Accumulation of Microswimmers near a Surface Mediated by Collision and Rotational Brownian Motion
Li, Guanglai; Tang, Jay X.
2009-08-01
In this Letter we propose a kinematic model to explain how collisions with a surface and rotational Brownian motion give rise to accumulation of microswimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from an oblique angle. It then swims away from the surface, facilitated by rotational Brownian motion. Simulations based on this model reproduce the density distributions measured for the small bacteria E. coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming between two walls.
Accumulation of microswimmers near surface due to steric confinement and rotational Brownian motion
Li, Guanglai; Tang, Jay
2009-03-01
Microscopic swimmers display some intriguing features dictated by Brownian motion, low Reynolds number fluid mechanics, and boundary confinement. We re-examine the reported accumulation of swimming bacteria or bull spermatozoa near the boundaries of a fluid chamber, and propose a kinematic model to explain how collision with surface, confinement and rotational Brownian motion give rise to the accumulation of micro-swimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from any incident angle. It then takes off and swims away from the surface after some time due to rotational Brownian motion. Based on this analysis, we obtain through computer simulation steady state density distributions that reproduce the ones measured for the small bacteria E coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming near surfaces. These results suggest strongly that Brownian dynamics and surface confinement are the dominant factors for the accumulation of microswimmers near a surface.
DuPré, Donald B.; Chapoy, L. Lawrence
1980-01-01
The effect of rotational Brownian motion on measurements of orientational distribution functions in uniaxial liquid crystals is discussed. The comments of Naqvi1 on the authors previously published2,3 papers are answered.(AIP) The Journal of Chemical Physics is copyrighted by The American Institute...
Noncommutative Brownian motion
Santos, Willien O; Souza, Andre M C
2016-01-01
We investigate the Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing correlation between both coordinates at different times. The effect itself stands as a signature of spatial noncommutativity and offers further alternatives to experimentally detect the phenomena.
Chapoy, Larry Lawrence; DuPré, Donald B.
1978-01-01
An expression is derived for the anisotropic fluorescent emission in uniaxial liquid crystals where fluorescent sites governed by an initial nonrandom distribution of orientations are subject to rotational Brownian motion. The possibility of nonparallelism of absorption and emission oscillators...
Brownian Motion, "Diverse and Undulating"
Duplantier, Bertrand
2016-01-01
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian motion is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In a second part, we stress the mathematical importance of the theory of Brownian motion, illustrated by two chosen examples. The by-now classic representation of the Newtonian potential by Brownian motion is explained in an elementary way. We conclude with the description of recent progress seen in the geometry of the planar Brownian curve. At its heart lie the concepts of conformal invariance and multifractality, associated with the potential theory of the Brownian curve itself.
Approximations of fractional Brownian motion
Li, Yuqiang; 10.3150/10-BEJ319
2012-01-01
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the one-parameter fractional Brownian motion is constructed using a two-parameter Poisson process. The proof involves the tightness and identification of finite-dimensional distributions.
Brownian Motion Theory and Experiment
Basu, K; Basu, Kasturi; Baishya, Kopinjol
2003-01-01
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the surrounding fluid. Brownian motion of particles in a fluid (like milk particles in water) can be observed under a microscope. Here we describe a simple experimental set-up to observe Brownian motion and a method of determining the diffusion coefficient of the Brownian particles, based on a theory due to Smoluchowski. While looking through the microscope we focus attention on a fixed small volume, and record the number of particles that are trapped in that volume, at regular intervals of time. This gives us a time-series data, which is enough to determine the diffusion coefficient of the particles to a good degree of accuracy.
Entropic forces in Brownian motion
Roos, Nico
2013-01-01
The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces. Brownian motion, the motion of a small particle (pollen) driven by random impulses from the surrounding molecules, may be the first example of a stochastic process in which such forces are expected to emerge. In this note it is shown that at least two types of entropic motion can be identified in the case of 3D Brownian motion (or random walk). This yields simple derivations of known results of Brownian motion, Hook s law and, applying an external (nonradial) force, Curie s law and the Langevin-Debye equation.
Harmonic functions on Walsh's Brownian motion
Jehring, Kristin Elizabeth
2009-01-01
In this dissertation we examine a variation of two- dimensional Brownian motion introduced in 1978 by Walsh. Walsh's Brownian motion can be described as a Brownian motion on the spokes of a (rimless) bicycle wheel. We will construct such a process by randomly assigning an angle to the excursions of a reflecting Brownian motion from 0. With this construction we see that Walsh's Brownian motion in R² behaves like one-dimensional Brownian motion away from the origin, but at the origin behaves di...
Brownian motion from molecular dynamics
Shin, Hyun Kyung; Talkner, Peter; Lee, Eok Kyun
2010-01-01
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force which enter the generalized Langevin equation of the Brownian particle are determined and their dependence on mass and diameter are investigated for two different fluid densities. Deviations of the fluctuating force distribution from a Gaussian form are observed for small particle diameters. For heavy particles the deviations of the fluctuating force from the total force acting on the Brownian particle decrease linearly with the mass ratio m/M where m denotes the mass of a fluid particle.
Brownian Motion and General Relativity
O'Hara, Paul
2013-01-01
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or impulses. The second is to define the dynamics of the particle along geodesics in between the Brownian kicks. When these two aspects are taken together, we can associate various distributions with the motion. We will find that the statistics of space-time events will obey a temperature dependent four dimensional Gaussian distribution defined over the quaternions which locally can be identified with Minkowski space. Analogously, the statistics of the 4-velocities will obey a kind of Maxwell-Juttner distribution. In contrast to previous work, our processes are characterized by two independent proper time variables defined with respect to the laboratory frame: a discrete one corresponding to the stopping times when the impulses take place and a continuous one corresponding to th...
Radiation Reaction on Brownian Motions
Seto, Keita
2016-01-01
Tracking the real trajectory of a quantum particle is one of the interpretation problem and it is expressed by the Brownian (stochastic) motion suggested by E. Nelson. Especially the dynamics of a radiating electron, namely, radiation reaction which requires us to track its trajectory becomes important in the high-intensity physics by PW-class lasers at present. It has been normally treated by the Furry picture in non-linear QED, but it is difficult to draw the real trajectory of a quantum particle. For the improvement of this, I propose the representation of a stochastic particle interacting with fields and show the way to describe radiation reaction on its Brownian motion.
Generalization of Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper introduces a generalization of Brownian motion with continuous sample paths and stationary, autoregressive increments. This process, which we call a Brownian ray with drift, is characterized by three parameters quantifying distinct effects of drift, volatility, and autoregressiveness. A Brownian ray with drift, conditioned on its state at the beginning of an interval, is another Brownian ray with drift over the interval, and its expected path over the interval is a ray with a slope that depends on the conditioned state. This paper shows how Brownian rays can be applied in finance for the analysis of queues or inventories and the valuation of options. We model a queue's net input process as a superposition of Brownian rays with drift and derive the transient distribution of the queue length conditional on past queue lengths and on past states of the individual Brownian rays comprising the superposition. The transient distributions of Regulated Brownian Motion and of the Regulated Brownian Bridge are...
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Operator Fractional Brownian Motion and Martingale Differences
Hongshuai Dai
2014-01-01
Full Text Available It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both applications and theory. In this paper, we study the relation between them. We construct an approximation sequence of operator fractional Brownian motion based on a martingale difference sequence.
Brownian motion of helical flagella.
Hoshikawa, H; Saito, N
1979-07-01
We develops a theory of the Brownian motion of a rigid helical object such as bacterial flagella. The statistical properties of the random forces acting on the helical object are discussed and the coefficients of the correlations of the random forces are determined. The averages , and are also calculated where z and theta are the position along and angle around the helix axis respectively. Although the theory is limited to short time interval, direct comparison with experiment is possible by using the recently developed cinematography technique.
Generalized functionals of Brownian motion
N. U. Ahmed
1994-01-01
Full Text Available In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener-Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida. The generalized functionals of Hida are based on L2-Sobolev spaces, thereby, admitting only Hs, s∈R valued kernels in the multiple stochastic integrals. These functionals are much more general than the classical Wiener-Ito class. The more recent development, due to the author, introduces a much more broad class of generalized functionals which are based on Lp-Sobolev spaces admitting kernels from the spaces p,s, s∈R. This allows analysis of a very broad class of nonlinear functionals of Brownian motion, which can not be handled by either the Wiener-Ito class or the Hida class. For s≤0, they represent generalized functionals on the Wiener measure space like Schwarz distributions on finite dimensional spaces. In this paper we also introduce some further generalizations, and construct a locally convex topological vector space of generalized functionals. We also present some discussion on the applications of these results.
Simulations of magnetic nanoparticle Brownian motion.
Reeves, Daniel B; Weaver, John B
2012-12-15
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead to advances in imaging directly in magnetic particle imaging or through enhanced MRI contrast and is essential for nanoparticle sensing as in magnetic spectroscopy of Brownian motion. Moreover, therapeutic techniques like hyperthermia require information about particle dynamics for effective, safe, and reliable use in the clinic. To that end, we have developed and validated a stochastic dynamical model of rotating Brownian nanoparticles from a Langevin equation approach. With no field, the relaxation time toward equilibrium matches Einstein's model of Brownian motion. In a static field, the equilibrium magnetization agrees with the Langevin function. For high frequency or low amplitude driving fields, behavior characteristic of the linearized Debye approximation is reproduced. In a higher field regime where magnetic saturation occurs, the magnetization and its harmonics compare well with the effective field model. On another level, the model has been benchmarked against experimental results, successfully demonstrating that harmonics of the magnetization carry enough information to infer environmental parameters like viscosity and temperature.
Combinatorial fractal Brownian motion model
朱炬波; 梁甸农
2000-01-01
To solve the problem of how to determine the non-scaled interval when processing radar clutter using fractal Brownian motion (FBM) model, a concept of combinatorial FBM model is presented. Since the earth (or sea) surface varies diversely with space, a radar clutter contains several fractal structures, which coexist on all scales. Taking the combination of two FBMs into account, via theoretical derivation we establish a combinatorial FBM model and present a method to estimate its fractal parameters. The correctness of the model and the method is proved by simulation experiments and computation of practial data. Furthermore, we obtain the relationship between fractal parameters when processing combinatorial model with a single FBM model. Meanwhile, by theoretical analysis it is concluded that when combinatorial model is observed on different scales, one of the fractal structures is more obvious.
de Boer, J.; Hubeny, V.E.; Rangamani, M.; Shigemori, M.
2009-01-01
We study Brownian motion and the associated Langevin equation in AdS/CFT. The Brownian particle is realized in the bulk spacetime as a probe fundamental string in an asymptotically AdS black hole background, stretching between the AdS boundary and the horizon. The modes on the string are excited by
Nonequilibrium Brownian motion beyond the effective temperature.
Andrea Gnoli
Full Text Available The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own "effective" temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein's relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased.
On some generalization of fractional Brownian motions
Wang Xiaotian [School of Management, Tianjin University, Tianjin 300072 (China); Liang Xiangqian [Department of Applied Mathematics, Shandong University of Science and Technology, Qingdao 266510, Shandong (China); Ren Fuyao [Institute of Mathematics, Fudan University, Shanghai 200433 (China); Zhang Shiying [School of Management, Tianjin University, Tianjin 300072 (China)]. E-mail: swa001@126.com
2006-05-15
The multifractional Brownian motion (mBm) is a continuous Gaussian process that extends the classical fractional Brownian motion (fBm) defined by Barton and Vincent Poor [Barton RJ, Vincent Poor H. IEEE Trans Inform 1988;34(5):943] and Decreusefond and Ustuenel [Decreusefond L, Ustuenel AS. Potential Anal 1999;10:177]. In addition, an innovational representation of fBm is given.
Blending Brownian motion and heat equation
Cristiani, Emiliano
2015-01-01
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its trajectory, with the associated Fokker-Planck equation, which instead describes the evolution of the particle's probability density function. Numerical results show that it is indeed possible to obtain a regularized Brownian motion and a Brownianized heat equation still preserving the global statistical properties of the solutions. The results also suggest that the more macroscale leads the dynamics the more one can reduce the microscopic degrees of freedom.
From fractional Brownian motion to multifractional and multistable motion
Falconer, Kenneth
2015-03-01
Fractional Brownian motion, introduced by Benoit Mandelbrot and John Van Ness in 1968, has had a major impact on stochastic processes and their applications. We survey a few of the many developments that have stemmed from their ideas. In particular we discuss the local structure of fractional and multifractional Brownian, stable and multistable processes, emphasising the `diagonal' construction of such processes. In all this, the ubiquity and centrality of fractional Brownian motion is striking.
Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion
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.
On Kramers' general theory of Brownian motion
Brinkman, H.C.
1957-01-01
Kramer's general theory of Brownian motion 1) based on a diffusion equation in phase space is discussed from the standpoint of statistical thermodynamics. It is concluded that for particles moving in a medium in equilibrium the restrictions imposed by the second law of thermodynamics limit Kramer's
Fractional Brownian motion of director fluctuations in nematic ordering
Zhang, Z.; Mouritsen, Ole G.; Otnes, K.
1993-01-01
to determine the Hurst exponent H. Theory and experiment are in good agreement. A value of H congruent-to 1 was found for the nematic phase, characterizing fractional Brownian motion, whereas H congruent-to 0.5, reflecting ordinary Brownian motion, applies in the isotropic phase. Field-induced crossover from...... fractional to ordinary Brownian motion was observed in the nematic phase....
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Performance of Brownian-motion-generated universal portfolios
Tan, Choon Peng; Pang, Sook Theng
2014-06-01
Investment in a market of m stocks is considered. Generating a universal portfolio using m independent Brownian motions is demonstrated. The asymptotic behaviour of a Brownian-motion-generated universal portfolio is described. The empirical performance of such portfolios on some selected three-stock data sets is analysed. Investment wealth can be increased by varying the drift coefficients or parameters of the Brownian motions.
The Isolation Time of Poisson Brownian motions
Peres, Yuval; Stauffer, Alexandre
2011-01-01
Let the nodes of a Poisson point process move independently in $\\R^d$ according to Brownian motions. We study the isolation time for a target particle that is placed at the origin, namely how long it takes until there is no node of the Poisson point process within distance $r$ of it. We obtain asymptotics for the tail probability which are tight up to constants in the exponent in dimension $d\\geq 3$ and tight up to logarithmic factors in the exponent for dimensions $d=1,2$.
Quantum Darwinism in Quantum Brownian Motion
Blume-Kohout, Robin; Zurek, Wojciech H.
2008-12-01
Quantum Darwinism—the redundant encoding of information about a decohering system in its environment—was proposed to reconcile the quantum nature of our Universe with apparent classicality. We report the first study of the dynamics of quantum Darwinism in a realistic model of decoherence, quantum Brownian motion. Prepared in a highly squeezed state—a macroscopic superposition—the system leaves records whose redundancy increases rapidly with initial delocalization. Redundancy appears rapidly (on the decoherence time scale) and persists for a long time.
LINEAR SEARCH FOR A BROWNIAN TARGET MOTION
A. B. El-Rayes; Abd El-Moneim A. Mohamed; Hamdy M. Abou Gabal
2003-01-01
A target is assumed to move according to a Brownian motion on the real line.The searcher starts from the origin and moves in the two directions from the starting point.The object is to detect the target.The purpose of this paper is to find the conditions under which the expected value of the first meeting time of the searcher and the target is finite,and to show the existence of a search plan which made this expected value minimum.
Brownian Motion and its Conditional Descendants
Garbaczewski, Piotr
It happened before [1] that I have concluded my publication with a special dedication to John R. Klauder. Then, the reason was John's PhD thesis [2] and the questions (perhaps outdated in the eyes of the band-wagon jumpers, albeit still retaining their full vitality [3]): (i) What are the uses of the classical (c-number, non-Grassmann) spinor fields, especially nonlinear ones, what are they for at all ? (ii) What are, if any, the classical partners for Fermi models and fields in particular ? The present dedication, even if not as conspicuously motivated as the previous one by John's research, nevertheless pertains to investigations pursued by John through the years and devoted to the analysis of random noise. Sometimes, re-reading old papers and re-analysing old, frequently forgotten ideas might prove more rewarding than racing the fashions. Following this attitude, let us take as the departure point Schrödinger's original suggestion [4] of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of the Brownian motion and its Wiener's codification. The original analysis due to Schrodinger of the probabilistic significance of the heat equation and of its time adjoint in parallel, remained unnoticed by the physics community, and since then forgotten. It reappeared however in the mathematical literature as an inspiration to generalise the concept of Markovian diffusions to the case of Bernstein stochastic processes. But, it stayed without consequences for a deeper understanding of the possible physical phenomena which might underly the corresponding abstract formalism. Schrödinger's objective was to initiate investigations of possible links between quantum theory and the theory of Brownian motion, an attempt which culminated later in the so-called Nelson's stochastic mechanics [8] and its encompassing formalism [7] in which the issue of the Brownian implementation of quantum dynamics is placed in the
Inducing Tropical Cyclones to Undergo Brownian Motion
Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.
2014-12-01
Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.
The Fractional Langevin Equation: Brownian Motion Revisited
Mainardi, Francesco
2008-01-01
We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \\to \\infty...
Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions
2014-10-09
motions and other stochastic processes. For the control of both continuous time and discrete time finite dimensional linear systems with quadratic...problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...2010 30-Jun-2014 Approved for Public Release; Distribution Unlimited Final Report: Optimal Control of Stochastic Systems Driven by Fractional Brownian
Parallel Molecular Distributed Detection with Brownian Motion.
Rogers, Uri; Koh, Min-Sung
2016-12-05
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 suboptimal fusion method exists, allowing for a significant reduction in implementation complexity while retaining BA detection accuracy.
Lecture Notes on Quantum Brownian Motion
Erdos, Laszlo
2010-01-01
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has been a challenge to verify the emergence of diffusion from the Schr\\"odinger equation. The first step in this program is to verify the linear Boltzmann equation as a certain scaling limit of a Schr\\"odinger equation with random potential. In the second step, one considers a longer time scale that corresponds to infinitely many Boltzmann collisions. The intuition is that the Boltzmann equation then converges to a diffusive equation similarly to the central limit theorem for Markov processes with sufficient mixing. In these lecture notes (prepared for the Les Houches summer school in 2010 August) we present the mathematical tools to rigorously justify this intuition. The new material relies on joint papers with H.-T. Yau and M. Salmhofer.
On Brownian motion in ideal gas and related principles
Kuzovlev, Yuriy E.
2008-01-01
Brownian motion of particle interacting with atoms of ideal gas is discussed as a key problem of kinetics lying at the border between ``dead'' systems like the Lorentz gas or formal constructs of conceptual Boltzmannian kinetics and actual ``alive'' systems like mere gas possessing scaleless (1/f) fluctuations in their kinetic characteristics (e.g. in diffusuvity and mobility of the ``Brownian particle'').
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Pengju Duan
2013-01-01
Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
From Brownian motion to power of fluctuations
B. Berche
2012-12-01
Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.
Brownian Motion of a Classical Particle in Quantum Environment
Tsekov, R.
2017-01-01
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.
QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION
A.E.Kobryn
2003-01-01
Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.
Estimation of the global regularity of a multifractional Brownian motion
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 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....
Rotational Brownian Dynamics simulations of clathrin cage formation
Ilie, Ioana M.; Briels, Wim J. [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational BioPhysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Rotational Brownian dynamics simulations of clathrin cage formation.
Ilie, Ioana M; den Otter, Wouter K; Briels, Wim J
2014-08-14
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithm to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.
Langevin model for a Brownian system with directed motion
Ambía, Francisco; Híjar, Humberto
2016-08-01
We propose a model for an active Brownian system that exhibits one-dimensional directed motion. This system consists of two Brownian spherical particles that interact through an elastic potential and have time-dependent radii. We suggest an algorithm by which the sizes of the particles can be varied, such that the center of mass of the system is able to move at an average constant speed in one direction. The dynamics of the system is studied theoretically using a Langevin model, as well as from Brownian Dynamics simulations.
RESEARCH NOTES On the support of super-Brownian motion with super-Brownian immigration
洪文明; 钟惠芳
2001-01-01
The support properties of the super Brownian motion with random immigration Xρ1 are considered,where the immigration rate is governed by the trajectory of another super-Brownian motion ρ. When both the initial state Xρo of the process and the immigration rate process ρo are of finite measure and with compact supports, the probability of the support of the process Xρi dominated by a ball is given by the solutions of a singular elliptic boundary value problem.
Extreme-value statistics of fractional Brownian motion bridges.
Delorme, Mathieu; Wiese, Kay Jörg
2016-11-01
Fractional Brownian motion is a self-affine, non-Markovian, and translationally invariant generalization of Brownian motion, depending on the Hurst exponent H. Here we investigate fractional Brownian motion where both the starting and the end point are zero, commonly referred to as bridge processes. Observables are the time t_{+} the process is positive, the maximum m it achieves, and the time t_{max} when this maximum is taken. Using a perturbative expansion around Brownian motion (H=1/2), we give the first-order result for the probability distribution of these three variables and the joint distribution of m and t_{max}. Our analytical results are tested and found to be in excellent agreement, with extensive numerical simulations for both H>1/2 and H<1/2. This precision is achieved by sampling processes with a free end point and then converting each realization to a bridge process, in generalization to what is usually done for Brownian motion.
Brownian shape motion: Fission fragment mass distributions
Sierk Arnold J.
2012-02-01
Full Text Available It was recently shown that remarkably accurate fission-fragment mass distributions can be obtained by treating the nuclear shape evolution as a Brownian walk on previously calculated five-dimensional potential-energy surfaces; the current status of this novel method is described here.
A surface-bound molecule that undergoes optically biased Brownian rotation
Hutchison, James A.; Uji-I, Hiroshi; Deres, Ania; Vosch, Tom; Rocha, Susana; Müller, Sibylle; Bastian, Andreas A.; Enderlein, Jörg; Nourouzi, Hassan; Li, Chen; Herrmann, Andreas; Müllen, Klaus; de Schryver, Frans; Hofkens, Johan
2014-02-01
Developing molecular systems with functions analogous to those of macroscopic machine components, such as rotors, gyroscopes and valves, is a long-standing goal of nanotechnology. However, macroscopic analogies go only so far in predicting function in nanoscale environments, where friction dominates over inertia. In some instances, ratchet mechanisms have been used to bias the ever-present random, thermally driven (Brownian) motion and drive molecular diffusion in desired directions. Here, we visualize the motions of surface-bound molecular rotors using defocused fluorescence imaging, and observe the transition from hindered to free Brownian rotation by tuning medium viscosity. We show that the otherwise random rotations can be biased by the polarization of the excitation light field, even though the associated optical torque is insufficient to overcome thermal fluctuations. The biased rotation is attributed instead to a fluctuating-friction mechanism in which photoexcitation of the rotor strongly inhibits its diffusion rate.
Holographic Brownian motion and time scales in strongly coupled plasmas
Atmaja, Ardian Nata [Research Center for Physics, Indonesian Institute of Sciences (LIPI), Kompleks PUSPITEK Serpong, Tangerang 15310 (Indonesia); Indonesia Center for Theoretical and Mathematical Physics (ICTMP), Bandung 40132 (Indonesia); Boer, Jan de [Institute for Theoretical Physics, University of Amsterdam, Valckenierstraat 65, 1018 XE Amsterdam (Netherlands); Shigemori, Masaki [Yukawa Institute for Theoretical Physics (YITP), Kyoto University, Kitashirakawa Oiwakecho, Sakyo-ku, Kyoto 606-8502 (Japan); Hakubi Center, Kyoto University, Yoshida-Ushinomiyacho, Sakyo-ku, Kyoto 606-8501 (Japan)
2014-03-15
We study Brownian motion of a heavy quark in field theory plasma in the AdS/CFT setup and discuss the time scales characterizing the interaction between the Brownian particle and plasma constituents. Based on a simple kinetic theory, we first argue that the mean-free-path time is related to the connected 4-point function of the random force felt by the Brownian particle. Then, by holographically computing the 4-point function and regularizing the IR divergence appearing in the computation, we write down a general formula for the mean-free-path time, and apply it to the STU black hole which corresponds to plasma charged under three U(1)R-charges. The result indicates that the Brownian particle collides with many plasma constituents simultaneously.
Parameter Estimation for Generalized Brownian Motion with Autoregressive Increments
Fendick, Kerry
2011-01-01
This paper develops methods for estimating parameters for a generalization of Brownian motion with autoregressive increments called a Brownian ray with drift. We show that a superposition of Brownian rays with drift depends on three types of parameters - a drift coefficient, autoregressive coefficients, and volatility matrix elements, and we introduce methods for estimating each of these types of parameters using multidimensional times series data. We also cover parameter estimation in the contexts of two applications of Brownian rays in the financial sphere: queuing analysis and option valuation. For queuing analysis, we show how samples of queue lengths can be used to estimate the conditional expectation functions for the length of the queue and for increments in its net input and lost potential output. For option valuation, we show how the Black-Scholes-Merton formula depends on the price of the security on which the option is written through estimates not only of its volatility, but also of a coefficient ...
Holographic Brownian Motion in Three-Dimensional Gödel Black Hole
J. Sadeghi
2014-01-01
Full Text Available By using the AdS/CFT correspondence and Gödel black hole background, we study the dynamics of heavy quark under a rotating plasma. In that case we follow Atmaja (2013 about Brownian motion in BTZ black hole. In this paper we receive some new results for the case of α2l2≠1. In this case, we must redefine the angular velocity of string fluctuation. We obtain the time evolution of displacement square and angular velocity and show that it behaves as a Brownian particle in non relativistic limit. In this plasma, it seems that relating the Brownian motion to physical observables is rather a difficult work. But our results match with Atmaja work in the limit α2l2→1.
Brownian motion on random dynamical landscapes
Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja
2016-03-01
We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.
Brownian motion of solitons in a Bose-Einstein condensate.
Aycock, Lauren M; Hurst, Hilary M; Efimkin, Dmitry K; Genkina, Dina; Lu, Hsin-I; Galitski, Victor M; Spielman, I B
2017-03-07
We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated [Formula: see text] Bose-Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton's diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Wrapping Brownian motion and heat kernels I: compact Lie groups
Maher, David G
2010-01-01
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements also hold in the case of a Lie group. By using the wrapping map of Dooley and Wildberger, we show how to wrap a Brownian motion to a compact Lie group from its Lie algebra (viewed as a Euclidean space) and find the heat kernel. This is achieved by considering It\\^o type stochastic differential equations and applying the Feynman-Ka\\v{c} theorem.
Effect of interfaces on the nearby Brownian motion
Huang, Kai
2016-01-01
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here, we report a computational study of this effect using microsecond-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t^(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t^(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle based micro-/nano-sonar to probe the local wettability of liquid-s...
Brownian motion as a new probe of wettability
Mo, Jianyong; Simha, Akarsh; Raizen, Mark G.
2017-04-01
Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.
Stochastic calculus for fractional Brownian motion and related processes
Mishura, Yuliya S
2008-01-01
The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0
Quantum Brownian motion model for the stock market
Meng, Xiangyi; Zhang, Jian-Wei; Guo, Hong
2016-06-01
It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysical framework for the stock market, based on which we analogously map massive numbers of single stocks into a reservoir consisting of many quantum harmonic oscillators and their stock index into a typical quantum open system-a quantum Brownian particle. In particular, the irrationality of stock transactions is quantitatively considered as the Planck constant within Heisenberg's uncertainty relationship of quantum mechanics in an analogous manner. We analyze real stock data of Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics.
Two-sided reflection of Markov-modulated Brownian motion
D'Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
2012-01-01
This article considers a Markov-modulated Brownian motion with a two-sided reflection. For this doubly-reflected process we compute the Laplace transform of the stationary distribution, as well as the average loss rates at both barriers. Our approach relies on spectral properties of the matrix polyn
Wrapping Brownian motion and heat kernels II: symmetric spaces
Maher, David G
2010-01-01
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\\`ere's formula and the $e$-function are considered. Additionally, we extend some of our results to complex Lie groups, and certain non-compact symmetric spaces.
Distribution of maximum loss of fractional Brownian motion with drift
Çağlar, Mine; Vardar-Acar, Ceren
2013-01-01
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the tail of the marginal distribution at time t.
Integral representations and properties of operator fractional Brownian motions
Didier, Gustavo; 10.3150/10-BEJ259
2011-01-01
Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studied fractional Brownian motions. Because of the possible lack of time-reversibility, the defining properties (i)--(iii) do not, in general, characterize the covariance structure of OFBMs. To circumvent this problem, the class of OFBMs is characterized here by means of their integral representations in the spectral and time domains. For the spectral domain representations, this involves showing how the operator self-similarity shapes the spectral density in the general representation of stationary increment processes. The time domain representations are derived by using primary matrix functions and taking the Fourier transforms of the deterministic spectral domain kernels. Necessary and sufficient conditions for OFBMs to be time-reversible are established in terms of their spectral and time domain representations. I...
The genealogy of extremal particles of Branching Brownian Motion
Arguin, Louis-Pierre; Kistler, Nicola
2010-01-01
Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the Fisher-KPP equation to traveling waves, the law of the rightmost particle in the limit of large times is rather well understood. In this work, we address the full statistics of the extremal particles (first-, second-, third- etc. largest). In particular, we prove that in the large $t-$limit, such particles descend with overwhelming probability from ancestors having split either within a distance of order one from time $0$, or within a distance of order one from time $t$. The approach relies on characterizing, up to a certain level of precision, the paths of the extremal particles. As a byproduct, a heuristic picture of Branching Brownian Motion ``at the edge'' emerges, which sheds light on the still unknown limiting extremal process.
Relating Brownian motion to diffusion with superparamagnetic colloids
Darras, A.; Fiscina, J.; Vandewalle, N.; Lumay, G.
2017-04-01
An original experiment is introduced that allows students to relate the Brownian motion of a set of superparamagnetic colloidal particles to their macroscopic diffusion. An external and constant magnetic field is first applied to the colloidal suspension so that the particles self-organize into chains. When the magnetic field is removed, the particles then freely diffuse from their positions in the chain, starting from the same coordinate on the axis perpendicular to the initial chain. This configuration thus enables an observer to study the one dimensional diffusion process, while also observing the underlying Brownian motion of the microscopic particles. Moreover, by studying the evolution of the particle distribution, a measurement of the diffusion coefficient can be obtained. In addition, by repeating this measurement with fluids of various viscosities, the Stokes-Einstein relation may be illustrated.
On a nonstandard Brownian motion and its maximal function
Andrade, Bernardo B. de
2015-07-01
This article uses Radically Elementary Probability Theory (REPT) to prove results about the Wiener walk (the radically elementary Brownian motion) without the technical apparatus required by stochastic integration. The techniques used replace measure-theoretic tools by discrete probability and the rigorous use of infinitesimals. Specifically, REPT is applied to the results in Palacios (The American Statistician, 2008) to calculate certain expectations related to the Wiener walk and its maximal function. Because Palacios uses mostly combinatorics and no measure theory his results carry over through REPT with minimal changes. The paper also presents a construction of the Wiener walk which is intended to mimic the construction of Brownian motion from "continuous" white noise. A brief review of the nonstandard model on which REPT is based is given in the Appendix in order to minimize the need for previous exposure to the subject.
Quantum mechanics and the square root of the Brownian motion
Frasca, Marco
2014-01-01
Using the Euler--Maruyama technique, we show that a class of Wiener processes exists that are obtained by computing an arbitrary positive power of them. This can be accomplished with a proper set of definitions that makes meaningful the realization at discrete times of these processes and make them computable. Then, we are able to show that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. Schr\\"odinger equation is immediately derived without further assumptions as the Fokker--Planck equation for this process. This generalizes without difficulty to a Clifford algebra that makes immediate the introduction of spin and a generalization to the Dirac equation. A relevant conclusion is that the introduction of spin is essential to recover the Brownian motion from its square root.
Coupling of Brownian motions and Perelman's L-functional
Kuwada, Kazumasa
2010-01-01
We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we obtain a new proof of a recent result of Topping (J. reine angew. Math. 636 (2009), 93-122), namely that the normalized L-transportation cost between two solutions of the heat equation is non-increasing as well.
The frustrated Brownian motion of nonlocal solitary waves
Folli, Viola
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 non-paraxial effects. Analytical predictions are compared with numerical simulations based on stochastic partial differential equation
Quantum and classical correlations in quantum Brownian motion
Eisert, J; Plenio, M. B.
2001-01-01
We investigate the entanglement properties of the joint state of a distinguished quantum system and its environment in the quantum Brownian motion model. This model is a frequent starting point for investigations of environment-induced superselection. Using recent methods from quantum information theory, we show that there exists a large class of initial states for which no entanglement will be created at all times between the system of salient interest and the environment. If the distinguish...
Analytical studies of Spectrum Broadcast Structures in Quantum Brownian Motion
2016-01-01
Spectrum Broadcast Structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for an apparent objectivity of a decohered state of a system. Recently they have been shown to appear in the well known Quantum Brownian Motion model, however the final analysis relied on numerics. Here, after a presentation of t...
On the Spectral Gap of Brownian Motion with Jump Boundary
Kolb, Martin
2011-01-01
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover, we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap on the jump distribution in a multi-dimensional setting.
On the Generalized Brownian Motion and its Applications in Finance
Høg, Esben; Frederiksen, Per; Schiemert, Daniel
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...... to other markets or multi factors. As a complement the paper shows an example of how to derive the implied bond pricing parameters using the ordinary Kalman filter....
Free Energies and Fluctuations for the Unitary Brownian Motion
Dahlqvist, Antoine
2016-12-01
We show that the Laplace transforms of traces of words in independent unitary Brownian motions converge towards an analytic function on a non trivial disc. These results allow one to study the asymptotic behavior of Wilson loops under the unitary Yang-Mills measure on the plane with a potential. The limiting objects obtained are shown to be characterized by equations analogue to Schwinger-Dyson's ones, named here after Makeenko and Migdal.
Spatial Brownian motion in renormalized Poisson potential: A critical case
Chen, Xia
2011-01-01
Let $B_s$ be a three dimensional Brownian motion and $\\omega(dx)$ be an independent Poisson field on $\\mathbb{R}^3$. It is proved that for any $t>0$, conditionally on $\\omega(\\cdot)$, \\label{*} \\mathbb{E}_0 \\exp\\{\\theta \\int_0^t \\bar{V}(B_s) ds\\} \\ 1/16, where $\\bar{V}(x)$ is the renormalized Poisson potential
On moments of the integrated exponential Brownian motion
Caravelli, Francesco; Mansour, Toufik; Sindoni, Lorenzo; Severini, Simone
2016-07-01
We present new exact expressions for a class of moments of the geometric Brownian motion in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Itô's Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via a series expansion, and compare the results to the solution obtained via Monte Carlo.
Reflected Brownian motions in the KPZ universality class
Weiss, Thomas; Spohn, Herbert
2017-01-01
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processe...
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Fuliński, A.
2017-02-01
Fractional Brownian motions (FBMs) have been observed recently in the measured trajectories of individual molecules or small particles in the cytoplasm of living cells and in other dense composite systems, among others. Various types of FBMs differ in a number of ways, including the strength, range and type of damping of the memory encoded in their definitions, but share several basic characteristics: distributions, non-ergodic properties, and scaling of the second moment, which makes it difficult to determine which type of Brownian motion (fractional or normal) the measured trajectory belongs to. Here, we show, by introducing FBMs with regulated range and strength of memory, that it is the structure of memory which determines their physical properties, including mean velocity of diffusion; therefore, the course and kinetics of several processes (including coagulation and some chemical reactions). We also show that autocorrelation functions possess characteristic features which enable identification of an observed FBM, and of the type of memory governing its trajectory. In memoriam Marian Smoluchowski, on the 100th anniversary of the publication of his seminal papers on Brownian motion and diffusion-limited kinetics.
Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.
Mees Muller
Full Text Available 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 (< 10 μm vs. <400 nm. We have developed biomechanical models of vertebrate 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 (<10 Hz signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.
A discrete impulsive model for random heating and Brownian motion
Ramshaw, John D.
2010-01-01
The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary averaging concepts, but no stochastic differential equations (or even calculus). The irreversibility in the model is shown to be a consequence of a natural causal stochastic condition that is closely analogous to Boltzmann's molecular chaos hypothesis in the kinetic theory of gases. The model provides a simple introduction to several ostensibly more advanced topics, including random heating, molecular chaos, irreversibility, Brownian motion, the Langevin equation, and fluctuation-dissipation theorems.
Stochastic Calculus with respect to multifractional Brownian motion
Lebovits, Joachim
2011-01-01
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is a Gaussian extension of fBm that allows to control the pointwise regularity of the paths of the process and to decouple it from its long range dependence properties. This generalization is obtained by replacing the constant Hurst parameter H of fBm by a function h(t). Multifractional Brownian motion has proved useful in many applications, including the ones just mentioned. In this work we extend to mBm the construction of a stochastic integral with respect to fBm. This stochastic integral is based on white noise theory, as originally proposed in [15], [6], [4] and in [5]. In that view, a multifractional white noise is defined, which allows to integrate with respect to mBm a large class of stochastic processes using Wick products. It\\^o formulas (both for tempered distribut...
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
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.
When fractional Brownian motion does not behave as a continuous function with bounded variation?
Azmoodeh, Ehsan; Valkeila, Esko
2010-01-01
If we compose a smooth function g with fractional Brownian motion B with Hurst index H > 1/2, then the resulting change of variables formula [or It/^o- formula] has the same form as if fractional Brownian motion would be a continuous function with bounded variation. In this note we prove a new integral representation formula for the running maximum of a continuous function with bounded variation. Moreover we show that the analogue to fractional Brownian motion fails.
Convergence in Law to Operator Fractional Brownian Motion of Riemann-Liouville Type
Hong Shuai DAI
2013-01-01
In this paper,we extend the well-studied fractional Brownian motion of Riemann-Liouville type to the multivariate case,and the corresponding processes are called operator fractional Brownian motions of Riemann-Liouville type.We also provide two results on approximation to operator fractional Brownian motions of Riemann-Liouville type.The first approximation is based on a Poisson process,and the second one is based on a sequence of I.I.D.random variables.
Self-intersection local times and collision local times of bifractional Brownian motions
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifractional Brownian motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
Hausdorff measures of the image, graph and level set of bifractional Brownian motion
无
2010-01-01
Let BH,K = {BH,K(t), t ∈ R+} be a bifractional Brownian motion in Rd. This process is a selfsimilar Gaussian process depending on two parameters H and K and it constitutes a natural generalization of fractional Brownian motion (which is obtained for K = 1). The exact Hausdorff measures of the image, graph and the level set of BH,K are investigated. The results extend the corresponding results proved by Talagrand and Xiao for fractional Brownian motion.
Active Brownian motion of an asymmetric rigid particle
Mammadov, Gulmammad
2012-01-01
Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococcus xanthus, Gram-negative bacterium Escherichia coli, and Mitochondria. There are also non-living analogues such as vibrated polar granulates and self-driven anisotropic colloidal particles. For that we study the Brownian motion of an asymmetric rod-like rigid particle self-propelled at a fixed speed along its long axis in two dimensions. The motion of such a particle in a uniform external potential field is also considered. The theoretical model presented here is anticipated to better describe individual cell motion as well as intracellular transport in 2D than previous models.
Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity
W Evans, J Fish, P Keblinski
2005-11-14
We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.
Random functions via Dyson Brownian Motion: progress and problems
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.
Random functions via Dyson Brownian Motion: progress and problems
Wang, Gaoyuan; Battefeld, Thorsten
2016-09-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 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
Wang, Gaoyuan
2016-01-01
We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 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 used 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.
Isolated zeros for Brownian motion with variable drift
Antunović, Tonći; Peres, Yuval; Ruscher, Julia
2010-01-01
It is well known that standard one-dimensional Brownian motion B(t) has no isolated zeros almost surely. We show that for any alpha<1/2 there are alpha-H\\"older continuous functions f(t) for which the process B(t)-f(t) has isolated zeros with positive probability. We also prove that for any f(t), the zero set of B(t)-f(t) has Hausdorff dimension at least 1/2 with positive probability, and 1/2 is an upper bound if f(t) is 1/2-H\\"older continuous or of bounded variation.
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
Zunino, L. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Ciencias Basicas, Facultad de Ingenieria, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: lucianoz@ciop.unlp.edu.ar; Perez, D.G. [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso (PUCV), 23-40025 Valparaiso (Chile)], E-mail: dario.perez@ucv.cl; Martin, M.T. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: mtmartin@fisica.unlp.edu.ar; Garavaglia, M. [Centro de Investigaciones Opticas, C.C. 124 Correo Central, 1900 La Plata (Argentina); Departamento de Fisica, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, 1900 La Plata (Argentina)], E-mail: garavagliam@ciop.unlp.edu.ar; Plastino, A. [Instituto de Fisica (IFLP), Facultad de Ciencias Exactas, Universidad Nacional de La Plata and Argentina' s National Council (CCT-CONICET), C.C. 727, 1900 La Plata (Argentina)], E-mail: plastino@fisica.unlp.edu.ar; Rosso, O.A. [Centre for Bioinformatics, Biomarker Discovery and Information-Based Medicine, School of Electrical Engineering and Computer Science, The University of Newcastle, University Drive, Callaghan NSW 2308 (Australia); Chaos and Biology Group, Instituto de Calculo, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellon II, Ciudad Universitaria, 1428 Ciudad de Buenos Aires (Argentina)], E-mail: oarosso@fibertel.com.ar
2008-06-30
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.
Cavity-enhanced optical detection of carbon nanotube Brownian motion
Stapfner, S; Hunger, D; Weig, E M; Reichel, J; Favero, I
2012-01-01
Optical cavities with small mode volume are well-suited to detect the vibration of sub-wavelength sized objects. Here we employ a fiber-based, high-finesse optical microcavity to detect the Brownian motion of a freely suspended carbon nanotube at room temperature under vacuum. The optical detection resolves deflections of the oscillating tube down to 50pm/Hz^1/2. A full vibrational spectrum of the carbon nanotube is obtained and confirmed by characterization of the same device in a scanning electron microscope. Our work successfully extends the principles of high-sensitivity optomechanical detection to molecular scale nanomechanical systems.
Non-Markovian quantum Brownian motion of a harmonic oscillator
Tang, J.
1994-02-01
We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.
Whitening filter and innovational representation of fractional Brownian motion
Wang Xiaotian [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)], E-mail: swa001@126.com; Wu Min [School of Mathematical sciences, South China University of Technology, Guangzhou 510640 (China)
2009-03-15
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.
Suspended particle transport through constriction channel with Brownian motion
Hanasaki, Itsuo; Walther, Jens H.
2017-08-01
It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.
Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion
Yongchun Zhou
2014-01-01
Full Text Available Based on the norm in the Hilbert Space L2[0,1], the second order detrended Brownian motion is defined as the orthogonal component of projection of the standard Brownian motion into the space spanned by nonlinear function subspace. Karhunen-Loève expansion for this process is obtained together with the relationship of that of a generalized Brownian bridge. As applications, Laplace transform, large deviation, and small deviation are given.
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2007-09-15
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)
Linear filtering with fractional Brownian motion in the signal and observation processes
M. L. Kleptsyna
1999-01-01
Full Text Available Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index h∈(3/4,1 and the noise in the observation process includes a fractional Brownian motion as well as a Wiener process.
Parlar, Mahmut
2004-01-01
Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…
Non-Markovian expansion in quantum Brownian motion
Fraga, Eduardo S.; Krein, Gastão; Palhares, Letícia F.
2014-01-01
We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form.
Brownian motion on Lie groups and open quantum systems
Aniello, P; Marmo, G; Ventriglia, F [Dipartimento di Scienze Fisiche dell' Universita di Napoli ' Federico II' and Istituto Nazionale di Fisica Nucleare (INFN), Sezione di Napoli, Complesso Universitario di Monte S. Angelo, via Cintia, I-80126 Napoli (Italy); Kossakowski, A, E-mail: paolo.aniello@na.infn.i, E-mail: kossak@fyzika.umk.p, E-mail: marmo@na.infn.i, E-mail: ventriglia@na.infn.i [MECENAS, Universita di Napoli ' Federico II' , via Mezzocannone 8, I-80134 Napoli (Italy)
2010-07-02
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P.; Kossakowski, A.; Marmo, G.; Ventriglia, F.
2010-07-01
We study the twirling semigroups of (super) operators, namely certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Brownian motion on Lie groups and open quantum systems
Aniello, P; Marmo, G; Ventriglia, F
2010-01-01
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution semigroup of probability measures on this group. The link connecting this class of semigroups of operators with (classical) Brownian motion is clarified. It turns out that every twirling semigroup associated with a finite-dimensional representation is a random unitary semigroup, and, conversely, every random unitary semigroup arises as a twirling semigroup. Using standard tools of the theory of convolution semigroups of measures and of convex analysis, we provide a complete characterization of the infinitesimal generator of a twirling semigroup associated with a finite-dimensional unitary representation of a Lie group.
Analytical studies of spectrum broadcast structures in quantum Brownian motion
Tuziemski, J.; Korbicz, J. K.
2016-11-01
Spectrum broadcast structures are a new and fresh concept in the quantum-to-classical transition, introduced recently in the context of decoherence and the appearance of objective features in quantum mechanics. These are specific quantum state structures, responsible for the objectivization of the decohered state of a system. Recently, they have been demonstrated by means of the well-known quantum Brownian motion model of the recoilless limit (infinitely massive central system), as the principal interest lies in information transfer from the system to the environment. However, a final analysis relied on numerics. Here, after a presentation of the main concepts, we perform analytical studies of the model, showing the timescales and the efficiency of the spectrum broadcast structure formation. We consider a somewhat simplified environment, being random with a uniform distribution of frequencies.
Semicircular canals circumvent Brownian Motion overload of mechanoreceptor hair cells
Muller, Mees; Heeck, Kier; Elemans, Coen P H
2016-01-01
nN/m), and have a 100-fold higher tip displacement threshold (cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above......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...... 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 (
The genealogy of branching Brownian motion with absorption
Berestycki, Julien; Schweinsberg, Jason
2010-01-01
We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles. We show that the characteristic time scale for the evolution of this population is of order (log N)^3, in the sense that when time is measured in these units, the scaled number of particles converges to a variant of Neveu's continuous-state branching process. Furthermore, the genealogy of the particles is then governed by a coalescent process known as the Bolthausen-Sznitman coalescent. This validates the non-rigorous predictions by Brunet, Derrida, Muller, and Munier for a closely related model.
Probabilities on the Heisenberg group limit theorems and Brownian motion
Neuenschwander, Daniel
1996-01-01
The Heisenberg group comes from quantum mechanics and is the simplest non-commutative Lie group. While it belongs to the class of simply connected nilpotent Lie groups, it turns out that its special structure yields many results which (up to now) have not carried over to this larger class. This book is a survey of probabilistic results on the Heisenberg group. The emphasis lies on limit theorems and their relation to Brownian motion. Besides classical probability tools, non-commutative Fourier analysis and functional analysis (operator semigroups) comes in. The book is intended for probabilists and analysts interested in Lie groups, but given the many applications of the Heisenberg group, it will also be useful for theoretical phycisists specialized in quantum mechanics and for engineers.
Quantum Brownian motion near a point-like reflecting boundary
De Lorenci, V A; Silva, M M
2014-01-01
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity and position of the particle are explicitly derived and their behaviors examined. The results are similar to those corresponding to an electric charge interacting with a quantum electromagnetic field near a reflecting plane boundary, mainly regarding the divergent behavior of the dispersions at the origin (where the boundary is placed), and at the time interval corresponding to a round trip of a light pulse between the particle and the boundary. We close by addressing some effects of allowing the position of the particle to fluctuate.
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Brownian Motion in Non-Commutative Super-Yang-Mills
Fischler, Willy; Garcia, Walter Tangarife
2012-01-01
Using the gauge/gravity correspondence, we study the dynamics of a heavy quark in strongly-coupled non-commutative Super-Yang-Mills at finite temperature. We propose a Langevin equation that accounts for the effects of non-commutativity and resembles the structure of Brownian motion in the presence of a magnetic field. As expected, fluctuations along non-commutative directions are generically correlated. Our results show that the viscosity of the plasma is smaller than the commutative case and that the diffusion properties of the quark are unaffected by non-commutativity. Finally, we compute the random force autocorrelator and verify that the fluctuation-dissipation theorem holds in the presence of non-commutativity.
Effects of Brownian motion on freezing of PCM containing nanoparticles
Abdollahzadeh Jamalabadi M.Y.
2016-01-01
Full Text Available Enhancement of thermal and heat transfer capabilities of phase change materials with addition of nanoparticles is reported. The mixed nanofluid of phase change material and nanoparticles presents a high thermal conductivity and low heat capacity and latent heat, in comparison with the base fluid. In order to present the thermophysical effects of nanoparticles, a solidification of nanofluid in a rectangular enclosure with natural convection induced by different wall temperatures is considered. The results show that the balance between the solidification acceleration by nanoparticles and slowing-down by phase change material gives rise to control the medium temperature. It indicates that this kind of mixture has great potential in various applications which requires temperature regulation. Also, the Brownian motion of nanoparticles enhances the convective heat transfer much more than the conductive transfer.
Mean-squared-displacement statistical test for fractional Brownian motion
Sikora, Grzegorz; Burnecki, Krzysztof; Wyłomańska, Agnieszka
2017-03-01
Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.
Brownian motion near a liquid-gas interface
Benavides-Parra, Juan Carlos; Jacinto-Méndez, Damián; Brotons, Guillaume; Carbajal-Tinoco, Mauricio D.
2016-09-01
By using digital video microscopy, we study the three-dimensional displacement of fluorescent colloidal particles that are located close to a water-air interface. Our technique takes advantage of the diffraction pattern generated by fluorescent spheres that are found below the focal plane of the microscope objective. By means of image analysis software, we are able to determine the spatial location of a few beads in a sequence of digital images, which allows us to reconstruct their trajectories. From their corresponding mean square displacements, we get the diffusion coefficients in the directions parallel and perpendicular to the interface. We find a qualitatively different kind of diffusion between the two directions, in agreement with theoretical predictions that are obtained from established models as well as our own proposals. Quite interesting, we observe the enhanced Brownian motion in the parallel direction.
On the first-passage time of integrated Brownian motion
Christian H. Hesse
2005-01-01
Full Text Available Let (Bt;t≥0 be a Brownian motion process starting from B0=ν and define Xν(t=∫0tBsds. For a≥0, set τa,ν:=inf{t:Xν(t=a} (with inf φ=∞. We study the conditional moments of τa,ν given τa,ν<∞. Using martingale methods, stopping-time arguments, as well as the method of dominant balance, we obtain, in particular, an asymptotic expansion for the conditional mean E(τa,ν|τa,ν<∞ as ν→∞. Through a series of simulations, it is shown that a truncation of this expansion after the first few terms provides an accurate approximation to the unknown true conditional mean even for small ν.
Xu Sheng-Hua; Sun Zhi-Wei; Li Xu; Jin Tong Wang
2012-01-01
Simultaneous orthokinetic and perikinetic coagulations(SOPCs)are studied for small and large Peclet numbers(Pe)using Brownian dynamics simulation.The results demonstrate that the contributions of the Brownian motion and the shear flow to the overall coagulation rate are basically not additive.At the early stages of coagulation with small Peclet numbers,the ratio of overall coagulation rate to the rate of pure perikinetic coagulation is proportional to Pe1/2,while with high Peclet numbers,the ratio of overall coagulation rate to the rate of pure orthokinetic coagulation is proportional to pe-1/2.Moreover,our results show that the aggregation rate generally changes with time for the SOPC,which is different from that for pure preikinetic and pure orthokinetic coagulations.By comparing the SOPC with pure preikinetic and pure orthokinetic coagulations,we show that the redistribution of particles due to Brownian motion can play a very important role in the SOPC.In addition,the effects of redistribution in the directions perpendicular and parallel to the shear flow direction are different.This perspective explains the behavior of coagulation due to the joint effects of the Brownian motion(perikinetic)and the fluid motion(orthokinetic).
Self-intersection local times and collision local times of bifractional Brownian motions
JIANG YiMing; WANG YongJin
2009-01-01
In this paper, we consider the local time and the self-intersection local time for a bifrac-tional Brownish motion, and the collision local time for two independent bifractional Brownian motions. We mainly prove the existence and smoothness of the self-intersection local time and the collision local time, through the strong local nondeterminism of bifractional Brownian motion, L2 convergence and Chaos expansion.
Biased Brownian motion in narrow channels with asymmetry and anisotropy
To, Kiwing; Peng, Zheng
2016-11-01
We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Bruno Saussereau
2012-01-01
Full Text Available We study the stability of the solutions of stochastic differential equations driven by fractional Brownian motions with Hurst parameter greater than half. We prove that when the initial conditions, the drift, and the diffusion coefficients as well as the fractional Brownian motions converge in a suitable sense, then the sequence of the solutions of the corresponding equations converge in Hölder norm to the solution of a stochastic differential equation. The limit equation is driven by the limit fractional Brownian motion and its coefficients are the limits of the sequence of the coefficients.
A simple model for Brownian motion leading to the Langevin equation
Grooth, de Bart G.
1999-01-01
A simple one-dimensional model is presented for the motion of a Brownian particle. It is shown how the collisions between a Brownian particle and its surrounding molecules lead to the Langevin equation, the power spectrum of the stochastic force, and the equipartition of kinetic energy.
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration
2008-01-01
Moderate deviations for the quenched mean of the super-Brownian motion with random immigration are proved for 3≤d≤6, which fills in the gap between central limit theorem(CLT)and large deviation principle(LDP).
On the weak convergence of super-Brownian motion with immigration
2009-01-01
We prove fluctuation limit theorems for the occupation times of super-Brownian motion with immigration. The weak convergence of the processes is established, which improves the results in references. The limiting processes are Gaussian processes.
Fan, Xi-Liang
2012-01-01
In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.
Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion
Zhi Wang
2013-01-01
Full Text Available For a mixed stochastic Volterra equation driven by Wiener process and fractional Brownian motion with Hurst parameter H>1/2, we prove an existence and uniqueness result for this equation under suitable assumptions.
Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion
Setty, V. A.; Sharma, A. S.
2015-02-01
The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.
Error Assessment in Modeling with Fractal Brownian Motions
Qiao, Bingqiang
2013-01-01
To model a given time series $F(t)$ with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension $D$ is derived from the Hurst exponent $H$ via the relation $D=2-H$, and the Hurst exponent can be evaluated by analyzing the dependence of the rescaled range $\\langle|F(t+\\tau)-F(t)|\\rangle$ on the time span $\\tau$. For fBms, the error of the rescaled range not only depends on data sampling but also varies with $H$ due to the presence of long term memory. This error for a given time series then can not be assessed without knowing the fractal dimension. We carry out extensive numerical simulations to explore the error of rescaled range of fBms and find that for $0
Beyond multifractional Brownian motion: new stochastic models for geophysical modelling
J. Lévy Véhel
2013-09-01
Full Text Available Multifractional Brownian motion (mBm has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.
Dipole—Dipole Interaction and the Directional Motion of Brownian
YUHui; ZHAOTong－Jun; 等
2002-01-01
The electric field of the microtubule is calculated according to its dipole distribution.The conformational change of a molecular motor is described by the rotation of a dipole which interacts with the microtubule.The numerical simulation for the particle currend shows that this interaction helps to produce a directional motion along the microtubule.And the average displacement executes step changes that resemble the experimental result for kinesin motors.
The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment
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.
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
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 and gambling: from ratchets to paradoxical games
Parrondo, J M R
2014-01-01
Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.
Quantum power source: putting in order of a Brownian motion without Maxwell's demon
Aristov, Vitaly V.; Nikulov, A. V.
2003-07-01
The problem of possible violation of the second law of thermodynamics is discussed. It is noted that the task of the well known challenge to the second law called Maxwell's demon is put in order a chaotic perpetual motion and if any ordered Brownian motion exists then the second law can be broken without this hypothetical intelligent entity. The postulate of absolute randomness of any Brownian motion saved the second law in the beginning of the 20th century when it was realized as perpetual motion. This postulate can be proven in the limits of classical mechanics but is not correct according to quantum mechanics. Moreover some enough known quantum phenomena, such as the persistent current at non-zero resistance, are an experimental evidence of the non-chaotic Brownian motion with non-zero average velocity. An experimental observation of a dc quantum power soruce is interperted as evidence of violation of the second law.
An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles
Ilie, Ioana M.; Briels, Wim J. [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Otter, Wouter K. den, E-mail: w.k.denotter@utwente.nl [Computational Biophysics, Faculty of Science and Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands); Multi Scale Mechanics, Faculty of Engineering Technology, University of Twente, P.O. Box 217, 7500 AE Enschede (Netherlands)
2015-03-21
Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.
Rotational Brownian Dynamics simulations of clathrin cage formation
Ilie, I.M.; Otter, den W.K.; Briels, W.J.
2014-01-01
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assem
Rotational Brownian Dynamics simulations of clathrin cage formation
Ilie, Ioana Mariuca; den Otter, Wouter K.; Briels, Willem J.
2014-01-01
The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the
Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments
Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.;
2007-01-01
The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision...... that it requires an understanding of Brownian motion beyond Einstein's and Smoluchowski's for its calibration, and can measure effects not present in their theories. This is illustrated with some applications, current and potential. It is also shown how addition of a controlled forced motion on the nano...
The reduction in the brownian motion of electrometers
Milatz, J.M.W.; Zolingen, J.J. van; Iperen, B.B. van
1953-01-01
A method is described to reduce the Brownian deflections of electrometer systems. This is achieved by replacing the air damping by a special type of artificial damping. The latter is realised by means of a photoelectric amplifier containing a differentiating circuit, comp. fig. 1. The amount of ligh
Thermodynamic Laws and Equipartition Theorem in Relativistic Brownian Motion
Koide, T.; Kodama, T.
2011-01-01
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.
Thermodynamic laws and equipartition theorem in relativistic Brownian motion.
Koide, T; Kodama, T
2011-06-01
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are derived. The relation between the relativistic equipartition relation and the rate of heat transfer is discussed in the relativistic case together with the nature of the noise term.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, Hongwei; Chen, Jun
2004-12-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
Brownian motion of a charged test particle in vacuum between two conducting plates
Yu, H; Yu, Hongwei; Chen, Jun
2004-01-01
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single-plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single-plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.
(Quantum) Fractional Brownian Motion and Multifractal Processes under the Loop of a Tensor Networks
Descamps, Benoît
2016-01-01
We derive fractional Brownian motion and stochastic processes with multifractal properties using a framework of network of Gaussian conditional probabilities. This leads to the derivation of new representations of fractional Brownian motion. These constructions are inspired from renormalization. The main result of this paper consists of constructing each increment of the process from two-dimensional gaussian noise inside the light-cone of each seperate increment. Not only does this allows us to derive fractional Brownian motion, we can introduce extensions with multifractal flavour. In another part of this paper, we discuss the use of the multi-scale entanglement renormalization ansatz (MERA), introduced in the study critical systems in quantum spin lattices, as a method for sampling integrals with respect to such multifractal processes. After proper calibration, a MERA promises the generation of a sample of size $N$ of a multifractal process in the order of $O(N\\log(N))$, an improvement over the known method...
Coupling of lever arm swing and biased Brownian motion in actomyosin.
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.
Finding viscosity of liquids from Brownian motion at students' laboratory
Greczylo, Tomasz; Debowska, Ewa [Institute of Experimental Physics, Wroclaw University, pl. Maxa Borna 9, 50-204 Wroclaw (Poland)
2005-09-01
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.
ZHANG Jia-Lin; YU Hong-Wei
2005-01-01
@@ We show that the velocity and position dispersions of a test particle with a nonzero constant classical velocity undergoing Brownian motion caused by electromagnetic vacuum fluctuations in a space with plane boundaries can be obtained from those of the static case by Lorentz transformation. We explicitly derive the Lorentz transformations relating the dispersions of the two cases and then apply them to the case of the Brownian motion of a test particle with a constant classical velocity parallel to the boundary between two conducting planes. Our results show that the influence of a nonzero initial velocity is negligible for nonrelativistic test particles.
Brownian motion in a singular potential and a fractal renewal process
Ouyang, H. F.; Huang, Z. Q.; Ding, E. J.
1995-10-01
We have proposed a model for the one-dimensional Brownian motion of a single particle in a singular potential field in our previous paper [Phys. Rev. E 50, 2491 (1994)]. In this Brief Report, we further discuss this model and show that, in some special cases, the Brownian motion can be considered as a finite-valued alternating renewal process, which has been investigated by Lowen and Teich [Phys. Rev. E 47, 992 (1993)]. The numerical results here are in agreement with those drawn by Lowen and Teich.
Survival probability of mutually killing Brownian motions and the O'Connell process
Katori, Makoto
2011-01-01
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian by the Whittaker function. As a physical interpretation of this construction, we show that the O'Connell process without drift is realized as a system of mutually killing Brownian motions conditioned that all particles survive forever. When the characteristic length of interaction killing other particles goes to zero, the process is reduced to the noncolliding Brownian motion (the Dyson model).
Quantum Brownian motion representation for the quantum field modes
Arteaga, Daniel
2007-01-01
Any pair of modes of opposite momentum of any interacting quantum field theory can be regarded as an open quantum system. Provided that the state of the field is stationary, homogeneous and isotropic, under a Gaussian approximation the two-mode system can be equivalently represented in terms of a pair of quantum Brownian oscillators, namely, by two identical harmonic oscillators linearly coupled to an effective environment. The precise details of the correspondence are explained, and its usefulness is commented. As an example of application, the interpretation of the imaginary part of the retarded self-energy in a general background state is rederived.
Time integration for particle Brownian motion determined through fluctuating hydrodynamics
Delmotte, Blaise
2015-01-01
Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are ignored, one must also account for a Brownian drift term in order to successfully update the particle positions. In this paper, we introduce and study a midpoint time integration scheme we refer to as the drifter-corrector (DC) that resolves the drift term for fluctuating hydrodynamics-based methods even when constraints are imposed on the fluid flow to obtain higher-order corrections to the particle hydrodynamic interactions. We explore this scheme in the context of the fluctuating force-coupling method (FCM) where the constraint is imposed on the rate-of-strain averaged over the volume occupied by the particle. For the DC, the constraint need only be imposed once per time step, leading to a significant reduction in computational cost with respect to other schemes. In fact, for f...
Moderate Deviation for the Single Point Catalytic Super-Brownian Motion
Xu YANG; Mei ZHANG
2012-01-01
We establish the moderate deviation for the density process of the single point catalytic super-Brownian motion.The main tools are the abstract G(a)rtner-Ellis theorem,Dawson-G(a)rtner theorem and the contraction principle.The rate function is expressed by the Fenchel-Legendre transform of log-exponential moment generation function.
Pricing Perpetual American Put Option in theMixed Fractional Brownian Motion
2015-01-01
Under the assumption of the underlying asset is driven by the mixed fractional Brownian motion, we obtain the mixed fractionalBlack-Scholes partial differential equation by fractional Ito formula, and the pricing formula of perpetual American put option bythis partial differential equation theory.
The tail of the maximum of Brownian motion minus a parabola
P. Groeneboom; N.M. Temme (Nico)
2011-01-01
textabstractWe analyze the tail behavior of the maximum $N$ of $\\{W(t)-t^2:t\\ge0\\}$, where $W$ is standard Brownian motion on $[0,\\infty)$ and give an asymptotic expansion for $\\mathbb P\\{N\\ge x\\}$, as $x\\to\\infty$. This extends a first order result on the tail behavior, which can be deduced from H\\
Brownian Motion on a Pseudo Sphere in Minkowski Space R^l_v
Jiang, Xiaomeng; Li, Yong
2016-10-01
For a Brownian motion moving on a pseudo sphere in Minkowski space R^l_v of radius r starting from point X, we obtain the distribution of hitting a fixed point on this pseudo sphere with l≥ 3 by solving Dirichlet problems. The proof is based on the method of separation of variables and the orthogonality of trigonometric functions and Gegenbauer polynomials.
Some Properties of Stochastic Differential Equations Driven by the G-Brownian Motion
Qian LIN
2013-01-01
In this paper,we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion.In addition,the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.
The tail of the maximum of Brownian motion minus a parabola
P. Groeneboom; N.M. Temme (Nico)
2011-01-01
textabstractWe analyze the tail behavior of the maximum $N$ of $\\{W(t)-t^2:t\\ge0\\}$, where $W$ is standard Brownian motion on $[0,\\infty)$ and give an asymptotic expansion for $\\mathbb P\\{N\\ge x\\}$, as $x\\to\\infty$. This extends a first order result on the tail behavior, which can be deduced from
Some scaled limit theorems for an immigration super-Brownian motion
ZHANG Mei
2008-01-01
In this paper, the small time limit behaviors for an immigration super-Brownian motion are studied, where the immigration is determined by Lebesgue measure. We first prove a functional central limit theorem, and then study the large and moderate deviations associated with this central tendency.
Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
Peres, Yuval
2010-01-01
By the Cameron--Martin theorem, if a function $f$ is in the Dirichlet space $D$, then $B+f$ has the same a.s. properties as standard Brownian motion, $B$. In this paper we examine properties of $B+f$ when $f \
The first-passage area for drifted Brownian motion and the moments of the Airy distribution
Kearney, Michael J [Faculty of Engineering and Physical Sciences, University of Surrey, Guildford, Surrey, GU2 7XH (United Kingdom); Majumdar, Satya N [Laboratoire de Physique Theorique et Modeles Statistique, Universite Paris-Sud. Bat. 100 91405, Orsay Cedex (France); Martin, Richard J [Quantitative Credit Strategy Group, Credit Suisse, One Cabot Square, London, E14 4QJ (United Kingdom)
2007-09-07
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)
Successive Approximation of SFDEs with Finite Delay Driven by G-Brownian Motion
Litan Yan
2013-01-01
Full Text Available We consider the stochastic functional differential equations with finite delay driven by G-Brownian motion. Under the global Carathéodory conditions we prove the existence and uniqueness, and as an application, we price the European call option when the underlying asset's price follows such an equation.
Some scaled limit theorems for an immigration super-Brownian motion
2008-01-01
In this paper,the small time limit behaviors for an immigration super-Brownian motion are studied,where the immigration is determined by Lebesgue measure.We first prove a functional central limit theorem,and then study the large and moderate deviations associated with this central tendency.
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
Chen, Xia; Kulik, Alexey M.
2012-01-01
A method known as renormalization is proposed for constructing some more physically realistic random potentials in a Poisson cloud. The Brownian motion in the renormalized random potential and related parabolic Anderson models are modeled. With the renormalization, for example, the models consistent to Newton’s law of universal attraction can be rigorously constructed.
Conserved linear dynamics of single-molecule Brownian motion
Serag, Maged F.
2017-06-06
Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.
Local times and excursion theory for Brownian motion a tale of Wiener and Itô measures
Yen, Ju-Yi
2013-01-01
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.
Molecular dynamics test of the Brownian description of Na(+) motion in water
Wilson, M. A.; Pohorille, A.; Pratt, L. R.
1985-01-01
The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.
Molecular dynamics test of the Brownian description of Na(+) motion in water
Wilson, M. A.; Pohorille, A.; Pratt, L. R.
1985-01-01
The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.
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.
Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
Pascu, Mihai N
2010-01-01
In a series of papers, Burdzy et. al. introduced the \\emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\\subset \\mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of the Neumann Laplaceian on $D$. In the present paper we show that the construction of the mirror coupling can be extended to the case when the two Brownian motions live in different domains $D_{1},D_{2}\\subset \\mathbb{R}^{d}$. As an application of the construction, we derive a unifying proof of the two main results concerning the validity of Chavel's conjecture on the domain monotonicity of the Neumann heat kernel, due to I. Chavel (\\cite{Chavel}), respectively W. S. Kendall (\\cite{Kendall}).
Appuhamillage, Thilanka; Thomann, Enrique; Waymire, Edward; Wood, Brian
2010-01-01
Advective skew dispersion is a natural Markov process defined by a diffusion with drift across an interface of jump discontinuity in a piecewise constant diffusion coefficient. In the absence of drift, this process may be represented as a function of $\\alpha$-skew Brownian motion for a uniquely determined value of $\\alpha=\\alpha^*$; see Ramirez et al. (2006). In the present paper, the analysis is extended to the case of nonzero drift. A determination of the (joint) distributions of key functionals of standard skew Brownian motion together with some associated probabilistic semigroup and local time theory is given for these purposes. An application to the dispersion of a solute concentration across an interface is provided that explains certain symmetries and asymmetries in recently reported laboratory experiments conducted at Lawrence-Livermore Berkeley Labs by Berkowitz et al. (2009).
K. C. Lee
2013-02-01
Full Text Available Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Lee, K. C.
2013-02-01
Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few. The time-changing Hurst exponent, which describes regularity levels depending on time measurements, and variance, which relates to an energy level, are two parameters that characterize multifractional Brownian motions. This research suggests a combined method of estimating the time-changing Hurst exponent and variance using the local variation of sampled paths of signals. The method consists of two phases: initially estimating global variance and then accurately estimating the time-changing Hurst exponent. A simulation study shows its performance in estimation of the parameters. The proposed method is applied to characterization of atmospheric stability in which descriptive statistics from the estimated time-changing Hurst exponent and variance classify stable atmosphere flows from unstable ones.
Derrida, Bernard; Meerson, Baruch; Sasorov, Pavel V.
2016-04-01
Consider a one-dimensional branching Brownian motion and rescale the coordinate and time so that the rates of branching and diffusion are both equal to 1. If X1(t ) is the position of the rightmost particle of the branching Brownian motion at time t , the empirical velocity c of this rightmost particle is defined as c =X1(t ) /t . Using the Fisher-Kolmogorov-Petrovsky-Piscounov equation, we evaluate the probability distribution P (c ,t ) of this empirical velocity c in the long-time t limit for c >2 . It is already known that, for a single seed particle, P (c ,t ) ˜exp[-(c2/4 -1 ) t ] up to a prefactor that can depend on c and t . Here we show how to determine this prefactor. The result can be easily generalized to the case of multiple seed particles and to branching random walks associated with other traveling-wave equations.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
2007-01-01
Let {W(t),t∈R}, {B(t),t∈R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (Xi(t),... ,Xd(t)) and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (?) (0,∞), the exact Hausdorff measures of the image X(Q) = {X(t) : t∈Q} and the graph GrX(Q) = {(t, X(t)) :t∈Q}are established.
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
Rong-mao ZHANG; Zheng-yan LIN
2007-01-01
Let {W(t),t ∈ R}, {B(t),t ∈ R+} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iterated Brownian motion X(t), where X(t) = (X1(t),..., Xd(t))and X1(t),... ,Xd(t) are d independent copies of Y(t) = W(B(t)). In particular, for any Borel set Q (∈) (0, oo), the exact Hausdorff measures of the image X(Q) = {X(t) ∶ t ∈ Q} and the graph GrX(Q) = {(t, X(t))∶ t ∈ Q} are established.
Impurity driven Brownian motion of solitons in elongated Bose-Einstein Condensates
Aycock, L M; Genkina, D; Lu, H -I; Galitski, V; Spielman, I B
2016-01-01
Solitons, spatially-localized, mobile excitations resulting from an interplay between nonlinearity and dispersion, are ubiquitous in physical systems from water channels and oceans to optical fibers and Bose-Einstein condensates (BECs). For the first time, we observed and controlled the Brownian motion of solitons. We launched long-lived dark solitons in highly elongated $^{87}\\rm{Rb}$ 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 (1-D), 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-1-D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment.
Chen, Xia; Rosinski, Jan; Shao, Qi-Man
2009-01-01
In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. We also show that a fractional Brownian motion and the related Riemann-Liouville process behave like constant multiples of each other with regard to large deviations for their local and intersection local times. As a consequence of our large deviation estimates, we derive laws of iterated logarithm for the corresponding local times. The key points of our methods: (1) logarithmic superadditivity of a normalized sequence of moments of exponentially randomized local time of a fractional Brownian motion; (2) logarithmic subadditivity of a normalized sequence of moments of exponentially randomized intersection local time of Riemann-Liouville processes; (3) comparison of local and intersection local times based on embedding of a part of a fractional Brownian motion into the reproducing kernel Hilbert space of the Riemann-Liouville process.
Stability of Linear Stochastic Differential Equations with Respect to Fractional Brownian Motion
SHU Hui-sheng; CHEN Chun-li; WEI Guo-liang
2009-01-01
This paper is concerned with the stochastically stability for the m -dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given.An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
Kamrani, Minoo; Jamshidi, Nahid
2017-03-01
This work was intended as an attempt to motivate the approximation of quasi linear evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter H >1/2 . The spatial approximation method is based on Galerkin and the temporal approximation is based on implicit Euler scheme. An error bound and the convergence of the numerical method are given. The numerical results show usefulness and accuracy of the method.
Saussereau, Bruno
2012-01-01
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on the path space of continuous functions on $[0,T]$. These results are applied to study small-time and large-time asymptotics for the solutions of such equations by means of a Hoeffding-type inequality.
Study of Submicron Particle Size Distribution by Laser Doppler Measurement of Brownian Motion.
1987-01-30
regime considered here, heat transfer from the submicron particles by forced convection and natural convection are negligible due to the extremely small...physical processes begin to influence the Brownian motion characteristics at high laser beam intensity. An analysis of the effects of thermophoresis and...photon pressure was carried out. The effect of thermophoresis due to the uneven heating of the particle by the laser beam was found to be a major
Random variables as pathwise integrals with respect to fractional Brownian motion
Mishura, Yuliya; Valkeila, Esko
2011-01-01
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can be represented in this form. We also prove that any random variable is a value of such integral in some improper sense. We discuss some applications of these results, in particular, to fractional Black--Scholes model of financial market.
Array-induced collective transport in the Brownian motion of coupled nonlinear oscillator systems
Zheng, Zhigang; Hu, Bambi; Hu, Gang
1998-01-01
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance the diffusion process, depending on the competition between the harmonic chain and the substrate potential. An analytical formula of the diffusion rate for the single-particle case is also obtained. In the nonlinear response regime, the moving kink may become...
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
Makogin, Vitalii
2016-01-01
We consider the simulation of sample paths of a fractional Brownian motion with small values of the Hurst index and estimate the behavior of the expected maximum. We prove that, for each fixed $N$, the error of approximation $\\mathbf {E}\\max_{t\\in[0,1]}B^H(t)-\\mathbf {E}\\max_{i=\\overline{1,N}}B^H(i/N)$ grows rapidly to $\\infty$ as the Hurst index tends to 0.
An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
Yong Xu
2014-01-01
Full Text Available An averaging principle for a class of stochastic differential delay equations (SDDEs driven by fractional Brownian motion (fBm with Hurst parameter in (1/2,1 is considered, where stochastic integration is convolved as the path integrals. The solutions to the original SDDEs can be approximated by solutions to the corresponding averaged SDDEs in the sense of both convergence in mean square and in probability, respectively. Two examples are carried out to illustrate the proposed averaging principle.
Intersection local times of independent Brownian motions as generalized white noise functionals
Albeverio, Sergio; Oliveira, Maria João; Streit, Ludwig
2001-01-01
The original publication is available at http://www.springerlink.com/content/14jtbl19nh37ggtx/fulltext.pdf A "chaos expansion" of the intersection local time functional of two independent Brownian motions in Rd is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension depende...
Brownian motion of massive skyrmions in magnetic thin films
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.
Vertices of the least concave majorant of Brownian motion with parabolic drift
Groeneboom, Piet
2010-01-01
It was shown in Groeneboom (1983) that the least concave majorant of one-sided Brownian motion without drift can be characterized by a jump process with independent increments, which is the inverse of the process of slopes of the least concave majorant. This result can be used to prove the result of Sparre Andersen (1954) that the number of vertices of the smallest concave majorant of the empirical distribution function of a sample of size n from the uniform distribution on [0,1] is asymptotically normal, with an asymptotic expectation and variance which are both of order log n. A similar (Markovian) inverse jump process was introduced in Groeneboom (1989), in an analysis of the least concave majorant of two-sided Brownian motion with a parabolic drift. This process is quite different from the process for one-sided Brownian motion without drift: the number of vertices in a (corresponding slopes) interval has an expectation proportional to the length of the interval and the variance of the number of vertices i...
Fractional Brownian motion, the Matérn process, and stochastic modeling of turbulent dispersion
Lilly, Jonathan M.; Sykulski, Adam M.; Early, Jeffrey J.; Olhede, Sofia C.
2017-08-01
Stochastic processes exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm), with the spectral slope at high frequencies being associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matérn process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matérn process and its relationship to fBm. An algorithm for the simulation of the Matérn process in O(NlogN) operations is given. Unlike fBm, the Matérn process is found to provide an excellent match to modeling velocities from particle trajectories in an application to two-dimensional fluid turbulence.
Bessel processes and hyperbolic Brownian motions stopped at different random times
D'Ovidio, Mirko
2010-01-01
Iterated Bessel processes R^\\gamma(t), t>0, \\gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential equations governing the distributions of I_R(t)=_1R^\\gamma(_2R^\\gamma(t)), t>0 and J_R(t) =_1R^\\gamma(|_2R^\\gamma(t)|^2), t>0 are obtained and discussed. Processes of the form R^\\gamma(T_t), t>0, B^{hp}(T_t), t>0 where T_t=\\inf{s: B(s)=t} are examined and numerous probability laws derived, including the Student law, the arcsin laws (also their asymmetric versions), the Lamperti distribution of the ratio of independent positively skewed stable random variables and others. For the process R^{\\gamma}(T^\\mu_t), t>0 (where T^\\mu_t = \\inf{s: B^\\mu(s)=t} and B^\\mu is a Brownian motion with drift \\mu) the explicit probability law and the governing equation are obtained. For the hyperbolic Brownian motions on the Poincar\\'e half-spaces H^+_2, H^+_3 we study B^{hp}(T_t), t>0 and the corresp...
Feller processes: the next generation in modeling. Brownian motion, Levy processes and beyond.
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.
Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.
Böttcher, Björn
2010-12-03
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.
Fractional Brownian motion, the Matern process, and stochastic modeling of turbulent dispersion
Lilly, J M; Early, J J; Olhede, S C
2016-01-01
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale roughness or fractal dimension. However, a broad class of real-world signals have a high-frequency slope, like fBm, but a plateau in the vicinity of zero frequency. This low-frequency plateau, it is shown, implies that the temporal integral of the process exhibits diffusive behavior, dispersing from its initial location at a constant rate. Such processes are not well modeled by fBm, which has a singularity at zero frequency corresponding to an unbounded rate of dispersion. A more appropriate stochastic model is a much lesser-known random process called the Matern process, which is shown herein to be a damped version of fractional Brownian motion. This article first provides a thorough introduction to fractional Brownian motion, then examines the details of the Matern process and...
RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION
Peter Ehlers
2011-05-01
Full Text Available A particle is projected from a point P in a subset E of a convex region H to a point Q in a uniformly random direction. The probability that Q lies in the interior of H at time t is obtained for two types of motion of the particle, rectilinear (i.e. straight-line and Brownian. In the case of rectilinear motion, the first passage time through the boundary of H is considered. Results are obtained in terms of the generalized overlap function for embedded bodies.
Roy, Basudev; Banerjee, Ayan
2014-01-01
We describe a simple yet powerful technique of simultaneously measuring both translational and rotational motion of mesoscopic particles in optical tweezers by measuring the backscattered intensity on a quadrant photodiode (QPD). While the measurement of translational motion by taking the difference of the backscattered intensity incident on adjacent quadrants of a QPD is well-known, we demonstrate that rotational motion can be measured very precisely by taking the difference between the diagonal quadrants. The latter measurement eliminates the translational component entirely, and leads to a detection sensitivity of around 50 mdeg at S/N of 2 for angular motion of a driven micro-rod. The technique is also able to resolve the translational and rotational Brownian motion components of the micro-rod in an unperturbed trap, and can be very useful in measuring translation-rotation coupling of micro-objects induced by hydrodynamic interactions.
Reeves, Daniel B., E-mail: dbr@Dartmouth.edu; Weaver, John B. [Department of Physics and Astronomy, Dartmouth College, Hanover, New Hampshire 03755 (United States)
2015-06-21
Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time of Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations.
Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.
Dunkel, Jörn; Hänggi, Peter
2006-11-01
The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.
Rotational motion control of a spacecraft
Wisniewski, Rafal; Kulczycki, P.
2003-01-01
The paper adopts the energy shaping method to control of rotational motion. A global representation of the rigid body motion is given in the canonical form by a quaternion and its conjugate momenta. A general method for motion control on a cotangent bundle to the 3-sphere is suggested. The design...
Probing short-range protein Brownian motion in the cytoplasm of living cells
di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-12-01
The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes.
Probing short-range protein Brownian motion in the cytoplasm of living cells.
Di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco
2014-12-23
The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes.
Applications of statistical mechanics to non-Brownian random motion
Kutner, Ryszard; Wysocki, Krzysztof
1999-12-01
We analysed discrete and continuous Weierstrass-Mandelbrot representations of the Lévy flights occasionally interrupted by spatial localizations. We chose the discrete representation to easily detect by Monte Carlo simulation which stochastic quantity could be a candidate for describing the real processes. We found that the particle propagator is able to reveal surprisingly close, stable long-range algebraic tail. Unfortunately, long flights present in the system make, in practice, the particle mean-square displacement an irregular step-like function; such a behavior was expected since it is an experimental reminiscence of divergence of the mean-square displacement, predicted by the theory. We developed the continuous representation in the context of random motion of a particle in an amorphous environment; we established a correspondence between the stochastic quantities of both representations in which the latter quantities contain some material constants. The material constants appear due to the thermal average of the space-dependent stretch exponent which defines the probability of the particle passing a given distance. This averaging was performed for intermediate or even high temperatures, as well as for low or even intermediate internal friction regimes where long but not extremely long flights are readily able to construct a significant part of the Lévy distribution. This supplies a kind of self-cut-off of the length of flights. By way of example, we considered a possibility of observing the Lévy flights of hydrogen in amorphous low-concentration, high-temperature Pd 85Si 15H 7.5 phase; this conclusion is based on the results of a real experiment (Driesen et al., in: Janot et al. (Eds.), Atomic Transport and Defects in Metals by Neutron Scattering, Proceedings in Physics, Vol. 10, Springer, Berlin, 1986, p. 126; Richter et al., Phys. Rev. Lett. 57 (1986) 731; Driesen, Doctoral Thesis, Antwerpen University, 1987), performed by detecting the incoherent
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.
2016-09-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.
Brownian motion, old and new, and Irwin's role in my academic life
Lindenberg, Katja
2015-03-01
Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.
Jing, Shuai
2010-01-01
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic integral with respect to the fractional Brownian motion is the extended divergence operator and the one with respect to Brownian motion is It\\^o's backward integral. For this we use the technique developed by R.Buckdahn to analyze stochastic differential equations on the Wiener space, which is based on the Girsanov theorem and the Malliavin calculus, and we reduce the backward doubly stochastic differential equation to a backward stochastic differential equation driven by the Brownian motion. We also prove that the solution of semilinear fractional backward doubly stochastic differential equation defines the unique stochastic viscosity solution of a semilinear stochastic partial differential equation driven by a fractional Brownian motion.
Kevin D. Brewer
2012-11-01
Full Text Available This paper presents some Excel-based simulation exercises that are suitable for use in financial modeling courses. Such exercises are based on a stochastic process of stock price movements, called geometric Brownian motion, that underlies the derivation of the Black-Scholes option pricing model. Guidance is provided in assigning appropriate values of the drift parameter in the stochastic process for such exercises. Some further simulation exercises are also suggested. As the analytical underpinning of the materials involved is provided, this paper is expected to be of interest also to instructors and students of investment courses.
A Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion
Deya, Aurélien; Tindel, Samy
2010-01-01
In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater than 1/3. We introduce an implementable scheme for these equations, which is based on a second order Taylor expansion, where the usual Levy area terms are replaced by products of increments of the driving fBm. The convergence of our scheme is shown by means of a combination of rough paths techniques and error bounds for the discretisation of the Levy area terms.
Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.
Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei
2014-01-01
The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.
Slower deviations of the branching Brownian motion and of branching random walks
Derrida, Bernard; Shi, Zhan
2017-08-01
We have shown recently how to calculate the large deviation function of the position X\\max(t) of the rightmost particle of a branching Brownian motion at time t. This large deviation function exhibits a phase transition at a certain negative velocity. Here we extend this result to more general branching random walks and show that the probability distribution of X\\max(t) has, asymptotically in time, a prefactor characterized by a non trivial power law. Dedicated to John Cardy on the occasion of his 70th birthday.
The fractional Brownian motion property of the turbulent refractive within Geometric Optics
Pérez, D G
2003-01-01
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We overcome the apparent impossibility of their use within the Ray Optics approximation introducing a Stochastic Calculus. Afterwards, we successfully provide a solution for the stochastic ray-equation; moreover, its implications in the statistical analysis of experimental data is discussed. In particular, we analyze the dependence of the averaged solution against the characteristic variables of a simple propagation problem.
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
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.
Second order asymptotics for Brownian motion among a heavy tailed Poissonian potential
Fukushima, Ryoki
2010-01-01
We consider the Feynman-Kac functional associated with a Brownian motion among a random potential. The potential is defined by attaching a heavy tailed positive potential around the Poisson point process. This model was first considered by Pastur~(1977) and the first order term of the moment asymptotics was determined. In this paper, both moment and almost sure asymptotics are determined up to the second order. As an application, we also derive the second order asymptotics of the integrated density of states of the corresponding random Schr\\"{o}dinger operator.
Macedo-Junior, A.F. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)]. E-mail: ailton@df.ufpe.br; Macedo, A.M.S. [Departamento de Fisica, Laboratorio de Fisica Teorica e Computacional, Universidade Federal de Pernambuco, 50670-901 Recife, PE (Brazil)
2006-09-25
We study a class of Brownian-motion ensembles obtained from the general theory of Markovian stochastic processes in random-matrix theory. The ensembles admit a complete classification scheme based on a recent multivariable generalization of classical orthogonal polynomials and are closely related to Hamiltonians of Calogero-Sutherland-type quantum systems. An integral transform is proposed to evaluate the n-point correlation function for a large class of initial distribution functions. Applications of the classification scheme and of the integral transform to concrete physical systems are presented in detail.
Jean-Francois Coeurjolly
2000-09-01
Full Text Available We present a non exhaustive bibliographical and comparative study of the problem of simulation and identification of the fractional Brownian motion. The discussed implementation is realized within the software S-plus 3.4. A few simulations illustrate this work. Furthermore, we propose a test based on the asymptotic behavior of a self-similarity parameter's estimator to explore the quality of different generators. This procedure, easily computable, allows us to extract an efficient method of simulation. In the Appendix are described the S-plus scripts related to simulation and identification methods of the fBm.
Limitation of the Least Square Method in the Evaluation of Dimension of Fractal Brownian Motions
Qiao, Bingqiang; Zeng, Houdun; Li, Xiang; Dai, Benzhong
2015-01-01
With the standard deviation for the logarithm of the re-scaled range $\\langle |F(t+\\tau)-F(t)|\\rangle$ of simulated fractal Brownian motions $F(t)$ given in a previous paper \\cite{q14}, the method of least squares is adopted to determine the slope, $S$, and intercept, $I$, of the log$(\\langle |F(t+\\tau)-F(t)|\\rangle)$ vs $\\rm{log}(\\tau)$ plot to investigate the limitation of this procedure. It is found that the reduced $\\chi^2$ of the fitting decreases with the increase of the Hurst index, $H$ (the expectation value of $S$), which may be attributed to the correlation among the re-scaled ranges. Similarly, it is found that the errors of the fitting parameters $S$ and $I$ are usually smaller than their corresponding standard deviations. These results show the limitation of using the simple least square method to determine the dimension of a fractal time series. Nevertheless, they may be used to reinterpret the fitting results of the least square method to determine the dimension of fractal Brownian motions more...
The pricing of credit default swaps under a generalized mixed fractional Brownian motion
He, Xinjiang; Chen, Wenting
2014-06-01
In this paper, we consider the pricing of the CDS (credit default swap) under a GMFBM (generalized mixed fractional Brownian motion) model. As the name suggests, the GMFBM model is indeed a generalization of all the FBM (fractional Brownian motion) models used in the literature, and is proved to be able to effectively capture the long-range dependence of the stock returns. To develop the pricing mechanics of the CDS, we firstly derive a sufficient condition for the market modeled under the GMFBM to be arbitrage free. Then under the risk-neutral assumption, the CDS is fairly priced by investigating the two legs of the cash flow involved. The price we obtained involves elementary functions only, and can be easily implemented for practical purpose. Finally, based on numerical experiments, we analyze quantitatively the impacts of different parameters on the prices of the CDS. Interestingly, in comparison with all the other FBM models documented in the literature, the results produced from the GMFBM model are in a better agreement with those calculated from the classical Black-Scholes model.
Muniandy, S V; Lim, S C
2001-04-01
Fractional Brownian motion (FBM) is widely used in the modeling of phenomena with power spectral density of power-law type. However, FBM has its limitation since it can only describe phenomena with monofractal structure or a uniform degree of irregularity characterized by the constant Holder exponent. For more realistic modeling, it is necessary to take into consideration the local variation of irregularity, with the Holder exponent allowed to vary with time (or space). One way to achieve such a generalization is to extend the standard FBM to multifractional Brownian motion (MBM) indexed by a Holder exponent that is a function of time. This paper proposes an alternative generalization to MBM based on the FBM defined by the Riemann-Liouville type of fractional integral. The local properties of the Riemann-Liouville MBM (RLMBM) are studied and they are found to be similar to that of the standard MBM. A numerical scheme to simulate the locally self-similar sample paths of the RLMBM for various types of time-varying Holder exponents is given. The local scaling exponents are estimated based on the local growth of the variance and the wavelet scalogram methods. Finally, an example of the possible applications of RLMBM in the modeling of multifractal time series is illustrated.
Weak convergence of the past and future of Brownian motion given the present
K B Athreya; B Rajeev
2017-02-01
In this paper, we show that for $t > 0$, the joint distribution of the past $\\{W_{t−s} : 0 \\leq s \\leq t\\}$ and the future $\\{W_{t+s} : s \\geq 0\\}$ of a $d$-dimensional standard Brownian motion $(W_s)$, conditioned on $\\{W_t\\in U\\}$, where $U$ is a bounded open set in $\\mathbb{R}^d$, converges weakly in $C[0,\\infty)\\times C[0, \\infty)$ as $t\\rightarrow\\infty$. The limiting distribution is that of a pair of coupled processes $Y + B^1$, $Y + B^2$ where $Y$, $B^1$, $B^2$ are independent, $Y$ is uniformly distributed on $U$ and $B^1$, $B^2$ are standard $d$-dimensional Brownian motions. Let $\\sigma_t$, $d_t$ be respectively, the last entrance time before time $t$ into the set $U$ and the first exit time after $t$ from $U$. When the boundary of $U$ is regular, we use the continuous mapping theorem to show that the limiting distribution as $t\\rightarrow\\infty$ of the four dimensional vector with components $(W_{\\sigma_t}, t − \\sigma_t, W_{d_t}, d_t − t)$, conditioned on $\\{W_t\\in U\\}$, is the same as that of the four dimensional vector whose components are the place and time of first exit from $U$ of the processes $Y + B^1$ and $Y + B^2$ respectively.
Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion
Bodrova, Anna S.; Chechkin, Aleksei V.; Cherstvy, Andrey G.; Safdari, Hadiseh; Sokolov, Igor M.; Metzler, Ralf
2016-07-01
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.
Supercritical super-Brownian motion with a general branching mechanism and travelling waves
Kyprianou, A E; Murillo-Salas, A; Ren, Y -X
2010-01-01
We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the probabilistic reasoning of Kyprianou (2004) for branching Brownian motion, the current paper offers a number of new insights. Our analysis incorporates the role of Seneta-Heyde norming which, in the current setting, draws on classical work of Grey (1974). We give a pathwise explanation of Evans' immortal particle picture (the spine decomposition) which uses the Dynkin-Kuznetsov N-measure as a key ingredient. Moreover, in the spirit of Neveu's stopping lines we make repeated use of Dynkin's exit measures. Additional complications arise from the general nature of the branching mechanism. As a consequence of the analysis we also offer an exact X(log X)^2 moment dichotomy for the almost sure convergence of the so-called derivative martingale...
Silva, Antonio
2005-03-01
It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225
Brownian motion of massive black hole binaries and the final parsec problem
Bortolas, E; Dotti, M; Spera, M; Mapelli, M
2016-01-01
Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves (GWs) in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion...
Quantum harmonic Brownian motion in a general environment: A modified phase-space approach
Yeh, L. [Univ. of California, Berkeley, CA (United States). Dept. of Physics]|[Lawrence Berkeley Lab., CA (United States)
1993-06-23
After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented.
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
Rotational motion of Foton M-4
Abrashkin, V. I.; Voronov, K. E.; Piyakov, I. V.; Puzin, Yu. Ya.; Sazonov, V. V.; Semkin, N. D.; Chebukov, S. Yu.
2016-07-01
The actual controlled rotational motion of the Foton M-4 satellite is reconstructed for the mode of single-axis solar orientation. The reconstruction was carried out using data of onboard measurements of vectors of angular velocity and the strength of the Earth's magnetic field. The reconstruction method is based on the reconstruction of the kinematic equations of the rotational motion of a solid body. According to the method, measurement data of both types collected at a certain time interval are processed together. Measurements of the angular velocity are interpolated by piecewise-linear functions, which are substituted in kinematic differential equations for a quaternion that defines the transition from the satellite instrument coordinate system to the inertial coordinate system. The obtained equations represent the kinematic model of the satellite rotational motion. A solution of these equations that approximates the actual motion is derived from the condition of the best (in the sense of the least squares method) match between the measurement data of the strength vector of the Earth's magnetic field and its calculated values. The described method makes it possible to reconstruct the actual rotational satellite motion using one solution of kinematic equations over time intervals longer than 10 h. The found reconstructions have been used to calculate the residual microaccelerations.
Byczkowski, Tomasz; Graczyk, Piotr; Malecki, Jacek
2011-01-01
The purpose of the paper is to provide integral representations of the Poisson kernel for a half-space and balls for hyperbolic Brownian motion and for the classical Ornstein-Uhlenbeck process. The method of proof is based on Girsanov's theorem and yields more complete results as those based on Feynmann-Kac technique.
Acharya, R.C.; Dijke, van M.I.J.; Sorbie, K.S.; Zee, van der S.E.A.T.M.; Leijnse, A.
2007-01-01
We present a 3D network model with particle tracking to upscale 3D Brownian motion of non-reactive tracer particles subjected to a velocity field in the network bonds, representing both local diffusion and convection. At the intersections of the bonds (nodes) various jump conditions are implemented.
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
Dinarvand, S.; Hosseini, R.; Tamim, H.; Damangir, E.; Pop, I.
2015-07-01
An unsteady three-dimensional stagnation-point flow of a nanofluid past a circular cylinder with sinusoidal radius variation is investigated numerically. By introducing new similarity transformations for the velocity, temperature, and nanoparticle volume fraction, the basic equations governing the flow and heat and mass transfer are reduced to highly nonlinear ordinary differential equations. The resulting nonlinear system is solved numerically by the fourth-order Runge-Kutta method with the shooting technique. The thermophoresis and Brownian motion effects occur in the transport equations. The velocity, temperature, and nanoparticle concentration profiles are analyzed with respect to the involved parameters of interest, namely, unsteadiness parameter, Brownian motion parameter, thermophoresis parameter, Prandtl number, and Lewis number. Numerical values of the friction coefficient, diffusion mass flux, and heat flux are computed. It is found that the friction coefficient and heat transfer rate increase with increasing unsteadiness parameter (the highest heat transfer rate at the surface occurs if the thermophoresis and Brownian motion effects are absent) and decrease with increasing both thermophoresis and Brownian motion parameters. The present results are found to be in good agreement with previously published results.
PENG ShiGe
2009-01-01
This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Ito's type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.
A MAP estimator based on geometric Brownian motion for sample distances of laser triangulation data
Herrmann, Markus; Otesteanu, Marius
2016-11-01
The proposed algorithm is designed to enhance the line-detection stability in laser-stripe sensors. Despite their many features and capabilities, these sensors become unstable when measuring in dark or strongly-reflective environments. Ambiguous points within a camera image can appear on dark surfaces and be confused with noise when the laser-reflection intensity approaches noise level. Similar problems arise when strong reflections within the sensor image have intensities comparable to that of the laser. In these circumstances, it is difficult to determine the most probable point for the laser line. Hence, the proposed algorithm introduces a maximum a posteriori estimator, based on geometric Brownian motion, to provide a range estimate for the expected location of the reflected laser line.
Inference on the hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne; León, José R
2014-01-01
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered. It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools, and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations. Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proof...
Verrier, Nicolas; Fournel, Thierry
2015-01-01
In-line digital holography is a valuable tool for sizing, locating and tracking micro- or nano-objects in a volume. When a parametric imaging model is available, Inverse Problems approaches provide a straightforward estimate of the object parameters by fitting data with the model, thereby allowing accurate reconstruction. As recently proposed and demonstrated, combining pixel super-resolution techniques with Inverse Problems approaches improves the estimation of particle size and 3D-position. Here we demonstrate the accurate tracking of colloidal particles in Brownian motion. Particle size and 3D-position are jointly optimized from video holograms acquired with a digital holographic microscopy set up based on a "low-end" microscope objective ($\\times 20$, $\\rm NA\\ 0.5$). Exploiting information redundancy makes it possible to characterize particles with a standard deviation of 15 nm in size and a theoretical resolution of 2 x 2 x 5 nm$^3$ for position under additive white Gaussian noise assumption.
Large Deviations for the Branching Brownian Motion in Presence of Selection or Coalescence
Derrida, Bernard; Shi, Zhan
2016-06-01
The large deviation function has been known for a long time in the literature for the displacement of the rightmost particle in a branching random walk (BRW), or in a branching Brownian motion (BBM). More recently a number of generalizations of the BBM and of the BRW have been considered where selection or coalescence mechanisms tend to limit the exponential growth of the number of particles. Here we try to estimate the large deviation function of the position of the rightmost particle for several such generalizations: the L-BBM, the N-BBM, and the coalescing branching random walk (CBRW) which is closely related to the noisy FKPP equation. Our approach allows us to obtain only upper bounds on these large deviation functions. One noticeable feature of our results is their non analytic dependence on the parameters (such as the coalescence rate in the CBRW).
On the use of reverse Brownian motion to accelerate hybrid simulations
Bakarji, Joseph; Tartakovsky, Daniel M.
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.
Challis, K J; Jack, Michael W
2013-05-01
We present a theoretical treatment of overdamped Brownian motion on a multidimensional tilted periodic potential that is analogous to the tight-binding model of quantum mechanics. In our approach, we expand the continuous Smoluchowski equation in the localized Wannier states of the periodic potential to derive a discrete master equation. This master equation can be interpreted in terms of hopping within and between Bloch bands, and for weak tilting and long times we show that a single-band description is valid. In the limit of deep potential wells, we derive a simple functional dependence of the hopping rates and the lowest band eigenvalues on the tilt. We also derive formal expressions for the drift and diffusion in terms of the lowest band eigenvalues.
Dettmer, Simon L; Pagliara, Stefano
2014-01-01
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...
Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion
Chen, Yao; Wang, Xudong; Deng, Weihua
2017-10-01
This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.
Super-Brownian motion: Lp-convergence of martingales through the pathwise spine decomposition
Murillo-Salas, A E Kyprianou A
2011-01-01
Evans (1992) described the semi-group of a superprocess with quadratic branching mechanism under a martingale change of measure in terms of the semi-group of an immortal particle and the semigroup of the superprocess prior to the change of measure. This result, commonly referred to as the spine decomposition, alludes to a pathwise decomposition in which independent copies of the original process `immigrate' along the path of the immortal particle. For branching particle diffusions the analogue of this decomposition has already been demonstrated in the pathwise sense, see for example Hardy and Harris (2009). The purpose of this short note is to exemplify a new {\\it pathwise} spine decomposition for supercritical super-Brownian motion with general branching mechanism (cf. Kyprianou et al. (2010)) by studying $L^p$ convergence of naturally underlying additive martingales in the spirit of analogous arguments for branching particle diffusions due to Hardys and Harris (2009). Amongst other ingredients, the Dynkin-K...
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.
Ni Xiaohui [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China); Jiang Zhiqiang [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China)] [Chair of Entrepreneurial Risks, D-MTEC, ETH Zurich, Kreuplatz 5, CH-8032 Zurich (Switzerland); Zhou Weixing, E-mail: wxzhou@ecust.edu.c [School of Business, East China University of Science and Technology, Shanghai 200237 (China)] [School of Science, East China University of Science and Technology, Shanghai 200237 (China)] [Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237 (China)] [Engineering Research Center of Process Systems Engineering (Ministry of Education), East China University of Science and Technology, Shanghai 200237 (China)] [Research Center on Fictitious Economics and Data Science, Chinese Academy of Sciences, Beijing 100080 (China)
2009-10-12
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 alpha 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 alphaapproxH linear relationship.
He, Hui; Zhou, Xiaowen
2009-01-01
This paper concerns the almost sure time dependent local extinction behavior for super-coalescing Brownian motion $X$ with $(1+\\beta)$-stable branching and Lebesgue initial measure on $\\bR$. We first give a representation of $X$ using excursions of a continuous state branching process and Arratia's coalescing Brownian flow. For any nonnegative, nondecreasing and right continuous function $g$, put \\tau:=\\sup \\{t\\geq 0: X_t([-g(t),g(t)])>0 \\}. We prove that $\\bP\\{\\tau=\\infty\\}=0$ or 1 according as the integral $\\int_1^\\infty g(t)t^{-1-1/\\beta} dt$ is finite or infinite.
布朗运动仿真实验的设计与实现%Simulation experiment of Brownian motion
丁望峰
2014-01-01
介绍了布朗运动仿真实验的设计与实现方法，利用“位置朗之万方程”的数值离散化，最大程度还原真实的布朗运动。通过对仿真实验数据的定量分析，并计算出了阿伏加德罗常量的近似值。%The design and implement method of Brownian motion simulation experiment were in-troduced .The characteristics of real Brownian motion was maximally retained by the numerial discret-ization of position of Langevin equation .By quantitative analyzing of the motion traces ,a close ap-proximation of Avogadro constant was obtained .
Soto-Aquino, D; Rosso, D; Rinaldi, C
2011-11-01
Ferrofluids are colloidal suspensions of magnetic nanoparticles that exhibit normal liquid behavior in the absence of magnetic fields but respond to imposed magnetic fields by changing their viscosity without loss of fluidity. The response of ferrofluids to constant shear and magnetic fields has received a lot of attention, but the response of ferrofluids to oscillatory shear remains largely unexplored. In the present work we used rotational Brownian dynamics to study the dynamic properties of ferrofluids with thermally blocked nanoparticles under oscillatory shear and constant magnetic fields. Comparisons between simulations and modeling using the ferrohydrodynamics equations were also made. Simulation results show that, for small rotational Péclet number, the in-phase and out-of-phase components of the complex viscosity depend on the magnitude of the magnetic field and frequency of the shear, following a Maxwell-like model with field-dependent viscosity and characteristic time equal to the field-dependent transverse magnetic relaxation time of the nanoparticles. Comparison between simulations and the numerical solution of the ferrohydrodynamic equations shows that the oscillatory rotational magnetoviscosity for an oscillating shear field obtained using the kinetic magnetization relaxation equation quantitatively agrees with simulations for a wide range of Péclet number and Langevin parameter but has quantitative deviations from the simulations at high values of the Langevin parameter. These predictions indicate an apparent elastic character to the rheology of these suspensions, even though we are considering the infinitely dilute limit in which there are negligible particle-particle interactions and, as such, chains do not form. Additionally, an asymptotic analytical solution of the ferrohydrodynamics equations, valid for Pe<2, was used to demonstrate that the Cox-Merz rule applies for dilute ferrofluids under conditions of small shear rates. At higher shear
Minchew, Candace L.; Didenko, Vladimir V.
2014-01-01
We describe a new type of bio-nanomachine which runs on thermal noise. The machine is solely powered by the random motion of water molecules in its environment and does not ever require re-fuelling. The construct, which is made of DNA and vaccinia virus topoisomerase protein, can detect DNA damage by employing fluorescence. It uses Brownian motion as a cyclic motor to continually separate and bring together two types of fluorescent hairpins participating in FRET. This bio-molecular oscillator is a fast and specific sensor of 5′OH double-strand DNA breaks present in phagocytic phase of apoptosis. The detection takes 30 s in solution and 3 min in cell suspensions. The phagocytic phase is critical for the effective execution of apoptosis as it ensures complete degradation of the dying cells’ DNA, preventing release of pathological, viral and tumor DNA and self-immunization. The construct can be used as a smart FRET probe in studies of cell death and phagocytosis. PMID:25268504
Banerjee, Puja; Bagchi, Biman
2016-01-01
Molecular dynamics simulations of aqueous potassium nitrate solution reveal a highly complex rotational dynamics of nitrate ions where, superimposed on the expected continuous Brownian motion, are large amplitude angular jumps that are coupled to and at least partly driven by similar large amplitude jump motions in water molecules which are associated with change in the hydrogen bonded water molecule. These jumps contribute significantly to rotational and translational motions of these ions. We explore the detailed mechanism of these correlated (or, coupled) jumps and introduce a new time correlation function to decompose the coupled orientational- jump dynamics of solvent and solute in the aqueous electrolytic solution. Time correlation function provides for the unequivocal determination of the time constant involved in orientational dynamics originating from making and breaking of hydrogen bonds. We discover two distinct mechanisms-both are coupled to density fluctuation but are of different types.
Palyulin, Vladimir V.; Chechkin, Aleksei V.; Klages, Rainer; Metzler, Ralf
2016-09-01
A combined dynamics consisting of Brownian motion and Lévy flights is exhibited by a variety of biological systems performing search processes. Assessing the search reliability of ever locating the target and the search efficiency of doing so economically of such dynamics thus poses an important problem. Here we model this dynamics by a one-dimensional fractional Fokker-Planck equation combining unbiased Brownian motion and Lévy flights. By solving this equation both analytically and numerically we show that the superposition of recurrent Brownian motion and Lévy flights with stable exponent α \\lt 1, by itself implying zero probability of hitting a point on a line, leads to transient motion with finite probability of hitting any point on the line. We present results for the exact dependence of the values of both the search reliability and the search efficiency on the distance between the starting and target positions as well as the choice of the scaling exponent α of the Lévy flight component.
D'Auria, Bernardo
2011-01-01
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time Markov chain. The goal is to compute the stationary distribution of this Markov process, which in addition to the complication of having a stochastic boundary can also include jumps at state change epochs of the underlying Markov chain because of the boundary changes. We give the general theory and then specialize to the case where the underlying Markov chain has two states. Moreover, motivated by an application of optimal dividend strategies, we consider the case where the lower barrier is zero and the upper barrier is subject to control. In this case we generalized earlier results from the case of a reflected Brownian motion to the Markov modulated case.
Burdzy, Krzysztof; Pal, Soumik
2010-01-01
We prove that the distance between two reflected Brownian motions outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.
Michalet, Xavier
2010-01-01
We examine the capability of mean square displacement analysis to extract reliable values of the diffusion coefficient D of single particle undergoing Brownian motion in an isotropic medium in the presence of localization uncertainty. The theoretical results, supported by simulations, show that a simple unweighted least square fit of the MSD curve can provide the best estimate of D provided an optimal number of MSD points is used for the fit. We discuss the practical implications of these res...
Mackey, Michael C. [Departments of Physiology, Physics and Mathematics and Centre for Nonlinear Dynamics, McGill University, 3655 Promenade Sir William Osler, Montreal, QC, H3G 1Y6 (Canada)]. E-mail: mackey@cnd.mcgill.ca; Tyran-Kaminska, Marta [Institute of Mathematics, Silesian University, ul. Bankowa 14, 40-007 Katowice (Poland)]. E-mail: mtyran@us.edu.pl
2006-01-15
Here we review and extend central limit theorems for chaotic deterministic semi-dynamical discrete time systems. We then apply these results to show how Brownian motion-like behavior can be recovered and how an Ornstein-Uhlenbeck process can be constructed within a totally deterministic framework. These results illustrate that under certain circumstances the contamination of experimental data by 'noise' may be alternately interpreted as the signature of an underlying chaotic process.
Fractional Brownian Motion and Geodesic Rao Distance for Bone X-ray Image Characterization.
El Hassouni, Mohammed; Tafraouti, Abdessamad; Toumi, Hechmi; Lespessailles, Eric; Jennane, Rachid
2016-10-19
Osteoporosis diagnosis has attracted particular attention in recent decades. Textured images from the microarchitecture of osteoporotic and healthy subjects show a high degree of similarity, increasing the difficulty of classifying such textures. Thus, the evaluation of osteoporosis from bone X-ray images presents a major challenge for pattern recognition and medical applications. The purpose of this paper is to use the fractional Brownian motion (fBm) model and the Probability Density Function (PDF) of its increments to compute a similarity measure with the Rao geodesic distance to classify trabecular bone X-ray images. When evaluated on synthetic fBm images (test vectors) with the well-known Hurst parameter H, the proposed method met our expectations in that a good classification of the synthetic images was achieved. A clinical study was conducted on textured bone X-ray images from two different female populations of osteoporotic patients (fracture cases) and control subjects. Using the proposed method, an Area Under Curve (AUC) rate of 97% was achieved.
Tulzer, Gerhard; Heitzinger, Clemens
2016-04-22
In this work, we develop a 2D algorithm for stochastic reaction-diffusion systems describing the binding and unbinding of target molecules at the surfaces of affinity-based sensors. In particular, we simulate the detection of DNA oligomers using silicon-nanowire field-effect biosensors. Since these devices are uniform along the nanowire, two dimensions are sufficient to capture the kinetic effects features. The model combines a stochastic ordinary differential equation for the binding and unbinding of target molecules as well as a diffusion equation for their transport in the liquid. A Brownian-motion based algorithm simulates the diffusion process, which is linked to a stochastic-simulation algorithm for association at and dissociation from the surface. The simulation data show that the shape of the cross section of the sensor yields areas with significantly different target-molecule coverage. Different initial conditions are investigated as well in order to aid rational sensor design. A comparison of the association/hybridization behavior for different receptor densities allows optimization of the functionalization setup depending on the target-molecule density.
Fractional Brownian motion time-changed by gamma and inverse gamma process
Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S.
2017-02-01
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kinds of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on rescaled modified cumulative distribution function for estimation of parameters of the second considered process. This method is very useful in description of rounded data, like waiting times of subordinated processes delayed by inverse subordinators. By using the Monte Carlo method we show the effectiveness of proposed estimation procedures. Finally, we present the applications of proposed models to real time series.
Finite time extinction of super-Brownian motions with deterministic catalyst
REN; Yanxia(任艳霞); WANG; Yongjin(王永进)
2003-01-01
In this paper we consider a super-Brownian motion X with branching mechanism k(x)za, where k(x) ＞ 0 is a bounded Holder continuous function on Rd and infx∈Rd k(x) = 0. We prove that if k(x) ≥‖x‖-1(0 ≤ l ＜∞) for sufficiently large x, then X has compact support property, and for dimension d = 1, if k(x) ≥ exp(-l‖x‖)(0 ≤ l ＜∞) for sufficiently large x, then X also has compact support property. The maximal order of k(x) for finite time extinction is different between d = 1, d = 2 and d ≥3: it is O(‖x‖-(a+1))in one dimension, O(‖x‖-2(log ‖x‖)-(a+1)) in two dimensions, and O(‖x‖2) in higher dimensions. These growth orders also turn out to be the maximum order for the nonexistence of a positive solution for 1/2△u =k(x)uα.
Scale Relativistic signature in the Brownian motion of micro-spheres in optical traps
Lebohec, Stephan
2017-09-01
The development of mechanics of nondifferentiable paths36 suggested by Scale Relativity31,32 results in a foundation of Quantum Mechanics30,37 including Schrödinger’s equation and all the other axioms under the assumption the path nondifferentiability can be described as a Wiener process at the resolution-scale of observation. This naturally brings under question the possibility that the statistics of the dynamics of macroscopic systems fulfilling this hypothesis could fall under a quantum-like description with the Planck constant replaced with some other constant, possibly system specific, and corresponding to a diffusion coefficient. The observation of such a quantum-like dynamics would establish if the Scale Relativistic principle is implemented in macroscopic complex or chaotic systems. This would have major implications for the study of structure formation dynamics in various research fields. In this paper, I investigate the possibility for the detection of such an effect in the Brownian motion of a micro-sphere in an optical trap. I find that, if it exists, the observation of the transition to a quantum-like regime is within reach of modern experiments.
Detection of two-sided alternatives in a Brownian motion model
Hadjiliadis, Olympia
2007-01-01
This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed. Traditionally, 2-CUSUM stopping rules have been used for this problem due to their asymptotically optimal character as the mean time between false alarms tends to $\\infty$. In particular, attention has focused on 2-CUSUM harmonic mean rules due to the simplicity in calculating their first moments. In this paper, we derive closed-form expressions for the first moment of a general 2-CUSUM stopping rule. We use these expressions to obtain explicit upper and lower bounds for it. Moreover, we derive an expression for the rate of change of this first moment as one of the threshold parameters changes. Based on these expressions we obtain explicit upper and lower bounds to this rate of change. Using these expressions we are able to find the best 2-CUSUM stopping rule with respect to the exten...
The generalization of a class of impulse stochastic control models of a geometric Brownian motion
LIU XiaoPeng; LIU KunHui
2009-01-01
Recently, international academic circles advanced a class of new stochastic control models of a geometric Brownian motion which is an important kind of impulse control models whose cost structure is different from the others before, and it has a broad applying background and important theoretical significance in financial control and management of investment. This paper generalizes substantially the above stochastic control models under quite extensive conditions and describes the models more exactly under more normal theoretical system of stochastic process. By establishing a set of proper variational equations and proving the existence of its solution, and applying the means of stochastic analysis, this paper proves that the generalized stochastic control models have optimal controls.Meanwhile, we also analyze the structure of optimal controls carefully. Besides, we study the solution function of variational equations in a relatively deep-going way, which constitutes the value function of control models to some extent. Because the analysis methods of this paper are greatly different from those of original reference, this paper possesses considerable originality to some extent. In addition,this paper gives the strict proof to the part of original reference which is not fairly well-knit in analyses,and makes analyses and discussions of the model have the exactitude of mathematical sense.
From Brownian motion to operational risk: Statistical physics and financial markets
Voit, Johannes
2003-04-01
High-frequency returns of the DAX German blue chip stock index are used to test geometric Brownian motion, the standard model for financial time series. Even on a 15-s time scale, the linear correlations of DAX returns have a zero-time delta function which carries 90% of the weight, while the remaining 10% are positively correlated with a decay time of 53 s and negatively correlated on a 9.4-min scale. The probability density of the returns possesses fat tails with power laws whose exponents continuously increase with time scales. It is suggested that hydrodynamic turbulence may provide a phenomenological framework for the description of these data, and at the same time, open a way to use them for risk-management purposes, e.g. option pricing and hedging. Option pricing also is the cornerstone of credit valuation, an area of much practical importance not considered explicitly in most other physics-inspired papers on finance. Finally, operational risk is introduced as a new risk category currently emphasized by regulators, which will become important in many banks in the near future.
Isotropic Brownian motions over complex fields as a solvable model for May-Wigner stability analysis
Ipsen, J. R.; Schomerus, H.
2016-09-01
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main motivation is their relation to a May-Wigner-like stability analysis, for which we obtain a stability phase diagram. The exact results establish the full joint probability distribution of the finite-time Lyapunov exponents, and may be used as a starting point for a more detailed analysis of the stability-instability phase transition. Our derivations rest on an explicit formulation of a Fokker-Planck equation for the Lyapunov exponents. This formulation happens to coincide with an exactly solvable class of models of the Calgero-Sutherland type, originally encountered for a model of phase-coherent transport. The exact solution over complex fields describes a determinantal point process of biorthogonal type similar to recent results for products of random matrices, and is also closely related to Hermitian matrix models with an external source.
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.
Suksmono, Andriyan Bayu
2011-01-01
This paper proposes a new fBm (fractional Brownian motion) interpolation/reconstruction method from partially known samples based on CS (Compressive Sampling). Since 1/f property implies power law decay of the fBm spectrum, the fBm signals should be sparse in frequency domain. This property motivates the adoption of CS in the development of the reconstruction method. Hurst parameter H that occurs in the power law determines the sparsity level, therefore the CS reconstruction quality of an fBm signal for a given number of known subsamples will depend on H. However, the proposed method does not require the information of H to reconstruct the fBm signal from its partial samples. The method employs DFT (Discrete Fourier Transform) as the sparsity basis and a random matrix derived from known samples positions as the projection basis. Simulated fBm signals with various values of H are used to show the relationship between the Hurst parameter and the reconstruction quality. Additionally, US-DJIA (Dow Jones Industria...
Brownian-motion based simulation of stochastic reaction-diffusion systems for affinity based sensors
Tulzer, Gerhard; Heitzinger, Clemens
2016-04-01
In this work, we develop a 2D algorithm for stochastic reaction-diffusion systems describing the binding and unbinding of target molecules at the surfaces of affinity-based sensors. In particular, we simulate the detection of DNA oligomers using silicon-nanowire field-effect biosensors. Since these devices are uniform along the nanowire, two dimensions are sufficient to capture the kinetic effects features. The model combines a stochastic ordinary differential equation for the binding and unbinding of target molecules as well as a diffusion equation for their transport in the liquid. A Brownian-motion based algorithm simulates the diffusion process, which is linked to a stochastic-simulation algorithm for association at and dissociation from the surface. The simulation data show that the shape of the cross section of the sensor yields areas with significantly different target-molecule coverage. Different initial conditions are investigated as well in order to aid rational sensor design. A comparison of the association/hybridization behavior for different receptor densities allows optimization of the functionalization setup depending on the target-molecule density.
Fractional Brownian motion time-changed by gamma and inverse gamma process
Kumar, A; Połoczański, R; Sundar, S
2016-01-01
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kind of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on re...
Yu, Zu-Guo; Zhang, Huan; Huang, Da-Wen; Lin, Yong; Anh, Vo
2016-03-01
Many studies have shown that additional information can be gained on time series by investigating their associated complex networks. In this work, we investigate the multifractal property and Laplace spectrum of the horizontal visibility graphs (HVGs) constructed from fractional Brownian motions. We aim to identify via simulation and curve fitting the form of these properties in terms of the Hurst index H. First, we use the sandbox algorithm to study the multifractality of these HVGs. It is found that multifractality exists in these HVGs. We find that the average fractal dimension of HVGs approximately satisfies the prominent linear formula =2-H ; while the average information dimension and average correlation dimension are all approximately bi-linear functions of H when H≥slant 0.15 . Then, we calculate the spectrum and energy for the general Laplacian operator and normalized Laplacian operator of these HVGs. We find that, for the general Laplacian operator, the average logarithm of second-smallest eigenvalue , the average logarithm of third-smallest eigenvalue , and the average logarithm of maximum eigenvalue of these HVGs are approximately linear functions of H; while the average Laplacian energy is approximately a quadratic polynomial function of H. For the normalized Laplacian operator, and of these HVGs approximately satisfy linear functions of H; while and are approximately a 4th and cubic polynomial function of H respectively.
Dipole-Dipole Interaction and the Directional Motion of Brownian Motors
YU Hui; ZHAO TongJun; JI Qing; SONG YanLi; WANG YongHong; ZHAN Yong
2002-01-01
The electric field of the microtubule is calculated according to its dipole distribution. The conformationalchange of a molecular motor is described by the rotation ofa dipole which interacts with the microtubulc. The mricalsimulation for the particle current shows that this interaction helps to produce a directional motion along the microtubule.And tte average displacement executes step changes that resemble the experimental result for kinesin motors.
Hiotelis, Nicos; Del Popolo, Antonino
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.
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.
Mean Mobility and Rotation Number in Time-inhomogenous Brownian Ratchets
张雪娟
2004-01-01
@@ Recently, Brownian ratchets have attracted considerable attention due to their abitlity to realize a unidirectional transport only throught the use of a proper asymmetry and thermal noise fluctuation, for recent review, see[1,2].
Shah, Saqlain A.; Reeves, Daniel B.; Ferguson, R. Matthew; Weaver, John B.
2015-01-01
Superparamagnetic iron oxide nanoparticles with highly nonlinear magnetic behavior are attractive for biomedical applications like magnetic particle imaging and magnetic fluid hyperthermia. Such particles display interesting magnetic properties in alternating magnetic fields and here we document experiments that show differences between the magnetization dynamics of certain particles in frozen and melted states. This effect goes beyond the small temperature difference (ΔT ~ 20 °C) and we show the dynamics to be a mixture of Brownian alignment of the particles and Néel rotation of their moments occurring in liquid particle suspensions. These phenomena can be modeled in a stochastic differential equation approach by postulating log-normal distributions and partial Brownian alignment of an effective anisotropy axis. We emphasize that precise particle-specific characterization through experiments and nonlinear simulations is necessary to predict dynamics in solution and optimize their behavior for emerging biomedical applications including magnetic particle imaging. PMID:26504371
Fannin, PC; Charles, SW; Kopcansky, P; Timko, M; Ocelik, [No Value; Koneracka, M; Tomco, L; Turek, F; Stelina, J; Musil, C; Ocelik, Vaclav
Two methods, the Toroidal Technique and the Forced Rayleigh Scattering (FRS) method, were used in the determination of the size of magnetic particles and their aggregates in magnetic fluids. The toroidal technique was used in the determination of the complex, frequency dependent magnetic
Fannin, PC; Charles, SW; Kopcansky, P; Timko, M; Ocelik, [No Value; Koneracka, M; Tomco, L; Turek, F; Stelina, J; Musil, C; Ocelik, Vaclav
2001-01-01
Two methods, the Toroidal Technique and the Forced Rayleigh Scattering (FRS) method, were used in the determination of the size of magnetic particles and their aggregates in magnetic fluids. The toroidal technique was used in the determination of the complex, frequency dependent magnetic susceptibil
First passage times for a tracer particle in single file diffusion and fractional Brownian motion.
Sanders, Lloyd P; Ambjörnsson, Tobias
2012-05-01
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and (ii) heterogeneous, with diffusion constants drawn from a heavy-tailed power-law distribution. In parallel, the full FPTD for fractional Brownian motion [fBm-defined by the Hurst parameter, H ∈ (0, 1)] is studied, of interest here as fBm and SFD systems belong to the same universality class. Extensive stochastic (non-Markovian) SFD and fBm simulations are performed and compared to two analytical Markovian techniques: the method of images approximation (MIA) and the Willemski-Fixman approximation (WFA). We find that the MIA cannot approximate well any temporal scale of the SFD FPTD. Our exact inversion of the Willemski-Fixman integral equation captures the long-time power-law exponent, when H ≥ 1/3, as predicted by Molchan [Commun. Math. Phys. 205, 97 (1999)] for fBm. When H systems are compared to their fBm counter parts; and in the homogeneous system both scaled FPTDs agree on all temporal scales including also, the result by Molchan, thus affirming that SFD and fBm dynamics belong to the same universality class. In the heterogeneous case SFD and fBm results for heterogeneity-averaged FPTDs agree in the asymptotic time limit. The non-averaged heterogeneous SFD systems display a lack of self-averaging. An exponential with a power-law argument, multiplied by a power-law pre-factor is shown to describe well the FPTD for all times for homogeneous SFD and sub-diffusive fBm systems.
Reflecting Brownian motion in two dimensions: Exact asymptotics for the stationary distribution
Jim Dai
2011-01-01
Full Text Available We consider a two-dimensional semimartingale reflecting Brownian motion (SRBM in the nonnegative quadrant. The data of the SRBM consists of a two-dimensional drift vector, a 2 × 2 positive definite covariance matrix, and a 2 × 2 reflection matrix. Assuming the SRBM is positive recurrent, we are interested in tail asymptotic of its marginal stationary distribution along each direction in the quadrant. For a given direction, the marginal tail distribution has the exact asymptotic of the form bxκ exp(–αx as x goes to infinity, where α and b are positive constants and κ takes one of the values –3/2, –1/2, 0, or 1; both the decay rate α and the power κ can be computed explicitly from the given direction and the SRBM data.A key tool in our proof is a relationship governing the moment generating function of the two-dimensional stationary distribution and two moment generating functions of the associated one-dimensional boundary measures. This relationship allows us to characterize the convergence domain of the two-dimensional moment generating function. For a given direction c, the line in this direction intersects the boundary of the convergence domain at one point, and that point uniquely determines the decay rate α. The one-dimensional moment generating function of the marginal distribution along direction c has a singularity at α. Using analytic extension in complex analysis, we characterize the precise nature of the singularity there. Using that characterization and complex inversion techniques, we obtain the exact asymptotic of the marginal tail distribution.
Portable sensor technology for rotational ground motions
Bernauer, Felix; Wassermann, Joachim; Guattari, Frédéric; Igel, Heiner
2016-04-01
In this contribution we present performance characteristics of a single component interferometric fiber-optic gyroscope (IFOG). The prototype sensor is provided by iXBlue, France. It is tested in the framework of the European Research Council Project, ROMY (Rotational motions - a new observable for seismology), on its applicability as a portable and field-deployable sensor for rotational ground motions. To fully explore the benefits of this new seismic observable especially in the fields of vulcanology, ocean generated noise and geophysical exploration, such a sensor has to fulfill certain requirements regarding portability, power consumption, time stamping stability and dynamic range. With GPS-synchronized time stamping and miniseed output format, data acquisition is customized for the use in seismology. Testing time stamping accuracy yields a time shift of less than 0.0001 s and a correlation coefficient of 0.99 in comparison to a commonly used data acquisition system, Reftek 120. Sensor self-noise is below 5.0 ṡ 10-8 rads-1Hz-1/2 for a frequency band from 0.001 Hz to 5.0 Hz. Analysis of Allan deviation shows an angle random walk of 3.5 ṡ 10-8 rads-1Hz-1/2. Additionally, the operating range diagram is shown and ambient noise analysis is performed. The sensitivity of sensor self-noise to variations in surrounding temperature and magnetic field is tested in laboratory experiments. With a power consumption of less than 10 W, the whole system (single component sensor + data acquisition) is appropriate for field use with autonomous power supply.
Haddad, Zoubida [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria); Abu-Nada, Eiyad [Department of Mechanical Engineering, King Faisal University, Al-Ahsa 31982 (Saudi Arabia); Oztop, Hakan F. [Department of Mechanical Engineering, Technology Faculty, Firat University, TR-23119, Elazig (Turkey); Mataoui, Amina [Department of Fluid Mechanics, Faculty of Physics, University of Sciences and Technology-Houari Boumediene, Algiers (Algeria)
2012-07-15
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)
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.
Brownian motion in a field of force and the diffusion theory of chemical reactions. II
Brinkman, H.C.
1956-01-01
H. A. Kramers has studied the rate of chemical reactions in view of the Brownian forces caused by a surrounding medium in temperature equilibrium. In a previous paper 3) the author gave a solution of Kramers' diffusion equation in phase space by systematic development. In this paper the general prob
Self-Propelled Metal-Polymer Hybrid Micromachines with Bending and Rotational Motions.
Yoshizumi, Yoshitaka; Suzuki, Hiroaki
2017-06-28
Two self-propelled micromachines were fabricated with gold/platinum micromotors that exhibit simple translational motion in a fuel solution. In each one, two micromotors were connected with a joint of polymer tube formed by stacking cationic poly(allylamine hydrochloride) (PAH) and anionic poly(acrylic acid) (PAA) using a layer-by-layer technique. A bent structure was created by making one longitudinal side of the joint more swellable with alkaline treatment. The joint containing fewer PAA/PAH bilayers was flexible and allowed a larger range of Brownian angular fluctuation. In the fuel solution, bending and stable rotation were observed for the micromotors tethered with soft and rigid angled joints, respectively. The radius and angular velocity of the rotation depended on the angle of the joint. Such tethered micromotors can be used to realize sophisticated micro/nanomachines for microscale surgery and drug delivery.
A multilayer neural network model for perception of rotational motion
郭爱克; 孙海坚; 杨先一
1997-01-01
A multilayer neural nerwork model for the perception of rotational motion has been developed usingReichardt’s motion detector array of correlation type, Kohonen’s self-organized feature map and Schuster-Wagner’s oscillating neural network. It is shown that the unsupervised learning could make the neurons on the second layer of the network tend to be self-organized in a form resembling columnar organization of selective directions in area MT of the primate’s visual cortex. The output layer can interpret rotation information and give the directions and velocities of rotational motion. The computer simulation results are in agreement with some psychophysical observations of rotation-al perception. It is demonstrated that the temporal correlation between the oscillating neurons would be powerful for solving the "binding problem" of shear components of rotational motion.
Feller－Brown 运动的游程与 Tanaka 公式%Excursions and Tananka Formula of Feller-Brownian Motions
杜海霞; 谢栋梁; 李永凤
2013-01-01
The excursion theory of Feller-Brownian motions about the state of 0 was discussed.All the Feller-Brownian motions were structured by using the excursion theory and the Tanaka formula of this kind of processes were given.% 讨论了 Feller－Brown 运动关于状态0的游程理论，利用游程理论构造了所有的 Feller－Brown 运动，并给出了这类过程的 Tanaka 公式。
Rotation is the primary motion of paired human epidermal keratinocytes.
Tate, Sota; Imai, Matome; Matsushita, Natsuki; Nishimura, Emi K; Higashiyama, Shigeki; Nanba, Daisuke
2015-09-01
Collective motion of keratinocytes is involved in morphogenesis, homeostasis, and wound healing of the epidermis. Yet how the collective motion of keratinocytes emerges from the behavior of individual cells is still largely unknown. The aim of this study was to find the cellular behavior that links single and collective motion of keratinocytes. We investigated the behavior of two-cell colonies of HaCaT keratinocytes by a combination of time-lapse imaging and image processing. The two-cell colonies of HaCaT cells were formed as a contacted pair of keratinocyte clones. Image analysis and cell culture experiments revealed that the rotational speed of two-cell colonies was positively associated with their proliferative capacity. α6 integrin was required for the rotational motion of two-cell keratinocyte colonies. We also confirmed that two-cell colonies of keratinocytes predominantly exhibited the rotational, but not translational, motion, two modes of motion in a contact pair of rotating objects. The rotational motion is the primary motion of two-cell keratinocyte colonies and its speed is positively associated with their proliferative capacity. This study suggests that the assembly of rotating keratinocytes generates the collective motion of proliferative keratinocytes during morphogenesis and wound healing of the epidermis. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.
OpenCL/OpenGL aproach for studying active Brownian motion
Żabicki, Michał A
2011-01-01
This work presents a methodology for studying active Brownian dynamics on ratchet potentials using interoperating OpenCL and OpenGL frameworks. Programing details along with optimization issues are discussed, followed by a comparison of performance on different devices. Time of visualization using OpenGL sharing buffer with OpenCL has been tested against another technique which, while using OpenGL, does not share memory buffer with OpenCL. Both methods has been compared with visualizing data to external software - gnuplot. OpenCL/OpenGL interoperating method has been found the most appropriate to visualize large set of data for which calculation itself is not very long.
Quantum Brownian Motions and Navier-Stokes Weakly Turbulence — a Path Integral Study
Botelho, Luiz C. L.
In this paper, we present a new method to solve exactly the Schrödinger Harmonic oscillator wave equation in the presence of time-dependent parameter. We also apply such technique to solve exactly the problem of random frequency averaged quantum propagator of a harmonic oscillator with white-noise statistics frequency. We still apply our technique to solve exactly the Brownian Quantum Oscillator in the presence of an electric field. Finally, we use these quantum mechanic techniques to solve exactly the Statistical-Turbulence of the Navier-Stokes in a region of fluid random stirring weakly (analytical) coupling through time-dependent Euclidean-Quantum oscillators path-integrals.
Brownian regime of finite-N corrections to particle motion in the XY Hamiltonian mean field model
Ribeiro, Bruno V.; Amato, Marco A.; Elskens, Yves
2016-08-01
We study the dynamics of the N-particle system evolving in the XY Hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent Brownian noises over a time scale diverging not slower than {N}2/5 as N\\to ∞ , which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.
Brownian regime of finite-N corrections to particle motion in the XY hamiltonian mean field model
Ribeiro, Bruno V; Elskens, Yves
2016-01-01
We study the dynamics of the N-particle system evolving in the XY hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent brownian noises over a time scale diverging not slower than $N^{2/5}$ as $N \\to \\infty$, which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.
Randrup, Jørgen; Möller, Peter
2011-04-01
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value.
Challis, K. J.
2016-12-01
We present a numerical study of the tight-binding approach to overdamped Brownian motion on a tilted periodic potential. In the tight-binding method the probability density is expanded on a basis of Wannier states to transform the Smoluchowski equation to a discrete master equation that can be interpreted in terms of thermal hopping between potential minima. We calculate the Wannier states and hopping rates for a variety of potentials, including tilted cosine and ratchet potentials. For deep potential minima the Wannier states are well localized and the hopping rates between nearest-neighbor states are qualitatively well described by Kramers' escape rate. The next-nearest-neighbor hopping rates are negative and must be negligible compared to the nearest-neighbor rates for the discrete master equation treatment to be valid. We find that the validity of the master equation extends beyond the quantitative applicability of Kramers' escape rate.
Tejedor, V; Benichou, O; Voituriez, R [Laboratoire de Physique Theorique de la Matiere Condensee (UMR 7600), Universite Pierre et Marie Curie, 4 Place Jussieu, 75255 Paris Cedex (France); Metzler, Ralf, E-mail: voiturie@lptmc.jussieu.fr [Physics Department, Technical University of Munich, James Franck Strasse, 85747 Garching (Germany)
2011-06-24
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of Levy flights with diverging variance of jump lengths is investigated in detail, in particular, with respect to the associated leapover behavior. We also show numerically that our results apply with good accuracy to fractional Brownian motion, despite its non-Markovian nature.
Randrup, Jorgen
2011-01-01
Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for the fission fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value.
Safdari, Hadiseh; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Bodrova, Anna; Metzler, Ralf
2017-01-01
We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.
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."
Quantal rotation and its coupling to intrinsic motion in nuclei
Nakatsukasa, Takashi; Matsuzaki, Masayuki; Shimizu, Yoshifumi R
2016-01-01
Symmetry breaking is an importance concept in nuclear physics and other fields of physics. Self-consistent coupling between the mean-field potential and the single-particle motion is a key ingredient in the unified model of Bohr and Mottelson, which could lead to a deformed nucleus as a consequence of spontaneous breaking of the rotational symmetry. Some remarks on the finite-size quantum effects are given. In finite nuclei, the deformation inevitably introduces the rotation as a symmetry-restoring collective motion (Anderson-Nambu-Goldstone mode), and the rotation affects the intrinsic motion. In order to investigate the interplay between the rotational and intrinsic motions in a variety of collective phenomena, we use the cranking prescription together with the quasiparticle random phase approximation. At low spin, the coupling effect can be seen in the generalized intensity relation. A feasible quantization of the cranking model is presented, which provides a microscopic approach to the higher-order intens...
d'Auvergne, Edward J; Gooley, Paul R
2008-02-01
The key to obtaining the model-free description of the dynamics of a macromolecule is the optimisation of the model-free and Brownian rotational diffusion parameters using the collected R (1), R (2) and steady-state NOE relaxation data. The problem of optimising the chi-squared value is often assumed to be trivial, however, the long chain of dependencies required for its calculation complicates the model-free chi-squared space. Convolutions are induced by the Lorentzian form of the spectral density functions, the linear recombinations of certain spectral density values to obtain the relaxation rates, the calculation of the NOE using the ratio of two of these rates, and finally the quadratic form of the chi-squared equation itself. Two major topological features of the model-free space complicate optimisation. The first is a long, shallow valley which commences at infinite correlation times and gradually approaches the minimum. The most severe convolution occurs for motions on two timescales in which the minimum is often located at the end of a long, deep, curved tunnel or multidimensional valley through the space. A large number of optimisation algorithms will be investigated and their performance compared to determine which techniques are suitable for use in model-free analysis. Local optimisation algorithms will be shown to be sufficient for minimisation not only within the model-free space but also for the minimisation of the Brownian rotational diffusion tensor. In addition the performance of the programs Modelfree and Dasha are investigated. A number of model-free optimisation failures were identified: the inability to slide along the limits, the singular matrix failure of the Levenberg-Marquardt minimisation algorithm, the low precision of both programs, and a bug in Modelfree. Significantly, the singular matrix failure of the Levenberg-Marquardt algorithm occurs when internal correlation times are undefined and is greatly amplified in model-free analysis by
Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi
2015-05-01
We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.
Non-Markovian Brownian motion in a magnetic field and time-dependent force fields
Hidalgo-Gonzalez, J. C.; Jiménez-Aquino, J. I.; Romero-Bastida, M.
2016-11-01
This work focuses on the derivation of the velocity and phase-space generalized Fokker-Planck equations for a Brownian charged particle embedded in a memory thermal bath and under the action of force fields: a constant magnetic field and arbitrary time-dependent force fields. To achieve the aforementioned goal we use a Gaussian but non-Markovian generalized Langevin equation with an arbitrary friction memory kernel. In a similar way, the generalized diffusion equation in the zero inertia limit is also derived. Additionally we show, in the absence of the time-dependent external forces, that, if the fluctuation-dissipation relation of the second kind is valid, then the generalized Langevin dynamics associated with the charged particle reaches a stationary state in the large-time limit. The consistency of our theoretical results is also verified when they are compared with those derived in the absence of the force fields and in the Markovian case.
The fiber optic gyroscope - a portable rotational ground motion sensor
Wassermann, J. M.; Bernauer, F.; Guattari, F.; Igel, H.
2016-12-01
It was already shown that a portable broadband rotational ground motion sensor will have large impact on several fields of seismological research such as volcanology, marine geophysics, seismic tomography and planetary seismology. Here, we present results of tests and experiments with one of the first broadband rotational motion sensors available. BlueSeis-3A, is a fiber optic gyroscope (FOG) especially designed for the needs of seismology, developed by iXBlue, France, in close collaboration with researchers financed by the European Research council project ROMY (Rotational motions - a new observable for seismology). We first present the instrument characteristics which were estimated by different standard laboratory tests, e.g. self noise using operational range diagrams or Allan deviation. Next we present the results of a field experiment which was designed to demonstrate the value of a 6C measurement (3 components of translation and 3 components of rotation). This field test took place at Mt. Stromboli volcano, Italy, and is accompanied by seismic array installation to proof the FOG output against more commonly known array derived rotation. As already shown with synthetic data an additional direct measurement of three components of rotation can reduce the ambiguity in source mechanism estimation and can be taken to correct for dynamic tilt of the translational sensors (i.e. seismometers). We can therefore demonstrate that the deployment of a weak motion broadband rotational motion sensor is in fact producing superior results by a reduction of the number of deployed instruments.
Torres-Diaz, I.; Cortes, A.; Rinaldi, C., E-mail: carlos.rinaldi@bme.ufl.edu [Department of Chemical Engineering, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9000 (United States); Cedeño-Mattei, Y. [Department of Chemistry, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9019 (United States); Perales-Perez, O. [Department of Engineering Science and Materials, University of Puerto Rico, Mayagüez, Puerto Rico 00681-9044 (United States)
2014-01-15
Ferrofluid flow in cylindrical and annular geometries under the influence of a uniform rotating magnetic field was studied experimentally using aqueous ferrofluids consisting of low concentrations (<0.01 v/v) of cobalt ferrite nanoparticles with Brownian relaxation to test the ferrohydrodynamic equations, elucidate the existence of couple stresses, and determine the value of the spin viscosity in these fluids. An ultrasound technique was used to measure bulk velocity profiles in the spin-up (cylindrical) and annular geometries, varying the intensity and frequency of the rotating magnetic field generated by a two pole stator winding. Additionally, torque measurements in the cylindrical geometry were made. Results show rigid-body like velocity profiles in the bulk, and no dependence on the axial direction. Experimental velocity profiles were in quantitative agreement with the predictions of the spin diffusion theory, with a value of the spin viscosity of ∼10{sup −8} kg m/s, two orders of magnitude larger than the value estimated earlier for iron oxide based ferrofluids, and 12 orders of magnitude larger than estimated using dimensional arguments valid in the infinite dilution limit. These results provide further evidence of the existence of couple stresses in ferrofluids and their role in driving the spin-up flow phenomenon.
Chaotic motion and collective nuclear rotation
Seligman, T.H.; Verbaarschot, J.J.M.; Weidenmueller, H.A.
1986-02-20
The regular and chaotic motion in the classical and quantal versions of a model Hamiltonian with two degrees of freedom are investigated. This model contains a parameter which is identified with a conserved quantum number, the total spin. In particular, transition between states differing in spin by one unit are studied. The transition is strongly collective for regular motion, and collectivity is destroyed with increasing stochasticity of the model. (orig.).
Can walking motions improve visually induced rotational self-motion illusions in virtual reality?
Riecke, Bernhard E; Freiberg, Jacob B; Grechkin, Timofey Y
2015-02-04
Illusions of self-motion (vection) can provide compelling sensations of moving through virtual environments without the need for complex motion simulators or large tracked physical walking spaces. Here we explore the interaction between biomechanical cues (stepping along a rotating circular treadmill) and visual cues (viewing simulated self-rotation) for providing stationary users a compelling sensation of rotational self-motion (circular vection). When tested individually, biomechanical and visual cues were similarly effective in eliciting self-motion illusions. However, in combination they yielded significantly more intense self-motion illusions. These findings provide the first compelling evidence that walking motions can be used to significantly enhance visually induced rotational self-motion perception in virtual environments (and vice versa) without having to provide for physical self-motion or motion platforms. This is noteworthy, as linear treadmills have been found to actually impair visually induced translational self-motion perception (Ash, Palmisano, Apthorp, & Allison, 2013). Given the predominant focus on linear walking interfaces for virtual-reality locomotion, our findings suggest that investigating circular and curvilinear walking interfaces offers a promising direction for future research and development and can help to enhance self-motion illusions, presence and immersion in virtual-reality systems.
Eka Putri, Irana; Gita Redhyka, Grace
2017-07-01
Micro-air-bubble has a high potential contribution in waste water, farming, and fishery treatment. In this research, submicron scale of micro-air-bubble was observed to determine its stability in H2O solvent. By increasing its stability, it can be used for several applications, such as bio-preservative for medical and food transport. The micro-air-bubble was assumed in spherical shape that in incompressible gas boundary condition. So, the random motion of particle (Brownian motion) can be solved by using Stokes-Einstein approximation. But, Hadamard and Rybczynski equation is promoted to solve for larger bubble (micro scale). While, the effect of physical properties (e.g. diffusion coefficient, density, and flow rate) have taken important role in its characteristics in water. According to the theoretical investigation that have been done, decreasing of bubble velocity indicates that the bubble dissolves away or shrinking to the surface. To obtain longevity bubble in pure water medium, it is recomended to apply some surfactant molecules (e.g. NaCl) in micro-air-bubble medium.
On the weak convergence of super-Brownian mo-tion with immigration
ZHANG Mei
2009-01-01
We prove fluctuation limit theorems for the occupation times of super-Brownish motion with immigration. The weak convergence of the processes is established, which improves the results in references. The limiting processes are Gaussian processes.
Reconstruction of spacecraft rotational motion using a Kalman filter
Pankratov, V. A.; Sazonov, V. V.
2016-05-01
Quasi-static microaccelerations of four satellites of the Foton series (nos. 11, 12, M-2, M-3) were monitored as follows. First, according to measurements of onboard sensors obtained in a certain time interval, spacecraft rotational motion was reconstructed in this interval. Then, along the found motion, microacceleration at a given onboard point was calculated according to the known formula as a function of time. The motion was reconstructed by the least squares method using the solutions to the equations of satellite rotational motion. The time intervals in which these equations make reconstruction possible were from one to five orbital revolutions. This length is increased with the modulus of the satellite angular velocity. To get an idea on microaccelerations and satellite motion during an entire flight, the motion was reconstructed in several tens of such intervals. This paper proposes a method for motion reconstruction suitable for an interval of arbitrary length. The method is based on the Kalman filter. We preliminary describe a new version of the method for reconstructing uncontrolled satellite rotational motion from magnetic measurements using the least squares method, which is essentially used to construct the Kalman filter. The results of comparison of both methods are presented using the data obtained on a flight of the Foton M-3.
Bound Motion of Bodies and Paticles in the Rotating Systems
Pardy, Miroslav
2007-04-01
The Lagrange theory of particle motion in the noninertial systems is applied to the Foucault pendulum, isosceles triangle pendulum and the general triangle pendulum swinging on the rotating Earth. As an analogue, planet orbiting in the rotating galaxy is considered as the giant galactic gyroscope. The Lorentz equation and the Bargmann-Michel-Telegdi equations are generalized for the rotation system. The knowledge of these equations is inevitable for the construction of LHC where each orbital proton “feels” the Coriolis force caused by the rotation of the Earth.
Quantal rotation and its coupling to intrinsic motion in nuclei
Nakatsukasa, Takashi; Matsuyanagi, Kenichi; Matsuzaki, Masayuki; Shimizu, Yoshifumi R.
2016-07-01
Symmetry breaking is an important concept in nuclear physics and other fields of physics. Self-consistent coupling between the mean-field potential and the single-particle motion is a key ingredient in the unified model of Bohr and Mottelson, which could lead to a deformed nucleus as a consequence of spontaneous breaking of the rotational symmetry. Some remarks on the finite-size quantum effects are given. In finite nuclei, the deformation inevitably introduces the rotation as a symmetry-restoring collective motion (Anderson-Nambu-Goldstone mode), and the rotation affects the intrinsic motion. In order to investigate the interplay between the rotational and intrinsic motions in a variety of collective phenomena, we use the cranking prescription together with the quasiparticle random phase approximation (QRPA). At low spin, the coupling effect can be seen in the generalized intensity relation. A feasible quantization of the cranking model is presented, which provides a microscopic approach to the higher-order intensity relation. At high spin, the semiclassical cranking prescription works well. We discuss properties of collective vibrational motions under rapid rotation and/or large deformation. The superdeformed shell structure plays a key role in emergence of a new soft mode which could lead to instability toward the {K}π ={1}- octupole shape. A wobbling mode of excitation, which is a clear signature of the triaxiality, is discussed in terms of a microscopic point of view. A crucial role played by the quasiparticle alignment is presented.
Roura, Albert [Los Alamos National Laboratory; Fleming, C H [UNIV OF MARYLAND; Hu, B L [UNIV OF MARYLAND
2008-01-01
We revisit the model of a system made up of a Brownian quantum oscillator linearly coupled to an environment made up of many quantum oscillators at finite temperature. We show that the HPZ master equation for the reduced density matrix derived earlier [B.L. Hu, J.P. Paz, Y. Zhang, Phys. Rev. D 45, 2843 (1992)] has incorrectly specified coefficients for the case of nonlocal dissipation. We rederive the QBM master equation, correctly specifying all coefficients, and determine the position uncertainty to be free of excessive cutoff sensitivity. Our coefficients and solutions are reduced entirely to contour integration for analytic spectra at arbitrary temperature, coupling strength, and cut-off. As an illustration we calculate the master equation coefficients and solve the master equation for ohmic coupling (with finite cutoff) and example supra-ohmic and sub-ohmic spectral densities. We determine the effect of an external force on the quantum oscillator and also show that our representation of the master equation and solutions naturally extends to a system of multiple oscillators bilinearly coupled to themselves and the bath in arbitrary fashion. This produces a formula for investigating the standard quantum limit which is central to addressing many theoretical issues in macroscopic quantum phenomena and experimental concerns related to low temperature precision measurements. We find that in a dissipative environment, all initial states settle down to a Gaussian density matrix whose covariance is determined by the thermal reservoir and whose mean is determined by the external force. We specify the thermal covariance for the spectral densities we explore.
McMullan, G; Vinothkumar, K R; Henderson, R
2015-11-01
We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å(2) for every incident 300 keV e(-)/Å(2). The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e(-)/Å(2) per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination.
Using great circles to understand motion on a rotating sphere
McIntyre, D. H.
2000-12-01
Motion observed in a rotating frame of reference is generally explained by invoking inertial forces. While this approach simplifies some problems, there is often little physical insight into the motion, in particular into the effects of the Coriolis force. To aid in the understanding of three-dimensional inertial forces, motion on a rotating sphere is considered from the points of view of an inertial observer and of an observer fixed on the sphere. The inertial observer observes the motion to be along a great circle fixed in the inertial frame, in analogy with simple straight-line motion in the two-dimensional case. This simple "straight-line" viewpoint of the inertial observer is reconciled qualitatively and quantitatively with the view of the rotating observer that requires inertial forces in order to account for the motion. Through a succession of simple examples, the Coriolis and centrifugal effects are isolated and illustrated, as well as effects due to the curvilinear nature of motion on a sphere.
An exactly solvable model for Brownian motion : I. Derivation of the Langevin equation
Ullersma, P.
1966-01-01
The motion of an elastically bound particle, linearly coupled with a bath of N harmonic oscillators is calculated exactly. The interaction is assumed to be rather weak and to vary slowly as function of the frequencies of the oscillators. The bath is chosen at the initial time in thermal equilibrium.
Jumarie, Guy [Department of Mathematics, University of Quebec at Montreal, P.O. Box 8888, Downtown Station, Montreal, QC, H3C 3P8 (Canada)]. E-mail: jumarie.guy@uqam.ca
2006-06-15
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{sub {alpha}}(h{sup {alpha}}D{sub z}{sup {alpha}}).f(z), where E{sub {alpha}} 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){sup {alpha}}, 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.
Cristian Rodriguez Rivero
2016-03-01
Full Text Available A new predictor algorithm based on Bayesian enhanced approach (BEA for long-term chaotic time series using artificial neural networks (ANN is presented. The technique based on stochastic models uses Bayesian inference by means of Fractional Brownian Motion as model data and Beta model as prior information. However, the need of experimental data for specifying and estimating causal models has not changed. Indeed, Bayes method provides another way to incorporate prior knowledge in forecasting models; the simplest representations of prior knowledge in forecasting models are hard to beat in many forecasting situations, either because prior knowledge is insufficient to improve on models or because prior knowledge leads to the conclusion that the situation is stable. This work contributes with long-term time series prediction, to give forecast horizons up to 18 steps ahead. Thus, the forecasted values and validation data are presented by solutions of benchmark chaotic series such as Mackey-Glass, Lorenz, Henon, Logistic, Rössler, Ikeda, Quadratic one-dimensional map series and monthly cumulative rainfall collected from Despeñaderos, Cordoba, Argentina. The computational results are evaluated against several non-linear ANN predictors proposed before on high roughness series that shows a better performance of Bayesian Enhanced approach in long-term forecasting.
Li, Chien-Cheng; Hau, Nga Yu; Wang, Yuechen; Soh, Ai Kah; Feng, Shien-Ping
2016-06-01
Ethanol-based nanofluids have attracted much attention due to the enhancement in heat transfer and their potential applications in nanofluid-type fuels and thermal storage. Most research has been conducted on ethanol-based nanofluids containing various nanoparticles in low mass fraction; however, to-date such studies based on high weight fraction of nanoparticles are limited due to the poor stability problem. In addition, very little existing work has considered the inevitable water content in ethanol for the change of thermal conductivity. In this paper, the highly stable and well-dispersed TiO2-ethanol nanofluids of high weight fraction of up to 3 wt% can be fabricated by stirred bead milling, which enables the studies of thermal conductivity of TiO2-ethanol nanofluids over a wide range of operating temperatures. Our results provide evidence that the enhanced thermal conductivity is mainly contributed by the percolation network of nanoparticles at low temperatures, while it is in combination with both Brownian motion and local percolation of nanoparticle clustering at high temperatures.
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)
De-Lei Sheng
2014-01-01
Full Text Available This paper investigates the excess-of-loss reinsurance and investment problem for a compound Poisson jump-diffusion risk process, with the risk asset price modeled by a constant elasticity of variance (CEV model. It aims at obtaining the explicit optimal control strategy and the optimal value function. Applying stochastic control technique of jump diffusion, a Hamilton-Jacobi-Bellman (HJB equation is established. Moreover, we show that a closed-form solution for the HJB equation can be found by maximizing the insurer’s exponential utility of terminal wealth with the independence of two Brownian motions W(t and W1(t. A verification theorem is also proved to verify that the solution of HJB equation is indeed a solution of this optimal control problem. Then, we quantitatively analyze the effect of different parameter impacts on optimal control strategy and the optimal value function, which show that optimal control strategy is decreasing with the initial wealth x and decreasing with the volatility rate of risk asset price. However, the optimal value function V(t;x;s is increasing with the appreciation rate μ of risk asset.
Jumarie, Guy E-mail: jumarie.guy@uqam.ca
2004-11-01
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.
Comparison of glenohumeral motion using different rotation sequences.
Phadke, Vandana; Braman, Jonathan P; LaPrade, Robert F; Ludewig, Paula M
2011-02-24
Glenohumeral motion presents challenges for its accurate description across all available ranges of motion using conventional Euler/Cardan angle sequences without singularity. A comparison of the description of glenohumeral motion was made using the ISB recommended YX'Y″ sequence to the XZ'Y″ sequence. A direct in-vivo method was used for the analysis of dynamic concentric glenohumeral joint motion in the scapular plane. An electromagnetic tracking system collected data from ten healthy individuals while raising their arm. There were differences in the description of angular position data between the two different sequences. The YX'Y″ sequence described the humerus to be in a more anteriorly rotated and externally rotated position compared to XZ'Y″ sequence, especially, at lower elevation angles. The description of motion between increments using XZ'Y″ sequence displacement decomposition was comparable to helical angles in magnitude and direction for the study of arm elevation in the scapular plane. The description of the direction or path of motion of the plane of elevation using YX'Y″ angle decomposition would be contrary to that obtained using helical angles. We recommend that this alternate sequence (XZ'Y″) should be considered for describing glenohumeral motion.
Characterizing N-dimensional anisotropic Brownian motion by the distribution of diffusivities
Heidernätsch, Mario; Radons, Günter
2013-01-01
Anisotropic diffusion processes emerge in various fields such as transport in biological tissue and diffusion in liquid crystals. In such systems, the motion is described by a diffusion tensor. For a proper characterization of processes with more than one diffusion coefficient an average description by the mean squared displacement is often not sufficient. Hence, in this paper, we use the distribution of diffusivities to study diffusion in a homogeneous anisotropic environment. We derive analytical expressions of the distribution and relate its properties to an anisotropy measure in order to distinguish between isotropic and anisotropic processes. We further discuss the influence on the analysis of projected trajectories, which are typically accessible in experiments. For the experimentally relevant cases of two- and three-dimensional anisotropic diffusion we derive the specific expressions, determine the diffusion tensor, characterize the anisotropy, and demonstrate the applicability for simulated trajectori...
Motion of a nano-ellipsoid in a cylindrical vessel flow: Brownian and hydrodynamic interactions
Ramakrishnan, N; Eckmann, D M; Ayyaswamy, P S; Radhakrishnan, Ravi
2016-01-01
We present comprehensive numerical studies of the motion of a buoyant or a nearly neutrally buoyant nano-sized ellipsoidal particle in a fluid filled cylindrical tube without or with the presence of imposed pressure gradient (weak Poiseuille flow). The Fluctuating hydrodynamics approach and the Deterministic method are both employed. We ensure that the fluctuation-dissipation relation and the principle of thermal equipartition of energy are both satisfied. The major focus is on the effect of the confining boundary. Results for the velocity and angular velocity autocorrelations (VACF and AVACF), diffusivities, and drag and lift forces as functions of shape, aspect ratio, inclination angle, and proximity to the wall are presented. For the parameters considered, the boundary modifies the VACF and AVACF such that three distinct regimes are discernible --- an initial exponential decay, followed by an algebraic decay culminating in a second exponential decay. The first is due to thermal noise, the algebraic regime ...
Student understanding of rotational and rolling motion concepts
Rimoldini, L G; Rimoldini, Lorenzo G.; Singh, Chandralekha
2005-01-01
We investigated the common difficulties that students have with concepts related to rotational and rolling motion covered in the introductory physics courses. We compared the performance of calculus- and algebra-based introductory physics students with physics juniors who had learned rotational and rolling motion concepts in an intermediate level mechanics course. Interviews were conducted with six physics juniors and ten introductory students using demonstration-based tasks. We also administered free-response and multiple-choice questions to a large number of students enrolled in introductory physics courses, and interviewed six additional introductory students on the test questions (during the test design phase). All students showed similar difficulties regardless of their background, and higher mathematical sophistication did not seem to help acquire a deeper understanding. We found that some difficulties were due to related difficulties with linear motion, while others were tied specifically to the more i...
Entropy production of a Brownian ellipsoid in the overdamped limit.
Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik
2016-01-01
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an heterogeneous thermal environment where friction coefficients and (local) temperature depend on space and time. Our analysis of the particle's stochastic thermodynamics is based on the entropy production associated with single particle trajectories. It is motivated by the recent discovery that the overdamped limit of vanishing inertia effects (as compared to viscous fricion) produces a so-called "anomalous" contribution to the entropy production, which has no counterpart in the overdamped approximation, when inertia effects are simply discarded. Here we show that rotational Brownian motion in the overdamped limit generates an additional contribution to the "anomalous" entropy. We calculate its specific form by performing a systematic singular perturbation analysis for the generating function of the entropy production. As a side result, we also obtain the (well-known) equations of motion in the overdamped limit. We furthermore investigate the effects of particle shape and give explicit expressions of the "anomalous entropy" for prolate and oblate spheroids and for near-spherical Brownian particles.
Analyzing Rotor Rotating Error by Using Fractal Theory
WANG Kai; LI Yan
2004-01-01
Based on the judgement of fractional Brownian motion, this paper analyzes the radial rotating error of a precision rotor. The results indicate that the rotating error motion of the precision rotor is characterized by basic fractional Brownian motions, i. e. randomicity, non-sequencity, and self-simulation insinuation to some extent. Also, this paper calculates the fractal box counting dimension of radial rotating error and judges that the rotor error motion is of stability, indicating that the motion range of the future track of the axes is relatively stable.
Barkin, Yu. V.
New unperturbed motions are suggested for the study of the rotational motion of deformable celestial bodies. This motion describes the rotation of an isolated celestial body deformed by its own rotation. By some natural simplifications and by using special forms of canonical variables (similar to Andoyer's variables) the problem is reduced to the classical Euler-Poinsot problem for a rigid body, but with different moments of inertia. The suggested unpertubed motion describes Chandler's pole motion and we shall call it Chandler or Euler-Chandler motion. The development of the unperturbed theory is described in this paper. The solution of the Chandler problem (Andoyer's variables, components of angular velocity of the body's axes, and their direction cosines) is presented in elliptical and - functions, and in the form of Fourier series in the angle-action variables. Similar Fourier series were obtained for products and squares of the diraction cosines. The coefficients of these series are expressed through full elliptical integrals of the first, second and third kinds with modulus which is the defining function of the action variables. It is the principal peculiarity of these series. As an illustration we give a application of this unperturbed theory to the study of the Earth's rotation (the principal properties of the Earth's rotation and perturbations). So, the unperturbed motion describes the following phenomena of the Earth's rotation: Chandler's motion of the pole of the Earth's axis of rotation; the ellipticity of the trajectory of the Earth's pole; the non-uniformity of the pole motion along the elliptical trajectory; the variation with Chandler's period of the modulus of the Earth's angular velocity. Theory of the perturbed rotational motion of the Earth is constructed on the basis of the special forms of equations of the rotation of a deformable body (in angle-action variables and their modifications for the Chandler-Euler problem). For the construction of
Xingtuan Yang
2015-05-01
Full Text Available A direct numerical simulation study of the characteristics of macroscopic and microscopic rotating motions in swirling jets confined in a rectangular flow domain is carried out. The different structures of vortex cores for different swirl levels are illustrated. It is found that the vortex cores of low swirl flows are of regular cylindrical-helix patterns, whereas those of the high swirl flows are characterized by the formation of the bubble-type vortex breakdown followed by the radiant processing vortex cores. The results of mean velocity fields show the general procedures of vortex origination. Moreover, the effects of macroscopic and microscopic rotating motions with respect to the mean and fluctuation fields of the swirling flows are evaluated. The microscopic rotating effects, especially the effects with respect to the turbulent fluctuation motion, are increasingly intermittent with the increase in the swirl levels. In contrast, the maximum value of the probability density functions with respect to the macroscopic rotating effects of the fluctuation motion occurs at moderate swirl levels since the macroscopic rotating effects are attenuated by the formation of the bubble vortex breakdown with a region of stagnant fluids at supercritical swirl levels.
Ota, Satoshi; Kitaguchi, Ryoichi; Takeda, Ryoji; Yamada, Tsutomu; Takemura, Yasushi
2016-09-10
The dependence of magnetic relaxation on particle parameters, such as the size and anisotropy, has been conventionally discussed. In addition, the influences of external conditions, such as the intensity and frequency of the applied field, the surrounding viscosity, and the temperature on the magnetic relaxation have been researched. According to one of the basic theories regarding magnetic relaxation, the faster type of relaxation dominates the process. However, in this study, we reveal that Brownian and Néel relaxations coexist and that Brownian relaxation can occur after Néel relaxation despite having a longer relaxation time. To understand the mechanisms of Brownian rotation, alternating current (AC) hysteresis loops were measured in magnetic fluids of different viscosities. These loops conveyed the amplitude and phase delay of the magnetization. In addition, the intrinsic loss power (ILP) was calculated using the area of the AC hysteresis loops. The ILP also showed the magnetization response regarding the magnetic relaxation over a wide frequency range. To develop biomedical applications of magnetic nanoparticles, such as hyperthermia and magnetic particle imaging, it is necessary to understand the mechanisms of magnetic relaxation.
Satoshi Ota
2016-09-01
Full Text Available The dependence of magnetic relaxation on particle parameters, such as the size and anisotropy, has been conventionally discussed. In addition, the influences of external conditions, such as the intensity and frequency of the applied field, the surrounding viscosity, and the temperature on the magnetic relaxation have been researched. According to one of the basic theories regarding magnetic relaxation, the faster type of relaxation dominates the process. However, in this study, we reveal that Brownian and Néel relaxations coexist and that Brownian relaxation can occur after Néel relaxation despite having a longer relaxation time. To understand the mechanisms of Brownian rotation, alternating current (AC hysteresis loops were measured in magnetic fluids of different viscosities. These loops conveyed the amplitude and phase delay of the magnetization. In addition, the intrinsic loss power (ILP was calculated using the area of the AC hysteresis loops. The ILP also showed the magnetization response regarding the magnetic relaxation over a wide frequency range. To develop biomedical applications of magnetic nanoparticles, such as hyperthermia and magnetic particle imaging, it is necessary to understand the mechanisms of magnetic relaxation.
6-DOF MOTION AND CENTER OF ROTATION ESTIMATION BASED ON STEREO VISION
CAO Wanpeng; BI Wei; CHE Rensheng; GUO Wenbo; YE Dong
2008-01-01
A new motion model and estimation algorithm is proposed to compute the general rigid motion object's 6-DOF motion parameters and center of rotation based on stereo vision. The object's 6-DOF motion model is designed from the rigid object's motion character under the two defined reference frames. According to the rigid object's motion model and motion dynamics knowledge, the corresponding motion algorithm to compute the 6-DOF motion parameters is worked out. By the rigid object pure rotation motion model and space sphere geometry knowledge, the center of rotation may be calculated after eliminating the translation motion out of the 6-DOF motion. The motion equations are educed based on the motion model and the closed-form solutions are figured out. To heighten the motion estimation algorithm's robust, RANSAC algorithm is applied to delete the outliers. Simulation and real experiments are conducted and the experiment results are analyzed. The results prove the motion model's correction and algorithm's validity.
Fast Drug Release Using Rotational Motion of Magnetic Gel Beads
Jun-Ichi Takimoto
2008-03-01
Full Text Available Accelerated drug release has been achieved by means of the fast rotation of magnetic gel beads. The magnetic gel bead consists of sodium alginate crosslinked by calcium chlorides, which contains barium ferrite of ferrimagnetic particles, and ketoprofen as a drug. The bead underwent rotational motion in response to rotational magnetic fields. In the case of bead without rotation, the amount of drug release into a phosphate buffer solution obeyed non-Fickian diffusion. The spontaneous drug release reached a saturation value of 0.90Ã¢Â€Â‰mg at 25 minutes, which corresponds to 92% of the perfect release. The drug release was accelerated with increasing the rotation speed. The shortest time achieving the perfect release was approximately 3 minutes, which corresponds to 1/8 of the case without rotation. Simultaneous with the fast release, the bead collapsed probably due to the strong water flow surrounding the bead. The beads with high elasticity were hard to collapse and the fast release was not observed. Hence, the fast release of ketoprofen is triggered by the collapse of beads. Photographs of the collapse of beads, time profiles of the drug release, and a pulsatile release modulated by magnetic fields were presented.
Diffusion of hydrocarbons in confined media: Translational and rotational motion
S Y Bhide; A V Anil Kumar; S Yashonath
2001-10-01
Diffusion of monatomic guest species within confined media has been understood to a good degree due to investigations carried out during the past decade and a half. Most guest species that are of industrial relevance are actually polyatomics such as, for example, hydrocarbons in zeolites. We attempt to investigate the influence of non-spherical nature of guest species on diffusion. Recent molecular dynamics (MD) simulations of motion of methane in NaCaA and NaY, benzene in NaY and one-dimensional channels AlPO4-5, VPI-5 and carbon nanotube indicate interesting insights into the influence of the host on rotational degrees of freedom and rientational properties. It is shown that benzene in one-dimensional channels where the levitation parameter is near unity exhibits translational motion opposite to what is expected on the basis of molecular anisotropy. Rotational motion of benzene also possesses rotational diffusivities around 6 and 2 axes opposite to what is expected on the basis of molecular geometry. Methane shows orientational preference for 2 + 2 or 1 + 3 depending on the magnitude of the levitation parameter.
Taheriyoun, Ali R.; Moghimbeygi, Meisam
2017-02-01
An approximation of the fractional Brownian motion based on the Ornstein-Uhlenbeck process is used to obtain an asymptotic likelihood function. Two estimators of the Hurst index are then presented in the likelihood approach. The first estimator is produced according to the observed values of the sample path; while the second one employs the likelihood function of the incremental process. We also employ visual roughness of realization to restrict the parameter space and to obtain prior information in Bayesian approach. The methods are then compared with three contemporary estimators and an experimental data set is studied.
Mohammad Ferdows
2015-01-01
Full Text Available Natural convective boundary-layer flow of a nanofluid on a heated vertical cylinder embedded in a nanofluid-saturated porous medium is studied. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis. Lie groups analysis is used to get the similarity transformations, which transform the governing partial differential equations to a system of ordinary differential equations. Two groups of similarity transformations are obtained. Numerical solutions of the resulting ordinary differential systems are obtained and discussed for various values of the governing parameters.
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes' principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.
Archimedes' principle for Brownian liquid
Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik
2009-01-01
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes’ principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known ...
Particle motion and collisions around rotating regular black hole
Toshmatov, Bobir; Ahmedov, Bobomurat; Stuchlík, Zdenek
2014-01-01
The neutral particle motion around rotating regular black hole that was derived from the Ay\\'{o}n-Beato-Garc\\'{i}a black hole solution by the Newman-Janis algorithm in the preceding paper [Phys. Rev. D 89, 104017, (2014)] has been studied. The dependencies of the ISCO (innermost stable circular orbits along geodesics) and unstable orbits on the value of the electric charge of the rotating regular black hole have been shown. Energy extraction from the rotating regular black hole through various processes has been examined. We have found expression of the center of mass energy for the colliding neutral particles coming from infinity, based on the BSW (Ba\\v{n}ados-Silk-West) mechanism. The electric charge $Q$ of rotating regular black hole decreases the potential of the gravitational field and the particle needs less bound energy at the circular geodesics. This causes the increase of efficiency of the energy extraction through BSW process in the presence of the electric charge $Q$ from rotating regular black hol...
Hanasaki, Itsuo; Nagura, Ryo; Kawano, Satoyuki
2015-03-14
The Brownian motion of a particle in a fluid is often described by the linear Langevin equation, in which it is assumed that the mass of the particle is sufficiently large compared to the surrounding fluid molecules. This assumption leads to a diffusion coefficient that is independent of the particle mass. The Stokes-Einstein equation indicates that the diffusion coefficient depends solely on the particle size, but the concept of size can be ambiguous when close to the molecular scale. We first examine the Brownian motion of simple model particles based on short-range interactions in water by the molecular dynamics method and show that the diffusion coefficient can vary with mass when this mass is comparable to that of the solvent molecules, and that this effect is evident when the solute particle size is sufficiently small. We then examine the properties of a water molecule considered as a solute in the bulk solvent consisting of the remainder of the water. A comparison with simple solute models is used to clarify the role of force fields. The long-range Coulomb interaction between water molecules is found to lead to a Gaussian force distribution in spite of a mass ratio and nominal size ratio of unity, such that solutes with short-range interactions exhibit non-Gaussian force distribution. Thus, the range of the interaction distance determines the effective size even if it does not represent the volume excluded by the repulsive force field.
Vibrational motions in rotating nuclei studied by Coulomb excitations
Shimizu, Yoshifumi R. [Kyushu Univ., Fukuoka (Japan). Dept. of Physics
1998-03-01
As is well-known Coulomb excitation is an excellent tool to study the nuclear collective motions. Especially the vibrational excitations in rotating nuclei, which are rather difficult to access by usual heavy-ion fusion reactions, can be investigated in detail. Combined with the famous 8{pi}-Spectrometer, which was one of the best {gamma}-ray detector and had discovered some of superdeformed bands, such Coulomb excitation experiments had been carried out at Chalk River laboratory just before it`s shutdown of physics division. In this meeting some of the experimental data are presented and compared with the results of theoretical investigations. (author)
Switching of myosin-V motion between the lever-arm swing and brownian search-and-catch.
Fujita, Keisuke; Iwaki, Mitsuhiro; Iwane, Atsuko H; Marcucci, Lorenzo; Yanagida, Toshio
2012-07-17
Motor proteins are force-generating nanomachines that are highly adaptable to their ever-changing biological environments and have a high energy conversion efficiency. Here we constructed an imaging system that uses optical tweezers and a DNA handle to visualize elementary mechanical processes of a nanomachine under load. We apply our system to myosin-V, a well-known motor protein that takes 72 nm 'hand-over-hand' steps composed of a 'lever-arm swing' and a 'brownian search-and-catch'. We find that the lever-arm swing generates a large proportion of the force at low load (high load (1.9 pN), however, the contribution of the brownian search-and-catch increases to dominate, reaching 13 k(B)T of work. We believe the ability to switch between these two force-generation modes facilitates myosin-V function at high efficiency while operating in a dynamic intracellular environment.
Biological Nanomotors with a Revolution, Linear, or Rotation Motion Mechanism.
Guo, Peixuan; Noji, Hiroyuki; Yengo, Christopher M; Zhao, Zhengyi; Grainge, Ian
2016-03-01
The ubiquitous biological nanomotors were classified into two categories in the past: linear and rotation motors. In 2013, a third type of biomotor, revolution without rotation (http://rnanano.osu.edu/movie.html), was discovered and found to be widespread among bacteria, eukaryotic viruses, and double-stranded DNA (dsDNA) bacteriophages. This review focuses on recent findings about various aspects of motors, including chirality, stoichiometry, channel size, entropy, conformational change, and energy usage rate, in a variety of well-studied motors, including FoF1 ATPase, helicases, viral dsDNA-packaging motors, bacterial chromosome translocases, myosin, kinesin, and dynein. In particular, dsDNA translocases are used to illustrate how these features relate to the motion mechanism and how nature elegantly evolved a revolution mechanism to avoid coiling and tangling during lengthy dsDNA genome transportation in cell division. Motor chirality and channel size are two factors that distinguish rotation motors from revolution motors. Rotation motors use right-handed channels to drive the right-handed dsDNA, similar to the way a nut drives the bolt with threads in same orientation; revolution motors use left-handed motor channels to revolve the right-handed dsDNA. Rotation motors use small channels (revolution motors use larger channels (>3 nm) with room for the bolt to revolve. Binding and hydrolysis of ATP are linked to different conformational entropy changes in the motor that lead to altered affinity for the substrate and allow work to be done, for example, helicase unwinding of DNA or translocase directional movement of DNA. Copyright © 2016, American Society for Microbiology. All Rights Reserved.
Experimental Motion Analysis of Radially Rotating Beams Using High-Speed Camera and Motion Analyzer
K.H. Low
1996-01-01
Full Text Available Although strain gauges can be attached to a system for vibration analysis, wires connected to the strain gauges may disturb the system and affect the accuracy of the strain measurement. As an alternative, this work presents the use of a high-speed camera combined with a motion analyzer to study the motion of rotating flexible beams. One end of the beam is rigidly connected to a motor, while the other end is free. White stickers placed on selected points on a given beam are the reference points in a digitization process. The modes of the vibrating beams can be filmed and analyzed. The vibration parameters, such as deflection and frequency, can be obtained by using a film motion analyzer. The results show that the beam does not behave in a clamped-free or a pinned-free fashion, but instead occurs at an intermediate boundary between these two classical conditions.
Molecular quantum rotors in gyroscopic motion with a nonspreading rotational wavepacket
Yun, Sang Jae
2015-01-01
We provide a way of generating and observing molecular quantum gyroscopic motion that resembles gyroscopic motion of classical rotors. After producing a nonspreading rotational wavepacket called a cogwheel state, one can generate a gyroscopic precession motion by applying an external magnetic field interacting through a rotational magnetic dipole moment. The quantum rotors, realized with linear nonparamagnetic ionic molecules trapped in an ion trap, can keep their gyroscopic motion for a long time in a collectively synchronized fashion. A Coulomb-explosion technique is suggested to observe the gyroscopic motion. Despite limited molecular species, the observation of the gyroscopic motion can be adopted as a method to measure rotational g factors of molecules.
Wenzheng Cui
2015-09-01
Full Text Available Nanofluids are a new generation of high-efficiency refrigerant with abnormal increased thermal conductivity and convective heat transfer properties. In view of the paucity of research work on the contribution of nanoparticle Brownian motion for the thermal conductivity augmentation, the present paper carries out a series of MD simulations to explorer the order of magnitude of nanoparticle Brownian motion and discusses the effect of nanoparticle Brownian motion for thermal conductivity enhancement of nanofluids. Various influence factors including nanoparticle shapes, sizes, and materials are considered. The Brownian motion of nanoparticles is decomposed into rotation and migration and calculated by MD simulation. By means of Peclet number, the effect of nanoparticle Brownian motion for thermal conductivity enhancement of nanofluids is discussed.
分支依赖于人口总数的具有交互作用的超布朗运动%Interacting Super-Brownian Motions Depending on Population Size
陈丽; 闫国军
2008-01-01
In this paper,we investigate the interacting super-Brownian motion depending on population size.This process can be viewed as the high density limit of a sequence of particle systems with branching mechanism depending on their population size.We will construct a limit function-valued dual process.
Brownian rod scheme in microenvironment sensing
Ian Gralinski
2012-03-01
Full Text Available Fluctuations of freely translating spherical particles via Brownian motion should provide inexhaustible information about the micro-environment, but is beset by the problem of particles drifting away from the venue of measurement as well as colliding with other particles. We propose a scheme here to circumvent this in which a Brownian rod that lies in proximity to a cylindrical pillar is drawn in by a tuneable attractive force from the pillar. The force is assumed to act through the centre of each body and the motion exclusive to the x-y plane. Simulation studies show two distinct states, one in which the rod is moving freely (state I and the other in which the rod contacts the cylinder surface (state II. Information about the micro-environment could be obtained by tracking the rotational diffusion coefficient Dθ populating in either of these two states. However, the magnitude of the normalized charge product in excess of 6.3x104 was found necessary for a rod of 6.81 × 0.93 μm2 (length × diameter and 10μm diameter cylindrical pillar to minimize deviation errors. It was also found that the extent of spatial sensing coverage could be controlled by varying the charge level. The conditions needed to ascertain the rotational sampling for angle determination through the Hough transform were also discussed.
Zhu, Jie
There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... price can be solved due to different ex- pected return and market price of risk for investors holding heterogeneous beliefs. This paper provides empirical evidence for that argument by testing the expected return and market price of risk between Chinese A and B shares listed in Shanghai and Shenzhen...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...
Zhu, Jie
There exist dual-listed stocks which are issued by the same company in some stock markets. Although these stocks bare the same firm-specific risk and enjoy identical dividends and voting policies, they are priced differently. Some previous studies show this seeming deviation from the law of one...... price can be solved due to different ex- pected return and market price of risk for investors holding heterogeneous beliefs. This paper provides empirical evidence for that argument by testing the expected return and market price of risk between Chinese A and B shares listed in Shanghai and Shenzhen...... stock markets. Models with dynamic of Geometric Brownian Motion are adopted, multivariate GARCH models are also introduced to capture the feature of time-varying volatility in stock returns. The results suggest that the different pric- ing can be explained by the difference in expected returns between...
Van Dillen, Linda R; Bloom, Nancy J; Gombatto, Sara P; Susco, Thomas M
2008-05-01
To examine whether passive hip rotation motion was different between people with and without low back pain (LBP) who regularly participate in sports that require repeated rotation of the trunk and hips. We hypothesized that people with LBP would have less total hip rotation motion and more asymmetry of motion between sides than people without LBP. Two group, case-control. University-based musculoskeletal analysis laboratory. Forty-eight subjects (35 males, 13 females; mean age: 26.56+/-7.44 years) who reported regular participation in a rotation-related sport participated. Two groups were compared; people with LBP (N=24) and people without LBP (N=24; NoLBP). Data were collected on participant-related, LBP-related, sport-related and activity-related variables. Measures of passive hip rotation range of motion were obtained. The differences between the LBP and NoLBP groups were examined. People with and without a history of LBP were the same with regard to all participant-related, sport-related and activity-related variables. The LBP group had significantly less total rotation (P=.035) and more asymmetry of total rotation, right hip versus left hip, (P=.022) than the NoLBP group. Left total hip rotation was more limited than right total hip rotation in the LBP group (P=.004). There were no significant differences in left and right total hip rotation for the NoLBP group (P=.323). Among people who participate in rotation-related sports, those with LBP had less overall passive hip rotation motion and more asymmetry of rotation between sides than people without LBP. These findings suggest that the specific directional demands imposed on the hip and trunk during regularly performed activities may be an important consideration in deciding which impairments may be most relevant to test and to consider in prevention and intervention strategies.
Brownian ratchets in physics and biology
Bier, Martin
1997-06-01
Thirty years ago Feynman et al. presented a paradox in the Lectures on Physics: an imagined device could let Brownian motion do work by allowing it in one direction and blocking it in the opposite direction. In the chapter Feynman et al. eventually show that such ratcheting can only be achieved if there is, in compliance with the basic conservation laws, some energy input from an external source. Now that technology is going into ever smaller dimensions, ratcheting Brownian motion seems to be a real possibility in nanotechnological applications. Furthermore, Brownian motion plays an essential role in the action of motor proteins (individual molecules that convert chemical energy into motion).
Hansen, Flemming Yssing; Taub, H.
2009-01-01
The motion of the atoms in a molecule may be described as a superposition of translational motion of the molecular center-of-mass, rotational motion about the principal molecular axes, and an intramolecular motion that may be associated with vibrations and librations as well as molecular conforma......The motion of the atoms in a molecule may be described as a superposition of translational motion of the molecular center-of-mass, rotational motion about the principal molecular axes, and an intramolecular motion that may be associated with vibrations and librations as well as molecular...... conformational changes. We have constructed projection operators that use the atomic coordinates and velocities at any two times, t=0 and a later time t, to determine the molecular center-of-mass, rotational, and intramolecular motions in a molecular dynamics simulation. This model-independent technique...
Heitkamp, Thomas; Sielaff, Hendrik; Korn, Anja; Renz, Marc; Zarrabi, Nawid; Börsch, Michael
2013-02-01
FoF1-ATP synthase is the membrane protein catalyzing the synthesis of the 'biological energy currency' adenosine triphosphate (ATP). The enzyme uses internal subunit rotation for the mechanochemical conversion of a proton motive force to the chemical bond. We apply single-molecule Förster resonance energy transfer (FRET) to monitor subunit rotation in the two coupled motors F1 and Fo. Therefore, enzymes have to be isolated from the plasma membranes of Escherichia coli, fluorescently labeled and reconstituted into 120-nm sized lipid vesicles to yield proteoliposomes. These freely diffusing proteoliposomes occasionally traverse the confocal detection volume resulting in a burst of photons. Conformational dynamics of the enzyme are identified by sequential changes of FRET efficiencies within a single photon burst. The observation times can be extended by capturing single proteoliposomes in an anti-Brownian electrokinetic trap (ABELtrap, invented by A. E. Cohen and W. E. Moerner). Here we describe the preparation procedures of FoF1-ATP synthase and simulate FRET efficiency trajectories for 'trapped' proteoliposomes. Hidden Markov Models are applied at signal-to-background ratio limits for identifying the dwells and substeps of the rotary enzyme when running at low ATP concentrations, excited by low laser power, and confined by the ABELtrap.
Tsekov, Roumen
2016-06-01
A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the Abraham-Lorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is found that for the case of a charged particle moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, equal to roughly 1/18 of the speed of light. The relevant Fokker-Planck and Smoluchowski equations are also derived.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubi, J Miguel
2013-05-21
We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases of a flashing ratchet, a two-state model, and a ratchet under the influence of a temperature gradient are analyzed in detail. We show the emergence of a strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may take place in situations where none of those mechanisms leads to rectification when acting individually. The combined rectification mechanisms may lead to bidirectional transport and to new routes to segregation phenomena. Confined Brownian ratchets could be used to control transport in mesostructures and to engineer new and more efficient devices for transport at the nanoscale.
Communication: Creation of molecular vibrational motions via the rotation-vibration coupling
Shu, Chuan-Cun [Department of Chemistry, Technical University of Denmark, Building 207, DK-2800 Kongens Lyngby (Denmark); School of Engineering and Information Technology, University of New South Wales at the Australian Defence Force Academy, Canberra, ACT 2600 (Australia); Henriksen, Niels E., E-mail: neh@kemi.dtu.dk [Department of Chemistry, Technical University of Denmark, Building 207, DK-2800 Kongens Lyngby (Denmark)
2015-06-14
Building on recent advances in the rotational excitation of molecules, we show how the effect of rotation-vibration coupling can be switched on in a controlled manner and how this coupling unfolds in real time after a pure rotational excitation. We present the first examination of the vibrational motions which can be induced via the rotation-vibration coupling after a pulsed rotational excitation. A time-dependent quantum wave packet calculation for the HF molecule shows how a slow (compared to the vibrational period) rotational excitation leads to a smooth increase in the average bond length whereas a fast rotational excitation leads to a non-stationary vibrational motion. As a result, under field-free postpulse conditions, either a stretched stationary bond or a vibrating bond can be created due to the coupling between the rotational and vibrational degrees of freedom. The latter corresponds to a laser-induced breakdown of the adiabatic approximation for rotation-vibration coupling.
The Radiative Transfer Approach to Rotational Motions - Estimation of Crustal Scattering Parameters
Peter Gaebler; Christoph Sens-Schönfelder; Korn, M.
2013-01-01
Monte Carlo solutions to the Radiative Transfer Equations are used to model translational and rotational motion seismogram envelopes in random elastic media. Crustal attenuation and scattering parameters are estimated in a nonlinear inversion process. High amounts of rotational energy can be measured in the seismic wave-field excited by earthquakes or even by ambient seismic noise sources. The observation of these three additional components of rotational motions can provide independent infor...
The Equation Based on the Rotational and Orbital Motion of the Planets
G.A. Korablev
2017-03-01
Full Text Available Equations of dependence of rotational and orbital motions of planets are given, their rotation angles are calculated. Wave principles of direct and reverse rotation of planets are established. The established dependencies are demonstrated at different scale levels of structural interactions, in biosystems as well. The accuracy of calculations corresponds to the accuracy of experimental data.
Brownian relaxation of an inelastic sphere in air
Bird, G. A.
2016-06-01
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.
Brownian relaxation of an inelastic sphere in air
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.
Communication: creation of molecular vibrational motions via the rotation-vibration coupling
Shu, Chuan-Cun; Henriksen, Niels Engholm
2015-01-01
Building on recent advances in the rotational excitation of molecules, we show how the effect of rotation-vibration coupling can be switched on in a controlled manner and how this coupling unfolds in real time after a pure rotational excitation. We present the first examination of the vibrational...... motions which can be induced via the rotation-vibration coupling after a pulsed rotational excitation. A time-dependent quantum wave packet calculation for the HF molecule shows how a slow (compared to the vibrational period) rotational excitation leads to a smooth increase in the average bond length...... whereas a fast rotational excitation leads to a non-stationary vibrational motion. As a result, under field-free postpulse conditions, either a stretched stationary bond or a vibrating bond can be created due to the coupling between the rotational and vibrational degrees of freedom. The latter corresponds...
How superdiffusion gets arrested: ecological encounters explain shift from Levy to Brownian movement
de Jager, M.; Bartumeus, F.; Kölzsch, A.; Weissing, F.J.; Hengeveld, G.M.; Nolet, B.A.; Herman, P.M.J.; de Koppel, J.
2014-01-01
Ecological theory uses Brownian motion as a default template for describing ecological movement, despite limited mechanistic underpinning. The generality of Brownian motion has recently been challenged by empirical studies that highlight alternative movement patterns of animals, especially when fora
FU Xiang-Yun; YU Hong-Wei
2007-01-01
We study the random motion of a charged test particle with a normal classical constant velocity in a spacetime with a perfectly reflecting plane boundary and calculate both the velocity and position dispersions of the test particle. Our results show that the dispersions in the normal direction are weakened while those in the parallel directions are strengthened as compared to the classical static case when the test particle classically moves away from the boundary.However, if the classical motion reverses its direction, then the dispersions in the normal direction are reinforced while those in the parallel directions get weakened.
On the nonuniqueness of free motion of the fundamental relativistic rotator
Bratek, Łukasz
2009-01-01
Consider a class of relativistic rotators described by position and a single null direction. Such a rotator is called fundamental if both its Casimir invariants are intrinsic dimensional parameters independent of arbitrary constants of motion. As shown by Staruszkiewicz, only one rotator with this property exists (its partner with similar property can be excluded on physical grounds). We obtain a general solution to equations of free motion of the fundamental relativistic rotator in a covariant manner. Surprisingly, this motion is not entirely determined by initial conditions but depends on one arbitrary function of time, which specifies rotation of the null direction in the centre of momentum frame. This arbitrariness is in manifest contradiction with classical determinism. In this sense the isolated fundamental relativistic rotator is pathological as a dynamical system. To understand why this is so, we study the necessary condition for the uniqueness of the related Cauchy problem. It turns out that the fund...
苗杰
2013-01-01
Under the fractional brownian motion, we supposes that risk-free rate, dividend rate, anticipated returns ratio and fluctuating rate of the stock all are the definite continue function of time. By the equal qusi-martingale measure method, we discuss the pricing of the convertible bond with dividend-paying under the fractional Brownian motion and obtain pricing formula of the convertible bond.%在分数布朗运动环境下，假设股票的预期收益率、波动率、红利率和无风险利率都是时间的确定性连续函数，用通过等价概率测度变换，用拟鞅的方法，得到了分数布朗运动下有红利支付的可转换债券的定价公式。
Koishi, Hayato; Goto, Akira; Tanaka, Makoto; Omori, Yasushi; Futai, Kazuma; Yoshikawa, Hideki; Sugamoto, Kazuomi
2011-10-01
The purpose of this study was to assess accurately the three-dimensional movements of the scapula and humerus relative to the thorax during internal/external rotation motion with abduction of the shoulder joint. Ten right shoulders of ten healthy volunteers were examined using a wide-gantry open magnetic resonance imaging (MRI) system. MRI was performed every 30° from 90° external rotation to 90° internal rotation of the shoulder joint. The contribution ratio of the scapulothoracic joint was 12.5% about the long axis of the humerus during internal/external rotation motion. With arm position changes from 90° external rotation to 60° internal rotation, most movement was performed by the glenohumeral joint. Conversely, at internal rotation of ≥60°, the scapula began to markedly tilt in the anterior direction. At 90° internal rotation, the scapula was significantly tilted anteriorly (p specific scapulohumeral motion pattern, whereby the glenohumeral joint moves with internal rotation and the scapulothoracic joint moves with anterior tilt together with internal rotation motion of the shoulder joint.
Brownian movement and molecular reality
Perrin, Jean
2005-01-01
How do we know that molecules really exist? An important clue came from Brownian movement, a concept developed in 1827 by botanist Robert Brown, who noticed that tiny objects like pollen grains shook and moved erratically when viewed under a microscope. Nearly 80 years later, in 1905, Albert Einstein explained this ""Brownian motion"" as the result of bombardment by molecules. Einstein offered a quantitative explanation by mathematically estimating the average distance covered by the particles over time as a result of molecular bombardment. Four years later, Jean Baptiste Perrin wrote Brownia
On the motion of rotating bodies in field gravity theory and general relativity
Baryshev, Yu V
2000-01-01
On the basis of Lagrangian formalism of relativistic field theory post-Newtonian equations of motion for a rotating body are derived in the frame of Feynman's quantum field gravity theory (FGT) and compared with corresponding geodesic equations in general relativity (GR). It is shown that in FGT the trajectory of a rotating test body does not depend on a choice of a coordinate system. The equation of translational motion of a gyroscope is applied to description of laboratory experiments with free falling rotating bodies and rotating bodies on a balance scale. Post-Newtonian relativistic effect of periodical modulation of the orbital motion of a rotating body is discussed for the case of planets of the solar system and for binary pulsars PSR B1913+16 and PSR B1259-63. In the case of binary pulsars with known spin orientations this effect gives a possibility to measure radiuses of neutron stars.
Sun, Bo; Lin, Jiayi; Darby, Ellis; Grosberg, Alexander Y.; Grier, David G.
2009-07-01
Mechanical equilibrium at zero temperature does not necessarily imply thermodynamic equilibrium at finite temperature for a particle confined by a static but nonconservative force field. Instead, the diffusing particle can enter into a steady state characterized by toroidal circulation in the probability flux, which we call a Brownian vortex. The circulatory bias in the particle’s thermally driven trajectory is not simply a deterministic response to the solenoidal component of the force but rather reflects interplay between advection and diffusion in which thermal fluctuations extract work from the nonconservative force field. As an example of this previously unrecognized class of stochastic heat engines, we consider a colloidal sphere diffusing in a conventional optical tweezer. We demonstrate both theoretically and experimentally that nonconservative optical forces bias the particle’s fluctuations into toroidal vortexes whose circulation can reverse direction with temperature or laser power.
Chaotic motion of particles in the accelerating and rotating black holes spacetime
Chen, Songbai; Jing, Jiliang
2016-01-01
We have investigated the motion of timelike particles along geodesic in the background of accelerating and rotating black hole spacetime. We confirmed that the chaos exists in the geodesic motion of the particles by Poincar\\'e sections, the power spectrum, the fast Lyapunov exponent indicator and the bifurcation diagram. Moreover, we probe the effects of the acceleration and rotation parameters on the chaotic behavior of a timelike geodesic particle in the black hole spacetime. Our results show that the acceleration brings richer physics for the geodesic motion of particles.
Hu, Senqi; Grant, Wanda F.; Stern, Robert M.; Koch, Kenneth L.
1991-01-01
Fifty-two subjects were exposed to a rotating optokinetic drum. Ten of these subjects who became motion sick during the first session completed two additional sessions. Subjects' symptoms of motion sickness, perception of self-motion, electrogastrograms (EGGs), heart rate, mean successive differences of R-R intervals (RRI), and skin conductance were recorded for each session. The results from the first session indicated that the development of motion sickness was accompanied by increased EGG 4-9 cpm activity (gastric tachyarrhythmia), decreased mean succesive differences of RRI, increased skin conductance levels, and increased self-motion perception. The results from the subjects who had three repeated sessions showed that 4-9 cpm EGG activity, skin conductance levels, perception of self-motion, and symptoms of motion sickness all increased significantly during the drum rotation period of the first session, but increased significantly less during the following sessions. Mean successive differences of RRI decreased significantly during the drum rotation period for the first session, but decreased significantly less during the following sessions. Results show that the development of motion sickness is accompanied by an increase in gastric tachyarrhythmia, and an increase in sympathetic activity and a decrease in parasympathetic activity, and that adaptation to motion sickness is accompanied by the recovery of autonomic nervous system balance.
Thermal equilibrium of a Brownian particle in a fluctuating fluid: a numerical study
Liu, Yi; Nie, Deming
2017-07-01
In this work the fluctuating lattice Boltzmann method was adopted to simulate the motion of a Brownian particle in a fluid in two dimensions. The temperatures characterizing the translation motion and rotational motion of the particle were calculated to evaluate the thermal equilibrium between the particle and the fluid. Furthermore, the effects of the fluid temperature and viscosity on the fluid pressure fluctuation were investigated. The linear relationships were observed in a log-log coordinate. Besides, the slopes of the linear relation were obtained, which keeps constant for all cases studied.
Application and prediction of geometric Brownian motion on Matlab%基于Matlab的几何运动布朗模型的应用与预测
冯晓龙
2013-01-01
介绍了Matlab计量经济学工具箱在随机微分方程方面的应用.叙述了几何布朗运动模型的定义以及该系统的离散化过程.利用Matlab计量经济学工具箱对某地区证券交易所10年综合指数进行模拟,阐述了随机模型分析数据的步骤,比较了真实值与Euler逼近值之间的误差.最后使用Euler数值方法离散后的方程,以最终的原始数据预测之后20天的综合指数,并与实际值进行了比较.研究结果表明几何布朗运动模型的应用与预测效果良好.%In this paper,the application of econometrics toolbox of Matlab in Stochastic Differential Equation (SDE) was introduced firstly,the definition for Geometric Brownian Motion (GBM) and discrete approximation of this model were discussed.Then,the method and steps of composite index analysis over 10 years of one stock exchange by using econometrics toolbox were showed,and the error between analytic solution and numerical solution of Euler method was displayed.Finally,the values of composite index in this stock exchange were predicted by using the equation of Euler method and initial values of the ending numbers on raw data.The result shows that the application and prediction of GBM are satisfactory.
Rosales-Guzmán, Carmelo; Belmonte, Aniceto; Torres, Juan P
2014-01-01
We measure the rotational and translational velocity components of particles moving in helical motion using the frequency shift they induced to the structured light beam illuminating them. Under Laguerre-Gaussian mode illumination, a particle with a helical motion reflects light that acquires an additional frequency shift proportional to the angular velocity of rotation in the transverse plane, on top of the usual frequency shift due to the longitudinal motion. We determined both the translational and rotational velocities of the particles by switching between two modes: by illuminating with a Gaussian beam, we can isolate the longitudinal frequency shift; and by using a Laguerre-Gaussian mode, the frequency shift due to the rotation can be determined. Our technique can be used to characterize the motility of microorganisms with a full three-dimensional movement.
Examining ambient noise using colocated measurements of rotational and translational motion
Hadziioannou, Celine; Gaebler, Peter; Schreiber, Ulrich; Wassermann, Joachim; Igel, Heiner
2012-10-01
In the past decade, a number of studies have reported the observation of rotational motion associated with seismic events. We report a first observation of rotational motion in the microseismic ambient noise band. A striking feature of rotational motion measurements is that the information about the seismic phase velocity and source back azimuth is contained in the amplitude ratio of a point measurement of rotation rate and transverse acceleration. We investigate the possibility of applying this method to ambient noise measured with a ring laser and a broadband seismometer at the Wettzell Geodetic Observatory in Germany. Using data in the secondary microseismic band, we recover local phase velocities as well as the back azimuth of the strongest noise source for two different time periods. In order to confirm these findings, we additionally compare the results with classical array processing techniques of the Gräfenberg array located nearby.
Hoots, F. R.; Fitzpatrick, P. M.
1979-01-01
The classical Poisson equations of rotational motion are used to study the attitude motions of an earth orbiting, rapidly spinning gyroscope perturbed by the effects of general relativity (Einstein theory). The center of mass of the gyroscope is assumed to move about a rotating oblate earth in an evolving elliptic orbit which includes all first-order oblateness effects produced by the earth. A method of averaging is used to obtain a transformation of variables, for the nonresonance case, which significantly simplifies the Poisson differential equations of motion of the gyroscope. Long-term solutions are obtained by an exact analytical integration of the simplified transformed equations. These solutions may be used to predict both the orientation of the gyroscope and the motion of its rotational angular momentum vector as viewed from its center of mass. The results are valid for all eccentricities and all inclinations not near the critical inclination.
On the potential of seismic rotational motion measurements for extraterrestrial seismology
Schmelzbach, Cedric; Sollberger, David; Khan, Amir; Greenhalgh, Stewart; Van Renterghem, Cederic; Robertsson, Johan
2017-04-01
Classically, seismological recordings consist of measurements of translational ground motion only. However, in addition to three vector components of translation there are three components of rotation to consider, leading to six degrees of freedom. Of particular interest is thereby the fact that measuring rotational motion means isolating shear (S) waves. Recording the rotational motion requires dedicated rotational sensors. Alternatively, since the rotational motion is given by the curl of the vectorial displacements, the rotational motion around the two horizontal axes can be computed from the horizontal spatial gradients of vertical translational recordings if standard translational seismometers are placed in an areal array at the free surface. This follows from the zero stress free surface condition. Combining rotational and translational motion measurements opens up new ways of analyzing seismic data, such as facilitating much improved arrival identification and wavefield separation (e.g., P-/S-wave separation), and local slowness (arrival direction and velocity) determination. Such combined measurements maximize the seismic information content that a single six-component station or a small station array can provide, and are of particular interest for sparse or single-station measurements such as in extraterrestrial seismology. We demonstrate the value of the analysis of combined translational and rotational recordings by re-evaluating data from the Apollo 17 lunar seismic profiling experiment (LSPE). The LSPE setup consisted of four vertical-component geophones arranged in a star-like geometry. This areal receiver layout enables computing the horizontal spatial gradients by spatial finite differencing of the vertical-component data for two perpendicular directions and, hence, the estimation of rotational motion around two horizontal axes. Specifically, the recorded seismic waveform data originated from eight explosive packages as well as from continuously
Motion of a projectile in a rotating earth
B. K. Banerjee
1957-10-01
Full Text Available Semi-theoretical expressions for the corrections to be included in the Range Tables for rotation of the earth have been deduced and numerical values for 25 pd.., streamlined projectile fired with super charge have been calculated. The expressions are in good agreement with similar attempts by other workers.
Manipulation of molecular vibrational motions via pure rotational excitations
Shu, Chuan-Cun; Henriksen, Niels Engholm
2015-01-01
The coupling between different molecular degrees of freedom plays a decisive role in many quantum phenomena, including electron transfer and energy redistribution. Here, we demonstrate a quantum-mechanical time-dependent simulation to explore how a vibrational motion in a molecule can be affected...
Stabilization of rotational motion with application to spacecraft attitude control
Wisniewski, Rafal
2000-01-01
on a Riemannian manifold. The Lyapnov stability theory is adapted and reformulated to fit to the new framework of Riemannian manifolds. Toillustrate the results a spacecraft attitude control problem is considered. Firstly, a global canonical representation for the spacecraft motion is found, then three spacecraft...
Stabilization of rotational motion with application to spacecraft attitude control
Wisniewski, Rafal
2001-01-01
on a Riemannian manifold. The Lyapnov stability theory is adapted and reformulated to fit to the new framework of Riemannian manifolds. Toillustrate the results a spacecraft attitude control problem is considered. Firstly, a global canonical representation for the spacecraft motion is found, then three spacecraft...... control problems are addressed: stabilization in the inertial frame, magnetic libration damping for the gravity gradient stabilization and a slew maneuver with obstacle avoidance...
Perturbation of rotational motions for string models of hadrons and stability problem
Sharov, G S
2002-01-01
Small perturbations of the classical rotational motions (the system uniform rotation) are considered for the relativistic string with massive ends and also for the q-q-q and Y baryon string models. It is shown that such a motion for the string with massive ends is stable in the linear approximation and small perturbations are presentable in the form of the series, wherein each constituent describes the standing wave with the definite frequency. These modes ensure modeling different hadron excited states. At the same time the rotational motion instability is proven for the q-q-q and Y baryon models; the exponentially growing modes are detected in the spectrum of their perturbations
On the rotational equations of motion in rigid body dynamics when using Euler parameters.
Sherif, Karim; Nachbagauer, Karin; Steiner, Wolfgang
Many models of three-dimensional rigid body dynamics employ Euler parameters as rotational coordinates. Since the four Euler parameters are not independent, one has to consider the quaternion constraint in the equations of motion. This is usually done by the Lagrange multiplier technique. In the present paper, various forms of the rotational equations of motion will be derived, and it will be shown that they can be transformed into each other. Special attention is hereby given to the value of the Lagrange multiplier and the complexity of terms representing the inertia forces. Particular attention is also paid to the rotational generalized external force vector, which is not unique when using Euler parameters as rotational coordinates.
Graybill, George
2007-01-01
Take the mystery out of motion. Our resource gives you everything you need to teach young scientists about motion. Students will learn about linear, accelerating, rotating and oscillating motion, and how these relate to everyday life - and even the solar system. Measuring and graphing motion is easy, and the concepts of speed, velocity and acceleration are clearly explained. Reading passages, comprehension questions, color mini posters and lots of hands-on activities all help teach and reinforce key concepts. Vocabulary and language are simplified in our resource to make them accessible to str
Collin, Philippe; Matsumura, Noboru; Lädermann, Alexandre; Denard, Patrick J; Walch, Gilles
2014-08-01
Management of massive chronic rotator cuff tears remains controversial, with no clearly defined clinical presentation as yet. The purpose of the study was to evaluate the effect of tear size and location on active motion in patients with chronic and massive rotator cuff tears with severe muscle degeneration. One hundred patients with massive rotator cuff tears accompanied by muscle fatty infiltration beyond Goutallier stage 3 were prospectively included in this study. All patients were divided into 5 groups on the basis of tear pattern (supraspinatus, superior subscapularis, inferior subscapularis, infraspinatus, and teres minor). Active range of shoulder motion was assessed in each group and differences were analyzed. Active elevation was significantly decreased in patients with 3 tear patterns involved. Pseudoparalysis was found in 80% of the cases with supraspinatus and complete subscapularis tears and in 45% of the cases with tears involving the supraspinatus, infraspinatus, and superior subscapularis. Loss of active external rotation was related to tears involving the infraspinatus and teres minor; loss of active internal rotation was related to tears of the subscapularis. This study revealed that dysfunction of the entire subscapularis and supraspinatus or 3 rotator cuff muscles is a risk factor for pseudoparalysis. For function to be preserved in patients with massive chronic rotator cuff tears, it may be important to avoid fatty infiltration with anterior extension into the lower subscapularis or involvement of more than 2 rotator cuff muscles. Copyright © 2014 Journal of Shoulder and Elbow Surgery Board of Trustees. Published by Mosby, Inc. All rights reserved.
Spacecraft motion analysis about rapid rotating small body
史雪岩; 崔祜涛; 崔平远; 栾恩杰
2003-01-01
The orbital dynamics equation of a spacecraft around an irregular sphere small body is established based on the small body' s gravitational potential approximated with a tri-axial ellipsoid. According to the Jacobi integral constant, the spacecraft zero-velocity curves in the vicinity of the small body is described and feasible motion region is analyzed. The limited condition and the periapsis radius corresponding to different eccentricity against impact surface are presented. The stability of direct and retrograde equator orbits is analyzed based on the perturbation solutions of mean orbit elements.
Rotating columns: relating structure-from-motion, accretion/deletion, and figure/ground.
Froyen, Vicky; Feldman, Jacob; Singh, Manish
2013-08-14
We present a novel phenomenon involving an interaction between accretion deletion, figure-ground interpretation, and structure-from-motion. Our displays contain alternating light and dark vertical regions in which random-dot textures moved horizontally at constant speed but in opposite directions in alternating regions. This motion is consistent with all the light regions in front, with the dark regions completing amodally into a single large surface moving in the background, or vice versa. Surprisingly, the regions that are perceived as figural are also perceived as 3-D volumes rotating in depth (like rotating columns)-despite the fact that dot motion is not consistent with 3-D rotation. In a series of experiments, we found we could manipulate which set of regions is perceived as rotating volumes simply by varying known geometric cues to figure ground, including convexity, parallelism, symmetry, and relative area. Subjects indicated which colored regions they perceived as rotating. For our displays we found convexity to be a stronger cue than either symmetry or parallelism. We furthermore found a smooth monotonic decay of the proportion by which subjects perceive symmetric regions as figural, as a function of their relative area. Our results reveal an intriguing new interaction between accretion-deletion, figure-ground, and 3-D motion that is not captured by existing models. They also provide an effective tool for measuring figure-ground perception.
Akulenko, L. D.; Klimov, D. M.; Markov, Yu. G.; Perepelkin, V. V.
2012-11-01
The celestial-mechanics approach (the spatial version of the problem for the Earth-Moon system in the field of gravity of the Sun) is used to construct a mathematical model of the Earth's rotational-oscillatory motions. The fundamental aspects of the processes of tidal inhomogeneity in the Earth rotation and the Earth's pole oscillations are studied. It is shown that the presence of the perturbing component of gravitational-tidal forces, which is orthogonal to the Moon's orbit plane, also allows one to distinguish short-period perturbations in the Moon's motion. The obtained model of rotational-oscillatory motions of the nonrigid Earth takes into account both the basic perturbations of large amplitudes and the more complicated small-scale properties of the motion due to the Moon short-period perturbations with combination frequencies. The astrometric data of the International Earth Rotation and Reference Systems Service (IERS) are used to perform numerical simulation (interpolation and forecast) of the Earth rotation parameters (ERP) on various time intervals.
Impulse Control of Brownian Motion.
1981-11-01
convert some of his cash into securities, and for this he pays a fixed transaction cost K plus a proportional cost of k times the transaction size...securities, incurring a transaction cost of K+kq. (le never liquidates securities except when it is necessary to maintain a positive cash balance.) On the...and incurring a total transaction cost of L+1s. (If the initial cash balance exceeds S, the controller imediately buys enough securities to reduce
Brownian Motion in Planetary Migration
Murray-Clay, R A; Murray-Clay, Ruth A.; Chiang, Eugene I.
2006-01-01
A residual planetesimal disk of mass 10-100 Earth masses remained in the outer solar system following the birth of the giant planets, as implied by the existence of the Oort cloud, coagulation requirements for Pluto, and inefficiencies in planet formation. Upon gravitationally scattering planetesimal debris, planets migrate. Orbital migration can lead to resonance capture, as evidenced here in the Kuiper and asteroid belts, and abroad in extra-solar systems. Finite sizes of planetesimals render migration stochastic ("noisy"). At fixed disk mass, larger (fewer) planetesimals generate more noise. Extreme noise defeats resonance capture. We employ order-of-magnitude physics to construct an analytic theory for how a planet's orbital semi-major axis fluctuates in response to random planetesimal scatterings. To retain a body in resonance, the planet's semi-major axis must not random walk a distance greater than the resonant libration width. We translate this criterion into an analytic formula for the retention effi...
Brownian motion of interacting particles
Ackerson, B.J.
1976-01-01
Guided by the descriptions which are used to describe noninteracting particles, it is argued that the generalized Smoluchowski equation, including the hydrodynamic interaction and corrections for ion cloud effects may be used to describe interacting particles for the temporal and spatial regimes probed by light beating spectroscopy. This equation is then used to find cumulants of decay of the intermediate scattering function. The generalized Smoluchowski equation is reduced to a simple diffusion equation. The resulting diffusion constant depends upon the interparticle forces and is reminiscent of some early descriptions for interacting systems. The generalized Smoluchowski equation is solved for the model system of a linear chain of colloidal particles interacting via nearest neighbor harmonic couplings. The results for the intermediate scattering function and the static structure factor are very reminiscent of corresponding measurements made for interacting colloidal systems. (GHT)
Brownian particles in supramolecular polymer solutions
Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time
Brownian particles in supramolecular polymer solutions
Gucht, van der J.; Besseling, N.A.M.; Knoben, W.; Bouteiller, L.; Cohen Stuart, M.A.
2003-01-01
The Brownian motion of colloidal particles embedded in solutions of hydrogen-bonded supramolecular polymers has been studied using dynamic light scattering. At short times, the motion of the probe particles is diffusive with a diffusion coefficient equal to that in pure solvent. At intermediate time
Edirisinghe, Y; Troupis, J M; Patel, M; Smith, J; Crossett, M
2014-05-01
We used a dynamic three-dimensional (3D) mapping method to model the wrist in dynamic unrestricted dart throwers motion in three men and four women. With the aid of precision landmark identification, a 3D coordinate system was applied to the distal radius and the movement of the carpus was described. Subsequently, with dynamic 3D reconstructions and freedom to position the camera viewpoint anywhere in space, we observed the motion pathways of all carpal bones in dart throwers motion and calculated its axis of rotation. This was calculated to lie in 27° of anteversion from the coronal plane and 44° of varus angulation relative to the transverse plane. This technique is a safe and a feasible carpal imaging method to gain key information for decision making in future hand surgical and rehabilitative practices.
Numerical Simulation of Microcarrier Motion in a Rotating Wall Vessel Bioreactor
ZHI-HAO JU; TIAN-QING LIU; XUE-HU MA; ZHAN-FENG CUI
2006-01-01
Objective To analyze the forces of rotational wall vessel (RWV) bioreactor on small tissue pieces or microcarrier particles and to determine the tracks of microcarrier particles in RWV bioreactor. Methods The motion of the microcarrier in the rotating wall vessel (RWV) bioreactor with both the inner and outer cylinders rotating was modeled by numerical simulation. Results The continuous trajectory of microcarrier particles, including the possible collision with the wall was obtained. An expression between the minimum rotational speed difference of the inner and outer cylinders and the microcarrier particle or aggregate radius could avoid collisions with either wall. The range of microcarrier radius or tissue size, which could be safely cultured in the RWV bioreactor, in terms of shear stress level, was determined. Conclusion The model works well in describing the trajectory of a heavier microcarrier particle in rotating wall vessel.
Secular Motion in a 2nd Degree and Order-Gravity Field with no Rotation
Scheeres, D. J.; Hu, W.
2001-03-01
The motion of a particle about a non-rotating 2nd degree and order-gravity field is investigated. Averaging conditions are applied to the particle motion and a qualitative analysis which reveals the general character of motion in this system is given. It is shown that the orbit plane will either be stationary or precess about the body's axis of minimum or maximum moment of inertia. It is also shown that the secular equations for this system can be integrated in terms of trigonometric, hyperbolic or elliptic functions. The explicit solutions are derived in all cases of interest.
Effects of asymptomatic rotator cuff pathology on in vivo shoulder motion and clinical outcomes.
Baumer, Timothy G; Dischler, Jack; Mende, Veronica; Zauel, Roger; van Holsbeeck, Marnix; Siegal, Daniel S; Divine, George; Moutzouros, Vasilios; Bey, Michael J
2017-06-01
The incidence of asymptomatic rotator cuff tears has been reported to range from 15% to 39%, but the influence of asymptomatic rotator cuff pathology on shoulder function is not well understood. This study assessed the effects of asymptomatic rotator cuff pathology on shoulder kinematics, strength, and patient-reported outcomes. A clinical ultrasound examination was performed in 46 asymptomatic volunteers (age: 60.3 ± 7.5 years) with normal shoulder function to document the condition of their rotator cuff. The ultrasound imaging identified the participants as healthy (n = 14) or pathologic (n = 32). Shoulder motion was measured with a biplane x-ray imaging system, strength was assessed with a Biodex (Biodex Medical Systems, Inc., Shirley, NY, USA), and patient-reported outcomes were assessed using the Western Ontario Rotator Cuff Index and visual analog scale pain scores. Compared with healthy volunteers, those with rotator cuff pathology had significantly less abduction (P = .050) and elevation (P = .041) strength, their humerus was positioned more inferiorly on the glenoid (P = .018), and the glenohumeral contact path length was longer (P = .007). No significant differences were detected in the Western Ontario Rotator Cuff Index, visual analog scale, range of motion, or acromiohumeral distance. The differences observed between the healthy volunteers and those with asymptomatic rotator cuff pathology lend insight into the changes in joint mechanics, shoulder strength, and conventional clinical outcomes associated with the early stages of rotator cuff pathology. Furthermore, these findings suggest a plausible mechanical progression of kinematic and strength changes associated with the development of rotator cuff pathology. Copyright © 2016 Journal of Shoulder and Elbow Surgery Board of Trustees. Published by Elsevier Inc. All rights reserved.
Simulation of aeolian sand saltation with rotational motion
Huang, Ning; Wang, Cong; Pan, Xiying
2010-11-01
In this work, we propose a theoretical model based on the distribution functions of initial liftoff velocity and angular velocity of sand grains to describe a sand saltation process in which both wind field-sand grain coupling and the Magnus force experienced by saltating sand grains have been incorporated. The computation results showed that the Magnus force had significant effects on sand grain saltation. In particular, when the Magnus force was incorporated, the calculated sand transport fluxes and sand transport rate per unit width were closer to the experimental value than when this force was excluded. The sand transport flux is enhanced because the Magnus force owing to particle rotation causes the particles to have higher and longer trajectories, so the particles can get more speed and energy from the wind, which leads to a larger sand transport flux. In addition, it was found that when taking the Magnus force into account, the probability density of the impact velocity and angular velocity of saltating sand grains followed an exponential distribution and a unimodal asymmetric distribution, respectively. Moreover, the sand energy flux increased with the height above the sand surface until the energy flux reached its maximum and then decreased. Furthermore, the energy flux near the ground surface decreased as the grain diameter increased, but beyond a specific height the energy flux increased with the grain diameter. Finally, for the same sand grain diameter, the energy flux increased with the friction velocity.
Perpetual Motion with Maxwell's Demon
Gordon, Lyndsay G. M.
2002-11-01
A method for producing a temperature gradient by Brownian motion in an equilibrated isolated system composed of two fluid compartments and a separating adiabatic membrane is discussed. This method requires globular protein molecules, partially embedded in the membrane, to alternate between two conformations which lie on opposite sides of the membrane. The greater part of each conformer is bathed by one of the fluids and rotates in Brownian motion around its axis, perpendicular to the membrane. Rotational energy is transferred through the membrane during conformational changes. Angular momentum is conserved during the transitions. The energy flow becomes asymmetrical when the conformational changes of the protein are sterically hindered by two of its side-chains, the positions of which are affected by the angular velocity of the rotor. The heat flow increases the temperature gradient in contravention of the Second Law. A second hypothetical model which illustrates solute transfer at variance with the Second Law is also discussed.
Rose, Alice; Birch, Ivan; Kuisma, Raija
2011-09-01
To determine whether a motion control running shoe reduces tibial rotation in the transverse plane during treadmill running. An experimental study measuring tibial rotation in volunteer participants using a repeated measures design. Human Movement Laboratory, School of Health Professions, University of Brighton. Twenty-four healthy participants were tested. The group comprised males and females with size 6, 7, 9 and 11 feet. The age range for participants was 19 to 31 years. The total range of proximal tibial rotation was measured using the Codamotion 3-D Movement Analysis System. A one-tailed paired t-test indicated a statistically significant decrease in the total range of proximal tibial rotation when a motion control shoe was worn (mean difference 1.38°, 95% confidence interval 0.03 to 2.73, P=0.04). There is a difference in tibial rotation in the transverse plane between a motion control running shoe and a neutral running shoe. The results from this study have implications for the use of supportive running shoes as a form of injury prevention. Copyright © 2010 Chartered Society of Physiotherapy. Published by Elsevier Ltd. All rights reserved.
Assimilation of Earth rotation parameters into a global ocean model: excitation of polar motion
J. Saynisch
2011-09-01
Full Text Available The oceanic contribution to Earth rotation anomalies can be manifold. Possible causes are a change of total ocean mass, changes in current speed or location and changes in mass distribution. To derive the governing physical mechanisms of oceanic Earth rotation excitation we assimilate Earth rotation observations with a global circulation ocean model. Before assimilation, observations of length of day and polar motion were transformed into estimates of ocean angular momentum. By using the adjoint 4D-VAR assimilation method we were able to reproduce these estimated time series. Although length of day was assimilated simultaneously the analysis in this paper focuses on the oceanic polar motion generation. Our results show that changes in mass distribution and currents contribute to oceanic polar motion generation. Both contributions are highly correlated and show similar amplitudes. The changes in the model done by the assimilation procedure could be related to changes in the atmospheric forcing. Since for geometrical reasons the change of total ocean mass does not project on polar motion, we conclude that the polar motion is mainly generated by a geostrophic response to atmospheric momentum forcing. In geostrophic currents mass displacement and current speed entail each other. This way the large similarity of mass and current generated ocean angular momentum can be explained.
Milky Way rotation curve from proper motions of red clump giants
Lopez-Corredoira, Martin
2014-01-01
We derive the stellar rotation curve of the Galaxy in the range of Galactocentric radii of R=4-16 kpc at different vertical heights from the Galactic plane of z between -2 and +2 kpc. We used the PPMXL survey, which contains the USNO-B1 proper motions catalog cross-correlated with the astrometry and near-infrared photometry of the 2MASS Point Source Catalog. To improve the accuracy of the proper motions, we calculated the average proper motions of quasars to know their systematic shift from zero in this PPMXL survey, and we applied the corresponding correction to the proper motions of the whole survey, which reduces the systematic error. We selected from the CM diagram K vs. (J-K) the red clump giants and used the information of their proper motions to build a map of the rotation speed of our Galaxy. We obtain an almost flat rotation curve with a slight decrease for higher values of R or |z|. The most puzzling result is obtained for the farthest removed and most off-plane regions, where a significant deviatio...
Harput, Gulcan; Guney, Hande; Toprak, Ugur; Kaya, Tunca; Colakoglu, Fatma Filiz; Baltaci, Gul
2016-09-01
Sport-specific adaptations at the glenohumeral joint could occur in adolescent athletes because they start participating in high-performance sports in early childhood. To investigate shoulder-rotator strength, internal-rotation (IR) and external-rotation (ER) range of motion (ROM), and acromiohumeral distance (AHD) in asymptomatic adolescent volleyball attackers to determine if they have risk factors for injury. Cross-sectional study. University laboratory. Thirty-nine adolescent high school-aged volleyball attackers (22 boys, 17 girls; age = 16.0 ± 1.4 years, height = 179.2 ± 9.0 cm, mass = 67.1 ± 10.9 kg, body mass index = 20.7 ± 2.6 kg/m(2)). Shoulder IR and ER ROM, total-rotation ROM, glenohumeral IR deficit, AHD, and concentric and eccentric strength of the shoulder internal and external rotators were tested bilaterally. External-rotation ROM was greater (t38 = 4.92, P 18°). We observed greater concentric internal-rotator (t38 = 2.89, P = .006) and eccentric external-rotator (t38 = 2.65, P = .01) strength in the dominant than in the nondominant shoulder. The AHD was less in the dominant shoulder (t38 = -3.60, P volleyball attackers demonstrated decreased IR ROM, total ROM, and AHD and increased ER ROM in their dominant shoulder. Therefore, routine screening of adolescent athletes and designing training programs for hazardous adaptive changes could be important in preventing shoulder injuries.
Ratcheted electrophoresis of Brownian particles
Kowalik, Mikołaj; Bishop, Kyle J. M.
2016-05-01
The realization of nanoscale machines requires efficient methods by which to rectify unbiased perturbations to perform useful functions in the presence of significant thermal noise. The performance of such Brownian motors often depends sensitively on their operating conditions—in particular, on the relative rates of diffusive and deterministic motions. In this letter, we present a type of Brownian motor that uses contact charge electrophoresis of a colloidal particle within a ratcheted channel to achieve directed transport or perform useful work against an applied load. We analyze the stochastic dynamics of this model ratchet to show that it functions under any operating condition—even in the limit of strong thermal noise and in contrast to existing ratchets. The theoretical results presented here suggest that ratcheted electrophoresis could provide a basis for electrochemically powered, nanoscale machines capable of transport and actuation of nanoscale components.
English, Niall J; Kusalik, Peter G; Woods, Sarah A
2012-03-07
Non-equilibrium molecular dynamics simulations of R and S enantiomers of 1,1-chlorofluoroethane, both for pure liquids and racemic mixtures, have been performed at 298 K in the absence and presence of both electromagnetic (e/m) and circularly polarised electric (CP) fields of varying frequency (100-2200 GHz) and intensity (0.025-0.2 V Å(-1) (rms)). Significant non-thermal field effects were noted in the coupling of rotational and translational motion; for instance, in microwave and far-infrared (MW/IR) e/m fields, marked increases in rotational and translational diffusion vis-à-vis the zero-field case took place at 0.025-0.1 V Å(-1) (rms), with a reduction in translational diffusion vis-à-vis the zero-field case above 0.1 V Å(-1) (rms) above 100 GHz. This was due to enhanced direct coupling of rotational motion with the more intense e/m field at the ideal intrinsic rotational coupling frequency (approximately 700 GHz) leading to such rapidly oscillating rotational motion that extent of translational motion was effectively reduced. In the case of CP fields, rotational and translational diffusion was also enhanced for all intensities, particularly at approximately 700 GHz. For both MW/IR and CP fields, non-linear field effects were evident above around 0.1 V Å(-1) (rms) intensity, in terms of enhancements in translational and rotational motion. Simulation of 90-10 mol. % liquid mixtures of a Lennard-Jones solvent with R and S enantiomer-solutes in MW/IR and CP fields led to more limited promotion of rotational and translational diffusion, due primarily to increased frictional effects. For both e/m and CP fields, examination of the laboratory- and inertial-frame auto- and cross-correlation functions of velocity and angular velocity demonstrated the development of explicit coupling with the external fields at the applied frequencies, especially so in the more intense fields where nonlinear effects come into play. For racemic mixtures, elements of the laboratory
Milky Way rotation curve from proper motions of red clump giants
López-Corredoira, Martín
2014-03-01
Aims: We derive the stellar rotation curve of the Galaxy in the range of Galactocentric radii of R = 4-16 kpc at different vertical heights from the Galactic plane of z between -2 and +2 kpc. With this we reach high Galactocentric distances in which the kinematics is poorly known due mainly to uncertainties in the distances to the sources. Methods: We used the PPMXL survey, which contains the USNO-B1 proper motions catalog cross-correlated with the astrometry and near-infrared photometry of the 2MASS Point Source Catalog. To improve the accuracy of the proper motions, we calculated the average proper motions of quasars to know their systematic shift from zero in this PPMXL survey, and we applied the corresponding correction to the proper motions of the whole survey, which reduces the systematic error. We selected from the color-magnitude diagram K vs. (J - K) the standard candles corresponding to red clump giants and used the information of their proper motions to build a map of the rotation speed of our Galaxy. Results: We obtain an almost flat rotation curve with a slight decrease for higher values of R or |z|. The most puzzling result is obtained for the farthest removed and most off-plane regions, that is, at R ≈ 16 kpc and |z| ≈ 2 kpc, where a significant deviation from a null average proper motion (~4 mas/yr) in the Galactic longitude direction for the anticenter regions can be directly translated into a rotation speed much lower than at the solar Galactocentric radius. In particular, we obtain an average speed of 82 ± 5(stat.) ± 58(syst.) km s-1 (assuming a solar Galactocentric distance of 8 kpc, and a circular/azimuthal velocity of 250 km s-1 for the Sun and of 238 km s-1 for the Local Standard of Rest), where the high systematic error bar is due mainly to the highest possible contamination of non-red clump giants and the proper motion systematic uncertainty. Conclusions: A scenario with a rotation speed lower than 150 km s-1 in these farthest removed
The Origin of Ekman Flow in a Cavity Subject to Impulsive Rotational Motions
Wen-Jei Yang
2001-01-01
Full Text Available An experimental study is performed to disclose the origin of Ekman flow on the surfaces of a rotating drum resulting from fluid-structure interaction after an impulsive start of motion (referred to as the spin-up process or an impulsive stop (the spin-down process. Laser Doppler velocimetry (LDV is employed to determine instantaneous distribution of both the radial and angular velocity components in the flow field inside the rotating drum. From these results, the secondary flow and the time history of the Ekman boundary layer thickness are determined. The tracer/light sheet method is also engaged to enable real-time visualization of flow patterns. Fluid viscosity, drum size and rotational speed are varied to determine their effects on fluid-structure interactions. Results may be applied to cavity flow in rotating machinery.
Bubble motion in a rotating liquid body. [ground based tests for space shuttle experiments
Annamalai, P.; Subramanian, R. S.; Cole, R.
1982-01-01
The behavior of a single gas bubble inside a rotating liquid-filled sphere has been investigated analytically and experimentally as part of ground-based investigations aimed at aiding in the design and interpretation of Shuttle experiments. In the analysis, a quasi-static description of the motion of a bubble was developed in the limit of small values of the Taylor number. A series of rotation experiments using air bubbles and silicone oils were designed to match the conditions specified in the analysis, i.e., the bubble size, sphere rotation rate, and liquid kinematic viscosity were chosen such that the Taylor number was much less than unity. The analytical description predicts the bubble velocity and its asymptotic location. It is shown that the asymptotic position is removed from the axis of rotation.
The effect of a rotator cuff tear and its size on three-dimensional shoulder motion.
Kolk, Arjen; Henseler, Jan Ferdinand; de Witte, Pieter Bas; van Zwet, Erik W; van der Zwaal, Peer; Visser, Cornelis P J; Nagels, Jochem; Nelissen, Rob G H H; de Groot, Jurriaan H
2017-06-01
Rotator cuff-disease is associated with changes in kinematics, but the effect of a rotator cuff-tear and its size on shoulder kinematics is still unknown in-vivo. In this cross-sectional study, glenohumeral and scapulothoracic kinematics of the affected shoulder were evaluated using electromagnetic motion analysis in 109 patients with 1) subacromial pain syndrome (n=34), 2) an isolated supraspinatus tear (n=21), and 3) a massive rotator cuff tear involving the supraspinatus and infraspinatus (n=54). Mixed models were applied for the comparisons of shoulder kinematics between the three groups during abduction and forward flexion. In the massive rotator cuff-tear group, we found reduced glenohumeral elevation compared to the subacromial pain syndrome (16°, 95% CI [10.5, 21.2], protator cuff tears coincides with an increase in scapulothoracic lateral rotation compared to subacromial pain syndrome (11°, 95% CI [6.5, 15.2], protator cuff-tear group had substantially less glenohumeral elevation and more scapulothoracic lateral rotation compared to the other groups. These observations suggest that the infraspinatus is essential to preserve glenohumeral elevation in the presence of a supraspinatus tear. Shoulder kinematics are associated with rotator cuff-tear size and may have diagnostic potential. Copyright © 2017 Elsevier Ltd. All rights reserved.
Hoffman, Shannon L; Johnson, Molly B; Zou, Dequan; Harris-Hayes, Marcie; Van Dillen, Linda R
2011-08-01
Increased and early lumbopelvic motion during trunk and limb movements is thought to contribute to low back pain (LBP). Therefore, reducing lumbopelvic motion could be an important component of physical therapy treatment. Our purpose was to examine the effects of classification-specific physical therapy treatment (Specific) based on the Movement System Impairment (MSI) model and non-specific treatment (Non-Specific) on lumbopelvic movement patterns during hip rotation in people with chronic LBP. We hypothesized that following treatment people in the Specific group would display decreased lumbopelvic rotation and achieve more hip rotation before lumbopelvic rotation began. We hypothesized that people in the Non-Specific group would display no change in these variables. Kinematic data collected before and after treatment for hip lateral and medial rotation in prone were analyzed. The Specific group (N = 16) demonstrated significantly decreased lumbopelvic rotation and achieved greater hip rotation before the onset of lumbopelvic rotation after treatment with both hip lateral and medial rotation. The Non-Specific group (N = 16) demonstrated significantly increased lumbopelvic rotation and no change in hip rotation achieved before the onset of lumbopelvic rotation. People who received treatment specific to their MSI LBP classification displayed decreased and later lumbopelvic motion with hip rotation, whereas people who received generalized non-specific treatment did not. Copyright © 2010 Elsevier Ltd. All rights reserved.
张晨; 彭婷; 刘宇佳
2015-01-01
文章将广义自回归条件异方差（generalized autoregressive conditional heteroskedasticity ，GARCH ）模型和分形布朗运动结合引入碳金融期权定价研究中。通过对欧洲碳排放配额（European Union Allowance ， EUA）期货收盘价的样本数据检验，发现其存在尖峰厚尾、条件异方差性和分形特征；采用GARCH模型拟合并预测碳价收益率波动率；将预测的波动率作为输入值代入分形布朗运动期权定价方法，运用蒙特卡罗模拟对EUA期货期权进行定价，并与B‐S期权定价法（Black‐Scholes Option Pricing Model）比较。结果表明，基于GARCH分形布朗运动模型的碳期权定价法预测精度有显著提高。%This paper introduces the idea of combining generalized autoregressive conditional heteroskedasticity (GARCH) model and fractional Brownian motion into carbon option pricing .Firstly ,the test results from closing price of European Union Allowance (EUA) Futures show that obvious peak and fat tails ,heterosce‐dasticity and fractal feature reside in the data .Secondly ,the GARCH model is used to fit the volatility of EUA Futures price ,which can reasonably describe and forecast the time‐varying volatility .With the forecas‐ted volatility being the input in fractional Brownian motion carbon option pricing ,the Monte Carlo simulation is used to simulate the pricing of EUA Futures options ,and then the pricing result is compared with that of Black‐Scholes option pricing model .The result shows that carbon option pricing based on fractional Brownian motion combined with GARCH model can improve the pricing accuracy .
Fractional-wrapped branes with rotation, linear motion and background fields
Maghsoodi, Elham; Kamani, Davoud
2017-09-01
We obtain two boundary states corresponding to the two folds of a fractional-wrapped Dp-brane, i.e. the twisted version under the orbifold C2 /Z2 and the untwisted version. The brane has rotation and linear motion, in the presence of the following background fields: the Kalb-Ramond tensor, a U (1) internal gauge potential and a tachyon field. The rotation and linear motion are inside the volume of the brane. The brane lives in the d-dimensional spacetime, with the orbifold-toroidal structure Tn ×R 1 , d - n - 5 ×C2 /Z2 in the twisted sector. Using these boundary states we calculate the interaction amplitude of two parallel fractional Dp-branes with the foregoing setup. Various properties of this amplitude such as the long-range behavior will be analyzed.
Jensen, Jens Højgaard
2014-01-01
In a recent paper (Robinson G and Robinson I 2013 Phys. Scr. 88 018101) the authors developed the differential equations which govern the motion of a spherical projectile rotating about an arbitrary axis in the presence of an arbitrary wind, assuming that both the drag force and the lift force are independent of the Reynolds number and proportional to the square of the projectile's velocity. In this paper, by dimensional analysis, the latter assumption is shown to be incorrect for forces depe...
Structural dynamics studies of rotating bladed-disk assemblies coupled with flexible shaft motions
Loewy, R. G.; Khader, N.
1983-01-01
In order to analyze the dynamic behavior of the first stage compressor/fan of the 'E3' turbofan engine, a classical structural dynamics approach is employed to couple the motions of a flexible bladed disk to a rotating flexible shaft. The analysis accounts for flexible disk displacements which are transverse to the plane of rotation, and radial as well as tangential, and also accounts for rigid disk translations along, and rotations about, axes normal to the undeformed shaft axes. In the case of a wide range of E3 engine shaft flexibilities and speeds, some of the one-diametral node frequencies are shown to be affected by shaft degrees of freedom whose stiffness values are in general range of design practice. Coriolis forces are also found to significantly affect natural frequencies where strong coupling between certain modes is present.
Brownian coagulation at high particle concentrations
Trzeciak, T. M.
2012-01-01
The process of Brownian coagulation, whereby particles are brought together by thermal motion and grow by collisions, is one of the most fundamental processes influencing the final properties of particulate matter in a variety of technically important systems. It is of importance in colloids, emulsi
Tian, W.
2016-07-01
Ring laser gyroscope technique directly senses the Earth's instantaneous rotation pole (IRP), whose polar motion contains strong retrograde diurnal components induced by external torques due to the gravitational attraction of the Moon and Sun. The first direct measurement of this retrograde diurnal motion with three large ring lasers was reported by Schreiber et al. (J Geophys Res 109(B18):B06405, 2004). Since then many technical improvements led to a significant increase in precision and stability of ring laser gyroscopes; however, precise determination of amplitude and phase at main partial waves has not been given in the literature. In this paper, I will report on determination of the retrograde diurnal motion of the IRP at main partial waves (Oo_1, J_1, K_1, M_1, O_1, Q_1 ) by the ring laser "G", located in Wettzell, Germany, which is the most stable one amongst the currently running large ring laser gyroscopes.
Tian, W.
2017-01-01
Ring laser gyroscope technique directly senses the Earth's instantaneous rotation pole (IRP), whose polar motion contains strong retrograde diurnal components induced by external torques due to the gravitational attraction of the Moon and Sun. The first direct measurement of this retrograde diurnal motion with three large ring lasers was reported by Schreiber et al. (J Geophys Res 109(B18):B06405, significant increase in precision and stability of ring laser gyroscopes; however, precise determination of amplitude and phase at main partial waves has not been given in the literature. In this paper, I will report on determination of the retrograde diurnal motion of the IRP at main partial waves (Oo_1, J_1, K_1, M_1, O_1, Q_1) by the ring laser "G", located in Wettzell, Germany, which is the most stable one amongst the currently running large ring laser gyroscopes.
Eremin, Alexey; Hirankittiwong, Pemika; Chattham, Nattaporn; Nádasi, Hajnalka; Stannarius, Ralf; Limtrakul, Jumras; Haba, Osamu; Yonetake, Koichiro; Takezoe, Hideo
2015-01-01
A small amount of azo-dendrimer molecules dissolved in a liquid crystal enables translational and rotational motions of microrods in a liquid crystal matrix under unpolarized UV light irradiation. This motion is initiated by a light-induced trans-to-cis conformational change of the dendrimer adsorbed at the rod surface and the associated director reorientation. The bending direction of the cis conformers is not random but is selectively chosen due to the curved local director field in the vicinity of the dendrimer-coated surface. Different types of director distortions occur around the rods, depending on their orientations with respect to the nematic director field. This leads to different types of motions driven by the torques exerted on the particles by the director reorientations. PMID:25624507
Magnen, Jacques; Unterberger, Jérémie
2012-03-01
{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\\alphacalculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \\cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\\'evy area.
王剑君
2011-01-01
In this paper, a new kind of hybrid model is presented. Under the hypothesis of underlying asset price submitting to multidimensional fractional Brownian motions and Poisson processes, the pricing formulas of two kinds of exotic options are obtained by means of the generalized pricing formula of European contingent claim of the model.%文章假设标的资产价格服从受分数布朗运动和泊松过程共同驱动的一类混合模型,通过这一模型的欧式未定权益的一般定价公式,求出了2种奇异期权的定价公式.
在分数布朗运动下权益指数年金的定价%On Pricing of Equity-Indexed Annuities in Fractional Brownian Motion
郭峰涛
2012-01-01
假设标的资产价格服从几何分数布朗运动,在标的资产有红利支付且红利率和无风险利率为非随机函数的情况下,给出了不同方法下权益指数年金的定价公式.%In this paper, the underlying asset is supposed to be subject to Geometric Fractional Brownian Motion with payment of dividends. The risk-free interest rate and dividend yield are non-random functions. The pricing formulas of Equity-Indexed Annuities under different methods are given. In addition, a-nalysis of sensitivity has also been made.
Rotational ratchets with dipolar interactions.
Jäger, Sebastian; Klapp, Sabine H L
2012-12-01
We report results from a computer simulation study on the rotational ratchet effect in systems of magnetic particles interacting via dipolar interactions. The ratchet effect consists of directed rotations of the particles in an oscillating magnetic field, which lacks a net rotating component. Our investigations are based on Brownian dynamics simulations of such many-particle systems. We investigate the influence of both the random and deterministic contributions to the equations of motion on the ratchet effect. As a main result, we show that dipolar interactions can have an enhancing as well as a dampening effect on the ratchet behavior depending on the dipolar coupling strength of the system under consideration. The enhancement is shown to be caused by an increase in the effective field on a particle generated by neighboring magnetic particles, while the dampening is due to restricted rotational motion in the effective field. Moreover, we find a nontrivial influence of the short-range, repulsive interaction between the particles.
Liu, Xinmin; Belcher, Andrew H.; Grelewicz, Zachary; Wiersma, Rodney D., E-mail: rwiersma@uchicago.edu [Department of Radiation and Cellular Oncology, The University of Chicago, Chicago, Illinois 60637 (United States)
2015-06-15
Purpose: To develop a control system to correct both translational and rotational head motion deviations in real-time during frameless stereotactic radiosurgery (SRS). Methods: A novel feedback control with a feed-forward algorithm was utilized to correct for the coupling of translation and rotation present in serial kinematic robotic systems. Input parameters for the algorithm include the real-time 6DOF target position, the frame pitch pivot point to target distance constant, and the translational and angular Linac beam off (gating) tolerance constants for patient safety. Testing of the algorithm was done using a 4D (XY Z + pitch) robotic stage, an infrared head position sensing unit and a control computer. The measured head position signal was processed and a resulting command was sent to the interface of a four-axis motor controller, through which four stepper motors were driven to perform motion compensation. Results: The control of the translation of a brain target was decoupled with the control of the rotation. For a phantom study, the corrected position was within a translational displacement of 0.35 mm and a pitch displacement of 0.15° 100% of the time. For a volunteer study, the corrected position was within displacements of 0.4 mm and 0.2° over 98.5% of the time, while it was 10.7% without correction. Conclusions: The authors report a control design approach for both translational and rotational head motion correction. The experiments demonstrated that control performance of the 4D robotic stage meets the submillimeter and subdegree accuracy required by SRS.
Kinematics of Milky Way Satellites: Mass Estimates, Rotation Limits, and Proper Motions
Louis E. Strigari
2010-01-01
Full Text Available In the past several years kinematic data sets from Milky Way satellite galaxies have greatly improved, furthering the evidence that these systems are the most dark matter dominated objects known. This paper discusses a maximum likelihood formalism that extracts important quantities from these kinematic data sets, including the amplitude of a rotational signal, proper motions, and the mass distributions. Using a simple model for galaxy rotation it is shown that the expected error on the amplitude of a rotational signal is ∼0.5 km s−1 with ∼103 stars from either classical or ultra-faint satellites. As an example Sculptor is analyzed for the presence of a rotational signal; no significant detection of rotation is found, with a 90% c.l. upper limit of ∼2 km s−1. A criterion for model selection is presented that determines the parameters required to describe the dark matter halo density profiles and the stellar velocity anisotropy. Applied to four data sets with a wide range of velocities, models with variable velocity anisotropy are preferred relative to those with constant velocity anisotropy, and that central dark matter profiles both less cuspy and more cuspy than Lambda-Cold Dark Matter-based fits are equally acceptable.
Brotman, David; Zhang, Ziheng; Sampath, Smita
2012-01-01
Non-invasive quantification of regional left ventricular (LV) rotation may improve understanding of cardiac function. Current methods employed to quantify rotation typically acquire data on a set of prescribed short-axis slices, neglecting effects due to through-plane myocardial motion. We combine principles of slice-following tagged imaging with harmonic phase analysis methods to account for through-plane motion in regional rotation measurements. We compare rotation and torsion measurements obtained using our method to those obtained from imaging datasets acquired without slice-following. Our results in normal volunteers demonstrate differences in the general trends of average and regional rotation-time plots in mid-basal slices, and of the rotation versus circumferential strain loops. We observe substantial errors in measured peak average rotation of the order of 58% for basal slices (due to change in the pattern of the curve), −6.6% for mid-ventricular slices, and −8.5% for apical slices; and an average error in base-to-apex torsion of 19% when through-plane motion is not considered. This study concludes that due to an inherent base-to-apex gradient in rotation that exists in the LV, accounting for through-plane motion is critical to the accuracy of LV rotation quantification. PMID:22700308
Intermediate scattering function of an anisotropic active Brownian particle
Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas
2016-10-01
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.
Gaebler, Peter J.; Sens-Schönfelder, Christoph; Korn, Michael
2015-04-01
Monte Carlo solutions to the radiative transfer equations are used to model translational and rotational motion seismogram envelopes in random elastic media with deterministic background structure assuming multiple anisotropic scattering. Observation and modelling of the three additional components of rotational motions can provide independent information about wave propagation in the Earth's structure. Rotational motions around the vertical axis observed in the P-wave coda are of particular interest as they can only be excited by horizontally polarized shear waves and therefore indicate the conversion from P to SH energy by multiple scattering at 3-D heterogeneities. To investigate crustal scattering and attenuation parameters in south-east Germany beneath the Gräfenberg array multicomponent seismogram envelopes of rotational and translational motions are synthesized and compared to seismic data from regional swarm-earthquakes and of deep teleseismic events. In the regional case a nonlinear genetic inversion is used to estimate scattering and attenuation parameters at high frequencies (4-8 Hz). Our preferred model of crustal heterogeneity consists of a medium with random velocity and density fluctuations described by an exponential autocorrelation function with a correlation length of a few hundred metres and fluctuations in the range of 3 per cent. The quality factor for elastic S-waves attenuation Q_i^S is around 700. In a second, step simulations of teleseismic P-wave arrivals using this estimated set of scattering and attenuation parameters are compared to observed seismogram envelopes from deep events. Simulations of teleseismic events with the parameters found from the regional inversion show good agreement with the measured seismogram envelopes. This includes ringlaser observations of vertical rotations in the teleseismic P-wave coda that naturally result from the proposed model of wave scattering. The model also predicts, that the elastic energy recorded
A reciprocating motion-driven rotation mechanism for the ATP synthase.
Liu, Jiafeng; Fu, Xinmiao; Chang, Zengyi
2016-01-01
The ATP synthase (having a typical subunit composition of α3β3γδεab2c8-15) employs an intriguing rotary mechanism for the generation of ATP from ADP and Pi, using energy stored in a transmembrane proton gradient. The conventional rotary model, although being generally accepted, remains difficult to explain certain experimental observations. Here we propose an alternative rotary model for the ATP synthase such that what rotates is the catalytic α3β3 cylinder rather than the central stalk and the membrane-embedded c-ring. Specifically, the membrane translocation of protons would induce a cycled conformational change in the c-ring, leading to a reciprocating motion of the attached central stalk, which in turn drives the unidirectional rotation of the α3β3 cylinder. Such a reciprocating motion-driven rotation mechanism is somehow analogous to the working mechanism of a retractable click ballpoint pen. Our new model not only explains the experimental observations that have been difficult to reconcile with the conventional model but also avoids its theoretical illogicality.
Natural Convection in a Rotating Nanofluid Layer
Bhadauria B.S.; Agarwal Shilpi
2012-01-01
In this paper, we study the effect of rotation on the thermal instability in a horizontal layer of a Newtonian nanofluid. The nanofluid layer incorporates the effect of Brownian motion along with thermophoresis. The linear stability based on normal mode technique has been investigated.We observe that the value of Rayleigh number can be increased by a substantial amount on considering a bottom heavy suspension of nano particles. The effect of various parameters on Rayleigh number has been pres...
Park, Seoung Hoon; Kim, Seonjin; Kwon, MinHyuk; Christou, Evangelos A
2016-03-01
Vision and auditory information are critical for perception and to enhance the ability of an individual to respond accurately to a stimulus. However, it is unknown whether visual and auditory information contribute differentially to identify the direction and rotational motion of the stimulus. The purpose of this study was to determine the ability of an individual to accurately predict the direction and rotational motion of the stimulus based on visual and auditory information. In this study, we recruited 9 expert table-tennis players and used table-tennis service as our experimental model. Participants watched recorded services with different levels of visual and auditory information. The goal was to anticipate the direction of the service (left or right) and the rotational motion of service (topspin, sidespin, or cut). We recorded their responses and quantified the following outcomes: (i) directional accuracy and (ii) rotational motion accuracy. The response accuracy was the accurate predictions relative to the total number of trials. The ability of the participants to predict the direction of the service accurately increased with additional visual information but not with auditory information. In contrast, the ability of the participants to predict the rotational motion of the service accurately increased with the addition of auditory information to visual information but not with additional visual information alone. In conclusion, this finding demonstrates that visual information enhances the ability of an individual to accurately predict the direction of the stimulus, whereas additional auditory information enhances the ability of an individual to accurately predict the rotational motion of stimulus.
Near-Field, On-Chip Optical Brownian Ratchets.
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L
2016-08-10
Nanoparticles in aqueous solution are subject to collisions with solvent molecules, resulting in random, Brownian motion. By breaking the spatiotemporal symmetry of the system, the motion can be rectified. In nature, Brownian ratchets leverage thermal fluctuations to provide directional motion of proteins and enzymes. In man-made systems, Brownian ratchets have been used for nanoparticle sorting and manipulation. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Here, we demonstrate an optical Brownian ratchet based on the near-field traps of an asymmetrically patterned photonic crystal. The system yields over 25 times greater trap stiffness than conventional optical tweezers. Our technique opens up new possibilities for particle manipulation in a microfluidic, lab-on-chip environment.
van den Broek, M; Van den Broeck, C
2008-04-04
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
Van Den Broek, Martijn; Van Den Broeck, Christian
2007-01-01
We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.
Sergey PLOTNIKOV
2014-09-01
Full Text Available The simulation from the motion of flat particle revealed that the fall depends on the height of the drop, the thickness and density of the particles and does not depend on its length and width. The drop in air is about 20% longer than in vacuum. During orientation from angular particles the velocity of rotating particles with a length of 150mm is reduced by 18%, for particles with a length of 75mm by 12%. This reduction increases linearly with decreasing density of particles. A velocity field acting on the particle in the fall and rotation was presented. The results of the study prove the possibility to reduce the scatter of the particles during the mat's formation, that in turns can increase the board’s bending strength.
On the relative rotational motion between rigid fibers and fluid in turbulent channel flow
Marchioli, C. [Department of Electrical, Management and Mechanical Engineering, University of Udine, 33100 Udine (Italy); Zhao, L., E-mail: lihao.zhao@ntnu.no [Department of Energy and Process Engineering, Norwegian University of Science and Technology, 7491 Trondheim (Norway); Andersson, H. I. [Department of Electrical, Management and Mechanical Engineering, University of Udine, 33100 Udine (Italy); Department of Energy and Process Engineering, Norwegian University of Science and Technology, 7491 Trondheim (Norway)
2016-01-15
In this study, the rotation of small rigid fibers relative to the surrounding fluid in wall-bounded turbulence is examined by means of direct numerical simulations coupled with Lagrangian tracking. Statistics of the relative (fiber-to-fluid) angular velocity, referred to as slip spin in the present study, are evaluated by modelling fibers as prolate spheroidal particles with Stokes number, St, ranging from 1 to 100 and aspect ratio, λ, ranging from 3 to 50. Results are compared one-to-one with those obtained for spherical particles (λ = 1) to highlight effects due to fiber length. The statistical moments of the slip spin show that differences in the rotation rate of fibers and fluid are influenced by inertia, but depend strongly also on fiber length: Departures from the spherical shape, even when small, are associated with an increase of rotational inertia and prevent fibers from passively following the surrounding fluid. An increase of fiber length, in addition, decouples the rotational dynamics of a fiber from its translational dynamics suggesting that the two motions can be modelled independently only for long enough fibers (e.g., for aspect ratios of order ten or higher in the present simulations)
Lunden, Jason B; Muffenbier, Mike; Giveans, M Russell; Cieminski, Cort J
2010-09-01
Clinical measurement, reliability. To compare intrarater and interrater reliability of shoulder internal rotation (IR) passive range of motion measurements utilizing a standard supine position and a sidelying position. Glenohumeral IR range of motion deficits are often noted in patients with shoulder pathology. Excellent intrarater reliability has been found when measuring this motion. However, interrater reliability has been reported as poor to fair. Some clinicians currently use a sidelying position for IR stretching with patients who have shoulder pathology. However, no objective data exist for IR passive range of motion measured in this sidelying position, either in terms of reliability or normative values. Seventy subjects (mean age, 36.8 years), with (n = 19) and without (n = 51) shoulder pathology, were included in this study. Shoulder IR passive range of motion of the dominant shoulder or involved shoulder was measured by 2 investigators in 2 positions: (1) a standard supine position, with the shoulder at 90 degrees of abduction, and (2) in sidelying on the tested side, with the shoulder flexed to 90 degrees . Intrarater reliability for supine measurements was good to excellent (ICC3,1 = 0.70-0.93) and for sidelying measurements was excellent (ICC3,1 = 0.94-0.98). Interrater reliability was fair to good for the supine measurement (ICC2,2 = 0.74-0.81) and good to excellent for the sidelying measurement (ICC2,2 = 0.88-0.96). The mean (range) value of the dominant shoulder sidelying IR passive range of motion was 40 degrees (11 degrees to 69 degrees ) for healthy subjects and 25 degrees (-16 degrees to 49 degrees) for subjects with shoulder pathology. For subjects with shoulder pathology, measurements of shoulder IR made in the sidelying position had superior intrarater and interrater reliability compared to those in the standard supine position.
How superdiffusion gets arrested: ecological encounters explain shift from Lévy to Brownian movement
de Jager, Monique; Bartumeus, Frederic; Kölzsch, Andrea; Franz J. Weissing; 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-induc...
Ahmed, Kabir; Lee, Soobum
2016-04-01
This paper proposes a new efficient motion conversion system which can be used in an energy harvesting system that converts wasted kinematic energy into electrical energy. In the proposed system, a reciprocating translational motion will be converted into one-directional rotational motion that spins a generator. The system will be devised with a two overlapping chambers (chamber 1 and 2) which move relatively through the sliding joint, and a pair of flexible strings (belt, steel wire, or chain) run around the rotor of the generator. Each end of the string fixed to chamber 1 is designed not to interfere with chamber 2 where the generator is mounted. When the two chambers move relatively, either top or bottom string is tensioned to spin the rotor while the other string is being rewound. One-directional clutch with a coil spring is engaged in a rewinding system - as found in a rowing machine, for example - so each string actuates the rotor only when it is in tension. This device can be applied to any mechanism where reciprocating translational motion exists, such as linear suspension system in a vehicle, a bicycle, and an energy generating marine buoy. The experimental study result will be reported as well as its battery-charging capacity will be demonstrated.
桑利恒; 杜雪樵
2012-01-01
利用分数布朗运动研究了一种强路径依赖型期权—回望期权的定价问题.首先列出了有关的定义和引理;其次利用该定义和引理建立了分数布朗运动情况下的价格模型,通过鞅方法,得到了回望期权价格所满足的方程;最后分别给出了看跌回望期权和看涨回望期权的定价公式的显式解.%This paper mainly deals with the pricing problem of the look-back option using the fractional Berownian motion, which is a kind of path dependent option. First of all the paper Lists in the definition and lemma; and secondly by the use of the definition and lemma established under fractional Brownian motion model of the price, look-back options pricing has been met by the differential equation; the final shows look-back put option and look-back call option pricing formula of the explicit solution respectively by using the random differential equation and the martingale methods.
On the rotational motion of NEAs during close encounters with Earth and Venus
Guimarães Boldrin, Luiz Augusto; Winter, Othon; Araujo, Rosana
2016-10-01
"NEAs" stands for Near-Earth Asteroids, and as the name suggests it refers to the asteroids that in its orbital evolution approach the Earth's orbit. During their lifetime, the NEAs suffer numerous close encounters (CE) with Earth, Mars and Venus. These close encounters cause variations in the orbital and rotational angular momentum, changing their dynamic behavior of them. The variation of the rotational angular momentum during the next encounters can increase or decrease the rotation rate depending on the initial condition. In addition to the rotation rate, close encounters cause variation in the movement of precession and nutation of the asteroid. Using a numerical model that takes into account the spin-orbit coupling of a body with ellipsoidal shape, the aim of this study is to analyze the variation and rotacioanal motion (rotation, precession and nutation) of asteroids during CE with earth and Venus for different initial conditions. We computed the variation of the obliquity, the variation of spin period and the spin mode (tumbling or non-tumbling and long-axis mode or short-axis mode) after the CE. We found significant changes in obliquity and spin period only in cases with strong encounters, i.e., those is in cases where the distance of the encounter (d) and the relative velocity (v) (we call encounter parameters) are small. On the other hand we did not find a relation between encounter parameters and the behavior of the spin mode since the body can tumbling in low as well as large values of (d) and (v). For future works we intent to do the same study for a binary asteroid system.
Evidence for rotational motions in the feet of a quiescent solar prominence
Suárez, D Orozco; Bueno, J Trujillo
2012-01-01
We present observational evidence of apparent plasma rotational motions in the feet of a solar prominence. Our study is based on spectroscopic observations taken in the He I 1083.0 nm multiplet with the Tenerife Infrared Polarimeter attached to the German Vacuum Tower Telescope. We recorded a time sequence of spectra with 34 s cadence placing the slit of the spectrograph almost parallel to the solar limb and crossing two feet of an intermediate size, quiescent hedgerow prominence. The data show opposite Doppler shifts, +/- 6 km/s, at the edges of the prominence feet. We argue that these shifts may be interpreted as prominence plasma rotating counterclockwise around the vertical axis to the solar surface as viewed from above. The evolution of the prominence seen in EUV images taken with the Solar Dynamic Observatory provided us clues to interpret the results as swirling motions. Moreover, time-distance images taken far from the central wavelength show plasma structures moving parallel to the solar limb with ve...
Yoneda, Shigetaka; Yoneda, Teruyo; Kurihara, Youji; Umeyama, Hideaki
2002-08-01
A molecular dynamics (MD) simulation of a complex of a rhinovirus protein shell referred to as a "capsid" and an anti-rhinovirus drug, WIN52084s, was performed under the rotational symmetry boundary conditions. For the simulation, the energy parameters of WIN52084s in all-atom approximations were determined by ab initio calculations using a 6-31G* basis set and the two-conformational two-stage restricted electrostatic potential fit method. The motion of WIN52084s and the capsid was focused on in the analysis of the trajectory of the simulation. The root mean square deviations of WIN52084s from the X-ray structure were decomposed to conformational, translational, and rotational components. The translation was further decomposed to radial, longitudinal, and lateral components. The conformation of WIN52084s was rigid, but moving in the pocket. The easiest path of motion for WlN52084s was on the longitudinal line, providing a track for the binding process required of the anti-rhinovirus drug to enter the pocket. The conformation of the pocket was also preserved in the simulation, although the position of the pocket in the capsid fluctuated in the lateral and radial directions.
Roynette, Bernard
2009-01-01
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number of examples of such penalisations in the Brownian and Bessel processes framework. The Martingale theory plays a crucial role. A general principle for penalisation emerges from these examples. In particular, it is shown in the Brownian framework that a positive sigma-finite measure takes a large class of penalisations into account.
Radiation Reaction for a Charged Brownian Particle
Vlasov, A A
2002-01-01
As it is known a model of a charged particle with finite size is a good tool to consider the effects of self- action and backreaction, caused by electromagnetic radiation. In this work the "size" of a charged particle is induced by its stochastic Brownian vibration. Appropriate equation of particle's motion with radiation force is derived. It is shown that the solutions of this equation correctly describe the effects of radiation reaction.
Modeling and adaptive motion/force tracking for ver tical wheel on rotating table
Zhongcai Zhang; Yuqiang Wu; Wei Sun
2015-01-01
This paper is devoted to the problem of modeling and adaptive motion/force tracking for a class of nonholonomic dy-namic systems with affine constraints (NDSAC): a vertical wheel on a rotating table. Prior to the development of tracking control er, the dynamic model of the wheel in question is derived in a meticu-lous manner. A continuously differentiable friction model is also considered in the modeling. By exploiting the inherent cascade interconnected structure of the wheel dynamics, an adaptive mo-tion/force tracking control er is presented guaranteeing that the trajectory tracking errors asymptotical y converge to zero while the contact force tracking errors can be made smal enough by tuning design parameters. Simulation results are provided to validate the effectiveness of the proposed tracking methodology.
杨朝强
2013-01-01
利用混合分数布朗运动的Itó公式和复合泊松过程驱动的随机微分方程,建立了一类混合跳-扩散分数布朗运动环境下的价格模型,在Merton假设条件下对其随机微分方程的Cauchy初值问题采用迭代法作了估计,得到了混合跳-扩散模型下的欧式看跌期权定价的Merton公式,从而给出了混合跳-扩散分数布朗运动欧式浮动履约价的看涨回望期权和看跌回望期权定价公式.%The mixed jump-diffusion fractional Brownian motion model under the Itó formula and fractional diffusion process with non-homogeneous Poisson process was proposed.By using the iterative method,the Cauchy initial problem of stochastic differential equations were estimated under the conditions of Merton assumptions.Then the pricing Merton-formula of European option that meets the pricing model for the European floating strike price of the lookback option was obtained.Finally the pricing formulas of floating strike lookback call option and lookback put option were proofed.
Higher-order analytical solutions for the equation of motion of a particle on a rotating parabola
Chowdhury, M. S. H.; Hosen, Md. Alal; Ali, Mohammad Yeakub; Ismail, Ahmad Faris
2017-04-01
In the present paper, a novel analytical technique to obtain higher-order approximate solutions for the equation of motion of a particle on a rotating parabola has been introduced, which is based on an energy balance method (EBM). The results are valid for small as well as large oscillation of initial amplitude. It is highly remarkable that using the introduced technique a third-order approximate solution gives an excellent agreement with the exact ones. The introduced technique is applied to the motion of a particle on a rotating parabola having high nonlinearity to illustrate its novelty, reliability and wider applicability.
Hermanns, Lutz Karl Heinz; Santoyo, M.A.; Quiros, L.E.; Vega Domínguez, Jaime; Gaspar Escribano, Jorge M.; Benito Oterino, Belen
2011-01-01
We study the dynamic response of a wind turbine structure subjected to theoretical seismic motions, taking into account the rotational component of ground shaking. Models are generated for a shallow moderate crustal earthquake in the Madrid Region (Spain). Synthetic translational and rotational time histories are computed using the Discrete Wavenumber Method, assuming a point source and a horizontal layered earth structure. These are used to analyze the dynamic response of a wind turb...
Dallas, S. S.
1977-01-01
The equations of motion for rotating finite bodies are computed in the perfect fluid metric in the extended parametric post-Newtonian (PPN) formalism of Will and Nordtvedt (1972) and are used to build a model of the solar system consisting of N oblate, homogeneous, stationary, self-gravitating masses of rotating perfect fluid. These equations contain relativistic acceleration terms which are currently observable or may be observable in the future with improved radio and laser ranging techniques.
Brownian molecular rotors: Theoretical design principles and predicted realizations
Schönborn, Jan Boyke; Herges, Rainer; Hartke, Bernd
2009-06-01
We propose simple design concepts for molecular rotors driven by Brownian motion and external photochemical switching. Unidirectionality and efficiency of the motion is measured by explicit simulations. Two different molecular scaffolds are shown to yield viable molecular rotors when decorated with suitable substituents.
Hoffman, Shannon L.; Johnson, Molly B.; Zou, Dequan; Harris-Hayes, Marcie; Van Dillen, Linda R.
2011-01-01
Increased and early lumbopelvic motion during trunk and limb movements is thought to contribute to low back pain (LBP). Therefore, reducing lumbopelvic motion could be an important component of physical therapy treatment. Our purpose was to examine the effects of classification-specific physical therapy treatment (Specific) based on the Movement System Impairment (MSI) model and non-specific treatment (Non-Specific) on lumbopelvic movement patterns during hip rotation in people with chronic L...
Theory of nonrigid rotational motion applied to NMR relaxation in RNA.
Emani, Prashant S; Olsen, Gregory L; Varani, Gabriele; Drobny, Gary P
2011-11-10
Solution NMR spectroscopy can elucidate many features of the structure and dynamics of macromolecules, yet relaxation measurements, the most common source of experimental information on dynamics, can sample only certain ranges of dynamic rates. A complete characterization of motion of a macromolecule thus requires the introduction of complementary experimental approaches. Solid-state NMR spectroscopy successfully probes the time scale of nanoseconds to microseconds, a dynamic window where solution NMR results have been deficient, and probes conditions where the averaging effects of rotational diffusion of the molecule are absent. Combining the results of the two distinct techniques within a single framework provides greater insight into dynamics, but this task requires the common interpretation of results recorded under very different experimental conditions. Herein, we provide a unified description of dynamics that is robust to the presence of large-scale conformational exchange, where the diffusion tensor of the molecule varies on a time scale comparable to rotational diffusion in solution. We apply this methodology to the HIV-1 TAR RNA molecule, where conformational rearrangements are both substantial and functionally important. The formalism described herein is of greater generality than earlier combined solid-state/solution NMR interpretations, if detailed molecular structures are available, and can offer a more complete description of RNA dynamics than either solution or solid-state NMR spectroscopy alone.
Kleiner, Isabelle; Hougen, Jon T.
2015-01-01
A new hybrid-model fitting program for methylamine-like molecules has been developed, based on an effective Hamiltonian in which the ammonia-like inversion motion is treated using a tunneling formalism, while the internal-rotation motion is treated using an explicit kinetic energy operator and potential energy function. The Hamiltonian in the computer program is set up as a 2×2 partitioned matrix, where each diagonal block contains a traditional torsion-rotation Hamiltonian (as in the earlier program BELGI), and the two off-diagonal blocks contain tunneling terms. This hybrid formulation permits the use of the permutation-inversion group G6 (isomorphic to C3v) for terms in the two diagonal blocks, but requires G12 for terms in the off-diagonal blocks. The first application of the new program is to 2-methylmalonaldehyde. Microwave data for this molecule were previously fit using an all-tunneling Hamiltonian formalism to treat both large-amplitude-motions. For 2-methylmalonaldehyde, the hybrid program achieves the same quality of fit as was obtained with the all-tunneling program, but fits with the hybrid program eliminate a large discrepancy between internal rotation barriers in the OH and OD isotopologs of 2-methylmalonaldehyde that arose in fits with the all-tunneling program. This large isotopic shift in internal rotation barrier is thus almost certainly an artifact of the all-tunneling model. Other molecules for application of the hybrid program are mentioned. PMID:26439709
Li, Jin
2011-01-01
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \\in (1/4,1/2)$ under Dirichlet boundary condition on 2D square domain. First we prove the existence and regularity of the stochastic convolution corresponding to the stochastic non-Newtonian fluids. Then we obtain the existence and uniqueness results for the stochastic non-Newtonian fluids. Under certain condition, the random dynamical system generated by non-Newtonian fluids has a random attractor.
Gou, Qian; Feng, Gang; Evangelisti, Luca; Caminati, Walther
2014-10-01
We report the rotational spectra of two conformers of the acetic acid-difluoroacetic acid adduct (CH3COOH-CHF2COOH) and supply information on its internal dynamics. The two conformers differ from each other, depending on the trans or gauche orientation of the terminal -CHF2 group. Both conformers display splittings of the rotational transitions, due to the internal rotation of the methyl group of acetic acid. The corresponding barriers are determined to be V3(trans)=99.8(3) and V3(gauche)=90.5(9) cm(-1) (where V3 is the methyl rotation barrier height). The gauche form displays a further doubling of the rotational transitions, due to the tunneling motion of the -CHF2 group between its two equivalent conformations. The corresponding B2 barrier is estimated to be 108(2) cm(-1). The increase in the distance between the two monomers upon OH→OD deuteration (the Ubbelohde effect) is determined.
Modification of Eye Movements and Motion Perception during Off-Vertical Axis Rotation
Wood, S. J.; Reschke, M. F.; Denise, P.; CLement, G.
2006-01-01
Constant velocity Off-Vertical Axis Rotation (OVAR) imposes a continuously varying orientation of the head and body relative to gravity. The ensuing ocular reflexes include modulation of both torsional and horizontal eye movements as a function of the varying linear acceleration along the lateral plane, and modulation of vertical and vergence eye movements as a function of the varying linear acceleration along the sagittal plane. Previous studies have demonstrated that tilt and translation otolith-ocular responses, as well as motion perception, vary as a function of stimulus frequency during OVAR. The purpose of this study is to examine normative OVAR responses in healthy human subjects, and examine adaptive changes in astronauts following short duration space flight at low (0.125 Hz) and high (0.5 Hz) frequencies. Data was obtained on 24 normative subjects (14 M, 10 F) and 14 (13 M, 1F) astronaut subjects. To date, astronauts have participated in 3 preflight sessions (n=14) and on R+0/1 (n=7), R+2 (n= 13) and R+4 (n= 13) days after landing. Subjects were rotated in darkness about their longitudinal axis 20 deg off-vertical at constant rates of 45 and 180 deg/s, corresponding to 0.125 and 0.5 Hz. Binocular responses were obtained with video-oculography. Perceived motion was evaluated using verbal reports and a two-axis joystick (pitch and roll tilt) mounted on top of a two-axis linear stage (anterior-posterior and medial-lateral translation). Eye responses were obtained in ten of the normative subjects with the head and trunk aligned, and then with the head turned relative to the trunk 40 deg to the right or left of center. Sinusoidal curve fits were used to derive amplitude, phase and bias of the responses over several cycles at each stimulus frequency. Eye responses during 0.125 Hz OVAR were dominated by modulation of torsional and vertical eye position, compensatory for tilt relative to gravity. While there is a bias horizontal slow phase velocity (SPV), the
Cooperative rectification in confined Brownian ratchets.
Malgaretti, Paolo; Pagonabarraga, Ignacio; Rubí, J Miguel
2012-01-01
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may develop even in situations where separately the ratchet and the geometric restrictions do not give rise to particle motion. The combined rectification effects can lead to bidirectional transport depending on particle size, resulting in a different route for segregation. The reported mechanism can be used to control transport in mesostructures and nanodevices in which particles move in a reduced space.
Anomalous Brownian Refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2015-01-01
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the particle cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown ...
Sazonov, Vas. V.; Sazonov, V. V.
2011-04-01
A new mathematical model of the uncontrolled rotational motion of the Foton satellite is presented. The model is based on the Euler dynamic equations of rigid body motion and takes into account the action upon the satellite of four external mechanical moments: gravitational, restoring aerodynamic, moment with constant components in the satellite-fixed coordinate system, and moment arising due to interaction of the Earth's magnetic field with the satellite's proper magnetic moment. To calculate the aerodynamic moment a special geometrical model of the outer satellite shell is used. Detailed form of the formulas giving above-mentioned moments in the equations of satellite motion is agreed with the form of the considered motion. Model testing is performed by determining with its help the rotational motion of the Foton M-2 satellite (it was in orbit from May 31, 2005 to June 16, 2005) using the data of the onboard measurements of the Earth's magnetic field strength. The use of the new model has led to a relatively small improvement in the accuracy of the motion determination, but allowed us to obtain physically real estimates of some parameters.
Eliazar, Iddo I., E-mail: eliazar@post.tau.ac.il [Holon Institute of Technology, P.O. Box 305, Holon 58102 (Israel); Shlesinger, Michael F., E-mail: mike.shlesinger@navy.mil [Office of Naval Research, Code 30, 875 N. Randolph St., Arlington, VA 22203 (United States)
2013-06-10
Brownian motion is the archetypal model for random transport processes in science and engineering. Brownian motion displays neither wild fluctuations (the “Noah effect”), nor long-range correlations (the “Joseph effect”). The quintessential model for processes displaying the Noah effect is Lévy motion, the quintessential model for processes displaying the Joseph effect is fractional Brownian motion, and the prototypical model for processes displaying both the Noah and Joseph effects is fractional Lévy motion. In this paper we review these four random-motion models–henceforth termed “fractional motions” –via a unified physical setting that is based on Langevin’s equation, the Einstein–Smoluchowski paradigm, and stochastic scaling limits. The unified setting explains the universal macroscopic emergence of fractional motions, and predicts–according to microscopic-level details–which of the four fractional motions will emerge on the macroscopic level. The statistical properties of fractional motions are classified and parametrized by two exponents—a “Noah exponent” governing their fluctuations, and a “Joseph exponent” governing their dispersions and correlations. This self-contained review provides a concise and cohesive introduction to fractional motions.
New vibration-rotation code for tetraatomic molecules exhibiting wide-amplitude motion: WAVR4
Kozin, Igor N.; Law, Mark M.; Tennyson, Jonathan; Hutson, Jeremy M.
2004-11-01
A general computational method for the accurate calculation of rotationally and vibrationally excited states of tetraatomic molecules is developed. The resulting program is particularly appropriate for molecules executing wide-amplitude motions and isomerizations. The program offers a choice of coordinate systems based on Radau, Jacobi, diatom-diatom and orthogonal satellite vectors. The method includes all six vibrational dimensions plus three rotational dimensions. Vibration-rotation calculations with reduced dimensionality in the radial degrees of freedom are easily tackled via constraints imposed on the radial coordinates via the input file. Program summaryTitle of program: WAVR4 Catalogue number: ADUN Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADUN Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Licensing provisions: Persons requesting the program must sign the standard CPC nonprofit use license Computer: Developed under Tru64 UNIX, ported to Microsoft Windows and Sun Unix Operating systems under which the program has been tested: Tru64 Unix, Microsoft Windows, Sun Unix Programming language used: Fortran 90 Memory required to execute with typical data: case dependent No. of lines in distributed program, including test data, etc.: 11 937 No. of bytes in distributed program, including test data, etc.: 84 770 Distribution format: tar.gz Nature of physical problem: WAVR4 calculates the bound ro-vibrational levels and wavefunctions of a tetraatomic system using body-fixed coordinates based on generalised orthogonal vectors. Method of solution: The angular coordinates are treated using a finite basis representation (FBR) based on products of spherical harmonics. A discrete variable representation (DVR) [1] based on either Morse-oscillator-like or spherical-oscillator functions [2] is used for the radial coordinates. Matrix elements are computed using an efficient Gaussian quadrature in the angular coordinates and
Marko Wilke
Full Text Available Subject motion has long since been known to be a major confound in functional MRI studies of the human brain. For resting-state functional MRI in particular, data corruption due to motion artefacts has been shown to be most relevant. However, despite 6 parameters (3 for translations and 3 for rotations being required to fully describe the head's motion trajectory between timepoints, not all are routinely used to assess subject motion. Using structural (n = 964 as well as functional MRI (n = 200 data from public repositories, a series of experiments was performed to assess the impact of using a reduced parameter set (translationonly and rotationonly versus using the complete parameter set. It could be shown that the usage of 65 mm as an indicator of the average cortical distance is a valid approximation in adults, although care must be taken when comparing children and adults using the same measure. The effect of using slightly smaller or larger values is minimal. Further, both translationonly and rotationonly severely underestimate the full extent of subject motion; consequently, both translationonly and rotationonly discard substantially fewer datapoints when used for quality control purposes ("motion scrubbing". Finally, both translationonly and rotationonly severely underperform in predicting the full extent of the signal changes and the overall variance explained by motion in functional MRI data. These results suggest that a comprehensive measure, taking into account all available parameters, should be used to characterize subject motion in fMRI.
First Gaia Local Group Dynamics: Magellanic Clouds Proper Motion and Rotation
van der Marel, Roeland P
2016-01-01
We use the Gaia data release 1 (DR1) to study the proper motion (PM) fields of the Large and Small Magellanic Clouds (LMC, SMC). This uses the Tycho-Gaia Astrometric Solution (TGAS) PMs for 29 Hipparcos stars in the LMC and 8 in the SMC. The LMC PM in the West and North directions is inferred to be $(\\mu_W,\\mu_N) = (1.874 \\pm 0.039, 0.223 \\pm 0.049)$ mas/yr, and the SMC PM $(\\mu_W,\\mu_N) = (0.876 \\pm 0.060, 1.227 \\pm 0.042)$ mas/yr. These results have similar accuracy and agree to within the uncertainties with existing Hubble Space Telescope (HST) PM measurements. Since TGAS uses different methods with different systematics, this provides an external validation of both data sets and their underlying approaches. Residual DR1 systematics may affect the TGAS results, but the HST agreement implies this must be below the random errors. Also in agreement with prior HST studies, the TGAS LMC PM field clearly shows the clockwise rotation of the disk, even though it takes the LMC disk in excess of $10^8$ years to comp...
Analysis of Rotational Error Motion Theory%回转误差运动的理论与分析
张镭; 张玉; 陈立杰; 吴强
2001-01-01
The essence of the rotational error motion was carried out to counter the domestic debate about the definition of the rotary axis of the rotational error motion over the long period. The definition of the rotary axis and the distinct mechanical basis of the Translational Motion theory and the Instantaneous Center theory were analyzed. The “Translational Motion Theory”origintes from the analysis method of the “Translational Motion Following After Base Point” in the theoretical mechanics. The “Instantaneous Center Theory”is based on the “Speed Instant Center Method”. The mathematical models of the stationary rotational center and the axis average line, the instant center and the instant center line were derived. Based on the analysis of the position of the stationary rotational center and the instant center, the identical views in essence of those two theories were pointed out.%对回转误差运动的本质进行了讨论分析了“平动说”和“瞬心说”关于回转轴线的定义和它们各自的力学基础,指出“平动说”源于理论力学中随基点平动分析法,而“瞬心说”是以速度瞬心法为基础的,从理论上推导了静心与回转轴线的平均线、瞬心与瞬心线的数学模型,在此基础上,通过对瞬心位置和静心位置的分析,证明了两种学说从本质上是有一致点的。
Brownian dynamics simulations with hard-body interactions: Spherical particles
Behringer, Hans; 10.1063/1.4761827
2012-01-01
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian particle on a one-dimensional half-line. The motion of a Brownian particle is decomposed into a component that is affected by hard-body interactions and into components that are unaffected. The hard-body interactions are incorporated by replacing the affected component of motion by the evolution on a half-line. It is discussed under which circumstances this approach is justified. In particular, the algorithm is developed and formulated for systems with space-fixed obstacles and for systems comprising spherical particles. The validity and justification of the algorithm is investigated numerically by looking at exemplary model systems of soft matter, namely at colloids in flow fields and at protein interactions. Furthermore, a thorough discussion of properties of other heurist...
Hide, Raymond
1995-01-01
General expressions (with potential applications in several areas of geophysical fluid dynamics) are derived for all three components of the contribution made by the geostrophic part of the pressure field associated with flow in a rotating gravitating fluid to the topographic torque exerted by the fluid on a rigid impermeable bounding surface of any shape. When applied to the Earth's liquid metallic core, which is bounded by nearly spherical surfaces and can be divided into two main regions, the "torosphere" and "polosphere," the expressions reduce to formulae given previously by the author, thereby providing further support for his work and that of others on the role of topographic coupling at the core-mantle boundary in the excitation by core motions of Earth rotation fluctuations on decadal time scales. They also show that recent criticisms of that work are vitiated by mathematical and physical errors. Contrary to these criticisms, the author's scheme for exploiting Earth rotation and other geophysical data (either real or simulated in computer models) in quantitative studies of the topography of the core-mantle boundary (CMB) by intercomparing various models of (a) motions in the core based on geomagnetic secular variation data and (b) CMB topography based on seismological and gravity data has a sound theoretical basis. The practical scope of the scheme is of course limited by the accuracy of real data, but this is a matter for investigation, not a priori assessment.
Do, K. D.
2017-02-01
Equations of motion of extensible and shearable slender beams with large translational and rotational motions under external loads in three-dimensional space are first derived in a vector form. Boundary feedback controllers are then designed to ensure that the beams are practically K∞-exponentially stable at the equilibrium. The control design, well-posedness, and stability analysis are based on two Lyapunov-type theorems developed for a class of evolution systems in Hilbert space. Numerical simulations on a slender beam immersed in sea water are included to illustrate the effectiveness of the proposed control design.
Harman Melinda K
2012-10-01
Full Text Available Abstract Background Clinical consequences of alignment errors in total knee replacement (TKR have led to the rigorous evaluation of surgical alignment techniques. Rotational alignment in the transverse plane has proven particularly problematic, with errors due to component malalignment relative to bone anatomic landmarks and an overall mismatch between the femoral and tibial components’ relative positions. Ranges of nominal rotational alignment are not well defined, especially for the tibial component and for relative rotational mismatch, and some studies advocate the use of mobile-bearing TKR to accommodate the resulting small rotation errors. However, the relationships between prosthesis rotational alignment and mobile-bearing polyethylene insert motion are poorly understood. This prospective, in vivo study evaluates whether component malalignment and mismatch affect axial rotation motions during passive knee flexion after TKR. Methods Eighty patients were implanted with mobile-bearing TKR. Rotational alignment of the femoral and tibial components was measured from postoperative CT scans. All TKR were categorized into nominal or outlier groups based on defined norms for surgical rotational alignment relative to bone anatomic landmarks and relative rotational mismatch between the femoral and tibial components. Axial rotation motion of the femoral, tibial and polyethylene bearing components was measured from fluoroscopic images acquired during passive knee flexion. Results Axial rotation motion was generally accomplished in two phases, dominated by polyethylene bearing rotation on the tibial component in early to mid-flexion and then femoral component rotation on the polyethylene articular surface in later flexion. Opposite rotations of the femur-bearing and bearing-baseplate articulations were evident at flexion greater than 80°. Knees with outlier alignment had lower magnitudes of axial rotation and distinct transitions from external to
Interacting Brownian Swarms: Some Analytical Results
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.
To development of analytical theory of rotational motion of the Moon
Barkin, Yu. V.; Ferrandiz, J. M.; Navarro, J. F.
2009-04-01
Resume. In the work the analytical theory of forced librations of the Moon considered as a celestial body with a liquid core and rigid non-spherical mantle is developed. For the basic variables: Andoyer, Poincare and Eulerian angles, and also for various dynamic characteristics of the Moon the tables for amplitudes, periods and phases of perturbations of the first order have been constructed. Resonant periods of free librations have been estimated. The influence of a liquid core results in decreasing of the period of free librations in longitude approximately on 0.316 day, and in change of the period of free pole wobble of the Moon on 25.8 days. In the first approximation the liquid core does not render influence on the value of Cassini's inclination and on the period of precession of the angular momentum vector. However it causes an additional "quasi-diurnal" librations with period about 27.165 days. In comparison with model of rigid non-spherical of the Moon the presence of a liquid core should result in increase of amplitudes of the Moon librations in longitude on 0.06 %. 1 Development of analytical theory of rotational motion of the Moon with liquid core and rigid mantle. The work has been realized in following stages. 1. Canonical equations of rotation of the Moon with liquid core and elastic mantle in Andoyer and Poincare variables have been constructed. Developments of second harmonic of force function of the Moon in pointed variables have been obtained for accurate trigonometric presentation of perturbations of the Moon orbital motion. 2. Two approaches (two methods) of construction of analytical theory have been developed. These approaches use different principles for eliminating of singularities for axial rotation of the Moon. One is based on direct application of Andoyer variables by changing of notations of moments of inertia [1]. Second is based on application of Poincare elements. For comparison both approaches are developed. 3. The main equation for
Guo, Peixuan, E-mail: peixuan.guo@uky.edu; Schwartz, Chad; Haak, Jeannie; Zhao, Zhengyi
2013-11-15
Biomotors have been classified into linear and rotational motors. For 35 years, it has been popularly believed that viral dsDNA-packaging apparatuses are pentameric rotation motors. Recently, a third class of hexameric motor has been found in bacteriophage phi29 that utilizes a mechanism of revolution without rotation, friction, coiling, or torque. This review addresses how packaging motors control dsDNA one-way traffic; how four electropositive layers in the channel interact with the electronegative phosphate backbone to generate four steps in translocating one dsDNA helix; how motors resolve the mismatch between 10.5 bases and 12 connector subunits per cycle of revolution; and how ATP regulates sequential action of motor ATPase. Since motors with all number of subunits can utilize the revolution mechanism, this finding helps resolve puzzles and debates concerning the oligomeric nature of packaging motors in many phage systems. This revolution mechanism helps to solve the undesirable dsDNA supercoiling issue involved in rotation. - Highlights: • New motion mechanism of revolution without rotation found for phi29 DNA packaging. • Revolution motor finding expands classical linear and rotation biomotor classes. • Revolution motors transport dsDNA unidirectionally without supercoiling. • New mechanism solves many puzzles, mysteries, and debates in biomotor studies. • Motors with all numbers of subunits can utilize the revolution mechanism.
Kalkan, Erol; ,
2012-01-01
Building codes in the U.S. require at least two horizontal ground motion components for three-dimensional (3D) response history analysis (RHA) of structures. For sites within 5 km of an active fault, these records should be rotated to fault-normal/fault-parallel (FN/FP) directions, and two RHA analyses should be performed separately (when FN and then FP are aligned with transverse direction of the structural axes). It is assumed that this approach will lead to two sets of responses that envelope the range of possible responses over all non-redundant rotation angles. This assumption is examined here using 3D computer models of a single-story structure having symmetric (that is, torsionally-stiff) and asymmetric (that is, torsionally flexible) layouts subjected to an ensemble of bi-directional near-fault strong ground motions with and without apparent velocity pulses. In this parametric study, the elastic vibration period of the structures is varied from 0.2 to 5 seconds, and yield strength reduction factors R is varied from a value that leads to linear-elastic design to 3 and 5. The influence that the rotation angle of the ground motion has on several engineering demand parameters (EDPs) is examined in linear-elastic and nonlinear-inelastic domains to form a benchmark for evaluating the use of the FN/FP directions as well as the maximum-direction (MD) ground motion, a new definition of horizontal ground motions for use in the seismic design of structures according to the 2009 NEHRP Provisions and Commentary.
Yang, Jaehak; Kim, Junhoe; Kim, Bosung; Cho, Young-Jun; Lee, Jae-Hyeok; Kim, Sang-Koog
2016-07-01
We performed micromagnetic numerical calculations to explore a cylindrical nanotube's magnetization dynamics and domain-wall (DW) motions driven by eigen-circular-rotating magnetic fields of different frequencies. We discovered the presence of two different localized DW oscillations as well as asymmetric ferromagnetic resonance precession and azimuthal spin-wave modes at the corresponding resonant frequencies of the circular-rotating fields. Associated with these intrinsic modes, there exist very contrasting DW motions of different speed and propagation direction for a given DW chirality. The direction and speed of the DW propagation were found to be controllable according to the rotation sense and frequency of noncontact circular-rotating fields. Furthermore, spin-wave emissions from the moving DW were observed at a specific field frequency along with their Doppler effect. This work furthers the fundamental understanding of soft magnetic nanotubes' intrinsic dynamic modes and spin-wave emissions and offers an efficient means of manipulating the speed and direction of their DW propagations.
Tursunov, Arman; Kološ, Martin
2016-01-01
We study motion of charged particles in the field of a rotating black hole immersed into an external asymptotically uniform magnetic field, focusing on the epicyclic quasi-circular orbits near the equatorial plane. Separating the circular orbits into four qualitatively different classes according to the sign of the canonical angular momentum of the motion and the orientation of the Lorentz force, we analyse the circular orbits using the so called force formalism. We find the analytical solutions for the radial profiles of velocity, specific angular momentum and specific energy of the circular orbits in dependence on the black hole dimensionless spin and the magnetic field strength. The innermost stable circular orbits are determined for all four classes of the circular orbits. The stable circular orbits with outward oriented Lorentz force can extend to radii lower than the radius of the corresponding photon circular geodesic. We calculate the frequencies of the harmonic oscillatory motion of the charged parti...
Chen, Mingqing; Zheng, Yefeng; Wang, Yang; Mueller, Kerstin; Lauritsch, Guenter
2013-01-01
Compared to pre-operative imaging modalities, it is more convenient to estimate the current cardiac physiological status from C-arm angiocardiography since C-arm is a widely used intra-operative imaging modality to guide many cardiac interventions. The 3D shape and motion of the left ventricle (LV) estimated from rotational angiocardiography provide important cardiac function measurements, e.g., ejection fraction and myocardium motion dyssynchrony. However, automatic estimation of the 3D LV motion is difficult since all anatomical structures overlap on the 2D X-ray projections and the nearby confounding strong image boundaries (e.g., pericardium) often cause ambiguities to LV endocardium boundary detection. In this paper, a new framework is proposed to overcome the aforementioned difficulties: (1) A new learning-based boundary detector is developed by training a boosting boundary classifier combined with the principal component analysis of a local image patch; (2) The prior LV motion model is learned from a set of dynamic cardiac computed tomography (CT) sequences to provide a good initial estimate of the 3D LV shape of different cardiac phases; (3) The 3D motion trajectory is learned for each mesh point; (4) All these components are integrated into a multi-surface graph optimization method to extract the globally coherent motion. The method is tested on seven patient scans, showing significant improvement on the ambiguous boundary cases with a detection accuracy of 2.87 +/- 1.00 mm on LV endocardium boundary delineation in the 2D projections.
唐振华; 喻祖国
2012-01-01
最近发展了一些将时间序列转化为复杂网络的方法,从而可以通过研究网络的拓扑性质来分析原始时间序列的性质.本文用递归图方法将分数布朗运动(FBM)时间序列转化为复杂网络,并研究其对应递归网络的拓扑性质.我们发现,对固定的Hurst指数H,在网络连通率首次增长到1之前,随着递归图的参数阈值的增大,网络的平均路径长度L也随之递增,之后反而递减.我们也发现由FBM时间序列转化得到的网络是无标度网络.我们采用节点覆盖盒计数法分析发现FBM的递归网络为分形网络,具有自相似特性,其分形维数dB随Hurst指数H的增大而减小,特别当H≥0.4时,有近似关系dB=H2 - 2.1×H+2.%Some methods have been proposed recently to convert a single time series to a complex network so that the properties of the original time series can be understood by investigating the topological properties of the network. Here we convert fractional Brownian motion (FBM) time series to complex networks using recurrence plot method, and then we investigate the topological properties of the corresponding recurrence networks. It is found that for fixed Hurst exponent H, before the connectivity rate of corresponding networks increases to about 1 for the first time, the average length L of the shortest paths increases with the increase of parameter threshold in the recurrence plot, and then decreases. It is also found that the converted networks from FBM time series are scale-free. The analysis using the node-covering box-counting method shows that the recurrence networks are fractals with self-similarity property, and the fractal dimension dB decreases with Hurst index H. Especially, when H ≥ 0.4, there is a approximately relationship dB = H2 - 2.1 × H + 2.
Projectile motion of a once rotating object: physical quantities at the point of return
Arabasi, Sameer
2016-09-01
Vertical circular motion is a widely used example to explain non-uniform circular motion in most undergraduate general physics textbooks. However, most of these textbooks do not elaborate on the case when this motion turns into projectile motion under certain conditions. In this paper, we describe thoroughly when a mass attached to a cord, moving in a vertical circular motion, turns into a projectile and its location and velocity when it rejoins the circular orbit. This paper provides an intuitive understanding, supported by basic kinematic equations, to give an interesting elegant connection between circular motion and projectile motion—something lacking in most physics textbooks—and will be very useful to present to an undergraduate class to deepen their understanding of both models of motion.
Mizumoto, Yoshihiko; Ohtsuki, Yukiyoshi
2011-01-01
Path integral molecular dynamics simulation is used to study the rotational motion of a CO molecule doped in a large para-hydrogen (p-H2) cluster. The quasi-free rotational motion of CO in a p-H2 cluster with a reduced rotational constant is derived from the imaginary-time orientational correlation functions, and is in good agreement with recent experimental observations. We attribute the reduced rotational constant to the low-viscous fluid-like behavior of the host p-H2 cluster.
On Optimal Control of a Brownian Motion.
1982-06-01
barriers. Puterman [9] uses diffusion processes to model production and inventory processes. In both cases they assume the existence of a stationary... Puterman , A diffusion model for a storage system, Logistic, M. Geisler ed., North-Holland 197S. [101 J. Rath, The optimal policy for a controlled
Simonelli, Andreino; Belfi, Jacopo; Beverini, Nicolò; Di Virgilio, Angela; Maccioni, Enrico; De Luca, Gaetano; Saccorotti, Gilberto; Wassermann, Joachim; Igel, Heiner
2017-04-01
We present analyses of rotational and translational ground motions from earthquakes recorded during October-November, 2016, in association with the Central Italy seismic-sequence. We use co-located measurements of the vertical ground rotation rate from a large ring laser gyroscope (RLG), and the three components of ground velocity from a broadband seismometer. Both instruments are positioned in a deep underground environment, within the Gran Sasso National Laboratories (LNGS) of the Istituto Nazionale di Fisica Nucleare (INFN). We collected dozen of events spanning the 3.5-5.9 Magnitude range, and epicentral distances between 40 km and 80 km. This data set constitutes an unprecedented observation of the vertical rotational motions associated with an intense seismic sequence at local distance. In theory - assuming plane wave propagation - the ratio between the vertical rotation rate and the transverse acceleration permits, in a single station approach, the estimation of apparent phase velocity in the case of SH arrivals or real phase velocity in the case of Love surface waves. This is a standard approach for the analysis of earthquakes at teleseismic distances, and the results reported by the literature are compatible with the expected phase velocities from the PREM model. Here we extend the application of the same approach to local events, thus exploring higher frequency ranges and larger rotation rate amplitudes. We use a novel approach to joint rotation/acceleration analysis based on the continuous wavelet transform (CWT). Wavelet coherence (WTC) is used as a filter for identifying those regions of the time-period plane where the rotation rate and transverse acceleration signals exhibit significant coherence. This allows retrieving estimates of phase velocities over the period range spanned by correlated arrivals. Coherency among ground rotation and translation is also observed throughout the coda of the P-wave arrival, an observation which is interpreted in
On the invariant motions of rigid body rotation over the fixed point, via Euler angles
Ershkov, Sergey V
2016-01-01
The generalized Euler case (rigid body rotation over the fixed point) is discussed here: - the center of masses of non-symmetric rigid body is assumed to be located at the equatorial plane on axis Oy which is perpendicular to the main principal axis Ox of inertia at the fixed point. Such a case was presented in the rotating coordinate system, in a frame of reference fixed in the rotating body for the case of rotation over the fixed point (at given initial conditions). In our derivation, we have represented the generalized Euler case in the fixed Cartesian coordinate system; so, the motivation of our ansatz is to elegantly transform the proper components of the previously presented solution from one (rotating) coordinate system to another (fixed) Cartesian coordinates. Besides, we have obtained an elegantly analytical case of general type of rotations; also, we have presented it in the fixed Cartesian coordinate system via Euler angles.
van der Marel, Roeland P
2013-01-01
We present the first detailed assessment of the large-scale rotation of any galaxy based on full three-dimensional velocity measurements. We do this for the LMC by combining our HST average proper motion (PM) measurements for stars in 22 fields, with existing line-of-sight (LOS) velocity measurements for 6790 individual stars. We interpret these data with a model of circular rotation in a flat disk. The PM and LOS data paint a consistent picture of the LMC rotation and their combination yields several new insights. The PM data imply a stellar dynamical center that coincides with the HI dynamical center, and a rotation curve amplitude consistent with that inferred from LOS velocity studies. The implied disk viewing angles agree with the range of values found in the literature, but continue to indicate variations with stellar population and/or radius. Young (RSG) stars rotate faster than old (RGB/AGB) stars due to asymmetric drift. Outside the central region, the circular velocity is approximately flat at Vcirc...
Sayumi Iwamoto
2013-06-01
Full Text Available When a tennis player steps forward to hit a backhand groundstroke in closed stance, modifying the direction of the front foot relative to the net may reduce the risk of ankle injury and increase performance. This study evaluated the relationship between pelvic rotation and lower extremity movement during the backhand groundstroke when players stepped with toes parallel to the net (Level or with toes pointed towards the net (Net. High school competitive tennis players (eleven males and seven females, 16.8 ± 0.8 years, all right- handed performed tennis court tests comprising five maximum speed directional runs to the court intersection line to hit an imaginary ball with forehand or backhand swings. The final backhand groundstroke for each player at the backcourt baseline was analyzed. Pelvic rotation and lower extremity motion were quantified using 3D video analysis from frontal and sagittal plane camera views reconstructed to 3D using DLT methods. Plantar flexion of ankle and supination of the front foot were displayed for both Net and Level groups during the late phase of the front foot step. The timings of the peak pelvis rotational velocity and peak pelvis rotational acceleration showed different pattern for Net and Level groups. The peak timing of the pelvis rotational velocity of the Level group occurred during the late phase of the step, suggesting an increase in the risk of inversion ankle sprain and a decrease in stroke power compared to the Net group
The motion of an arbitrarily rotating spherical projectile and its application to ball games
Robinson, Garry; Robinson, Ian
2013-07-01
In this paper the differential equations which govern the motion of a spherical projectile rotating about an arbitrary axis in the presence of an arbitrary ‘wind’ are developed. Three forces are assumed to act on the projectile: (i) gravity, (ii) a drag force proportional to the square of the projectile's velocity and in the opposite direction to this velocity and (iii) a lift or ‘Magnus’ force also assumed to be proportional to the square of the projectile's velocity and in a direction perpendicular to both this velocity and the angular velocity vector of the projectile. The problem has been coded in Matlab and some illustrative model trajectories are presented for ‘ball-games’, specifically golf and cricket, although the equations could equally well be applied to other ball-games such as tennis, soccer or baseball. Spin about an arbitrary axis allows for the treatment of situations where, for example, the spin has a component about the direction of travel. In the case of a cricket ball the subtle behaviour of so-called ‘drift’, particularly ‘late drift’, and also ‘dip’, which may be produced by a slow bowler's off or leg-spin, are investigated. It is found that the trajectories obtained are broadly in accord with those observed in practice. We envisage that this paper may be useful in two ways: (i) for its inherent scientific value as, to the best of our knowledge, the fundamental equations derived here have not appeared in the literature and (ii) in cultivating student interest in the numerical solution of differential equations, since so many of them actively participate in ball-games, and they will be able to compare their own practical experience with the overall trends indicated by the numerical results. As the paper presents equations which can be further extended, it may be of interest to research workers. However, since only the most basic principles of fundamental mechanics are employed, it should be well within the grasp of first
Natural Convection in a Rotating Nanofluid Layer
Bhadauria B. S.
2012-07-01
Full Text Available In this paper, we study the effect of rotation on the thermal instability in a horizontal layer of a Newtonian nanofluid. The nanofluid layer incorporates the effect of Brownian motion along with thermophoresis. The linear stability based on normal mode technique has been investigated.We observe that the value of Rayleigh number can be increased by a substantial amount on considering a bottom heavy suspension of nano particles. The effect of various parameters on Rayleigh number has been presented graphically.
Performance Estimation for Two-Dimensional Brownian Rotary Ratchet Systems
Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya
2015-04-01
Within the context of the Brownian ratchet model, a molecular rotary system that can perform unidirectional rotations induced by linearly polarized ac fields and produce positive work under loads was studied. The model is based on the Langevin equation for a particle in a two-dimensional (2D) three-tooth ratchet potential of threefold symmetry. The performance of the system is characterized by the coercive torque, i.e., the strength of the load competing with the torque induced by the ac driving field, and the energy efficiency in force conversion from the driving field to the torque. We propose a master equation for coarse-grained states, which takes into account the boundary motion between states, and develop a kinetic description to estimate the mean angular momentum (MAM) and powers relevant to the energy balance equation. The framework of analysis incorporates several 2D characteristics and is applicable to a wide class of models of smooth 2D ratchet potential. We confirm that the obtained expressions for MAM, power, and efficiency of the model can enable us to predict qualitative behaviors. We also discuss the usefulness of the torque/power relationship for experimental analyses, and propose a characteristic for 2D ratchet systems.
Reinwald, Michael; Bernauer, Moritz; Igel, Heiner; Donner, Stefanie
2016-10-01
With the prospects of seismic equipment being able to measure rotational ground motions in a wide frequency and amplitude range in the near future, we engage in the question of how this type of ground motion observation can be used to solve the seismic source inverse problem. In this paper, we focus on the question of whether finite-source inversion can benefit from additional observations of rotational motion. Keeping the overall number of traces constant, we compare observations from a surface seismic network with 44 three-component translational sensors (classic seismometers) with those obtained with 22 six-component sensors (with additional three-component rotational motions). Synthetic seismograms are calculated for known finite-source properties. The corresponding inverse problem is posed in a probabilistic way using the Shannon information content to measure how the observations constrain the seismic source properties. We minimize the influence of the source receiver geometry around the fault by statistically analyzing six-component inversions with a random distribution of receivers. Since our previous results are achieved with a regular spacing of the receivers, we try to answer the question of whether the results are dependent on the spatial distribution of the receivers. The results show that with the six-component subnetworks, kinematic source inversions for source properties (such as rupture velocity, rise time, and slip amplitudes) are not only equally successful (even that would be beneficial because of the substantially reduced logistics installing half the sensors) but also statistically inversions for some source properties are almost always improved. This can be attributed to the fact that the (in particular vertical) gradient information is contained in the additional motion components. We compare these effects for strike-slip and normal-faulting type sources and confirm that the increase in inversion quality for kinematic source parameters is
BlueSeis3A - full characterization of a 3C broadband rotational ground motion sensor for seismology
Bernauer, Felix; Wassermann, Joachim; Frenois, Arnaud; Krissou, Rahma; Bigueur, Alexandre; Gaillot, Arnaud; de Toldi, Elliot; Ponceau, Damien; Guattari, Frederic; Igel, Heiner
2017-04-01
In this contribution we present a full characterization of the first three component interferometric fiber-optic gyroscope (IFOG) especially designed for the needs of seismology. The sensor is called BlueSeis3A and is manufactured by iXBlue, France. It is developed in the framework of the European Research Council Project, ROMY (Rotational motions - a new observable for seismology). To fully explore the benefits of this new seismic observable especially in the fields of volcanology, ocean bottom seismology and geophysical exploration, a portable rotational motion sensor has to fulfill certain requirements regarding dynamic range, portability, power consumption and sensitivity to changes in ambient temperature and magnetic field. For BlueSeis3A, power consumption is in an acceptable range for a portable and field deployable instrument. We will quantify sensor self noise by means of operating range diagrams as well as Allan variance and show results from tests on thermal and magnetic sensitivity. Tests on orthogonality and sensitivity to linear motion complete our full characterization.
Brownian Dynamics of charged particles in a constant magnetic field
Hou, L J; Piel, A; Shukla, P K
2009-01-01
Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field self-consistently. Performance of these algorithms is tested in terms of their accuracy and long-time stability by using a three-dimensional Brownian oscillator model with constant magnetic field. Step-by-step recipes for implementing these algorithms are given in detail. It is expected that these algorithms can be directly used to study particle dynamics in various dispersed systems in the presence of a magnetic field, including polymer solutions, colloidal suspensions and, particularly complex (dusty) plasmas. The proposed algorithms can also be used as thermostat in the usual molecular dynamics simulation in the presence of magnetic field.
Near-field optically driven Brownian motors (Conference Presentation)
Wu, Shao-Hua; Huang, Ningfeng; Jaquay, Eric; Povinelli, Michelle L.
2016-09-01
Brownian ratchets are of fundamental interest in fields from statistical physics to molecular motors. The realization of Brownian ratchets in engineered systems opens up the potential to harness thermal energy for directed motion, with applications in transport and sorting of nanoparticles. Implementations based on optical traps provide a high degree of tunability along with precise spatiotemporal control. Near-field optical methods provide particular flexibility and ease of on-chip integration with other microfluidic components. Here, we demonstrate the first all-optical, near-field Brownian ratchet. Our approach uses an asymmetrically patterned photonic crystal and yields an ultra-stable trap stiffness of 253.6 pN/nm-W, 100x greater than conventional optical tweezers. By modulating the laser power, optical ratcheting with transport speed of 1 micron/s can be achieved, allowing a variety of dynamical lab-on-a-chip applications. The resulting transport speed matches well with the theoretical prediction.
Brownian versus Newtonian devitrification of hard-sphere glasses
Montero de Hijes, Pablo; Rosales-Pelaez, Pablo; Valeriani, Chantal; Pusey, Peter N.; Sanz, Eduardo
2017-08-01
In a recent molecular dynamics simulation work it has been shown that glasses composed of hard spheres crystallize via cooperative, stochastic particle displacements called avalanches [E. Sanz et al., Proc. Natl. Acad. Sci. USA 111, 75 (2014), 10.1073/pnas.1308338110]. In this Rapid Communication we investigate if such a devitrification mechanism is also present when the dynamics is Brownian rather than Newtonian. The research is motivated in part by the fact that colloidal suspensions, an experimental realization of hard-sphere systems, undergo Brownian motion. We find that Brownian hard-sphere glasses do crystallize via avalanches with very similar characteristics to those found in the Newtonian case. We briefly discuss the implications of these findings for experiments on colloids.
Nanoparticles in dilute solution : A numerical study of rotational diffusion
Evensen, Tom Richard
2008-06-15
This thesis is dedicated to Brownian dynamics simulations of rotational diffusion. A rotation dynamics engine has been implemented and tested. This engine will in the future be integrated as a part of a complete Brownian dynamics simulation tool. The special case, when translational motion can be ignored, has thoroughly been studied. Two choices of generalized coordinates describing angular orientation of the particles are used. The Euler angles, which constitute the classical choice, and the Cartesian components of the rotation vector, which was recently introduced as an alternative, are being compared with regards to computational efficiency. Results from both equilibrium and non-equilibrium simulations are presented. The consistency of two new algorithms is demonstrated on systems of free rigid particles with arbitrary surface topographies. The algorithms make use of only the principal values of the rotational mobility tensor, assuming the corresponding principal axes coincide with the body-fixed coordinate system. These three scalars contain all information about the particle surface topography relevant for rotational diffusion. The calculation of the mobility tensor can be performed in a pre-calculation step, which makes the algorithm itself highly efficient. Both choices of generalized coordinates correctly reproduce theoretical predictions, but we have found that the algorithm using the Cartesian components of the rotation vector as generalized coordinates outperform its counterpart using the Euler angles by up to a factor 1000 in extreme cases. The reason for this improvement is that the algorithm using the Cartesian components of the rotation vector is free of singularities. (Author). refs. figs
Haddout Soufiane
2016-06-01
Full Text Available In Newtonian mechanics, the non-inertial reference frames is a generalization of Newton’s laws to any reference frames. While this approach simplifies some problems, there is often little physical insight into the motion, in particular into the effects of the Coriolis force. The fictitious Coriolis force can be used by anyone in that frame of reference to explain why objects follow curved paths. In this paper, a mathematical solution based on differential equations in non-inertial reference is used to study different types of motion in rotating system. In addition, the experimental data measured on a turntable device, using a video camera in a mechanics laboratory was conducted to compare with mathematical solution in case of parabolically curved, solving non-linear least-squares problems, based on Levenberg-Marquardt’s and Gauss-Newton algorithms.
Haddout, Soufiane
2016-06-01
In Newtonian mechanics, the non-inertial reference frames is a generalization of Newton's laws to any reference frames. While this approach simplifies some problems, there is often little physical insight into the motion, in particular into the effects of the Coriolis force. The fictitious Coriolis force can be used by anyone in that frame of reference to explain why objects follow curved paths. In this paper, a mathematical solution based on differential equations in non-inertial reference is used to study different types of motion in rotating system. In addition, the experimental data measured on a turntable device, using a video camera in a mechanics laboratory was conducted to compare with mathematical solution in case of parabolically curved, solving non-linear least-squares problems, based on Levenberg-Marquardt's and Gauss-Newton algorithms.
Højgaard Jensen, Jens
2014-06-01
In a recent paper (Robinson G and Robinson I 2013 Phys. Scr. 88 018101) the authors developed the differential equations which govern the motion of a spherical projectile rotating about an arbitrary axis in the presence of an arbitrary wind, assuming that both the drag force and the lift force are independent of the Reynolds number and proportional to the square of the projectile’s velocity. In this paper, by dimensional analysis, the latter assumption is shown to be incorrect for forces dependent on the angular velocity of the projectile, e.g. the lift force.
Brownian transport controlled by dichotomic and thermal fluctuations
Kula, J.; Kostur, M.; Łuczka, J.
1998-09-01
We study transport of Brownian particles in spatially periodic structures, driven by both thermal equilibrium fluctuations and dichotomic noise of zero mean values. Introducing specific scaling, we show that the dimensionless Newton-Langevin type equation governing the motion of Brownian particles is very well approximated by the overdamped dynamics; inertial effects can be neglected because for generic systems dimensionless mass is many orders less than a dimensionless friction coefficient. An exact probability current, proportional to the mean drift velocity of particles, is obtained for a piecewise linear spatially periodic potential. We analyze in detail properties of the macroscopic averaged motion of particles. In dependence on statistics of both sources of fluctuations, the directed transport of particles exhibits such distinctive non-monotonic behavior as: bell-shaped dependence (there exists optimal statistics of fluctuations maximizing velocity) and reversal in the direction of macroscopic motion (there exists critical statistics at which the drift velocity is zero).
Anomalous Brownian refrigerator
Rana, Shubhashis; Pal, P. S.; Saha, Arnab; Jayannavar, A. M.
2016-02-01
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic potential with time-periodic strength that drives the system cyclically between the baths. Each cycle consists of two isothermal steps at different temperatures and two adiabatic steps connecting them. Besides working as a stochastic refrigerator, it is shown analytically that in the quasistatic regime the system can also act as stochastic heater, depending on the bath temperatures. Interestingly, in non-quasistatic regime, our system can even work as a stochastic heat engine for certain range of cycle time and bath temperatures. We show that the operation of this engine is not reliable. The fluctuations of stochastic efficiency/coefficient of performance (COP) dominate their mean values. Their distributions show power law tails, however the exponents are not universal. Our study reveals that microscopic machines are not the microscopic equivalent of the macroscopic machines that we come across in our daily life. We find that there is no one to one correspondence between the performance of our system under engine protocol and its reverse.
Martínez, I A; Roldán, É; Dinis, L; Petrov, D; Parrondo, J M R; Rica, R A
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths1. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors2 and some artificial micro-engines3-5 operate. As described by stochastic thermodynamics6,7, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit8. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures9-11. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency-an insight that could inspire new strategies in the design of efficient nano-motors.
Peruani, Fernando
2016-11-01
Bacteria, chemically-driven rods, and motility assays are examples of active (i.e. self-propelled) Brownian rods (ABR). The physics of ABR, despite their ubiquity in experimental systems, remains still poorly understood. Here, we review the large-scale properties of collections of ABR moving in a dissipative medium. We address the problem by presenting three different models, of decreasing complexity, which we refer to as model I, II, and III, respectively. Comparing model I, II, and III, we disentangle the role of activity and interactions. In particular, we learn that in two dimensions by ignoring steric or volume exclusion effects, large-scale nematic order seems to be possible, while steric interactions prevent the formation of orientational order at large scales. The macroscopic behavior of ABR results from the interplay between active stresses and local alignment. ABR exhibit, depending on where we locate ourselves in parameter space, a zoology of macroscopic patterns that ranges from polar and nematic bands to dynamic aggregates.
Martínez, I. A.; Roldán, É.; Dinis, L.; Petrov, D.; Parrondo, J. M. R.; Rica, R. A.
2016-01-01
The Carnot cycle imposes a fundamental upper limit to the efficiency of a macroscopic motor operating between two thermal baths. However, this bound needs to be reinterpreted at microscopic scales, where molecular bio-motors and some artificial micro-engines operate. As described by stochastic thermodynamics, energy transfers in microscopic systems are random and thermal fluctuations induce transient decreases of entropy, allowing for possible violations of the Carnot limit. Here we report an experimental realization of a Carnot engine with a single optically trapped Brownian particle as the working substance. We present an exhaustive study of the energetics of the engine and analyse the fluctuations of the finite-time efficiency, showing that the Carnot bound can be surpassed for a small number of non-equilibrium cycles. As its macroscopic counterpart, the energetics of our Carnot device exhibits basic properties that one would expect to observe in any microscopic energy transducer operating with baths at different temperatures. Our results characterize the sources of irreversibility in the engine and the statistical properties of the efficiency--an insight that could inspire new strategies in the design of efficient nano-motors.
Motion and decay of vortex rings submerged in a rotational flow
Ishii, K.; Liu, C. H.
1987-01-01
The interaction between vortex rings of finite strength and an axisymmetric rotational background flow is studied by a singular perturbation method, because it is difficult to use a finite-difference method to analyze the viscous decay in the small core of a vortex ring. The analysis is carried out by combining a composite solution of a vortex ring and an unsteady Euler solution for the background rotational flow. Using the method of averaging, a numerical scheme is developed to obtain an Euler solution in which the grid and time-step sizes depend solely on the length and velocity scales of the background flow. Numerical results are presented to illustrate the interaction between the trajectories and decay rates of the vortex rings and the background rotational flow.
Christine Tempelaere
Full Text Available MRI is the standard methodology in diagnosis of rotator cuff diseases. However, many patients continue to have pain despite treatment, and MRI of a static unloaded shoulder seems insufficient for best diagnosis and treatment. This study evaluated if Dynamic MRI provides novel kinematic data that can be used to improve the understanding, diagnosis and best treatment of rotator cuff diseases.Dynamic MRI provided real-time 3D image series and was used to measure changes in the width of subacromial space, superior-inferior translation and anterior-posterior translation of the humeral head relative to the glenoid during active abduction. These measures were investigated for consistency with the rotator cuff diseases classifications from standard MRI.The study included: 4 shoulders with massive rotator cuff tears, 5 shoulders with an isolated full-thickness supraspinatus tear, 5 shoulders with tendinopathy and 6 normal shoulders. A change in the width of subacromial space greater than 4mm differentiated between rotator cuff diseases with tendon tears (massive cuff tears and supraspinatus tear and without tears (tendinopathy (p = 0.012. The range of the superior-inferior translation was higher in the massive cuff tears group (6.4mm than in normals (3.4mm (p = 0.02. The range of the anterior-posterior translation was higher in the massive cuff tears (9.2 mm and supraspinatus tear (9.3 mm shoulders compared to normals (3.5mm and tendinopathy (4.8mm shoulders (p = 0.05.The Dynamic MRI enabled a novel measure; 'Looseness', i.e. the translation of the humeral head on the glenoid during an abduction cycle. Looseness was better able at differentiating different forms of rotator cuff disease than a simple static measure of relative glenohumeral position.
Tempelaere, Christine; Pierrart, Jérome; Lefèvre-Colau, Marie-Martine; Vuillemin, Valérie; Cuénod, Charles-André; Hansen, Ulrich; Mir, Olivier; Skalli, Wafa; Gregory, Thomas
2016-01-01
Background MRI is the standard methodology in diagnosis of rotator cuff diseases. However, many patients continue to have pain despite treatment, and MRI of a static unloaded shoulder seems insufficient for best diagnosis and treatment. This study evaluated if Dynamic MRI provides novel kinematic data that can be used to improve the understanding, diagnosis and best treatment of rotator cuff diseases. Methods Dynamic MRI provided real-time 3D image series and was used to measure changes in the width of subacromial space, superior-inferior translation and anterior-posterior translation of the humeral head relative to the glenoid during active abduction. These measures were investigated for consistency with the rotator cuff diseases classifications from standard MRI. Results The study included: 4 shoulders with massive rotator cuff tears, 5 shoulders with an isolated full-thickness supraspinatus tear, 5 shoulders with tendinopathy and 6 normal shoulders. A change in the width of subacromial space greater than 4mm differentiated between rotator cuff diseases with tendon tears (massive cuff tears and supraspinatus tear) and without tears (tendinopathy) (p = 0.012). The range of the superior-inferior translation was higher in the massive cuff tears group (6.4mm) than in normals (3.4mm) (p = 0.02). The range of the anterior-posterior translation was higher in the massive cuff tears (9.2 mm) and supraspinatus tear (9.3 mm) shoulders compared to normals (3.5mm) and tendinopathy (4.8mm) shoulders (p = 0.05). Conclusion The Dynamic MRI enabled a novel measure; ‘Looseness’, i.e. the translation of the humeral head on the glenoid during an abduction cycle. Looseness was better able at differentiating different forms of rotator cuff disease than a simple static measure of relative glenohumeral position. PMID:27434235