor environments. Yet, empirical studies reveal animals moving in a Brownian fashion when resources are abundant. We demonstrate that Einstein's original theory of collision-induced Brownian motion in physics provides a parsimonious, mechanistic explanation for these observations. Here, Brownian motion results from frequent encounters between organisms in dense environments. In density-controlled experiments, movement patterns of mussels shifted from Lévy towards Brownian motion with increasing density. When the analysis was restricted to moves not truncated by encounters, this shift did not occur. Using a theoretical argument, we explain that any movement pattern approximates Brownian motion at high-resource densities, provided that movement is interrupted upon encounters. Hence, the observed shift to Brownian motion does not indicate a density-dependent change in movement strategy but rather results from frequent collisions. Our results emphasize the need for a more mechanistic use of Brownian motion in ecology, highlighting that especially in rich environments, Brownian motion emerges from ecological interactions, rather than being a default movement pattern. PMID:24225464

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

Science.gov (United States)

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

2014-01-07

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

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

Science.gov (United States)

Craven, Galen T.; Nitzan, Abraham

2018-01-01

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

Random functions via Dyson Brownian Motion: progress and problems

International Nuclear Information System (INIS)

Wang, Gaoyuan; Battefeld, Thorsten

2016-01-01

We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C"2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

Random functions via Dyson Brownian Motion: progress and problems

Energy Technology Data Exchange (ETDEWEB)

Wang, Gaoyuan; Battefeld, Thorsten [Institute for Astrophysics, University of Goettingen,Friedrich Hund Platz 1, D-37077 Goettingen (Germany)

2016-09-05

We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C{sup 2} locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

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

Science.gov (United States)

Cadeddu, Lucio; Farina, Maria Antonietta

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

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

Science.gov (United States)

Guo, Zhidong; Song, Yukun; Zhang, Yunliang

2013-05-01

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

Quantum ratchets

OpenAIRE

Grifoni, Milena

1997-01-01

In this thesis, ratchet systems operating in the quantum regime are investigated. Ratchet systems, also known as Brownian motors, are periodic systems presenting an intrinsic asymmetry which can be exploited to extract work out of unbiased forces. As a model for ratchet systems, we consider the motion of a particle in a one-dimensional periodic and asymmetric potential, interacting with a thermal environment, and subject to an unbiased driving force. In quantum ratchets, intrinsic quantum flu...

Brownian modulated optical nanoprobes

International Nuclear Information System (INIS)

Behrend, C.J.; Anker, J.N.; Kopelman, R.

2004-01-01

Brownian modulated optical nanoprobes (Brownian MOONs) are fluorescent micro- and nanoparticles that resemble moons: one hemisphere emits a bright fluorescent signal, while an opaque metal darkens the other hemisphere. Brownian motion causes the particles to tumble and blink erratically as they rotate literally through the phases of the moon. The fluctuating probe signals are separated from optical and electronic backgrounds using principal components analysis or images analysis. Brownian MOONs enable microrheological measurements on size scales and timescales that are difficult to study with other methods. Local chemical concentrations can be measured simultaneously, using spectral characteristics of indicator dyes embedded within the MOONs

Quantum stochastic calculus in Fock space: A review

International Nuclear Information System (INIS)

Hudson, R.L.

1986-01-01

This paper presents a survey of the recently developed theory of quantum stochastic calculus in Boson Fock space, together with its applications. The work focuses on a non-commutative generalization of the classical Ito stochastic calculus of Brownian motion, which exploits to the full the Wiener-Segal duality transformation identifying the L 2 space of Wiener measure with a Boson Fock space. This Fock space emerges as the natural home of not only Brownian motion but also classical Poisson processes, and even of Fermionic processes of the type developed by Barnett et al. The principle physical application of the theory to the construction and characterization of unitary dilations of quantum dynamical semigroups is also described

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

Directory of Open Access Journals (Sweden)

H. R. Ehteram

2016-01-01

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

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

International Nuclear Information System (INIS)

Jumarie, Guy

2006-01-01

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

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)

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.

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

NARCIS (Netherlands)

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

2001-01-01

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

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)

Diffusion limit of Lévy-Lorentz gas is Brownian motion

Science.gov (United States)

Magdziarz, Marcin; Szczotka, Wladyslaw

2018-07-01

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

Stochastic theory for classical and quantum mechanical systems

International Nuclear Information System (INIS)

Pena, L. de la; Cetto, A.M.

1975-01-01

From first principles a theory of stochastic processes in configuration space is formulated. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schroedinger equation, which is derived with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section

Revealing virtual processes of a quantum Brownian particle in phase space

International Nuclear Information System (INIS)

Maniscalco, S

2005-01-01

The short-time dynamics of a quantum Brownian particle in a harmonic potential is studied in phase space. An exact non-Markovian analytic approach to calculate the time evolution of the Wigner function is presented. The dynamics of the Wigner function of an initially squeezed state is analysed. It is shown that virtual exchanges of energy between the particle and the reservoir, characterizing the non-Lindblad short-time dynamics where system-reservoir correlations are not negligible, show up in phase space

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

Science.gov (United States)

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

2018-02-01

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

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

International Nuclear Information System (INIS)

Berg-Soerensen, Kirstine; Flyvbjerg, Henrik

2005-01-01

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

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

National Research Council Canada - National Science Library

Durrett, Richard; Kesten, Harry; Spitzer, Frank

1991-01-01

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

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems

International Nuclear Information System (INIS)

Hoerhammer, C.

2007-01-01

In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

The first-passage area for drifted Brownian motion and the moments of the Airy distribution

International Nuclear Information System (INIS)

Kearney, Michael J; Majumdar, Satya N; Martin, Richard J

2007-01-01

An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The analysis leads to a simple closed-form solution for the moments of the Airy distribution. (fast track communication)

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

Science.gov (United States)

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

2014-01-01

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

Brownian Optimal Stopping and Random Walks

International Nuclear Information System (INIS)

Lamberton, D.

2002-01-01

One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk

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 (

A one-dimensional gravitationally interacting gas and the convex minorant of Brownian motion

International Nuclear Information System (INIS)

Suidan, T M

2001-01-01

The surprising connection between a one-dimensional gravitationally interacting gas of sticky particles and the convex minorant process generated by Brownian motion on [0,1] is studied. A study is made of the dynamics of this 1-D gas system by identifying three distinct clustering regimes and the time scales at which they occur. At the critical moment of time the mass distribution of the gas can be computed in terms of functionals of the convex minorant process

Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies

Directory of Open Access Journals (Sweden)

Krishna Reddy

2016-09-01

Full Text Available This study uses the geometric Brownian motion (GBM method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on the S&P/ASX 50 Index. Daily stock price data was obtained from the Thomson One database over the period 1 January 2013 to 31 December 2014. The findings are slightly encouraging as results show that over all time horizons the chances of a stock price simulated using GBM moving in the same direction as real stock prices was a little greater than 50 percent. However, the results improved slightly when portfolios were formed.

From a stochastic to a macroscopic approach to brownian motion

International Nuclear Information System (INIS)

Bocquet, L.

1998-01-01

In this lecture, we examine the dynamics of suspensions of mesoscopic (Brownian) particles in a molecular fluid, starting from first principles. We introduce the technique of multiple time-scales to derive the Fokker-Planck equation for a single, or for a set of interacting Brownian particles, starting from the Liouville equation for the full system (Brownian particles and discrete bath). The limitations of the Fokker-Planck equation will then be emphasized. In particular, we shall point out that under ''standard'' experimental conditions, the Fokker-Planck description cannot be correct and that non-Markovian effects are expected. A microscopic description in the true experimental limit confirms this breakdown and leads to a ''generalized'' (non-Markovian and non-local in velocity space) Fokker-Planck equation, which describes the thermalization of the Brownian particle. (author)

Optimal dividends in the Brownian motion risk model with interest

Science.gov (United States)

Fang, Ying; Wu, Rong

2009-07-01

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

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

Science.gov (United States)

Puchkov, Evgeny O

2010-06-01

In the vacuoles of Saccharomyces cerevisiae yeast cells, vividly moving insoluble polyphosphate complexes (IPCs) movement of the IPCs and to evaluate the viscosity in the vacuoles using the obtained data. Studies were conducted on S. cerevisiae cells stained by DAPI and fluorescein isothyocyanate-labelled latex microspheres, using fluorescence microscopy combined with computer image analysis (ImageJ software, NIH, USA). IPC movement was photorecorded and shown to be Brownian motion. On latex microspheres, a methodology was developed for measuring a fluorescing particle's two-dimensional (2D) displacements and its size. In four yeast cells, the 2D displacements and sizes of the IPCs were evaluated. Apparent viscosity values in the vacuoles of the cells, computed by the Einstein-Smoluchowski equation using the obtained data, were found to be 2.16 +/- 0.60, 2.52 +/- 0.63, 3.32 +/- 0.9 and 11.3 +/- 1.7 cP. The first three viscosity values correspond to 30-40% glycerol solutions. The viscosity value of 11.3 +/- 1.7 cP was supposed to be an overestimation, caused by the peculiarities of the vacuole structure and/or volume in this particular cell. This conclusion was supported by the particular quality of the Brownian motion trajectories set in this cell as compared to the other three cells.

Elements of sub-quantum thermodynamics: quantum motion as ballistic diffusion

International Nuclear Information System (INIS)

Groessing, G; Fussy, S; Pascasio, J Mesa; Schwabl, H

2011-01-01

By modelling quantum systems as emerging from a (classical) sub-quantum thermodynamics, the quantum mechanical 'decay of the wave packet' is shown to simply result from sub-quantum diffusion with a specific diffusion coefficient varying in time due to a particle's changing thermal environment. It is thereby proven that free quantum motion strictly equals ballistic diffusion. The exact quantum mechanical trajectory distributions and the velocity field of the Gaussian wave packet are thus derived solely from classical physics. Moreover, also quantum motion in a linear (e.g., gravitational) potential is shown to equal said ballistic diffusion. Quantitative statements on the trajectories' characteristic behaviours are obtained which provide a detailed 'micro-causal' explanation in full accordance with momentum conservation.

Quantum electrodynamical torques in the presence of Brownian motion

NARCIS (Netherlands)

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

2006-01-01

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

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

Science.gov (United States)

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

2015-02-01

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

Quantum linear Boltzmann equation

International Nuclear Information System (INIS)

Vacchini, Bassano; Hornberger, Klaus

2009-01-01

We review the quantum version of the linear Boltzmann equation, which describes in a non-perturbative fashion, by means of scattering theory, how the quantum motion of a single test particle is affected by collisions with an ideal background gas. A heuristic derivation of this Lindblad master equation is presented, based on the requirement of translation-covariance and on the relation to the classical linear Boltzmann equation. After analyzing its general symmetry properties and the associated relaxation dynamics, we discuss a quantum Monte Carlo method for its numerical solution. We then review important limiting forms of the quantum linear Boltzmann equation, such as the case of quantum Brownian motion and pure collisional decoherence, as well as the application to matter wave optics. Finally, we point to the incorporation of quantum degeneracies and self-interactions in the gas by relating the equation to the dynamic structure factor of the ambient medium, and we provide an extension of the equation to include internal degrees of freedom.

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

NARCIS (Netherlands)

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

2014-01-01

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

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

NARCIS (Netherlands)

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

2014-01-01

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

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

NARCIS (Netherlands)

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

2014-01-01

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

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)

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

Science.gov (United States)

Gautestad, Arild O

2013-03-01

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

Study of two-dimensional Debye clusters using Brownian motion

International Nuclear Information System (INIS)

Sheridan, T.E.; Theisen, W.L.

2006-01-01

A two-dimensional Debye cluster is a system of n identical particles confined in a parabolic well and interacting through a screened Coulomb (i.e., a Debye-Hueckel or Yukawa) potential with a Debye length λ. Experiments were performed for 27 clusters with n=3-63 particles (9 μm diam) in a capacitively coupled 9 W rf discharge at a neutral argon pressure of 13.6 mTorr. In the strong-coupling regime each particle exhibits small amplitude Brownian motion about its equilibrium position. These motions were projected onto the center-of-mass and breathing modes and Fourier analyzed to give resonance curves from which the mode frequencies, amplitudes, and damping rates were determined. The ratio of the breathing frequency to the center-of-mass frequency was compared with theory to self-consistently determine the Debye shielding parameter κ, Debye length λ, particle charge q, and mode temperatures. It is found that 1 < or approx. κ < or approx. 2, and κ decreases weakly with n. The particle charge averaged over all measurements is -14 200±200 e, and q decreases slightly with n. The two center-of-mass modes and the breathing mode are found to have the same temperature, indicating that the clusters are in thermal equilibrium with the neutral gas. The average cluster temperature is 399±5 K

On the motion of a Brownian particle with an asymmetric bias

International Nuclear Information System (INIS)

Kim, K.S.

1981-01-01

On the infinite three dimensional cubic lattice, the transport process of a Brownian particle biased on the direction (in the case of nearest-neighbor jumping) is discussed. The Brownian particle is considered as a walker of the random process. By introducing the theorem that the probability density P(l,t) becomes Gaussian for large t, P(l,t) is completely specified when the first and second moments of P(l,t) become known. The respective values for the transprot averaged velocity and dispersion of a biased Brownian particle are obtained. Finally as t becomes large we find Gaussian packets of a biased Brownian particle which propagate with a constant velocity and have a dispersion proportional to time t. (KAERI)

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

Directory of Open Access Journals (Sweden)

Yuliya Mishura

2014-06-01

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

Entropy production of a Brownian ellipsoid in the overdamped limit.

Science.gov (United States)

Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

2016-01-01

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

Irreversible Brownian Heat Engine

Science.gov (United States)

Taye, Mesfin Asfaw

2017-10-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2014-02-15

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

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

Science.gov (United States)

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

2016-07-11

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

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

OpenAIRE

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

2014-01-01

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

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

NARCIS (Netherlands)

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

2014-01-01

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

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

NARCIS (Netherlands)

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

2014-01-01

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

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

Science.gov (United States)

Salleh, R. M.; Zawawi, N. I.; Gan, Z. F.; Nor, M. E.

2018-04-01

Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully. When dealing with autocorrelated process, Box-Jenkins method will be preferred because of the popularity. However, the computation of Box-Jenkins method is too complicated and challenging which cause of time-consuming. Therefore, an alternative method which known as Geometric Brownian Motion (GBM) is introduced to monitor the autocorrelated process. One real case of furnace temperature data is conducted to compare the performance of Box-Jenkins and GBM methods in monitoring autocorrelation process. Both methods give the same results in terms of model accuracy and monitoring process control. Yet, GBM is superior compared to Box-Jenkins method due to its simplicity and practically with shorter computational time.

On the use of reverse Brownian motion to accelerate hybrid simulations

Energy Technology Data Exchange (ETDEWEB)

Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu

2017-04-01

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategies for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.

Rotational and translational Brownian motion

International Nuclear Information System (INIS)

Coffey, W.T.; Salford Univ.

1980-01-01

In this review it is proposed to summarise the work on the theory of the translational and rotational Brownian movement which has been carried on over roughly the past 30 years. The review is intended to take the form of a tutorial paper rather than a list of the results obtained by the various investigators over the period in question. In this vein then it seems appropriate to firstly give a brief account of those parts of the theory of probability which are relevant to the problems under discussion. (orig.)

NMR signals within the generalized Langevin model for fractional Brownian motion

Science.gov (United States)

Lisý, Vladimír; Tóthová, Jana

2018-03-01

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

Brownian motion, dynamical randomness and irreversibility

International Nuclear Information System (INIS)

Gaspard, Pierre

2005-01-01

A relationship giving the entropy production as the difference between a time-reversed entropy per unit time and the standard one is applied to stochastic processes of diffusion of Brownian particles between two reservoirs at different concentrations. The entropy production in the nonequilibrium steady state is interpreted in terms of a time asymmetry in the dynamical randomness between the forward and backward paths of the diffusion process

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

Science.gov (United States)

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

2017-10-01

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

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

Science.gov (United States)

Lisý, Vladimír; Tóthová, Jana

2018-02-01

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

Analyzing animal movements using Brownian bridges.

Science.gov (United States)

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

2007-09-01

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

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)

There is No Quantum Regression Theorem

International Nuclear Information System (INIS)

Ford, G.W.; OConnell, R.F.

1996-01-01

The Onsager regression hypothesis states that the regression of fluctuations is governed by macroscopic equations describing the approach to equilibrium. It is here asserted that this hypothesis fails in the quantum case. This is shown first by explicit calculation for the example of quantum Brownian motion of an oscillator and then in general from the fluctuation-dissipation theorem. It is asserted that the correct generalization of the Onsager hypothesis is the fluctuation-dissipation theorem. copyright 1996 The American Physical Society

Brownian movement and molecular reality

CERN Document Server

Perrin, Jean

2005-01-01

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

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

Science.gov (United States)

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

2018-03-01

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

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

Science.gov (United States)

Xie, Ping

2009-09-16

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

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

International Nuclear Information System (INIS)

Xie Ping

2009-01-01

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

Entropic Approach to Brownian Movement.

Science.gov (United States)

Neumann, Richard M.

1980-01-01

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

Non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems with applications to quantum information theory of continuous variable systems; Nicht-Markovsche Dynamik, Dekohaerenz und Verschraenkung in dissipativen Quantensystemen mit Anwendung in der Quanteninformationstheorie von Systemen kontinuierlicher Variablen

Energy Technology Data Exchange (ETDEWEB)

Hoerhammer, C.

2007-11-26

In this thesis, non-Markovian dynamics, decoherence and entanglement in dissipative quantum systems are studied. In particular, applications to quantum information theory of continuous variable systems are considered. The non-Markovian dynamics are described by the Hu-Paz-Zhang master equation of quantum Brownian motion. In this context the focus is on non-Markovian effects on decoherence and separability time scales of various single- mode and two-mode continuous variable states. It is verified that moderate non-Markovian influences slow down the decay of interference fringes and quantum correlations, while strong non-Markovian effects resulting from an out-of-resonance bath can even accelerate the loss of coherence, compared to predictions of Markovian approximations. Qualitatively different scenarios including exponential, Gaussian or algebraic decay of the decoherence function are analyzed. It is shown that partial recurrence of coherence can occur in case of non-Lindblad-type dynamics. The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir and two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For this purpose the model of quantum Brownian motion is extended. Various separability criteria for Gaussian and non-Gaussian continuous variable systems are applied. In both types of reservoir models moderate non-Markovian effects prolong the separability time scales. However, in these models the properties of the stationary state may differ. In the two-reservoir model the initial entanglement is completely lost and both modes are finally uncorrelated. In a common reservoir both modes interact indirectly via the coupling to the same bath variables. Therefore, new quantum correlations may emerge between the two modes. Below a critical bath temperature entanglement is preserved even in the steady state. A separability criterion is derived, which depends

Faithful conversion of propagating quantum information to mechanical motion

Science.gov (United States)

Reed, A. P.; Mayer, K. H.; Teufel, J. D.; Burkhart, L. D.; Pfaff, W.; Reagor, M.; Sletten, L.; Ma, X.; Schoelkopf, R. J.; Knill, E.; Lehnert, K. W.

2017-12-01

The motion of micrometre-sized mechanical resonators can now be controlled and measured at the fundamental limits imposed by quantum mechanics. These resonators have been prepared in their motional ground state or in squeezed states, measured with quantum-limited precision, and even entangled with microwave fields. Such advances make it possible to process quantum information using the motion of a macroscopic object. In particular, recent experiments have combined mechanical resonators with superconducting quantum circuits to frequency-convert, store and amplify propagating microwave fields. But these systems have not been used to manipulate states that encode quantum bits (qubits), which are required for quantum communication and modular quantum computation. Here we demonstrate the conversion of propagating qubits encoded as superpositions of zero and one photons to the motion of a micromechanical resonator with a fidelity in excess of the classical bound. This ability is necessary for mechanical resonators to convert quantum information between the microwave and optical domains or to act as storage elements in a modular quantum information processor. Additionally, these results are an important step towards testing speculative notions that quantum theory may not be valid for sufficiently massive systems.

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

International Nuclear Information System (INIS)

Yu Mingzhou; Lin Jianzhong; Jin Hanhui; Jiang Ying

2011-01-01

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

A multiscale approach to Brownian motors

International Nuclear Information System (INIS)

Pavliotis, G.A.

2005-01-01

The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this Letter. Multiscale techniques are used to derive general formulae for the steady state particle current and the effective diffusion tensor. These formulae are then applied to calculate the effective diffusion coefficient for a Brownian particle in a periodic potential driven simultaneously by additive Gaussian white and colored noise. Our theoretical findings are supported by numerical simulations

Self-induced temperature gradients in Brownian dynamics

Science.gov (United States)

Devine, Jack; Jack, M. W.

2017-12-01

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

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

Science.gov (United States)

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

2014-03-01

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

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

International Nuclear Information System (INIS)

Jumarie, Guy

2004-01-01

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

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

NARCIS (Netherlands)

Ahuja, Vishal Raju

2018-01-01

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

Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time

Directory of Open Access Journals (Sweden)

Bonollo Michele

2017-06-01

Full Text Available In recent years, the counterparty credit risk measure, namely the default risk in over-the-counter (OTC derivatives contracts, has received great attention by banking regulators, specifically within the frameworks of Basel II and Basel III. More explicitly, to obtain the related risk figures, one is first obliged to compute intermediate output functionals related to the mark-to-market position at a given time no exceeding a positive and finite time horizon. The latter implies an enormous amount of computational effort is needed, with related highly time consuming procedures to be carried out, turning out into significant costs. To overcome the latter issue, we propose a smart exploitation of the properties of the (local time spent by the Brownian motion close to a given value.

Approximate motion integrals and the quantum chaos problem

International Nuclear Information System (INIS)

Bunakov, V.E.; Ivanov, I.B.

2001-01-01

One discusses the problem of occurrence and seek for the motion integrals in the stationary quantum mechanics and its relation to the quantum chaos. One studies decomposition of quantum numbers and derives the criterion of chaos. To seek the motion integrals one applies the convergence method. One derived the approximate integrals in the Hennone-Hales problem. One discusses the problem of compatibility of chaos and integrability [ru

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

Science.gov (United States)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

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

Stochastic incompleteness of quantum mechanics

International Nuclear Information System (INIS)

Suppes, P.; Zanotti, M.

1976-01-01

This article brings out in as conceptually clear terms as possible what seems to be a major incompleteness in the probability theory of particles offered by classical quantum mechanics. The exact nature of this incompleteness is illustrated by consideration of some simple quantum-mechanical examples. In addition, these examples are contrasted with the fundamental assumptions of Brownian motion in classical physics on the one hand, and with a controversey of a deecade ago in mathematical physchology. The central claim is that clasical quantum mechanics is radically incomplete in its probabilistic account of the motion of particles. In the last part of the article the time-dependent joint distribution of position and momentum of the linear harmonic oscillator is derived, and it is shown how the apparently physically paradoxical statistical independence of position and momentum has a natural explanation. The explanation is given within the framework of the non-quantum-mechanical stochastic theory constructed for such oscillators. (Auth.)

Generalized correlation of indefiniteness coordinate-impulse in quantum mechanics and theory of brownian movement

International Nuclear Information System (INIS)

Sukhanov, A.D.

2004-01-01

Generalized correlations of the Schroedinger indefinitenesses are shown to have the meaning of the fundamental restrictions as to characteristics of space of states in any probability-like theory. Quantum mechanics, as well as, theory of the brownian movement at arbitrary space of time fall in the category of the mentioned theories. One compared correlations of coordinates-pulse indefinitenesses within the mentioned theory with the similar correlation of indefinitenesses for microparticle under the Gaussian wave packet state. One determined that in case of profound distinction in mathematical tools of two theories one observes their conceptual resemblance. It manifests itself under the alternative conditions - short times in one theory correspond to long ones in another theory and vice versa, while in any of the mentioned theories uncontrollable effect of either quantum or thermal type is of crucial importance [ru

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

Science.gov (United States)

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

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

Ryo Kanada

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

Simple Brownian diffusion an introduction to the standard theoretical models

CERN Document Server

Gillespie, Daniel T

2013-01-01

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

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

International Nuclear Information System (INIS)

Reynolds, A M

2009-01-01

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

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

Science.gov (United States)

Hyeon, Changbong; Hwang, Wonseok

2017-07-01

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

Motion and gravity effects in the precision of quantum clocks.

Science.gov (United States)

Lindkvist, Joel; Sabín, Carlos; Johansson, Göran; Fuentes, Ivette

2015-05-19

We show that motion and gravity affect the precision of quantum clocks. We consider a localised quantum field as a fundamental model of a quantum clock moving in spacetime and show that its state is modified due to changes in acceleration. By computing the quantum Fisher information we determine how relativistic motion modifies the ultimate bound in the precision of the measurement of time. While in the absence of motion the squeezed vacuum is the ideal state for time estimation, we find that it is highly sensitive to the motion-induced degradation of the quantum Fisher information. We show that coherent states are generally more resilient to this degradation and that in the case of very low initial number of photons, the optimal precision can be even increased by motion. These results can be tested with current technology by using superconducting resonators with tunable boundary conditions.

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-11-15

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

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

CERN Document Server

Coffey, W T; Titov, S V

2003-01-01

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

Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics

International Nuclear Information System (INIS)

Diestler, D.J.; Riley, M.E.

1985-01-01

We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed

Conformal geometry and invariants of 3-strand Brownian braids

International Nuclear Information System (INIS)

Nechaev, Sergei; Voituriez, Raphael

2005-01-01

We propose a simple geometrical construction of topological invariants of 3-strand Brownian braids viewed as world lines of 3 particles performing independent Brownian motions in the complex plane z. Our construction is based on the properties of conformal maps of doubly-punctured plane z to the universal covering surface. The special attention is paid to the case of indistinguishable particles. Our method of conformal maps allows us to investigate the statistical properties of the topological complexity of a bunch of 3-strand Brownian braids and to compute the expectation value of the irreducible braid length in the non-Abelian case

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)

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

Directory of Open Access Journals (Sweden)

T. Turiv

2015-06-01

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

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

Directory of Open Access Journals (Sweden)

Gayo Willy

2016-01-01

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

Meandering Brownian Donkeys

Science.gov (United States)

Eichhorn, R.; Reimann, P.

2004-04-01

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

Meandering Brownian Donkeys

International Nuclear Information System (INIS)

Eichhorn, R.; Reimann, P.

2004-01-01

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

Some speculations on a beginning of a causal unified model of relativity, gravitation and quantum mechanics

International Nuclear Information System (INIS)

Buonomano, V.; Engel, A.

1974-10-01

Some speculations on a causal model that seems to provide a common conceptual foundation for Relativity Gravitation and Quantum Mechanics are presented. The present approach is a unifying of three theories. The first being the repulsive theory of gravitational forces first proposed by Lesage in the eighteenth century. The second of these theories is the Brownian Motion Theory of Quantum Mechanics or Stocastic Mechanics which treats the non-deterministic Nature of Quantum Mechanics as being due to a Brownian motion of all objects. This Brownian motion being caused by the statistical variation in the graviton flux. The above two theories are unified with the Causal Theory of Special Relativity. Within the present context, the time dilations (and other effects) of Relativity are explained by assuming that the rate of a clock is a function of the total number or intensity of gravitons and the average frequency or energy of the gravitons that the clock receives. The Special Theory would then be the special case of the General Theory where the intensity is constant but the average frequency varies. In all the previous it is necessary to assume a particular model of the creation of the universe, namely the Big Bang Theory. This assumption gives us the existence of a preferred reference frame, the frame in which the Big Bang explosion was at rest. The above concepts of graviton distribution and real time dilations become meaningful by assuming the Big Bang Theory along with this preferred frame. An experimental test is proposed

Brownian coagulation at high particle concentrations

NARCIS (Netherlands)

Trzeciak, T.M.

2012-01-01

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

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

Directory of Open Access Journals (Sweden)

Zhaoqiang Yang

2017-01-01

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

Slow kinetics of Brownian maxima.

Science.gov (United States)

Ben-Naim, E; Krapivsky, P L

2014-07-18

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

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

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

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M. Jayachandra Babu

2017-12-01

Full Text Available The knowledge of heat and mass transfer of MHD flows over different geometries is very important for heat exchangers design, transpiration, fiber coating, etc. With this initiation, a mathematical model is proposed to investigate the two-dimensional flow, heat and mass transfer of magnetohydrodynamic flow over three different geometries (vertical cone, vertical wedge, and a vertical plate. Cattaneo-Christov heat flux with external magnetic field, thermophoresis and Brownian movement effect are introduced in the model. Runge-Kutta and Newton’s methods are employed to solve the altered governing nonlinear equations. The influences of the parameters of concern on the common profiles (velocity, temperature, and concentration are conversed (in three cases. By viewing the same parameters, skin friction coefficient, heat and mass transfer rates are discussed with the assistance of tables. It is discovered that the momentum and thermal boundary layers are non-uniform for the MHD flow over three geometries (vertical cone, wedge, and a plate. Thermal and solutal Grashof numbers regulate the temperature and concentration fields. The heat and mass transfer rates of the flow over a cone are highly influenced by the thermal relaxation parameter. Keywords: MHD, Cattaneo-Christov heat flux, Thermal relaxation, Thermophoresis, Brownian motion

Quantum algebraic representation of localization and motion of a Dirac electron

International Nuclear Information System (INIS)

Jaekel, Marc-Thierry; Reynaud, Serge

2001-01-01

Quantum algebraic observables representing localization in space-time of a Dirac electron are defined. Inertial motion of the electron is represented in the quantum algebra with electron mass acting as the generator of motion. Since transformations to uniformly accelerated frames are naturally included in this conformally invariant description, the quantum algebra is also able to deal with uniformly accelerated motion

Non-intersecting Brownian walkers and Yang-Mills theory on the sphere

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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.

QUANTUM MECHANICS. Quantum squeezing of motion in a mechanical resonator.

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Wollman, E E; Lei, C U; Weinstein, A J; Suh, J; Kronwald, A; Marquardt, F; Clerk, A A; Schwab, K C

2015-08-28

According to quantum mechanics, a harmonic oscillator can never be completely at rest. Even in the ground state, its position will always have fluctuations, called the zero-point motion. Although the zero-point fluctuations are unavoidable, they can be manipulated. Using microwave frequency radiation pressure, we have manipulated the thermal fluctuations of a micrometer-scale mechanical resonator to produce a stationary quadrature-squeezed state with a minimum variance of 0.80 times that of the ground state. We also performed phase-sensitive, back-action evading measurements of a thermal state squeezed to 1.09 times the zero-point level. Our results are relevant to the quantum engineering of states of matter at large length scales, the study of decoherence of large quantum systems, and for the realization of ultrasensitive sensing of force and motion. Copyright © 2015, American Association for the Advancement of Science.

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

International Nuclear Information System (INIS)

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

2017-01-01

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

Evanescent radiation, quantum mechanics and the Casimir effect

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Schatten, Kenneth H.

1989-01-01

An attempt to bridge the gap between classical and quantum mechanics and to explain the Casimir effect is presented. The general nature of chaotic motion is discussed from two points of view: the first uses catastrophe theory and strange attractors to describe the deterministic view of this motion; the underlying framework for chaos in these classical dynamic systems is their extreme sensitivity to initial conditions. The second interpretation refers to randomness associated with probabilistic dynamics, as for Brownian motion. The present approach to understanding evanescent radiation and its relation to the Casimir effect corresponds to the first interpretation, whereas stochastic electrodynamics corresponds to the second viewpoint. The nonlinear behavior of the electromagnetic field is also studied. This well-understood behavior is utilized to examine the motions of two orbiting charges and shows a closeness between the classical behavior and the quantum uncertainty principle. The evanescent radiation is used to help explain the Casimir effect.

Brownian motion, Minkowski space and principle of special relativity

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Caubet, J.-P.

1977-01-01

From the assumption that the brownian diffusion locally behaves like an ideal gas (pressure being inversely proportional to volume according to Boyle's law) one can deduce the signature +++- of the Minkowski space, the Lorentz addition of velocities, and the principle of special relativity [fr

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

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Berry, Hugues; Chaté, Hugues

2014-02-01

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

Brownian dynamic simulations and experiments of MR fluids

International Nuclear Information System (INIS)

Segovia-Gutiérrez, J P; Vicente, J de; Hidalgo, R; Puertas, A M

2013-01-01

The use of computational techniques in magnetorheology is not new. I general, these approaches assume dipolar magnetic interactions, hard sphere repulsions, and no-slip conditions. In this contribution we focus on the dynamics of the equilibrium state in the presence of uniaxial DC fields. To achieve this goal we make use of Brownian Dynamic Simulations. We highlight the importance of the Brownian forces versus magnetic dipolar interaction in the range of low magnetic field strengths. We monitor the formation of columnar structures and their dynamics, in competition with the Brownian motion, until a hexatic crystal phase appears at high field strengths for monodisperse systems. The shear viscosity is computed from the Einstein relation and eventually compared with experimental data at very low-shear rates. A reasonably good agreement between both data sets is observed.

Quantum Hamilton mechanics: Hamilton equations of quantum motion, origin of quantum operators, and proof of quantization axiom

International Nuclear Information System (INIS)

Yang, C.-D.

2006-01-01

This paper gives a thorough investigation on formulating and solving quantum problems by extended analytical mechanics that extends canonical variables to complex domain. With this complex extension, we show that quantum mechanics becomes a part of analytical mechanics and hence can be treated integrally with classical mechanics. Complex canonical variables are governed by Hamilton equations of motion, which can be derived naturally from Schroedinger equation. Using complex canonical variables, a formal proof of the quantization axiom p → p = -ih∇, which is the kernel in constructing quantum-mechanical systems, becomes a one-line corollary of Hamilton mechanics. The derivation of quantum operators from Hamilton mechanics is coordinate independent and thus allows us to derive quantum operators directly under any coordinate system without transforming back to Cartesian coordinates. Besides deriving quantum operators, we also show that the various prominent quantum effects, such as quantization, tunneling, atomic shell structure, Aharonov-Bohm effect, and spin, all have the root in Hamilton mechanics and can be described entirely by Hamilton equations of motion

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

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

2011-03-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

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

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Brenner, Howard

2005-12-01

A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle

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

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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.

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

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Kruglak, Haym

1988-01-01

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

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)

Sideband cooling of micromechanical motion to the quantum ground state.

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Teufel, J D; Donner, T; Li, Dale; Harlow, J W; Allman, M S; Cicak, K; Sirois, A J; Whittaker, J D; Lehnert, K W; Simmonds, R W

2011-07-06

The advent of laser cooling techniques revolutionized the study of many atomic-scale systems, fuelling progress towards quantum computing with trapped ions and generating new states of matter with Bose-Einstein condensates. Analogous cooling techniques can provide a general and flexible method of preparing macroscopic objects in their motional ground state. Cavity optomechanical or electromechanical systems achieve sideband cooling through the strong interaction between light and motion. However, entering the quantum regime--in which a system has less than a single quantum of motion--has been difficult because sideband cooling has not sufficiently overwhelmed the coupling of low-frequency mechanical systems to their hot environments. Here we demonstrate sideband cooling of an approximately 10-MHz micromechanical oscillator to the quantum ground state. This achievement required a large electromechanical interaction, which was obtained by embedding a micromechanical membrane into a superconducting microwave resonant circuit. To verify the cooling of the membrane motion to a phonon occupation of 0.34 ± 0.05 phonons, we perform a near-Heisenberg-limited position measurement within (5.1 ± 0.4)h/2π, where h is Planck's constant. Furthermore, our device exhibits strong coupling, allowing coherent exchange of microwave photons and mechanical phonons. Simultaneously achieving strong coupling, ground state preparation and efficient measurement sets the stage for rapid advances in the control and detection of non-classical states of motion, possibly even testing quantum theory itself in the unexplored region of larger size and mass. Because mechanical oscillators can couple to light of any frequency, they could also serve as a unique intermediary for transferring quantum information between microwave and optical domains.

Thermodynamic laws and equipartition theorem in relativistic Brownian motion.

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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.

Relaxation property of the fractional Brownian particle

International Nuclear Information System (INIS)

Wang Litan; Lung, C.W.

1988-08-01

Dynamic susceptibility of a diffusion system associated with the fractional Brownian motion (fBm) was examined for the fractal property of the Non-Debye relaxation process. The comparisons between fBm and other approaches were made. Anomalous diffusion and the Non-Debye relaxation processes were discussed with this approach. (author). 8 refs, 1 fig

The single- and double-particle properties and the current reversal of coupled Brownian motors

International Nuclear Information System (INIS)

Li, Chen-Pu; Chen, Hong-Bin; Zheng, Zhi-Gang; Fan, Hong; Shen, Wen-Mei

2017-01-01

In this paper, we investigate the directed transport of coupled Brownian motors composed of two identical particles which is individually subject to a time-symmetric rocking force in spatially-symmetric periodic potentials. We find that both the coupling free length and the coupling strength can induce the reversed motion of the coupled Brownian motors, the essence of which is the coupled Brownian motors can exhibit completely different single- or double-particle properties under certain conditions. Namely, the current reversal is the result of the mutual conversion between the single- and double-particle properties of the coupled Brownian motors. Moreover, the directed current of coupled Brownian motors can be optimized and manipulated by adjusting the strength, the period, the phase difference of the rocking forces, and the noise intensity. (paper)

Classical trajectories and quantum field theory

International Nuclear Information System (INIS)

Vitiello, Giuseppe; Istituto Nazionale di Fisica Nucleare, Salerno

2005-01-01

The density matrix and the Wigner function formalism requires the doubling of the degrees of freedom in quantum mechanics (QM) and quantum field theory (QFT). The doubled degrees of freedom play the role of the thermal bath or environment degrees of freedom and are entangled with the system degrees of freedom. They also account for quantum noise in the fluctuating random forces in the system-environment coupling. The algebraic structure of QFT turns out to be the one of the deformed Hopf algebra. In such a frame, the trajectories in the space of the unitarily inequivalent representations of the canonical commutation relations turn out to be classical trajectories and, under convenient conditions, they may exhibit properties typical of classical chaotic trajectories in nonlinear dynamics. The quantum Brownian motion and the two-slit experiment in QM are discussed in connection with the doubling of the degrees of freedom. (author)

Deterministic constant-temperature dynamics for dissipative quantum systems

International Nuclear Information System (INIS)

Sergi, Alessandro

2007-01-01

A novel method is introduced in order to treat the dissipative dynamics of quantum systems interacting with a bath of classical degrees of freedom. The method is based upon an extension of the Nose-Hoover chain (constant temperature) dynamics to quantum-classical systems. Both adiabatic and nonadiabatic numerical calculations on the relaxation dynamics of the spin-boson model show that the quantum-classical Nose-Hoover chain dynamics represents the thermal noise of the bath in an accurate and simple way. Numerical comparisons, both with the constant-energy calculation and with the quantum-classical Brownian motion treatment of the bath, show that the quantum-classical Nose-Hoover chain dynamics can be used to introduce dissipation in the evolution of a quantum subsystem even with just one degree of freedom for the bath. The algorithm can be computationally advantageous in modelling, within computer simulation, the dynamics of a quantum subsystem interacting with complex molecular environments. (fast track communication)

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

Effective action and the quantum equation of motion

International Nuclear Information System (INIS)

Branchina, V.; Faivre, H.; Zappala, D.

2004-01-01

We carefully analyze the use of the effective action in dynamical problems, in particular the conditions under which the equation (δΓ)/(δφ) = 0 can be used as a quantum equation of motion and illustrate in detail the crucial relation between the asymptotic states involved in the definition of Γ and the initial state of the system. Also, by considering the quantum-mechanical example of a double-well potential, where we can get exact results for the time evolution of the system, we show that an approximation to the effective potential in the quantum equation of motion that correctly describes the dynamical evolution of the system is obtained with the help of the wilsonian RG equation (already at the lowest order of the derivative expansion), while the commonly used one-loop effective potential fails to reproduce the exact results. (orig.)

Interacting Brownian Swarms: Some Analytical Results

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Guillaume Sartoretti

2016-01-01

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

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

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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.

Strong Coupling Corrections in Quantum Thermodynamics

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Perarnau-Llobet, M.; Wilming, H.; Riera, A.; Gallego, R.; Eisert, J.

2018-03-01

Quantum systems strongly coupled to many-body systems equilibrate to the reduced state of a global thermal state, deviating from the local thermal state of the system as it occurs in the weak-coupling limit. Taking this insight as a starting point, we study the thermodynamics of systems strongly coupled to thermal baths. First, we provide strong-coupling corrections to the second law applicable to general systems in three of its different readings: As a statement of maximal extractable work, on heat dissipation, and bound to the Carnot efficiency. These corrections become relevant for small quantum systems and vanish in first order in the interaction strength. We then move to the question of power of heat engines, obtaining a bound on the power enhancement due to strong coupling. Our results are exemplified on the paradigmatic non-Markovian quantum Brownian motion.

Achieving swift equilibration of a Brownian particle using flow-fields

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Patra, Ayoti; Jarzynski, Christopher

Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.

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

Directory of Open Access Journals (Sweden)

Davide Mercadante

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

Classical and quantum motion in an inverse square potential

International Nuclear Information System (INIS)

Avila-Aoki, M.; Cisneros, C.; Martinez-y-Romero, R.P.; Nunez-Yepez, H.N.; Salas-Brito, A.L.

2009-01-01

Classical motion in an inverse square potential is shown to be equivalent to free motion on a hyperbola. The existence of a classical splitting between the q>0 and q<0 regions of motion is demonstrated. We show that this last property may be regarded as the classical counterpart of the superselection rule occurring in the corresponding quantum problem. We solve the quantum problem in momentum space finding that there is no way of quantizing its energy but that the eigenfunctions suffice to describe the single renormalized bound state of the system. The dynamical symmetry of the classical problem is found to be O(1,1). Both this symmetry and the symmetry of inversion through the origin are found to be broken

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

International Nuclear Information System (INIS)

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

2014-01-01

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

Fourth-order constants of motion for time independent classical and quantum systems in three dimensions

International Nuclear Information System (INIS)

Chand, F.

2010-01-01

Exact fourth-order constants of motion are investigated for three-dimensional classical and quantum Hamiltonian systems. The rationalization method is utilized to obtain constants of motion for classical systems. Constants of motion for quantum systems are obtained by adding quantum correction terms, computed using Moyal's bracket, to the corresponding classical counterparts. (author)

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

International Nuclear Information System (INIS)

Ma, Jun; Jing, Guangyin

2014-01-01

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

Quadratic integrals of motion for identical particle systems in quantum case

International Nuclear Information System (INIS)

Brije, I.; Gonera, S.; Kosinski, P.; Maslanka, P.; Giller, S.

2005-01-01

One studied quantum dynamic systems of identical particles allowing for additional integral of motion being quadratic in pulses. It was found that there was an appropriate way to ensure order that enabled to convert the classical integrals of motion into their quantum analogues. One analyzed relation of the mentioned integrals with splitting of the variables in the Schroedinger equation [ru

Quantum theory as an emergent phenomenon the statistical mechanics of matrix models as the precursor of quantum field theory

CERN Document Server

Adler, Stephen L

2004-01-01

Quantum mechanics is our most successful physical theory. However, it raises conceptual issues that have perplexed physicists and philosophers of science for decades. This 2004 book develops an approach, based on the proposal that quantum theory is not a complete, final theory, but is in fact an emergent phenomenon arising from a deeper level of dynamics. The dynamics at this deeper level are taken to be an extension of classical dynamics to non-commuting matrix variables, with cyclic permutation inside a trace used as the basic calculational tool. With plausible assumptions, quantum theory is shown to emerge as the statistical thermodynamics of this underlying theory, with the canonical commutation/anticommutation relations derived from a generalized equipartition theorem. Brownian motion corrections to this thermodynamics are argued to lead to state vector reduction and to the probabilistic interpretation of quantum theory, making contact with phenomenological proposals for stochastic modifications to Schr�...

Brownian relaxation of an inelastic sphere in air

Energy Technology Data Exchange (ETDEWEB)

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

2016-06-15

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

Anyonic partition functions and windings of planar Brownian motion

International Nuclear Information System (INIS)

Desbois, J.; Heinemann, C.; Ouvry, S.

1995-01-01

The computation of the N-cycle Brownian paths contribution F N (α) to the N-anyon partition function is addressed. A detailed numerical analysis based on a random walk on a lattice indicates that F N 0 (α)=product k=1 N-1 [1-(N/k)α]. In the paramount three-anyon case, one can show that F 3 (α) is built by linear states belonging to the bosonic, fermionic, and mixed representations of S 3

Decoherence in quantum gravity: issues and critiques

Energy Technology Data Exchange (ETDEWEB)

Anastopoulos, C [Department of Physics, University of Patras, 26500 Patras (Greece); Hu, B L [Department of Physics, University of Maryland, College Park, Maryland 20742-4111 (United States)

2007-05-15

An increasing number of papers have appeared in recent years on decoherence in quantum gravity at the Planck energy. We discuss the meaning of decoherence in quantum gravity starting from the common notion that quantum gravity is a theory for the microscopic structures of spacetime, and invoking some generic features of quantum decoherence from the open systems viewpoint. We dwell on a range of issues bearing on this process including the relation between statistical and quantum, noise from effective field theory, the meaning of stochasticity, the origin of non-unitarity and the nature of nonlocality in this and related contexts. To expound these issues we critique on two representative theories: One claims that decoherence in quantum gravity scale leads to the violation of CPT symmetry at sub-Planckian energy which is used to explain today's particle phenomenology. The other uses this process in place with the Brownian motion model to prove that spacetime foam behaves like a thermal bath. A companion paper will deal with intrinsic and fundamental decoherence which also bear on issues in classical and quantum gravity.

Decoherence in quantum gravity: issues and critiques

International Nuclear Information System (INIS)

Anastopoulos, C; Hu, B L

2007-01-01

An increasing number of papers have appeared in recent years on decoherence in quantum gravity at the Planck energy. We discuss the meaning of decoherence in quantum gravity starting from the common notion that quantum gravity is a theory for the microscopic structures of spacetime, and invoking some generic features of quantum decoherence from the open systems viewpoint. We dwell on a range of issues bearing on this process including the relation between statistical and quantum, noise from effective field theory, the meaning of stochasticity, the origin of non-unitarity and the nature of nonlocality in this and related contexts. To expound these issues we critique on two representative theories: One claims that decoherence in quantum gravity scale leads to the violation of CPT symmetry at sub-Planckian energy which is used to explain today's particle phenomenology. The other uses this process in place with the Brownian motion model to prove that spacetime foam behaves like a thermal bath. A companion paper will deal with intrinsic and fundamental decoherence which also bear on issues in classical and quantum gravity

Dynamics of a Simple Quantum System in a Complex Environment

CERN Document Server

Bulgac, A; Kusnezov, D; Bulgac, Aurel; Dang, Gui Do; Kusnezov, Dimitri

1998-01-01

We present a theory for the dynamical evolution of a quantum system coupled to a complex many-body intrinsic system/environment. By modelling the intrinsic many-body system with parametric random matrices, we study the types of effective stochastic models which emerge from random matrix theory. Using the Feynman-Vernon path integral formalism, we derive the influence functional and obtain either analytical or numerical solutions for the time evolution of the entire quantum system. We discuss thoroughly the structure of the solutions for some representative cases and make connections to well known limiting results, particularly to Brownian motion, Kramers classical limit and the Caldeira-Leggett approach.

Active Brownian particles with velocity-alignment and active fluctuations

International Nuclear Information System (INIS)

Großmann, R; Schimansky-Geier, L; Romanczuk, P

2012-01-01

We consider a model of active Brownian particles (ABPs) with velocity alignment in two spatial dimensions with passive and active fluctuations. Here, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the heading of an individual active particle. In the simplest case studied here, they are assumed to be independent stochastic forces parallel (speed noise) and perpendicular (angular noise) to the velocity of the particle. On the other hand, passive fluctuations are defined by a noise vector independent of the direction of motion of a particle, and may account, for example, for thermal fluctuations. We derive a macroscopic description of the ABP gas with velocity-alignment interaction. Here, we start from the individual-based description in terms of stochastic differential equations (Langevin equations) and derive equations of motion for the coarse-grained kinetic variables (density, velocity and temperature) via a moment expansion of the corresponding probability density function. We focus here on the different impact of active and passive fluctuations on onset of collective motion and show how active fluctuations in the active Brownian dynamics can change the phase-transition behaviour of the system. In particular, we show that active angular fluctuations lead to an earlier breakdown of collective motion and to the emergence of a new bistable regime in the mean-field case. (paper)

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

Science.gov (United States)

Mezzasalma, Stefano A

2007-03-15

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

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

International Nuclear Information System (INIS)

Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

2009-01-01

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

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

CERN Document Server

Berzin, Corinne; León, José R

2014-01-01

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

Analysis of single quantum-dot mobility inside 1D nanochannel devices

Science.gov (United States)

Hoang, H. T.; Segers-Nolten, I. M.; Tas, N. R.; van Honschoten, J. W.; Subramaniam, V.; Elwenspoek, M. C.

2011-07-01

We visualized individual quantum dots using a combination of a confining nanochannel and an ultra-sensitive microscope system, equipped with a high numerical aperture lens and a highly sensitive camera. The diffusion coefficients of the confined quantum dots were determined from the experimentally recorded trajectories according to the classical diffusion theory for Brownian motion in two dimensions. The calculated diffusion coefficients were three times smaller than those in bulk solution. These observations confirm and extend the results of Eichmann et al (2008 Langmuir 24 714-21) to smaller particle diameters and more narrow confinement. A detailed analysis shows that the observed reduction in mobility cannot be explained by conventional hydrodynamic theory.

Analysis of single quantum-dot mobility inside 1D nanochannel devices

International Nuclear Information System (INIS)

Hoang, H T; Tas, N R; Van Honschoten, J W; Elwenspoek, M C; Segers-Nolten, I M; Subramaniam, V

2011-01-01

We visualized individual quantum dots using a combination of a confining nanochannel and an ultra-sensitive microscope system, equipped with a high numerical aperture lens and a highly sensitive camera. The diffusion coefficients of the confined quantum dots were determined from the experimentally recorded trajectories according to the classical diffusion theory for Brownian motion in two dimensions. The calculated diffusion coefficients were three times smaller than those in bulk solution. These observations confirm and extend the results of Eichmann et al (2008 Langmuir 24 714-21) to smaller particle diameters and more narrow confinement. A detailed analysis shows that the observed reduction in mobility cannot be explained by conventional hydrodynamic theory.

Brownian ratchets from statistical physics to bio and nano-motors

CERN Document Server

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.

Non equilibrium quantum fields in cosmology

International Nuclear Information System (INIS)

Paz, J.P.

1991-01-01

The authors discuss the general framework used to construct a quantum mechanical model of the inflationary phase transition. The emer-gence of classical behavior in the longwavelength modes of the inflation is one of the facts that these models should address. For some toy examples (in which the inflation interacts with an environment consti-tuted by other fields) decoherence is shown of the modes with physical wavelength greater than the horizon. The authors use an approach based on a master equation. They take advantage of the similarities that exist between the master equation for the toy cosmological models and the one for the simple Quantum Brownian Motion. Recent results are discussed obtained for the general QBM problem (in which the environment has a generic spectral density). (author). 10 refs

Directed transport of confined Brownian particles with torque

Science.gov (United States)

Radtke, Paul K.; Schimansky-Geier, Lutz

2012-05-01

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

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

Science.gov (United States)

Schmidt, Christian; Piel, Alexander

2015-10-01

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

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

Science.gov (United States)

Grančič, Peter; Štěpánek, František

2012-07-01

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

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

Directory of Open Access Journals (Sweden)

Didier Delignières

2015-01-01

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

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

International Nuclear Information System (INIS)

Svin'in, I.R.

1982-01-01

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

Non-cooperative Brownian donkeys: A solvable 1D model

Science.gov (United States)

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

2003-12-01

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

Solvable Quantum Macroscopic Motions and Decoherence Mechanisms in Quantum Mechanics on Nonstandard Space

Science.gov (United States)

Kobayashi, Tsunehiro

1996-01-01

Quantum macroscopic motions are investigated in the scheme consisting of N-number of harmonic oscillators in terms of ultra-power representations of nonstandard analysis. Decoherence is derived from the large internal degrees of freedom of macroscopic matters.

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

Science.gov (United States)

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

2016-06-01

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

The Onsager reciprocity relation and generalized efficiency of a thermal Brownian motor

International Nuclear Information System (INIS)

Tian-Fu, Gao; Jin-Can, Chen; Yue, Zhang

2009-01-01

Based on a general model of Brownian motors, the Onsager coefficients and generalized efficiency of a thermal Brownian motor are calculated analytically. It is found that the Onsager reciprocity relation holds and the Onsager coefficients are not affected by the kinetic energy change due to the particle's motion. Only when the heat leak in the system is negligible can the determinant of the Onsager matrix vanish. Moreover, the influence of the main parameters characterizing the model on the generalized efficiency of the Brownian motor is discussed in detail. The characteristic curves of the generalized efficiency varying with these parameters are presented, and the maximum generalized efficiency and the corresponding optimum parameters are determined. The results obtained here are of general significance. They are used to analyze the performance characteristics of the Brownian motors operating in the three interesting cases with zero heat leak, zero average drift velocity or a linear response relation, so that some important conclusions in current references are directly included in some limit cases of the present paper. (general)

On observation of position in quantum theory

Science.gov (United States)

Kryukov, A.

2018-05-01

Newtonian and Schrödinger dynamics can be formulated in a physically meaningful way within the same Hilbert space framework. This fact was recently used to discover an unexpected relation between classical and quantum motions that goes beyond the results provided by the Ehrenfest theorem. A formula relating the normal probability distribution and the Born rule was also found. Here the dynamical mechanism responsible for the latter formula is proposed and applied to measurements of macroscopic and microscopic systems. A relationship between the classical Brownian motion and the diffusion of state on the space of states is discovered. The role of measuring devices in quantum theory is investigated in the new framework. It is shown that the so-called collapse of the wave function is not measurement specific and does not require a "concentration" near the eigenstates of the measured observable. Instead, it is explained by the common diffusion of a state over the space of states under interaction with the apparatus and the environment. This in turn provides us with a basic reason for the definite position of macroscopic bodies in space.

Conception of Brownian coil

OpenAIRE

Zhang, Jiayuan

2018-01-01

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

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.

Dynamical stability of the one-dimensional rigid Brownian rotator: the role of the rotator’s spatial size and shape

Science.gov (United States)

Jeknić-Dugić, Jasmina; Petrović, Igor; Arsenijević, Momir; Dugić, Miroljub

2018-05-01

We investigate dynamical stability of a single propeller-like shaped molecular cogwheel modelled as the fixed-axis rigid rotator. In the realistic situations, rotation of the finite-size cogwheel is subject to the environmentally-induced Brownian-motion effect that we describe by utilizing the quantum Caldeira-Leggett master equation. Assuming the initially narrow (classical-like) standard deviations for the angle and the angular momentum of the rotator, we investigate the dynamics of the first and second moments depending on the size, i.e. on the number of blades of both the free rotator as well as of the rotator in the external harmonic field. The larger the standard deviations, the less stable (i.e. less predictable) rotation. We detect the absence of the simple and straightforward rules for utilizing the rotator’s stability. Instead, a number of the size-related criteria appear whose combinations may provide the optimal rules for the rotator dynamical stability and possibly control. In the realistic situations, the quantum-mechanical corrections, albeit individually small, may effectively prove non-negligible, and also revealing subtlety of the transition from the quantum to the classical dynamics of the rotator. As to the latter, we detect a strong size-dependence of the transition to the classical dynamics beyond the quantum decoherence process.

On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation

International Nuclear Information System (INIS)

Balazs, N.L.

1978-01-01

In the classical theory of Brownian motion the Langevin equation can be considered as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, the Langevin equation can be reinterpreted as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta one can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. One may associate, according to Weyl, functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions the streaming can be expressed as a continuity equation of the Wigner function. It is found that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation. (Auth.)

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

OpenAIRE

Bolivar, A. O.

2010-01-01

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

Quantum revivals in the motion of electron in magnetic field

International Nuclear Information System (INIS)

Filipowicz, P.; Mostowski, J.

1981-01-01

We show that the motion of a relativistic electron in constant homogeneous magnetic field exhibits quasiperiodic behaviour (quantum revivals) and discuss the possibility of their observation. (author)

Cooling mechanical motion via vacuum effect of an ensemble of quantum emitters.

Science.gov (United States)

Nie, Wenjie; Chen, Aixi; Lan, Yueheng

2015-11-30

We design a hybrid optomechanical setup, in which an ensemble of quantum emitters is coupled with a movable mirror through vacuum interaction. The optical cavity is driven along with the quantum emitters and therefore the coupling between the cavity field and the ensemble determines the dynamics of the coupled system. In particular, we investigated the influence of the vacuum coupling strength on the effective frequency and the effective damping rate of the movable mirror, which shows that the vacuum interaction enhances greatly the effective damping rate. Further, the cooling characteristics of the mechanical resonator is analyzed in detail by counting the effective phonon number in the mirror's motion. It is found that the ground-state cooling of the mechanical motion can be approached in the bad cavity limit when the vacuum coupling is included. The dependence of the cooling of the mechanical motion on the parameters of the cavity and the quantum emitter is investigated in detail numerically.

Conserved linear dynamics of single-molecule Brownian motion

KAUST Repository

Serag, Maged F.

2017-06-06

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.

Conserved linear dynamics of single-molecule Brownian motion

Science.gov (United States)

Serag, Maged F.; Habuchi, Satoshi

2017-06-01

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.

Conserved linear dynamics of single-molecule Brownian motion

KAUST Repository

Serag, Maged F.; Habuchi, Satoshi

2017-01-01

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.

Quantum back-action-evading measurement of motion in a negative mass reference frame

Science.gov (United States)

Møller, Christoffer B.; Thomas, Rodrigo A.; Vasilakis, Georgios; Zeuthen, Emil; Tsaturyan, Yeghishe; Balabas, Mikhail; Jensen, Kasper; Schliesser, Albert; Hammerer, Klemens; Polzik, Eugene S.

2017-07-01

Quantum mechanics dictates that a continuous measurement of the position of an object imposes a random quantum back-action (QBA) perturbation on its momentum. This randomness translates with time into position uncertainty, thus leading to the well known uncertainty on the measurement of motion. As a consequence of this randomness, and in accordance with the Heisenberg uncertainty principle, the QBA puts a limitation—the so-called standard quantum limit—on the precision of sensing of position, velocity and acceleration. Here we show that QBA on a macroscopic mechanical oscillator can be evaded if the measurement of motion is conducted in the reference frame of an atomic spin oscillator. The collective quantum measurement on this hybrid system of two distant and disparate oscillators is performed with light. The mechanical oscillator is a vibrational ‘drum’ mode of a millimetre-sized dielectric membrane, and the spin oscillator is an atomic ensemble in a magnetic field. The spin oriented along the field corresponds to an energetically inverted spin population and realizes a negative-effective-mass oscillator, while the opposite orientation corresponds to an oscillator with positive effective mass. The QBA is suppressed by -1.8 decibels in the negative-mass setting and enhanced by 2.4 decibels in the positive-mass case. This hybrid quantum system paves the way to entanglement generation and distant quantum communication between mechanical and spin systems and to sensing of force, motion and gravity beyond the standard quantum limit.

Quantum back-action-evading measurement of motion in a negative mass reference frame.

Science.gov (United States)

Møller, Christoffer B; Thomas, Rodrigo A; Vasilakis, Georgios; Zeuthen, Emil; Tsaturyan, Yeghishe; Balabas, Mikhail; Jensen, Kasper; Schliesser, Albert; Hammerer, Klemens; Polzik, Eugene S

2017-07-12

Quantum mechanics dictates that a continuous measurement of the position of an object imposes a random quantum back-action (QBA) perturbation on its momentum. This randomness translates with time into position uncertainty, thus leading to the well known uncertainty on the measurement of motion. As a consequence of this randomness, and in accordance with the Heisenberg uncertainty principle, the QBA puts a limitation-the so-called standard quantum limit-on the precision of sensing of position, velocity and acceleration. Here we show that QBA on a macroscopic mechanical oscillator can be evaded if the measurement of motion is conducted in the reference frame of an atomic spin oscillator. The collective quantum measurement on this hybrid system of two distant and disparate oscillators is performed with light. The mechanical oscillator is a vibrational 'drum' mode of a millimetre-sized dielectric membrane, and the spin oscillator is an atomic ensemble in a magnetic field. The spin oriented along the field corresponds to an energetically inverted spin population and realizes a negative-effective-mass oscillator, while the opposite orientation corresponds to an oscillator with positive effective mass. The QBA is suppressed by -1.8 decibels in the negative-mass setting and enhanced by 2.4 decibels in the positive-mass case. This hybrid quantum system paves the way to entanglement generation and distant quantum communication between mechanical and spin systems and to sensing of force, motion and gravity beyond the standard quantum limit.

Quantum mechanical equations of particle and spin motion in polarised medium

International Nuclear Information System (INIS)

Silenko, A.Ya.

2003-01-01

The quantum mechanical equations for the particles and spin motion in the media with polarized electrons by presence of the external fields are determined. The motion of the electrons and their spin are influenced by the exchange interaction whereas the motion of the positrons is the annihilation one. The second order summands by spin are accounted for the particles with the S≥1 spin. The obtained equations may applied for describing the particles and spin motion both in the magnetic and nonmagnetic media [ru

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

International Nuclear Information System (INIS)

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

2015-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-12-01

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

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

Science.gov (United States)

Gautestad, Arild O

2012-09-07

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

Quantum dissipative systems from theory of continuous measurements

International Nuclear Information System (INIS)

Mensky, Michael B.; Stenholm, Stig

2003-01-01

We apply the restricted-path-integral (RPI) theory of non-minimally disturbing continuous measurements for correct description of frictional Brownian motion. The resulting master equation is automatically of the Lindblad form, so that the difficulties typical of other approaches do not exist. In the special case of harmonic oscillator the known familiar master equation describing its frictionally driven Brownian motion is obtained. A thermal reservoir as a measuring environment is considered

Quantum vortex motion in high-Tc superconductors

International Nuclear Information System (INIS)

Garcia, A.; Zhang, X.X.; Tejada, J.

1996-01-01

Magnetic relaxation experiments at low temperatures were performed in different zero-field-cooled (ZFC) and field-cooled (FC) high-T c superconductors (HTSCs): TlBaCaCuO (2212 and 2223 phases, polycrystalline and thin-film samples), (Hg,Tl)BaCaCuO (1223 phase, polycrystalline material), and (Bi,Pb)SrCaCuO (2212 phase, single crystal). For each system and in the whole temperature range investigated, the relaxation curves obtained after both cooling processes are linear with the logarithm of time. The temperature dependence of the relaxation rate normalized to the first magnetization value, R=parallel d(M/M 0 )/dln(t)parallel, follows a trend which is common to all systems: R decreases linearly with decreasing temperature down to a value, which is called the crossover temperature, below which it levels off to a T-independent plateau. This behavior gives evidence of a transition in the mechanism responsible for the relaxation process at low temperatures, from thermally activated (linear dependence on T) to quantum vortex motion (T-independent regime). The experimental values for the crossover temperatures and normalized relaxation rates compare fairly well to numerical estimates in the framework of the theories of quantum vortex motion in layered HTSCs. Finally, the transition from one regime into another was studied in two samples of the TlBaCaCuO, 2223 phase, system in order to investigate the influence of dissipation on the quantum process. A clear conclusion on this point could not be drawn from these kinds of measurements. copyright 1996 American Institute of Physics

The quantum and the continuum : Einstein's dichotomous legacies

International Nuclear Information System (INIS)

Majumdar, Parthasarathi

2015-01-01

This talk begins with a summary of some of Einstein's seminal contributions in the quantum domain, like Brownian motion and the Light Quantum Hypothesis, as well as on the spacetime continuum enshrined in the theories of special and general relativity. Following up on Einstein's rationale for postulating the Light Quantum Hypothesis, we attempt to point to a possible dichotomy in his thinking about these two legacies of his, which may have been noticed by him, but was not much discussed by him in the public domain. One may speculate that this may have had something to do with his well-known distaste for the probability interpretation of quantum mechanics as a fundamental interpretation. We argue that Einstein's general relativity theory itself contains the seeds of a dramatic modification of our ideas of the Einsteinian spacetime continuum, thus underlining the dichotomy even more strongly. We then survey one modern attempt to resolve the dichotomy, at least partly, by bringing into the spacetime continuum, aspects of quantum mechanics with its underlying statistical interpretation, an approach which Einstein may not have whole-heartedly endorsed, but which seems to work so far, with good prospects for the future. (author)

Quantum theory of dynamical collective subspace for large-amplitude collective motion

International Nuclear Information System (INIS)

Sakata, Fumihiko; Marumori, Toshio; Ogura, Masanori.

1986-03-01

By placing emphasis on conceptual correspondence to the ''classical'' theory which has been developed within the framework of the time-dependent Hartree-Fock theory, a full quantum theory appropriate for describing large-amplitude collective motion is proposed. A central problem of the quantum theory is how to determine an optimal representation called a dynamical representation; the representation is specific for the collective subspace where the large-amplitude collective motion is replicated as satisfactorily as possible. As an extension of the classical theory where the concept of an approximate integral surface plays an important role, the dynamical representation is properly characterized by introducing a concept of an approximate invariant subspace of the Hamiltonian. (author)

CNT based thermal Brownian motor to pump water in nanodevices

DEFF Research Database (Denmark)

Oyarzua, Elton; Zambrano, Harvey; Walther, Jens Honore

2016-01-01

asymmetry drive the water ow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed......Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through...... Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by flxing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial...

On the Humble Origins of the Brownian Entropic Force

OpenAIRE

Neumann, Richard M.

2015-01-01

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

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

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

Science.gov (United States)

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

2015-11-01

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

Pramana – Journal of Physics | Indian Academy of Sciences

Indian Academy of Sciences (India)

For the standard quantum Brownian motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard Brownian particle, we show that there is at least another system undergoing the dynamics described by the QBM model.

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

Continuous state branching processes in random environment: The Brownian case

OpenAIRE

Palau, Sandra; Pardo, Juan Carlos

2015-01-01

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

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.

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

Science.gov (United States)

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

2008-01-01

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

Quantum dynamics without the wavefunction

International Nuclear Information System (INIS)

Sorkin, Rafael D

2007-01-01

When suitably generalized and interpreted, the path integral offers an alternative to the more familiar quantal formalism based on state vectors, self-adjoint operators and external observers. Mathematically one generalizes the path-integral-as-propagator to a quantal measure μ on the space Ω of all 'conceivable worlds', and this generalized measure expresses the dynamics or law of motion of the theory, much as Wiener measure expresses the dynamics of Brownian motion. Within such 'histories-based' schemes new and more 'realistic' possibilities open up for resolving the philosophical problems of the state-vector formalism. In particular, one can dispense with the need for external agents by locating the predictive content of μ in its sets of measure zero: such sets are to be 'precluded'. But unrestricted application of this rule engenders contradictions. One possible response would remove the contradictions by circumscribing the application of the preclusion concept. Another response, more in the tradition of 'quantum logic', would accommodate the contradictions by dualizing Ω to a space of 'co-events' and effectively identifying reality with an element of this dual space

Self-consistent hole motion and spin excitations in a quantum antiferromagnet

International Nuclear Information System (INIS)

Su, Z.B.; Yu, L.; Li, Y.M.; Lai, W.Y.

1989-12-01

A new quantum Bogoliubov-de Gennes (BdeG) formalism is developed to study the self-consistent motion of holes and spin excitations in a quantum antiferromagnet within the generalized t-J model. On the one hand, the effects of local distortion of spin configurations and the renormalization of the hole motion due to virtual excitations of the distorted spin background are treated on an equal footing to obtain the hole wave function and its spectrum, as well as the effective mass for a propagating hole. On the other hand, the change of the spin excitation spectrum and the spin correlations due to the presence of dynamical holes are studied within the same adiabatic approximation. The stability of the hole states with respect to such changes justifies the self-consistency of the proposed formalism. (author). 25 refs, 6 figs, 1 tab

Quantum dynamics characteristic and the flow of information for an open quantum system under relativistic motion

Science.gov (United States)

Sun, Wen-Yang; Wang, Dong; Fang, Bao-Long; Ye, Liu

2018-03-01

In this letter, the dynamics characteristics of quantum entanglement (negativity) and distinguishability (trace distance), and the flow of information for an open quantum system under relativistic motion are investigated. Explicitly, we propose a scenario that a particle A held by Alice suffers from an amplitude damping (AD) noise in a flat space-time and another particle B by Bob entangled with A travels with a fixed acceleration under a non-inertial frame. The results show that quantum distinguishability and entanglement are very vulnerable and fragile under the collective influence of AD noise and Unruh effect. Both of them will decrease with the growing intensity of the Unruh effect and the AD thermal bath. It means that the abilities of quantum distinguishability and entanglement to suppress the collective decoherence (AD noise and Unruh effect) are very weak. Furthermore, it turns out that the reduced quantum distinguishability of Alice’s system and Bob in the physically accessible region is distributed to another quantum distinguishability for Alice’s environment and Bob in the physically inaccessible region. That is, the information regarding the scenario is that the lost quantum distinguishability, as a fixed information, flows from the systems to the collective decoherence environment.

Schroedinger’s Mirrors - exploring mechanical motion in the quantum regime

CERN Multimedia

CERN. Geneva

2017-01-01

The quantum optical control of solid-state mechanical devices, quantum optomechanics, has emerged as a new frontier of light-matter interactions. Devices currently under investigation cover a mass range of more than 17 orders of magnitude - from nanomechanical waveguides of some picograms to macroscopic, kilogram-weight mirrors of gravitational wave detectors. This development has been enabled by the insight that quantum optics provides a powerful toolbox to generate, manipulate and detect quantum states of mechanical motion, in particular by coupling the mechanics to an optical or microwave cavity field. Originally, such cavity optomechanical systems have been studied from the early 1970s on in the context of gravitational wave antennas. Advancements in micro-fabrication and micro-cavities, however, have resulted in the development of a completely new generation of nano- and micro-optomechanical devices. Today, 10 years after the first demonstrations of laser cooling of micromechanical resonators, the quantu...

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

Science.gov (United States)

Gautestad, Arild O; Mysterud, Atle

2013-01-01

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

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

Directory of Open Access Journals (Sweden)

Zoran Gligoric

2014-01-01

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

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

Science.gov (United States)

Lepelletier, Léa; de Monvel, Jacques Boutet; Buisson, Johanna; Desdouets, Chantal; Petit, Christine

2013-07-02

Planar polarization of the forming hair bundle, the mechanosensory antenna of auditory hair cells, depends on the poorly characterized center-to-edge displacement of a primary cilium, the kinocilium, at their apical surface. Taking advantage of the gradient of hair cell differentiation along the cochlea, we reconstituted a map of the kinocilia displacements in the mouse embryonic cochlea. We then developed a cochlear organotypic culture and video-microscopy approach to monitor the movements of the kinocilium basal body (mother centriole) and its daughter centriole, which we analyzed using particle tracking and modeling. We found that both hair cell centrioles undergo confined Brownian movements around their equilibrium positions, under the apparent constraint of a radial restoring force of ∼0.1 pN. This magnitude depended little on centriole position, suggesting nonlinear interactions with constraining, presumably cytoskeletal elements. The only dynamic change observed during the period of kinocilium migration was a doubling of the centrioles' confinement area taking place early in the process. It emerges from these static and dynamic observations that kinocilia migrate gradually in parallel with the organization of hair cells into rows during cochlear neuroepithelium extension. Analysis of the confined motion of hair cell centrioles under normal and pathological conditions should help determine which structures contribute to the restoring force exerting on them. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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

Science.gov (United States)

Palanisamy, Duraivelan; den Otter, Wouter K.

2018-05-01

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

The Brownian loop soup

OpenAIRE

Lawler, Gregory F.; Werner, Wendelin

2003-01-01

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

Infinite-mode squeezed coherent states and non-equilibrium statistical mechanics (phase-space-picture approach)

International Nuclear Information System (INIS)

Yeh, L.

1992-01-01

The phase-space-picture approach to quantum non-equilibrium statistical mechanics via the characteristic function of infinite- mode squeezed coherent states is introduced. We use quantum Brownian motion as an example to show how this approach provides an interesting geometrical interpretation of quantum non-equilibrium phenomena

Experimental quantum ratchets based on nanostructures

International Nuclear Information System (INIS)

Linke, H.; Loefgren, A.; Sheng, W.; Xu, H.; Svensson, A.; Omling, P.; Lindelof, P.E.

1999-01-01

Full text: A number of biological processes, for instance muscular contraction and intracellular transport, are based on a fascinating physical principle: In periodic, asymmetric potentials, so-called ratchets, the random motion of Brownian particles can be put to use by extracting energy from nonequilibrium fluctuations. These findings have recently revived interest in physics to explore the general principles of ratchet effects. So far, most ratchet systems studied assumed or used classical systems. In extension of this previous work, highly interesting and new physics can also be expected from ratchet mechanisms that rely on quantum processes. In this contribution, the requirements for experimental studies of quantum ratchet effects will be discussed, and it will be pointed out that these prerequisites are ideally fulfilled in semiconductor- and metal-nanostructures. As an example, experimental and theoretical results will be presented showing that phase-coherent, asymmetric (triangular) electron cavities can partially rectify an applied AC voltage. Using this effect, which is related to electron wave interference, an electron current can be generated without applied net field

On the Motion of solids in modified quantum mechanics

International Nuclear Information System (INIS)

Diosi, L.

1988-01-01

In this paper we apply the unified dynamics of Ghirardi, Rimini and Weber to the translational and rotational motion of solids in three dimensions. We show that, in a certain approximation, the rotational equations can formally be reduced to the translational ones already known. We point out that the rotation of solids as well as their translation are practically of classical nature without any observable quantum effects

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

NARCIS (Netherlands)

Brinkman, H.C.

1956-01-01

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

Quantum Deformations and Superintegrable Motions on Spaces with Variable Curvature

Directory of Open Access Journals (Sweden)

Orlando Ragnisco

2007-02-01

Full Text Available An infinite family of quasi-maximally superintegrable Hamiltonians with a common set of (2N-3 integrals of the motion is introduced. The integrability properties of all these Hamiltonians are shown to be a consequence of a hidden non-standard quantum sl(2,R Poisson coalgebra symmetry. As a concrete application, one of this Hamiltonians is shown to generate the geodesic motion on certain manifolds with a non-constant curvature that turns out to be a function of the deformation parameter z. Moreover, another Hamiltonian in this family is shown to generate geodesic motions on Riemannian and relativistic spaces all of whose sectional curvatures are constant and equal to the deformation parameter z. This approach can be generalized to arbitrary dimension by making use of coalgebra symmetry.

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

Directory of Open Access Journals (Sweden)

F. Mabood

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

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

Science.gov (United States)

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

2012-05-01

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

Quantum Law of Motion: Analysis and Extension to Higher Dimensions

OpenAIRE

Bouda, A.; Gharbi, A.

2008-01-01

In this paper, we review the recently formulated quantum laws of motion and provide new observations. We also extend these laws to higher dimensions. By applying in two dimensions the obtained relations to charge submitted to an electric central potential, we decide between these laws. Furthermore, we extend the selected law to the relativistic case in higher dimensions.

Einstein today

International Nuclear Information System (INIS)

Aspect, A.; Grangier, Ph.; Bouchet, F.R.; Brunet, E.; Derrida, B.; Cohen-Tannoudji, C.; Dalibard, J.; Laloe, F.; Damour, Th.; Darrigol, O.; Pocholle, J.P.

2005-01-01

The most important contributions of Einstein involve 5 fields of physics : the existence of quanta (light quanta, stimulated radiation emission and Bose-Einstein condensation), relativity, fluctuations (Brownian motion and thermodynamical fluctuations), the basis of quantum physics and cosmology (cosmological constant and the expansion of the universe). Diverse and renowned physicists have appreciated the development of modern physics from Einstein's ideas to the knowledge of today. This book is a collective book that gathers their work under 7 chapters: 1) 1905, a new beginning; 2) from the Einstein, Podolsky and Rosen's article to quantum information (cryptography and quantum computers); 3) the Bose-Einstein condensation in gases; 4) from stimulated emission to the today's lasers; 5) Brownian motion and the fluctuation-dissipation theory; 6) general relativity; and 7) cosmology. (A.C.)

Einstein today; Einstein aujourd'hui

Energy Technology Data Exchange (ETDEWEB)

Aspect, A.; Grangier, Ph. [Centre National de la Recherche Scientifique (CNRS), Lab. Charles Fabry de l' Institut d' Optique a Orsay, 91 - Orsay (France); Bouchet, F.R. [Institut d' Astrophysique de Paris, CNRS, 75 - Paris (France); Brunet, E.; Derrida, B. [Universite Pierre et Marie Curie, Ecole Normale Superieure, 75 - Paris (France); Cohen-Tannoudji, C. [Academie des Sciences, 75 - Paris (France); Dalibard, J.; Laloe, F. [Laboratoire Kastler Brossel. UMR 8552 (ENS, UPMC, CNRS), 75 - Paris (France); Damour, Th. [Institut des Hautes Etudes Scientifiques, 91 - Bures sur Yvette (France); Darrigol, O. [Centre National de la Recherche Scientifique (CNRS), Groupe Histoire des Sciences Rehseis, 75 - Paris (France); Pocholle, J.P. [Thales Research et Technology France, 91 - Palaiseau (France)

2005-07-01

The most important contributions of Einstein involve 5 fields of physics : the existence of quanta (light quanta, stimulated radiation emission and Bose-Einstein condensation), relativity, fluctuations (Brownian motion and thermodynamical fluctuations), the basis of quantum physics and cosmology (cosmological constant and the expansion of the universe). Diverse and renowned physicists have appreciated the development of modern physics from Einstein's ideas to the knowledge of today. This book is a collective book that gathers their work under 7 chapters: 1) 1905, a new beginning; 2) from the Einstein, Podolsky and Rosen's article to quantum information (cryptography and quantum computers); 3) the Bose-Einstein condensation in gases; 4) from stimulated emission to the today's lasers; 5) Brownian motion and the fluctuation-dissipation theory; 6) general relativity; and 7) cosmology. (A.C.)

Quantum motion on two planes connected at one point

International Nuclear Information System (INIS)

Exner, P.; Seba, P.

1986-01-01

Free motion of a particle on the manifold which consists of two planes connected at one point is studied. The four-parameter family of admissible Hamiltonians is constructed by self-adjoint extensions of the free Hamiltonian with the singular point removed. The probability of penetration between the two parts of the configuration manifold is calculated. The results can be used as a model for quantum point-contact spectroscopy

Time evolution of coarse-grained entropy in classical and quantum motions of strongly chaotic systems

Science.gov (United States)

Gu, Yan; Wang, Jiao

1997-02-01

We study relaxation of an ensemble of cat maps with initially localized phase-space distributions. Calculations of the coarse-grained entropy Sɛ ( t) for both classical and quantum motions are presented. It is shown that, within the relaxation period, both classical and quantum entropies increase with a nearly constant rate which can be identified as the largest Lyapunov exponent of the classical cat. After an empirical relaxation time, the time behavior for two entropies becomes different. While the classical entropy increases to the equilibrium entropy Seqm and stays there, its quantum analogue fluctuates incessantly around a mean overlineSɛ which is less than Seqm. We regard the entropy difference ΔS = S eqm - overlineSɛ as a measure of nonergodicity of the quantum motion of strongly chaotic systems and investigate its dependence on the Planck constant h. For fixed initial phase-space distributions, numerical results suggest that there is a scaling law ΔSαhβ with β ≈ 0.72 in the semiclassical regime.

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

International Nuclear Information System (INIS)

Meade, Nigel

2010-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-11-15

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

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

Science.gov (United States)

Park, Moongyu; Cushman, John Howard; O'Malley, Dan

2014-09-30

The collective molecular reorientations within a nematic liquid crystal fluid bathing a spherical colloid cause the colloid to diffuse anomalously on a short time scale (i.e., as a non-Brownian particle). The deformations and fluctuations of long-range orientational order in the liquid crystal profoundly influence the transient diffusive regimes. Here we show that an anisotropic fractional Brownian process run with a nonlinear multiscaling clock effectively mimics this collective and transient phenomenon. This novel process has memory, Gaussian increments, and a multiscale mean square displacement that can be chosen independently from the fractal dimension of a particle trajectory. The process is capable of modeling multiscale sub-, super-, or classical diffusion. The finite-size Lyapunov exponents for this multiscaling process are defined for future analysis of related mixing processes.

Description of quantum-mechanical motion by using the formalism of non-Markov stochastic process

International Nuclear Information System (INIS)

Skorobogatov, G.A.; Svertilov, S.I.

1999-01-01

The principle possibilities of mathematical modeling of quantum mechanical motion by the theory of a real stochastic processes is considered. The set of equations corresponding to the simplest case of a two-level system undergoing transitions under the influence of electromagnetic field are obtained. It is shown that quantum-mechanical processes are purely discrete processes of non-Markovian type. They are continuous processes in the space of probability amplitudes and posses the properties of quantum Markovity. The formulation of quantum mechanics in terms of the theory of stochastic processes is necessary for its generalization on small space-time intervals [ru

Properties of Brownian Image Models in Scale-Space

DEFF Research Database (Denmark)

Pedersen, Kim Steenstrup

2003-01-01

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

Species and Scale Dependence of Bacterial Motion Dynamics

Science.gov (United States)

Sund, N. L.; Yang, X.; Parashar, R.; Plymale, A.; Hu, D.; Kelly, R.; Scheibe, T. D.

2017-12-01

Many metal reducing bacteria are motile with their motion characteristics described by run-and-tumble behavior exhibiting series of flights (jumps) and waiting (residence) time spanning a wide range of values. Accurate models of motility allow for improved design and evaluation of in-situ bioremediation in the subsurface. While many bioremediation models neglect the motion of the bacteria, others treat motility using an advection dispersion equation, which assumes that the motion of the bacteria is Brownian.The assumption of Brownian motion to describe motility has enormous implications on predictive capabilities of bioremediation models, yet experimental evidence of this assumption is mixed [1][2][3]. We hypothesize that this is due to the species and scale dependence of the motion dynamics. We test our hypothesis by analyzing videos of motile bacteria of five different species in open domains. Trajectories of individual cells ranging from several seconds to few minutes in duration are extracted in neutral conditions (in the absence of any chemical gradient). The density of the bacteria is kept low so that the interaction between the bacteria is minimal. Preliminary results show a transition from Fickian (Brownian) to non-Fickian behavior for one species of bacteria (Pelosinus) and persistent Fickian behavior of another species (Geobacter).Figure: Video frames of motile bacteria with the last 10 seconds of their trajectories drawn in red. (left) Pelosinus and (right) Geobacter.[1] Ariel, Gil, et al. "Swarming bacteria migrate by Lévy Walk." Nature Communications 6 (2015).[2] Saragosti, Jonathan, Pascal Silberzan, and Axel Buguin. "Modeling E. coli tumbles by rotational diffusion. Implications for chemotaxis." PloS one 7.4 (2012): e35412.[3] Wu, Mingming, et al. "Collective bacterial dynamics revealed using a three-dimensional population-scale defocused particle tracking technique." Applied and Environmental Microbiology 72.7 (2006): 4987-4994.

Quantum-Classical Correspondence: Dynamical Quantization and the Classical Limit

International Nuclear Information System (INIS)

Turner, L

2004-01-01

In only 150 pages, not counting appendices, references, or the index, this book is one author's perspective of the massive theoretical and philosophical hurdles in the no-man's-land separating the classical and quantum domains of physics. It ends with him emphasizing his own theoretical contribution to this area. In his own words, he has attempted to answer: 1. How can we obtain the quantum dynamics of open systems initially described by the equations of motion of classical physics (quantization process) 2. How can we retrieve classical dynamics from the quantum mechanical equations of motion by means of a classical limiting process (dequantization process). However, this monograph seems overly ambitious. Although the publisher's description refers to this book as an accessible entre, we find that this author scrambles too hastily over the peaks of information that are contained in his large collection of 272 references. Introductory motivating discussions are lacking. Profound ideas are glossed over superficially and shoddily. Equations morph. But no new convincing understanding of the physical world results. The author takes the viewpoint that physical systems are always in interaction with their environment and are thus not isolated and, therefore, not Hamiltonian. This impels him to produce a method of quantization of these stochastic systems without the need of a Hamiltonian. He also has interest in obtaining the classical limit of the quantized results. However, this reviewer does not understand why one needs to consider open systems to understand quantum-classical correspondence. The author demonstrates his method using various examples of the Smoluchowski form of the Fokker--Planck equation. He then renders these equations in a Wigner representation, uses what he terms an infinitesimality condition, and associates with a constant having the dimensions of an action. He thereby claims to develop master equations, such as the Caldeira-Leggett equation, without

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

International Nuclear Information System (INIS)

Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo

1976-01-01

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

Atoms

International Nuclear Information System (INIS)

Fuchs, Alain; Villani, Cedric; Guthleben, Denis; Leduc, Michele; Brenner, Anastasios; Pouthas, Joel; Perrin, Jean

2014-01-01

Completed by recent contributions on various topics (atoms and the Brownian motion, the career of Jean Perrin, the evolution of atomic physics since Jean Perrin, relationship between scientific atomism and philosophical atomism), this book is a reprint of a book published at the beginning of the twentieth century in which the author addressed the relationship between atomic theory and chemistry (molecules, atoms, the Avogadro hypothesis, molecule structures, solutes, upper limits of molecular quantities), molecular agitation (molecule velocity, molecule rotation or vibration, molecular free range), the Brownian motion and emulsions (history and general features, statistical equilibrium of emulsions), the laws of the Brownian motion (Einstein's theory, experimental control), fluctuations (the theory of Smoluchowski), light and quanta (black body, extension of quantum theory), the electricity atom, the atom genesis and destruction (transmutations, atom counting)

Electromagnetic radiation of charged particles in stochastic motion

Energy Technology Data Exchange (ETDEWEB)

Harko, Tiberiu [Babes-Bolyai University, Department of Physics, Cluj-Napoca (Romania); University College London, Department of Mathematics, London (United Kingdom); Mocanu, Gabriela [Astronomical Institute of the Romanian Academy, Cluj-Napoca (Romania)

2016-03-15

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. (orig.)

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

Science.gov (United States)

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

2018-01-01

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

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 → ∞

Brownian dynamics with hydrodynamic interactions

International Nuclear Information System (INIS)

Ermak, D.L.; McCammon, J.A.

1978-01-01

A method for simulating the Brownian dynamics of N particles with the inclusion of hydrodynamic interactions is described. The particles may also be subject to the usual interparticle or external forces (e.g., electrostatic) which have been included in previous methods for simulating Brownian dynamics of particles in the absence of hydrodynamic interactions. The present method is derived from the Langevin equations for the N particle assembly, and the results are shown to be consistent with the corresponding Fokker--Planck results. Sample calculations on small systems illustrate the importance of including hydrodynamic interactions in Brownian dynamics simulations. The method should be useful for simulation studies of diffusion limited reactions, polymer dynamics, protein folding, particle coagulation, and other phenomena in solution

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

OpenAIRE

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

1999-01-01

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

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

Science.gov (United States)

Le Doussal, Pierre

2017-12-01

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

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

Science.gov (United States)

Antonopoulos, Markos; Stamatakos, Georgios

2015-01-01

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

Is quantum theory a form of statistical mechanics?

Science.gov (United States)

Adler, S. L.

2007-05-01

We give a review of the basic themes of my recent book: Adler S L 2004 Quantum Theory as an Emergent Phenomenon (Cambridge: Cambridge University Press). We first give motivations for considering the possibility that quantum mechanics is not exact, but is instead an accurate asymptotic approximation to a deeper level theory. For this deeper level, we propose a non-commutative generalization of classical mechanics, that we call "trace dynamics", and we give a brief survey of how it works, considering for simplicity only the bosonic case. We then discuss the statistical mechanics of trace dynamics and give our argument that with suitable approximations, the Ward identities for trace dynamics imply that ensemble averages in the canonical ensemble correspond to Wightman functions in quantum field theory. Thus, quantum theory emerges as the statistical thermodynamics of trace dynamics. Finally, we argue that Brownian motion corrections to this thermodynamics lead to stochastic corrections to the Schrödinger equation, of the type that have been much studied in the "continuous spontaneous localization" model of objective state vector reduction. In appendices to the talk, we give details of the existence of a conserved operator in trace dynamics that encodes the structure of the canonical algebra, of the derivation of the Ward identities, and of the proof that the stochastically-modified Schrödinger equation leads to state vector reduction with Born rule probabilities.

Decoherence, discord, and the quantum master equation for cosmological perturbations

Science.gov (United States)

Hollowood, Timothy J.; McDonald, Jamie I.

2017-05-01

We examine environmental decoherence of cosmological perturbations in order to study the quantum-to-classical transition and the impact of noise on entanglement during inflation. Given an explicit interaction between the system and environment, we derive a quantum master equation for the reduced density matrix of perturbations, drawing parallels with quantum Brownian motion, where we see the emergence of fluctuation and dissipation terms. Although the master equation is not in Lindblad form, we see how typical solutions exhibit positivity on super-horizon scales, leading to a physically meaningful density matrix. This allows us to write down a Langevin equation with stochastic noise for the classical trajectories which emerge from the quantum system on super-horizon scales. In particular, we find that environmental decoherence increases in strength as modes exit the horizon, with the growth driven essentially by white noise coming from local contributions to environmental correlations. Finally, we use our master equation to quantify the strength of quantum correlations as captured by discord. We show that environmental interactions have a tendency to decrease the size of the discord and that these effects are determined by the relative strength of the expansion rate and interaction rate of the environment. We interpret this in terms of the competing effects of particle creation versus environmental fluctuations, which tend to increase and decrease the discord respectively.

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Large scale Brownian dynamics of confined suspensions of rigid particles

Science.gov (United States)

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

2017-12-01

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

Quantum Theory of Conducting Matter Newtonian Equations of Motion for a Bloch Electron

CERN Document Server

Fujita, Shigeji

2007-01-01

Quantum Theory of Conducting Matter: Newtonian Equations of Motion for a Bloch Electron targets scientists, researchers and graduate-level students focused on experimentation in the fields of physics, chemistry, electrical engineering, and material sciences. It is important that the reader have an understanding of dynamics, quantum mechanics, thermodynamics, statistical mechanics, electromagnetism and solid-state physics. Many worked-out problems are included in the book to aid the reader's comprehension of the subject. The Bloch electron (wave packet) moves by following the Newtonian equation of motion. Under an applied magnetic field B the electron circulates around the field B counterclockwise or clockwise depending on the curvature of the Fermi surface. The signs of the Hall coefficient and the Seebeck coefficient are known to give the sign of the major carrier charge. For alkali metals, both are negative, indicating that the carriers are "electrons." These features arise from the Fermi surface difference...

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

Science.gov (United States)

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

2018-05-07

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

A bipedal DNA Brownian motor with coordinated legs.

Science.gov (United States)

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

2009-04-03

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

First passage Brownian functional properties of snowmelt dynamics

Science.gov (United States)

Dubey, Ashutosh; Bandyopadhyay, Malay

2018-04-01

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

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

Science.gov (United States)

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

2017-12-01

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

Self-consistent collective-coordinate method for ''maximally-decoupled'' collective subspace and its boson mapping: Quantum theory of ''maximally-decoupled'' collective motion

International Nuclear Information System (INIS)

Marumori, T.; Sakata, F.; Maskawa, T.; Une, T.; Hashimoto, Y.

1983-01-01

The main purpose of this paper is to develop a full quantum theory, which is capable by itself of determining a ''maximally-decoupled'' collective motion. The paper is divided into two parts. In the first part, the motivation and basic idea of the theory are explained, and the ''maximal-decoupling condition'' on the collective motion is formulated within the framework of the time-dependent Hartree-Fock theory, in a general form called the invariance principle of the (time-dependent) Schrodinger equation. In the second part, it is shown that when the author positively utilize the invariance principle, we can construct a full quantum theory of the ''maximally-decoupled'' collective motion. This quantum theory is shown to be a generalization of the kinematical boson-mapping theories so far developed, in such a way that the dynamical ''maximal-decoupling condition'' on the collective motion is automatically satisfied

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

DEFF Research Database (Denmark)

Shillcock, Julian C.

2009-01-01

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

Modeling stock return distributions with a quantum harmonic oscillator

Science.gov (United States)

Ahn, K.; Choi, M. Y.; Dai, B.; Sohn, S.; Yang, B.

2017-11-01

We propose a quantum harmonic oscillator as a model for the market force which draws a stock return from short-run fluctuations to the long-run equilibrium. The stochastic equation governing our model is transformed into a Schrödinger equation, the solution of which features “quantized” eigenfunctions. Consequently, stock returns follow a mixed χ distribution, which describes Gaussian and non-Gaussian features. Analyzing the Financial Times Stock Exchange (FTSE) All Share Index, we demonstrate that our model outperforms traditional stochastic process models, e.g., the geometric Brownian motion and the Heston model, with smaller fitting errors and better goodness-of-fit statistics. In addition, making use of analogy, we provide an economic rationale of the physics concepts such as the eigenstate, eigenenergy, and angular frequency, which sheds light on the relationship between finance and econophysics literature.

Steady state conductance in a double quantum dot array: the nonequilibrium equation-of-motion Green function approach.

Science.gov (United States)

Levy, Tal J; Rabani, Eran

2013-04-28

We study steady state transport through a double quantum dot array using the equation-of-motion approach to the nonequilibrium Green functions formalism. This popular technique relies on uncontrolled approximations to obtain a closure for a hierarchy of equations; however, its accuracy is questioned. We focus on 4 different closures, 2 of which were previously proposed in the context of the single quantum dot system (Anderson impurity model) and were extended to the double quantum dot array, and develop 2 new closures. Results for the differential conductance are compared to those attained by a master equation approach known to be accurate for weak system-leads couplings and high temperatures. While all 4 closures provide an accurate description of the Coulomb blockade and other transport properties in the single quantum dot case, they differ in the case of the double quantum dot array, where only one of the developed closures provides satisfactory results. This is rationalized by comparing the poles of the Green functions to the exact many-particle energy differences for the isolate system. Our analysis provides means to extend the equation-of-motion technique to more elaborate models of large bridge systems with strong electronic interactions.

Approaches to open quantum systems: Decoherence, localisation and all that

International Nuclear Information System (INIS)

Yu Ting

1998-01-01

This thesis is mainly concerned with issues in quantum open systems and the foundations of quantum theory. Chapter I introduces the aim, background and main results which take place in the following chapters. Chapters II and III are used to study and compare the decoherent histories approach, the environment-induced decoherence and the localisation properties of the solutions to the stochastic Schrodinger equation in quantum jump simulation and quantum state diffusion approaches, for a quantum two-level system model. We show, in particular, that there is a close connection between the decoherent histories and the quantum jump simulation, complementing a connection with the quantum state diffusion approach noted earlier by Diosi, Gisin, Halliwell and Percival. In the case of the decoherent histories analysis, the degree of approximate decoherence is discussed in detail. As by-product, by using the von Neumann entropy, we also discuss the predictability and its relation to the upper bounds of degree of decoherence. In Chapter IV, we give an alternative and elementary derivation of the Hu-Paz-Ghang master equation for quantum Brownian motion in a general environment, which involves tracing the evolution equation for the Wigner function. We also discuss the master equation in some special cases. This master equation provides a very useful tool to study the decoherence of a quantum system due to the interaction with its environment. In Chapter V, a derivation of the parameter-based uncertainty relation between position and momentum is given. This uncertainty relation can be regarded as an exact counterpart of the time-energy uncertainty relation. The final chapter is a rather brief summary of the thesis. (author)

Equations-of-motion approach to a quantum theory of large-amplitude collective motion

International Nuclear Information System (INIS)

Klein, A.

1984-01-01

The equations-of-motion approach to large-amplitude collective motion is implemented both for systems of coupled bosons, also studied in a previous paper, and for systems of coupled fermions. For the fermion case, the underlying formulation is that provided by the generalized Hartree-Fock approximation (or generalized density matrix method). To obtain results valid in the semi-classical limit, as in most previous work, we compute the Wigner transform of quantum matrices in the representation in which collective coordinates are diagonal and keep only the leading contributions. Higher-order contributions can be retained, however, and, in any case, there is no ambiguity of requantization. The semi-classical limit is seen to comprise the dynamics of time-dependent Hartree-Fock theory (TDHF) and a classical canonicity condition. By utilizing a well-known parametrization of the manifold of Slater determinants in terms of classical canonical variables, we are able to derive and understand the equations of the adiabatic limit in full parallelism with the boson case. As in the previous paper, we can thus show: (i) to zero and first order in the adiabatic limit the physics is contained in Villar's equations; (ii) to second order there is consistency and no new conditions. The structure of the solution space (discussed thoroughly in the previous paper) is summarized. A discussion of associated variational principles is given. A form of the theory equivalent to self-consistent cranking is described. A method of solution is illustrated by working out several elementary examples. The relationship to previsous work, especially that of Zelevinsky and Marumori and coworkers is discussed briefly. Three appendices deal respectively with the equations-of-motion method, with useful properties of Slater determinants, and with some technical details associated with the fermion equations of motion. (orig.)

Conformal correlation functions in the Brownian loop soup

Science.gov (United States)

Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

2016-01-01

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

Conformal correlation functions in the Brownian loop soup

Energy Technology Data Exchange (ETDEWEB)

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

2016-01-15

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

Conformal correlation functions in the Brownian loop soup

Directory of Open Access Journals (Sweden)

Federico Camia

2016-01-01

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

Diffusion dynamics and concentration of toxic materials from quantum dots-based nanotechnologies: an agent-based modeling simulation framework

Energy Technology Data Exchange (ETDEWEB)

Agusdinata, Datu Buyung, E-mail: bagusdinata@niu.edu; Amouie, Mahbod [Northern Illinois University, Department of Industrial & Systems Engineering and Environment, Sustainability, & Energy Institute (United States); Xu, Tao [Northern Illinois University, Department of Chemistry and Biochemistry (United States)

2015-01-15

Due to their favorable electrical and optical properties, quantum dots (QDs) nanostructures have found numerous applications including nanomedicine and photovoltaic cells. However, increased future production, use, and disposal of engineered QD products also raise concerns about their potential environmental impacts. The objective of this work is to establish a modeling framework for predicting the diffusion dynamics and concentration of toxic materials released from Trioctylphosphine oxide-capped CdSe. To this end, an agent-based model simulation with reaction kinetics and Brownian motion dynamics was developed. Reaction kinetics is used to model the stability of surface capping agent particularly due to oxidation process. The diffusion of toxic Cd{sup 2+} ions in aquatic environment was simulated using an adapted Brownian motion algorithm. A calibrated parameter to reflect sensitivity to reaction rate is proposed. The model output demonstrates the stochastic spatial distribution of toxic Cd{sup 2+} ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd{sup 2+} ion release from Thiol-capped QDs in aerated water. The agent-based method is the first to be developed in the QDs application domain. It adds both simplicity of the solubility and rate of release of Cd{sup 2+} ions and complexity of tracking of individual atoms of Cd at the same time.

Diffusion dynamics and concentration of toxic materials from quantum dots-based nanotechnologies: an agent-based modeling simulation framework

International Nuclear Information System (INIS)

Agusdinata, Datu Buyung; Amouie, Mahbod; Xu, Tao

2015-01-01

Due to their favorable electrical and optical properties, quantum dots (QDs) nanostructures have found numerous applications including nanomedicine and photovoltaic cells. However, increased future production, use, and disposal of engineered QD products also raise concerns about their potential environmental impacts. The objective of this work is to establish a modeling framework for predicting the diffusion dynamics and concentration of toxic materials released from Trioctylphosphine oxide-capped CdSe. To this end, an agent-based model simulation with reaction kinetics and Brownian motion dynamics was developed. Reaction kinetics is used to model the stability of surface capping agent particularly due to oxidation process. The diffusion of toxic Cd 2+ ions in aquatic environment was simulated using an adapted Brownian motion algorithm. A calibrated parameter to reflect sensitivity to reaction rate is proposed. The model output demonstrates the stochastic spatial distribution of toxic Cd 2+ ions under different values of proxy environmental factor parameters. With the only chemistry considered was oxidation, the simulation was able to replicate Cd 2+ ion release from Thiol-capped QDs in aerated water. The agent-based method is the first to be developed in the QDs application domain. It adds both simplicity of the solubility and rate of release of Cd 2+ ions and complexity of tracking of individual atoms of Cd at the same time

Stochastic processes from physics to finance

CERN Document Server

Paul, Wolfgang

2013-01-01

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

Decay ratio for third order Brownian oscillators

International Nuclear Information System (INIS)

Konno, H.; Kanemoto, S.

1998-01-01

We have obtained the analytical expressions of the decay ratios for two types of third order Brownian oscillators which are generalizations of the second order Brownian oscillator driven by the Gaussian-white noise. The resulting expressions will provide us useful baseline information for more complicated practical problems and their applications

Space-time transformations in radial path integrals

International Nuclear Information System (INIS)

Steiner, F.

1984-09-01

Nonlinear space-time transformations in the radial path integral are discussed. A transformation formula is derived, which relates the original path integral to the Green's function of a new quantum system with an effective potential containing an observable quantum correction proportional(h/2π) 2 . As an example the formula is applied to spherical Brownian motion. (orig.)

Collective motion in quantum many-body systems

Energy Technology Data Exchange (ETDEWEB)

Haemmerling, Jens

2011-06-07

We study the emergence of collective dynamics in the integrable Hamiltonian system of two finite ensembles of coupled harmonic oscillators. After identification of a collective degree of freedom, the Hamiltonian is mapped onto a model of Caldeira-Leggett type, where the collective coordinate is coupled to an internal bath of phonons. In contrast to the usual Caldeira-Leggett model, the bath in the present case is part of the system. We derive an equation of motion for the collective coordinate which takes the form of a damped harmonic oscillator. We show that the distribution of quantum transition strengths induced by the collective mode is determined by its classical dynamics. This allows us to derive the spreading for the collective coordinate from first principles. After that we study the interplay between collective and incoherent single-particle motion in a model of two chains of particles whose interaction comprises a non-integrable part. In the perturbative regime, but for a general form of the interaction, we calculate the Fourier transform of the time correlation for the collective coordinate. We obtain the remarkable result that it always has a unique semi-classical interpretation. We show this by a proper renormalization procedure which also allows us to map the non-integrable system to the integrable model of Caldeira-Leggett-type considered previously in which the bath is part of the system.

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

International Nuclear Information System (INIS)

Plyukhin, A.V.

2013-01-01

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

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

Brownian motion of massive skyrmions in magnetic thin films

Energy Technology Data Exchange (ETDEWEB)

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

2014-12-15

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

Herwig Schopper Einstein's Legacy

CERN Multimedia

Schneegans, Susan

2005-01-01

"Last June, the United Nations declared 2005 the International Year of Physics and invited UNESCO to take the lead in celebrating the hundreth anniversary of Albert Einstein's legandary articles on relativisty, quantum theory and Brownian motion" (3 pages)

Brownian quasi-particles in statistical physics

International Nuclear Information System (INIS)

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

1979-01-01

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

Static structure of active Brownian hard disks

Science.gov (United States)

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

2018-02-01

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

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

Science.gov (United States)

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

2012-07-01

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

Brownian quasi-particles and quantum quasi-particles

International Nuclear Information System (INIS)

Fronteau, J.

1987-01-01

The concept of quasi-particles is used in Statistical Mechanics as well as in Quantum Mechanics, to associate differentiable trajectories to the equations of evolution, trajectories on which a maximum of informations is concentrated concerning the phenomena studied. Two cases are treated numerically, that of the Fokker-Planck equation with an x - x 3 field, and that of the Schroedinger equation with null potential, in a situation of interference [fr

Catalytic micromotor generating self-propelled regular motion through random fluctuation

Science.gov (United States)

Yamamoto, Daigo; Mukai, Atsushi; Okita, Naoaki; Yoshikawa, Kenichi; Shioi, Akihisa

2013-07-01

Most of the current studies on nano/microscale motors to generate regular motion have adapted the strategy to fabricate a composite with different materials. In this paper, we report that a simple object solely made of platinum generates regular motion driven by a catalytic chemical reaction with hydrogen peroxide. Depending on the morphological symmetry of the catalytic particles, a rich variety of random and regular motions are observed. The experimental trend is well reproduced by a simple theoretical model by taking into account of the anisotropic viscous effect on the self-propelled active Brownian fluctuation.

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

Science.gov (United States)

Fiore, Andrew M.; Swan, James W.

2018-01-01

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

Quantum Physics Without Quantum Philosophy

CERN Document Server

Dürr, Detlef; Zanghì, Nino

2013-01-01

It has often been claimed that without drastic conceptual innovations a genuine explanation of quantum interference effects and quantum randomness is impossible. This book concerns Bohmian mechanics, a simple particle theory that is a counterexample to such claims. The gentle introduction and other contributions collected here show how the phenomena of non-relativistic quantum mechanics, from Heisenberg's uncertainty principle to non-commuting observables, emerge from the Bohmian motion of particles, the natural particle motion associated with Schrödinger's equation. This book will be of value to all students and researchers in physics with an interest in the meaning of quantum theory as well as to philosophers of science.

Instantaneous ballistic velocity of suspended Brownian nanocrystals measured by upconversion nanothermometry

Science.gov (United States)

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

2016-10-01

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

Constrained-path quantum Monte Carlo approach for non-yrast states within the shell model

Energy Technology Data Exchange (ETDEWEB)

Bonnard, J. [INFN, Sezione di Padova, Padova (Italy); LPC Caen, ENSICAEN, Universite de Caen, CNRS/IN2P3, Caen (France); Juillet, O. [LPC Caen, ENSICAEN, Universite de Caen, CNRS/IN2P3, Caen (France)

2016-04-15

The present paper intends to present an extension of the constrained-path quantum Monte Carlo approach allowing to reconstruct non-yrast states in order to reach the complete spectroscopy of nuclei within the interacting shell model. As in the yrast case studied in a previous work, the formalism involves a variational symmetry-restored wave function assuming two central roles. First, it guides the underlying Brownian motion to improve the efficiency of the sampling. Second, it constrains the stochastic paths according to the phaseless approximation to control sign or phase problems that usually plague fermionic QMC simulations. Proof-of-principle results in the sd valence space are reported. They prove the ability of the scheme to offer remarkably accurate binding energies for both even- and odd-mass nuclei irrespective of the considered interaction. (orig.)

Continuous quantum measurement and the quantum to classical transition

International Nuclear Information System (INIS)

Bhattacharya, Tanmoy; Habib, Salman; Jacobs, Kurt

2003-01-01

While ultimately they are described by quantum mechanics, macroscopic mechanical systems are nevertheless observed to follow the trajectories predicted by classical mechanics. Hence, in the regime defining macroscopic physics, the trajectories of the correct classical motion must emerge from quantum mechanics, a process referred to as the quantum to classical transition. Extending previous work [Bhattacharya, Habib, and Jacobs, Phys. Rev. Lett. 85, 4852 (2000)], here we elucidate this transition in some detail, showing that once the measurement processes that affect all macroscopic systems are taken into account, quantum mechanics indeed predicts the emergence of classical motion. We derive inequalities that describe the parameter regime in which classical motion is obtained, and provide numerical examples. We also demonstrate two further important properties of the classical limit: first, that multiple observers all agree on the motion of an object, and second, that classical statistical inference may be used to correctly track the classical motion

Brownian Motion of Asymmetric Boomerang Colloidal Particles

Science.gov (United States)

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

2014-03-01

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

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

International Nuclear Information System (INIS)

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

1994-01-01

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

The equation of motion of an electron: a debate in classical and quantum physics

International Nuclear Information System (INIS)

Kim, K.-J.

1999-01-01

The current status of understanding of the equation of motion of an electron is summarized. Classically, a consistent, linearized theory exists for an electron of finite extent, as long as the size of the electron is larger than the classical electron radius. Nonrelativistic quantum mechanics seems to offer a tine theory even in the point-particle limit

Effect of quantum nuclear motion on hydrogen bonding

Science.gov (United States)

McKenzie, Ross H.; Bekker, Christiaan; Athokpam, Bijyalaxmi; Ramesh, Sai G.

2014-05-01

This work considers how the properties of hydrogen bonded complexes, X-H⋯Y, are modified by the quantum motion of the shared proton. Using a simple two-diabatic state model Hamiltonian, the analysis of the symmetric case, where the donor (X) and acceptor (Y) have the same proton affinity, is carried out. For quantitative comparisons, a parametrization specific to the O-H⋯O complexes is used. The vibrational energy levels of the one-dimensional ground state adiabatic potential of the model are used to make quantitative comparisons with a vast body of condensed phase data, spanning a donor-acceptor separation (R) range of about 2.4 - 3.0 Å, i.e., from strong to weak hydrogen bonds. The position of the proton (which determines the X-H bond length) and its longitudinal vibrational frequency, along with the isotope effects in both are described quantitatively. An analysis of the secondary geometric isotope effect, using a simple extension of the two-state model, yields an improved agreement of the predicted variation with R of frequency isotope effects. The role of bending modes is also considered: their quantum effects compete with those of the stretching mode for weak to moderate H-bond strengths. In spite of the economy in the parametrization of the model used, it offers key insights into the defining features of H-bonds, and semi-quantitatively captures several trends.

Effect of quantum nuclear motion on hydrogen bonding

International Nuclear Information System (INIS)

McKenzie, Ross H.; Bekker, Christiaan; Athokpam, Bijyalaxmi; Ramesh, Sai G.

2014-01-01

This work considers how the properties of hydrogen bonded complexes, X–H⋯Y, are modified by the quantum motion of the shared proton. Using a simple two-diabatic state model Hamiltonian, the analysis of the symmetric case, where the donor (X) and acceptor (Y) have the same proton affinity, is carried out. For quantitative comparisons, a parametrization specific to the O–H⋯O complexes is used. The vibrational energy levels of the one-dimensional ground state adiabatic potential of the model are used to make quantitative comparisons with a vast body of condensed phase data, spanning a donor-acceptor separation (R) range of about 2.4 − 3.0 Å, i.e., from strong to weak hydrogen bonds. The position of the proton (which determines the X–H bond length) and its longitudinal vibrational frequency, along with the isotope effects in both are described quantitatively. An analysis of the secondary geometric isotope effect, using a simple extension of the two-state model, yields an improved agreement of the predicted variation with R of frequency isotope effects. The role of bending modes is also considered: their quantum effects compete with those of the stretching mode for weak to moderate H-bond strengths. In spite of the economy in the parametrization of the model used, it offers key insights into the defining features of H-bonds, and semi-quantitatively captures several trends

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.

Feedback cooling of cantilever motion using a quantum point contact transducer

International Nuclear Information System (INIS)

Montinaro, M.; Mehlin, A.; Solanki, H. S.; Peddibhotla, P.; Poggio, M.; Mack, S.; Awschalom, D. D.

2012-01-01

We use a quantum point contact (QPC) as a displacement transducer to measure and control the low-temperature thermal motion of a nearby micromechanical cantilever. The QPC is included in an active feedback loop designed to cool the cantilever's fundamental mechanical mode, achieving a squashing of the QPC noise at high gain. The minimum achieved effective mode temperature of 0.2 K and the displacement resolution of 10 -11 m/√(Hz) are limited by the performance of the QPC as a one-dimensional conductor and by the cantilever-QPC capacitive coupling.

Biased Brownian dynamics for rate constant calculation.

OpenAIRE

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

2000-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-07-15

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

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

International Nuclear Information System (INIS)

Dubina, Sean Hyun; Wedgewood, Lewis Edward

2016-01-01

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

Optimum analysis of a Brownian refrigerator.

Science.gov (United States)

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

2013-02-01

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

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

Science.gov (United States)

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

2016-05-10

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

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

International Nuclear Information System (INIS)

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

2004-01-01

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

Fast orthogonal transforms and generation of Brownian paths.

Science.gov (United States)

Leobacher, Gunther

2012-04-01

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

Path integral approach for quantum motion on spaces of non-constant curvature according to Koenigs - Three dimensions

International Nuclear Information System (INIS)

Grosche, C.

2007-08-01

In this contribution a path integral approach for the quantum motion on three-dimensional spaces according to Koenigs, for short''Koenigs-Spaces'', is discussed. Their construction is simple: One takes a Hamiltonian from three-dimensional flat space and divides it by a three-dimensional superintegrable potential. Such superintegrable potentials will be the isotropic singular oscillator, the Holt-potential, the Coulomb potential, or two centrifugal potentials, respectively. In all cases a non-trivial space of non-constant curvature is generated. In order to obtain a proper quantum theory a curvature term has to be incorporated into the quantum Hamiltonian. For possible bound-state solutions we find equations up to twelfth order in the energy E. (orig.)

Coupled quantum-classical method for long range charge transfer: relevance of the nuclear motion to the quantum electron dynamics

International Nuclear Information System (INIS)

Da Silva, Robson; Hoff, Diego A; Rego, Luis G C

2015-01-01

Charge and excitonic-energy transfer phenomena are fundamental for energy conversion in solar cells as well as artificial photosynthesis. Currently, much interest is being paid to light-harvesting and energy transduction processes in supramolecular structures, where nuclear dynamics has a major influence on electronic quantum dynamics. For this reason, the simulation of long range electron transfer in supramolecular structures, under environmental conditions described within an atomistic framework, has been a difficult problem to study. This work describes a coupled quantum mechanics/molecular mechanics method that aims at describing long range charge transfer processes in supramolecular systems, taking into account the atomistic details of large molecular structures, the underlying nuclear motion, and environmental effects. The method is applied to investigate the relevance of electron–nuclei interaction on the mechanisms for photo-induced electron–hole pair separation in dye-sensitized interfaces as well as electronic dynamics in molecular structures. (paper)

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

Science.gov (United States)

Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

2018-03-01

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

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

Indian Academy of Sciences (India)

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

On the Calculation of Quantum Mechanical Ground States from Classical Geodesic Motion on Certain Spaces of Constant Negative Curvature

CERN Document Server

Tomaschitz, R

1989-01-01

We consider geodesic motion on three-dimensional Riemannian manifolds of constant negative curvature, topologically equivalent to S x ]0,1[, S a compact surface of genus two. To those trajectories which are bounded and recurrent in both directions of the time evolution a fractal limit set is associated whose Hausdorff dimension is intimately connected with the quantum mechanical energy ground state, determined by the Schrodinger operator on the manifold. We give a rather detailed and pictorial description of the hyperbolic spaces we have in mind, discuss various aspects of classical and quantum mechanical motion on them as far as they are needed to establish the connection between energy ground state and Hausdorff dimension and give finally some examples of ground state calculations in terms of Hausdorff dimensions of limit sets of classical trajectories.

Breaking the symmetry of a Brownian motor with symmetric potentials

International Nuclear Information System (INIS)

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

2011-01-01

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

Open quantum dynamics via environmental monitoring

Energy Technology Data Exchange (ETDEWEB)

Hornberger, Klaus [Arnold Sommerfeld Center for Theoretical Physics, Ludwig-Maximilians-Universitaet Muenchen, Theresienstrasse 37, 80333 Munich (Germany)

2007-05-15

A general method is discussed to obtain Markovian master equations which describe the interaction with the environment in a microscopic and non-perturbative fashion. It is based on combining time-dependent scattering theory with the concept of continuous quantum measurements. The applications to the case of a Brownian point particle and to the case of a complex molecule, both in the presence of a gaseous environment, are outlined.

Two derivations of the master equation of quantum Brownian motion

International Nuclear Information System (INIS)

Halliwell, J J

2007-01-01

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

Two derivations of the master equation of quantum Brownian motion

Energy Technology Data Exchange (ETDEWEB)

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

2007-03-23

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

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

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

International Nuclear Information System (INIS)

Soskin, S.M.

1987-01-01

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

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

International Nuclear Information System (INIS)

Lee, Song Hi

2010-01-01

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

On the calculation of quantum mechanical ground states from classical geodesic motion on certain spaces of constant negative curvature

International Nuclear Information System (INIS)

Tomaschitz, R.

1989-01-01

We consider geodesic motion on three-dimensional Riemannian manifolds of constant negative curvature, topologically equivalent to S x ]0,1[, S a compact surface of genus two. To those trajectories which are recurrent in both directions of the time evolution t → +∞, t → -∞ a fractal limit set is associated whose Hausdorff dimension is intimately connected with the quantum mechanical energy ground state, determined by the Schroedinger operator on the manifold. We give a rather detailed and pictorial description of the hyperbolic spaces we have in mind, discuss various aspects of classical and quantum mechanical motion on them as far as they are needed to establish the connection between energy ground state and Hausdorff dimension and give finally some examples of ground state calculations in terms of Hausdorff dimensions of limit sets of classical trajectories. (orig.)

Physics at the FMQT’08 conference

Science.gov (United States)

Špička, V.; Nieuwenhuizen, Th. M.; Keefe, P. D.

2010-01-01

This paper summarizes the recent state of the art of the following topics presented at the FQMT’08 conference: Foundations of quantum physics, Quantum measurement; Quantum noise, decoherence and dephasing; Cold atoms and Bose-Einstein condensation; Physics of quantum computing and information; Nonequilibrium quantum statistical mechanics; Quantum, mesoscopic and partly classical thermodynamics; Mesoscopic, nano-electro-mechanical systems and optomechanical systems; Spins systems and their dynamics, Brownian motion and molecular motors; Physics of biological systems, and Relevant experiments from the nanoscale to the macroscale. To all these subjects an introduction is given and the recent literature is overviewed. The paper contains some 680 references in total.

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

Science.gov (United States)

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

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

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

International Nuclear Information System (INIS)

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

2016-01-01

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

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

Science.gov (United States)

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

2017-08-01

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

Directed Transport of Brownian Particles in a Periodic Channel

International Nuclear Information System (INIS)

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

2015-01-01

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

Stochastic bosonization for a d ≥ 3 Fermi system

International Nuclear Information System (INIS)

Accardi, L.; Lu, Y.G.; Mastropietro, V.

1997-01-01

We consider a system of fermions interacting via an external field and we prove, in d ≥ 3, that a suitable collective operator, bilinear in the fermionic fields, in the stochastic limit becomes a boson quantum brownian motion. The evolution operator after the limit satisfies a quantum stochastic differential equation, in which the imaginary part of the Ito correction is the ground state shift while its real part is the lifetime of the ground state. (orig.)

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

International Nuclear Information System (INIS)

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

2004-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2004-05-15

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

Quantum Ito's formula and stochastic evolutions

International Nuclear Information System (INIS)

Hudson, R.L.; Parthasarathy, K.R.

1984-01-01

Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case. (orig.)

Adiabatic Processes Realized with a Trapped Brownian Particle

Science.gov (United States)

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

2015-03-01

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

A new fundamental model of moving particle for reinterpreting Schroedinger equation

International Nuclear Information System (INIS)

Umar, Muhamad Darwis

2012-01-01

The study of Schrödinger equation based on a hypothesis that every particle must move randomly in a quantum-sized volume has been done. In addition to random motion, every particle can do relative motion through the movement of its quantum-sized volume. On the other way these motions can coincide. In this proposed model, the random motion is one kind of intrinsic properties of the particle. The every change of both speed of randomly intrinsic motion and or the velocity of translational motion of a quantum-sized volume will represent a transition between two states, and the change of speed of randomly intrinsic motion will generate diffusion process or Brownian motion perspectives. Diffusion process can take place in backward and forward processes and will represent a dissipative system. To derive Schrödinger equation from our hypothesis we use time operator introduced by Nelson. From a fundamental analysis, we find out that, naturally, we should view the means of Newton’s Law F(vector sign) = ma(vector sign) as no an external force, but it is just to describe both the presence of intrinsic random motion and the change of the particle energy.

A Diffusion Approximation Based on Renewal Processes with Applications to Strongly Biased Run-Tumble Motion.

Science.gov (United States)

Thygesen, Uffe Høgsbro

2016-03-01

We consider organisms which use a renewal strategy such as run-tumble when moving in space, for example to perform chemotaxis in chemical gradients. We derive a diffusion approximation for the motion, applying a central limit theorem due to Anscombe for renewal-reward processes; this theorem has not previously been applied in this context. Our results extend previous work, which has established the mean drift but not the diffusivity. For a classical model of tumble rates applied to chemotaxis, we find that the resulting chemotactic drift saturates to the swimming velocity of the organism when the chemical gradients grow increasingly steep. The dispersal becomes anisotropic in steep gradients, with larger dispersal across the gradient than along the gradient. In contrast to one-dimensional settings, strong bias increases dispersal. We next include Brownian rotation in the model and find that, in limit of high chemotactic sensitivity, the chemotactic drift is 64% of the swimming velocity, independent of the magnitude of the Brownian rotation. We finally derive characteristic timescales of the motion that can be used to assess whether the diffusion limit is justified in a given situation. The proposed technique for obtaining diffusion approximations is conceptually and computationally simple, and applicable also when statistics of the motion is obtained empirically or through Monte Carlo simulation of the motion.

Volume of the domain visited by N spherical Brownian particles

International Nuclear Information System (INIS)

Berezhkovskii, A.M.

1994-01-01

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

The pointer basis and the feedback stabilization of quantum systems

International Nuclear Information System (INIS)

Li, L; Chia, A; Wiseman, H M

2014-01-01

The dynamics for an open quantum system can be ‘unravelled’ in infinitely many ways, depending on how the environment is monitored, yielding different sorts of conditioned states, evolving stochastically. In the case of ideal monitoring these states are pure, and the set of states for a given monitoring forms a basis (which is overcomplete in general) for the system. It has been argued elsewhere (Atkins et al 2005 Europhys. Lett. 69 163) that the ‘pointer basis’ as introduced by Zurek et al (1993 Phys. Rev. Lett. 70 1187), should be identified with the unravelling-induced basis which decoheres most slowly. Here we show the applicability of this concept of pointer basis to the problem of state stabilization for quantum systems. In particular we prove that for linear Gaussian quantum systems, if the feedback control is assumed to be strong compared to the decoherence of the pointer basis, then the system can be stabilized in one of the pointer basis states with a fidelity close to one (the infidelity varies inversely with the control strength). Moreover, if the aim of the feedback is to maximize the fidelity of the unconditioned system state with a pure state that is one of its conditioned states, then the optimal unravelling for stabilizing the system in this way is that which induces the pointer basis for the conditioned states. We illustrate these results with a model system: quantum Brownian motion. We show that even if the feedback control strength is comparable to the decoherence, the optimal unravelling still induces a basis very close to the pointer basis. However if the feedback control is weak compared to the decoherence, this is not the case. (paper)

Thermally activated dislocation motion including inertial effects in solid solutions

International Nuclear Information System (INIS)

Isaac, R.D.

1977-01-01

Dislocation motion through an array of obstacles is considered in terms of the potential energy of the dislocation as it moves through the array. The obstacles form a series of potential wells and barriers which can trap the dislocations. The effect of thermal fluctuations and of a viscous drag on the motion of the dislocation is investigated by analogy with Brownian motion in a field of force. The rate of escape of a trapped dislocation is found to depend on the damping coefficient only for a large viscous drag. The probability that a dislocation will be trapped by a well or barrier is found to depend on the damping coefficient for a small viscous drag. This inertial effect determines how far a dislocation will travel after breaking away from an obstacle

Deformation quantization of noncommutative quantum mechanics and dissipation

Energy Technology Data Exchange (ETDEWEB)

Bastos, C [Departamento de Fisica, Instituto Superior Tecnico, Avenida Rovisco Pais 1, 1049-001 Lisbon (Portugal); Bertolami, O [Departamento de Fisica, Instituto Superior Tecnico, Avenida Rovisco Pais 1, 1049-001 Lisbon (Portugal); Dias, N C [Departamento de Matematica, Universidade Lusofona de Humanidades e Tecnologias, Avenida Campo Grande 376, 1749-024 Lisbon (Portugal); Prata, J N [Departamento de Matematica, Universidade Lusofona de Humanidades e Tecnologias, Avenida Campo Grande 376, 1749-024 Lisbon (Portugal)

2007-05-15

We review the main features of the Weyl-Wigner formulation of noncommutative quantum mechanics. In particular, we present a *-product and a Moyal bracket suitable for this theory as well as the concept of noncommutative Wigner function. The properties of these quasi-distributions are discussed as well as their relation to the sets of ordinary Wigner functions and positive Liouville probability densities. Based on these notions we propose criteria for assessing whether a commutative regime has emerged in the realm of noncommutative quantum mechanics. To induce this noncommutative-commutative transition, we couple a particle to an external bath of oscillators. The master equation for the Brownian particle is deduced.

Stochastic mechanics and the Kepler problem: Diffusions generated by the quantum motion

International Nuclear Information System (INIS)

Garbaczewski, P.

1986-01-01

We construct a class of solutions of the Schroedinger equation for the Coulomb-Kepler problem. Their ψ = ρ 1/2 exp(iS/ℎ) structure implies that the quantal dynamics of wave functions is completely determined by the related classical Hamiltonian system. A construction of the associated controlled stochastic processes is then possible, their drift velocity being entirely defined in terms of (explicitly known) probability density ρ(x,y,z,t) and phase S(x,y,z,t). In particular, for the stationary states of the quantum problem, in its four-oscillator reconstruction, we identify the regime in which the related classical Hamiltonian can be effectively replaced by the Hamiltonian of the classical Kepler motion. (orig.)

QTES-DFTB dynamics study on the effect of substrate motion on quantum proton transfer in soybean lipoxygenase-1

Science.gov (United States)

Mazzuca, James; Garashchuk, Sophya; Jakowski, Jacek

2014-03-01

It has been shown that the proton transfer in the enzymatic active site of soybean lipoxygenase-1 (SLO-1) occurs largely by a quantum tunneling mechanism. This study examined the role of local substrate vibrations on this proton tunneling reaction. We employ an approximate quantum trajectory (QT) dynamics method with linear quantum force. The electronic structure (ES) was calculated on-the-fly with a density functional tight binding (DFTB) method. This QTES-DFTB method scales linearly with number of trajectories, and the calculation of the quantum force is a small addition to the overall cost of trajectory dynamics. The active site was represented as a 44-atom system. Quantum effects were included only for the transferring proton, and substrate nuclei were treated classically. The effect of substrate vibrations was evaluated by freezing or relaxing the substrate nuclei. Trajectory calculations were performed at several temperatures ranging from 250-350 K, and rate constants were calculated through the quantum mechanical flux operator which depends on time-dependent correlation functions. It was found that the substrate motion reliably increases the rate constants, as well as the P/D kinetic isotope effect, by approximately 10% across all temperatures examined. NSF Grant No. CHE-1056188, APRA-NSF-EPS-0919436, and CHE-1048629, NICS Teragrid/Xsede TG-DMR110037.

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

Science.gov (United States)

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

2018-04-01

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

Quantum mechanics. Mechanically detecting and avoiding the quantum fluctuations of a microwave field.