WorldWideScience

Sample records for two-dimensional brownian motion

  1. Study of two-dimensional Debye clusters using Brownian motion

    International Nuclear Information System (INIS)

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

    2006-01-01

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

  2. O'Connell's process as a vicious Brownian motion

    International Nuclear Information System (INIS)

    Katori, Makoto

    2011-01-01

    Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two motions meet they kill each other. We consider the vicious Brownian motions conditioned never to collide with each other and call it noncolliding Brownian motion. This conditional diffusion process is equivalent to the eigenvalue process of the Hermitian-matrix-valued Brownian motion studied by Dyson [J. Math. Phys. 3, 1191 (1962)]. Recently, O'Connell [Ann. Probab. (to be published)] introduced a generalization of the noncolliding Brownian motion by using the eigenfunctions (the Whittaker functions) of the quantum Toda lattice in order to analyze a directed polymer model in 1 + 1 dimensions. We consider a system of one-dimensional Brownian motions with a long-ranged killing term as a generalization of the vicious Brownian motion and construct the O'Connell process as a conditional process of the killing Brownian motions to survive forever.

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

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2007-01-01

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

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

    Science.gov (United States)

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

    2010-04-21

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

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

    OpenAIRE

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

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Ma, Jun; Jing, Guangyin

    2014-01-01

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

  7. Reflection Negative Kernels and Fractional Brownian Motion

    Directory of Open Access Journals (Sweden)

    Palle E. T. Jorgensen

    2018-06-01

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

  8. Functionals of Brownian motion, localization and metric graphs

    International Nuclear Information System (INIS)

    Comtet, Alain; Desbois, Jean; Texier, Christophe

    2005-01-01

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

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

    International Nuclear Information System (INIS)

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

    2006-01-01

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

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

    Science.gov (United States)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

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

  11. New methods for simulation of fractional Brownian motion

    International Nuclear Information System (INIS)

    Yin, Z.M.

    1996-01-01

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

  12. Brownian Motion of 2D Vacancy Islands by Adatom Terrace Diffusion

    International Nuclear Information System (INIS)

    Morgenstern, Karina; Laegsgaard, Erik; Besenbacher, Flemming

    2001-01-01

    We have studied the Brownian motion of two-dimensional (2D) vacancy islands on Ag(110) at temperatures between 175 and 215K. While the detachment of adatoms from the island and their diffusion on the terrace are permitted in this temperature range, the periphery diffusion of single adatoms is prohibited. The present scanning tunneling microscopy results provide the first direct experimental proof that the Brownian motion of the islands follows a simple scaling law with terrace diffusion being the rate limiting process. The activation energy of the vacancy island motion is determined to 0.41eV

  13. Intrinsic and extrinsic measurement for Brownian motion

    International Nuclear Information System (INIS)

    Castro-Villarreal, Pavel

    2014-01-01

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

  14. Diffusion in one dimensional random medium and hyperbolic Brownian motion

    International Nuclear Information System (INIS)

    Comtet, A.; Monthus, C.; Paris-6 Univ., 75

    1995-03-01

    Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs

  15. Algorithm for generating a Brownian motion on a sphere

    International Nuclear Information System (INIS)

    Carlsson, Tobias; Elvingson, Christer; Ekholm, Tobias

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Suidan, T M

    2001-01-01

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

  17. A multiscale guide to Brownian motion

    International Nuclear Information System (INIS)

    Grebenkov, Denis S; Belyaev, Dmitry; Jones, Peter W

    2016-01-01

    We revise the Lévy construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ‘geometrical features’ at multiple length scales with random weights. Such a wavelet representation gives a closed formula mapping of the unit interval onto the functional space of Brownian paths. This formula elucidates many classical results about Brownian motion (e.g., non-differentiability of its path), providing an intuitive feeling for non-mathematicians. The illustrative character of the wavelet representation, along with the simple structure of the underlying probability space, is different from the usual presentation of most classical textbooks. Similar concepts are discussed for the Brownian bridge, fractional Brownian motion, the Ornstein-Uhlenbeck process, Gaussian free fields, and fractional Gaussian fields. Wavelet representations and dyadic decompositions form the basis of many highly efficient numerical methods to simulate Gaussian processes and fields, including Brownian motion and other diffusive processes in confining domains. (topical review)

  18. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

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

  19. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

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

    2011-01-01

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

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

    Science.gov (United States)

    Johansson, Kurt

    2013-04-01

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

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

    Science.gov (United States)

    Hänggi, Peter

    2005-03-01

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

  2. Biased and flow driven Brownian motion in periodic channels

    Science.gov (United States)

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

    2012-02-01

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

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

    Science.gov (United States)

    Toth, Arpád; Banky, Dániel; Grolmusz, Vince

    2011-12-01

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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  5. Operator Fractional Brownian Motion and Martingale Differences

    Directory of Open Access Journals (Sweden)

    Hongshuai Dai

    2014-01-01

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

  6. Nonparametric Regression with Subfractional Brownian Motion via Malliavin Calculus

    Directory of Open Access Journals (Sweden)

    Yuquan Cang

    2014-01-01

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

  7. Manipulation and controlled amplification of Brownian motion of microcantilever sensors

    International Nuclear Information System (INIS)

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

    2001-01-01

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

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

    OpenAIRE

    Xu, Fangjun

    2013-01-01

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

  9. Brownian motion probe for water-ethanol inhomogeneous mixtures

    Science.gov (United States)

    Furukawa, Kazuki; Judai, Ken

    2017-12-01

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

  10. Stock price prediction using geometric Brownian motion

    Science.gov (United States)

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

    2018-03-01

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

  11. An image encryption scheme based on three-dimensional Brownian motion and chaotic system

    International Nuclear Information System (INIS)

    Chai Xiu-Li; Yuan Ke; Gan Zhi-Hua; Lu Yang; Chen Yi-Ran

    2017-01-01

    At present, many chaos-based image encryption algorithms have proved to be unsafe, few encryption schemes permute the plain images as three-dimensional (3D) bit matrices, and thus bits cannot move to any position, the movement range of bits are limited, and based on them, in this paper we present a novel image encryption algorithm based on 3D Brownian motion and chaotic systems. The architecture of confusion and diffusion is adopted. Firstly, the plain image is converted into a 3D bit matrix and split into sub blocks. Secondly, block confusion based on 3D Brownian motion (BCB3DBM) is proposed to permute the position of the bits within the sub blocks, and the direction of particle movement is generated by logistic-tent system (LTS). Furthermore, block confusion based on position sequence group (BCBPSG) is introduced, a four-order memristive chaotic system is utilized to give random chaotic sequences, and the chaotic sequences are sorted and a position sequence group is chosen based on the plain image, then the sub blocks are confused. The proposed confusion strategy can change the positions of the bits and modify their weights, and effectively improve the statistical performance of the algorithm. Finally, a pixel level confusion is employed to enhance the encryption effect. The initial values and parameters of chaotic systems are produced by the SHA 256 hash function of the plain image. Simulation results and security analyses illustrate that our algorithm has excellent encryption performance in terms of security and speed. (paper)

  12. Generalized Arcsine Laws for Fractional Brownian Motion.

    Science.gov (United States)

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

    2018-01-26

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

  13. On some generalization of fractional Brownian motions

    International Nuclear Information System (INIS)

    Wang Xiaotian; Liang Xiangqian; Ren Fuyao; Zhang Shiying

    2006-01-01

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

  14. Brownian Motion of Boomerang Colloidal Particles

    Science.gov (United States)

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

    2014-03-01

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

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

    Science.gov (United States)

    Tutu, Hiroki; Horita, Takehiko; Ouchi, Katsuya

    2015-04-01

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

  16. Estimation of the global regularity of a multifractional Brownian motion

    DEFF Research Database (Denmark)

    Lebovits, Joachim; Podolskij, Mark

    This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....

  17. Synchronization and collective motion of globally coupled Brownian particles

    International Nuclear Information System (INIS)

    Sevilla, Francisco J; Heiblum-Robles, Alexandro; Dossetti, Victor

    2014-01-01

    In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators. We show that the kinematical stationary states of the system go from a phase in thermal equilibrium with no net flux of particles, to far-from-equilibrium phases exhibiting collective motion by increasing the coupling among particles. The mechanism that leads to the instability of the equilibrium phase relies on the competition between two time scales, namely, the mean collision time of the Brownian particles in a thermal bath and the time it takes for a particle to orient its direction of motion along the direction of motion of the group. Our results show a clear connection between collective motion and the Kuramoto model for synchronization, in our case, for the direction of motion of the particles. (paper)

  18. Brownian motion in Robertson-Walker spacetimes from electromagnetic vacuum fluctuations

    International Nuclear Information System (INIS)

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

    2009-01-01

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

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

    Science.gov (United States)

    Zhang, Qiang; Lai, Dejian

    2011-05-01

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

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

    Science.gov (United States)

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

    2015-07-15

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

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

    Science.gov (United States)

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

    2014-02-01

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

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

    International Nuclear Information System (INIS)

    Morozov, Andrey N.; Skripkin, Alexey V.

    2011-01-01

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

  3. Eigenfunction expansion for fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

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

  4. Area distribution of an elastic Brownian motion

    International Nuclear Information System (INIS)

    Rajabpour, M A

    2009-01-01

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

  5. Beginning Introductory Physics with Two-Dimensional Motion

    Science.gov (United States)

    Huggins, Elisha

    2009-01-01

    During the session on "Introductory College Physics Textbooks" at the 2007 Summer Meeting of the AAPT, there was a brief discussion about whether introductory physics should begin with one-dimensional motion or two-dimensional motion. Here we present the case that by starting with two-dimensional motion, we are able to introduce a considerable…

  6. Deep inelastic collisions viewed as Brownian motion

    International Nuclear Information System (INIS)

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

    1980-01-01

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

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

    Science.gov (United States)

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

    2018-04-04

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

  8. Random motion and Brownian rotation

    International Nuclear Information System (INIS)

    Wyllie, G.

    1980-01-01

    The course is centred on the Brownian motion - the random movement of molecules arising from thermal fluctuations of the surrounding medium - and starts with the classical theory of A. Einstein, M.v. Smoluchowski and P. Langevin. The first part of this article is quite elementary, and several of the questions raised in it have been instructively treated in a much more sophisticated way in recent reviews by Pomeau and Resibois and by Fox. This simple material may nevertheless be helpful to some readers whose main interest lies in approaching the work on Brownian rotation reviewed in the latter part of the present article. The simplest, and most brutally idealised, problem in our field of interest is that of the random walk in one dimension of space. Its solution leads on, through the diffusivity-mobility relation of Einstein, to Langevin's treatment of the Brownian motion. The application of these ideas to the movement of a molecule in a medium of similar molecules is clearly unrealistic, and much energy has been devoted to finding a suitable generalisation. We shall discuss in particular ideas due to Green, Zwanzig and Mori. (orig./WL)

  9. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

    International Nuclear Information System (INIS)

    Han Yuecai; Hu Yaozhong; Song Jian

    2013-01-01

    We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need to develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.

  10. Dissipation and decoherence in Brownian motion

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-05-15

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

  11. Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-04-01

    Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the amplitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes ("fluctuation amplitudes" of the spectra of stochastic processes upon rotation of the Earth.

  12. Cosmophysical Factors in the Fluctuation Amplitude Spectrum of Brownian Motion

    Directory of Open Access Journals (Sweden)

    Kaminsky A. V.

    2010-07-01

    Full Text Available Phenomenon of the regular variability of the fine structure of the fluctuation in the am- plitude distributions (shapes of related histograms for the case of Brownian motion was investigated. We took an advantage of the dynamic light scattering method (DLS to get a stochastically fluctuated signal determined by Brownian motion. Shape of the histograms is most likely to vary, synchronous, in two proximally located independent cells containing Brownian particles. The synchronism persists in the cells distant at 2 m from each other, and positioned meridionally. With a parallel-wise positioning of the cells, high probability of the synchronous variation in the shape of the histograms by local time has been observed. This result meets the previous conclusion about the dependency of histogram shapes (“fluctuation amplitudes” of the spectra of stochastic processes upon rotation of the Earth.

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

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

    Science.gov (United States)

    Liu, Yibing; Nie, Wenjie; Lan, Yueheng

    2017-05-01

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

  15. Time rescaling and Gaussian properties of the fractional Brownian motions

    International Nuclear Information System (INIS)

    Maccone, C.

    1981-01-01

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

  16. Phase transition for absorbed Brownian motion with drift

    International Nuclear Information System (INIS)

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

    1997-01-01

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

  17. On the joint residence time of N independent two-dimensional Brownian motions

    International Nuclear Information System (INIS)

    Benichou, O; Coppey, M; Klafter, J; Moreau, M; Oshanin, G

    2003-01-01

    We study the behaviour of several joint residence times of N independent Brownian particles in a disc of radius R in two dimensions. We consider: (i) the time T N (t) spent by all N particles simultaneously in the disc within the time interval [0, t], (ii) the time T (m) N (t) which at least m out of N particles spend together in the disc within the time interval [0, t], and (iii) the time T-tilde (m) N (t) which exactly m out of N particles spend together in the disc within the time interval [0, t]. We obtain very simple exact expressions for the expectations of these three residence times in the limit t → ∞

  18. The Intersection Probability of Brownian Motion and SLEκ

    Directory of Open Access Journals (Sweden)

    Shizhong Zhou

    2015-01-01

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

  19. QUANTUM STOCHASTIC PROCESSES: BOSON AND FERMION BROWNIAN MOTION

    Directory of Open Access Journals (Sweden)

    A.E.Kobryn

    2003-01-01

    Full Text Available Dynamics of quantum systems which are stochastically perturbed by linear coupling to the reservoir can be studied in terms of quantum stochastic differential equations (for example, quantum stochastic Liouville equation and quantum Langevin equation. In order to work it out one needs to define the quantum Brownian motion. As far as only its boson version has been known until recently, in the present paper we present the definition which makes it possible to consider the fermion Brownian motion as well.

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

    Directory of Open Access Journals (Sweden)

    Mario Lefebvre

    2011-01-01

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

  1. Reflected Brownian motions in the KPZ universality class

    CERN Document Server

    Weiss, Thomas; Spohn, Herbert

    2017-01-01

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

  2. Deterministic Brownian motion generated from differential delay equations.

    Science.gov (United States)

    Lei, Jinzhi; Mackey, Michael C

    2011-10-01

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

  3. Occupation times distribution for Brownian motion on graphs

    CERN Document Server

    Desbois, J

    2002-01-01

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

  4. Survival probabilities for branching Brownian motion with absorption

    OpenAIRE

    Harris, John; Harris, Simon

    2007-01-01

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

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

    Science.gov (United States)

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

    2017-09-01

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

  6. Brownian motion in short range random potentials

    International Nuclear Information System (INIS)

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

    1998-01-01

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

  7. Under which conditions is quantum Brownian motion observable in a microscope?

    International Nuclear Information System (INIS)

    Helseth, L.E.

    2010-01-01

    We investigate under which conditions we can expect to observe quantum Brownian motion in a microscope. Using the fluctuation-dissipation theorem, we investigate quantum Brownian motion in an ohmic bath, and estimate temporal and spatial accuracy required to observe a crossover from classical to quantum behavior.

  8. Microscopic derivation of open quantum Brownian motion: a particular example

    International Nuclear Information System (INIS)

    Sinayskiy, Ilya; Petruccione, Francesco

    2015-01-01

    The microscopic derivation of a new type of Brownian motion, namely open quantum Brownian motion (OQBM) is presented. The quantum master equation for OQBM is derived for a weakly driven system interacting with a decoherent environment. Examples of the dynamics for initial Gaussian and non-Gaussian distributions are presented. Both examples demonstrate convergence of the OQBM dynamics to Gaussian distributions. (topical article)

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

    Science.gov (United States)

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

    2018-04-01

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

  10. Brownian gas models for extreme-value laws

    International Nuclear Information System (INIS)

    Eliazar, Iddo

    2013-01-01

    In this paper we establish one-dimensional Brownian gas models for the extreme-value laws of Gumbel, Weibull, and Fréchet. A gas model is a countable collection of independent particles governed by common diffusion dynamics. The extreme-value laws are the universal probability distributions governing the affine scaling limits of the maxima and minima of ensembles of independent and identically distributed one-dimensional random variables. Using the recently introduced concept of stationary Poissonian intensities, we construct two gas models whose global statistical structures are stationary, and yield the extreme-value laws: a linear Brownian motion gas model for the Gumbel law, and a geometric Brownian motion gas model for the Weibull and Fréchet laws. The stochastic dynamics of these gas models are studied in detail, and closed-form analytical descriptions of their temporal correlation structures, their topological phase transitions, and their intrinsic first-passage-time fluxes are presented. (paper)

  11. Two-Dimensional Motions of Rockets

    Science.gov (United States)

    Kang, Yoonhwan; Bae, Saebyok

    2007-01-01

    We analyse the two-dimensional motions of the rockets for various types of rocket thrusts, the air friction and the gravitation by using a suitable representation of the rocket equation and the numerical calculation. The slope shapes of the rocket trajectories are discussed for the three types of rocket engines. Unlike the projectile motions, the…

  12. Brownian motion of tethered nanowires.

    Science.gov (United States)

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

    2014-05-01

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

  13. Fractional Brownian motion with a reflecting wall

    Science.gov (United States)

    Wada, Alexander H. O.; Vojta, Thomas

    2018-02-01

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

  14. Brownian motion, martingales, and stochastic calculus

    CERN Document Server

    Le Gall, Jean-François

    2016-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Qing-Miao Nie

    2014-04-01

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

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

    Science.gov (United States)

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

    2014-04-01

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

  17. Brownian entanglement

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  18. Quantum Brownian motion model for the stock market

    Science.gov (United States)

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

    2016-06-01

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

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

    Science.gov (United States)

    Lee, K. C.

    2013-02-01

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

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

    Directory of Open Access Journals (Sweden)

    K. C. Lee

    2013-02-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

  2. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

    Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)

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

    Directory of Open Access Journals (Sweden)

    Di Pan

    2013-01-01

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

  4. Brownian motion in a flowing fluid revisited

    International Nuclear Information System (INIS)

    Ramshaw, J.D.

    1981-01-01

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

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

    International Nuclear Information System (INIS)

    Suryawan, Herry P.; Gunarso, Boby

    2017-01-01

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

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

    OpenAIRE

    Matsumoto, Hiroyuki; Yor, Marc

    2005-01-01

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

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

    International Nuclear Information System (INIS)

    Razdan, Ashok

    2003-01-01

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

  8. Stochastic calculus for fractional Brownian motion and related processes

    CERN Document Server

    Mishura, Yuliya S

    2008-01-01

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

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

    Science.gov (United States)

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

    2017-03-07

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

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

    DEFF Research Database (Denmark)

    Høg, Esben; Frederiksen, Per; Schiemert, Daniel

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

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

    Directory of Open Access Journals (Sweden)

    Chao Wang

    2015-01-01

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

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

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

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

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

  14. The open quantum Brownian motions

    International Nuclear Information System (INIS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2014-01-01

    Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H z : orbital (walker) Hilbert space, C Z in the discrete, L 2 (R) in the continuum H c : internal spin (or gyroscope) Hilbert space H sys =H z ⊗H c : system Hilbert space H p : probe (or quantum coin) Hilbert space, H p =C 2 ρ t tot : density matrix for the total system (walker + internal spin + quantum coins) ρ-bar t : reduced density matrix on H sys : ρ-bar t =∫dxdy ρ-bar t (x,y)⊗|x〉 z 〈y| ρ-hat t : system density matrix in a quantum trajectory: ρ-hat t =∫dxdy ρ-hat t (x,y)⊗|x〉 z 〈y|. If diagonal and localized in position: ρ-hat t =ρ t ⊗|X t 〉 z 〈X t | ρ t : internal density matrix in a simple quantum trajectory X t : walker position in a simple quantum trajectory B t : normalized Brownian motion ξ t , ξ t † : quantum noises (paper)

  15. Brownian motion and stochastic calculus

    CERN Document Server

    Karatzas, Ioannis

    1998-01-01

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

  16. Two-dimensional analysis of motion artifacts, including flow effects

    International Nuclear Information System (INIS)

    Litt, A.M.; Brody, A.S.; Spangler, R.A.; Scott, P.D.

    1990-01-01

    The effects of motion on magnetic resonance images have been theoretically analyzed for the case of a point-like object in simple harmonic motion and for other one-dimensional trajectories. The authors of this paper extend this analysis to a generalized two-dimensional magnetization with an arbitrary motion trajectory. The authors provide specific solutions for the clinically relevant cases of the cross-sections of cylindrical objects in the body, such as the aorta, which has a roughly one-dimensional, simple harmonic motion during respiration. By extending the solution to include inhomogeneous magnetizations, the authors present a model which allows the effects of motion artifacts and flow artifacts to be analyzed simultaneously

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

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

    Science.gov (United States)

    Puchkov, Evgeny O

    2010-06-01

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

  19. Brownian motion model with stochastic parameters for asset prices

    Science.gov (United States)

    Ching, Soo Huei; Hin, Pooi Ah

    2013-09-01

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

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

    Science.gov (United States)

    Tyagi, Neha; Cherayil, Binny J.

    2018-03-01

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

  1. Finding viscosity of liquids from Brownian motion at students' laboratory

    International Nuclear Information System (INIS)

    Greczylo, Tomasz; Debowska, Ewa

    2005-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Didier Kumwimba Seya

    2015-11-01

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

  3. The Diffusion Process in Small Particles and Brownian Motion

    Science.gov (United States)

    Khoshnevisan, M.

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

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

    International Nuclear Information System (INIS)

    Kim, K.S.

    1982-01-01

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

  5. Time-averaged MSD of Brownian motion

    OpenAIRE

    Andreanov, Alexei; Grebenkov, Denis

    2012-01-01

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

  6. Active Brownian motion models and applications to ratchets

    Science.gov (United States)

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

    2008-10-01

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

  7. Entropic Approach to Brownian Movement.

    Science.gov (United States)

    Neumann, Richard M.

    1980-01-01

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

  8. Two-dimensional motions of rockets

    International Nuclear Information System (INIS)

    Kang, Yoonhwan; Bae, Saebyok

    2007-01-01

    We analyse the two-dimensional motions of the rockets for various types of rocket thrusts, the air friction and the gravitation by using a suitable representation of the rocket equation and the numerical calculation. The slope shapes of the rocket trajectories are discussed for the three types of rocket engines. Unlike the projectile motions, the descending parts of the trajectories tend to be gentler and straighter slopes than the ascending parts for relatively large launching angles due to the non-vanishing thrusts. We discuss the ranges, the maximum altitudes and the engine performances of the rockets. It seems that the exponential fuel exhaustion can be the most potent engine for the longest and highest flights

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

    Science.gov (United States)

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

    2006-12-01

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

  10. Quantum Darwinism in Quantum Brownian Motion

    Science.gov (United States)

    Blume-Kohout, Robin; Zurek, Wojciech H.

    2008-12-01

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

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

    Science.gov (United States)

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

    2011-03-01

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

  12. Frustrated Brownian Motion of Nonlocal Solitary Waves

    International Nuclear Information System (INIS)

    Folli, V.; Conti, C.

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Kearney, Michael J; Majumdar, Satya N

    2014-01-01

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

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

    Science.gov (United States)

    Guo, Zhidong; Song, Yukun; Zhang, Yunliang

    2013-05-01

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

  15. On the motion of a Brownian particle with an asymmetric bias

    International Nuclear Information System (INIS)

    Kim, K.S.

    1981-01-01

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

  16. Brownian motion using video capture

    International Nuclear Information System (INIS)

    Salmon, Reese; Robbins, Candace; Forinash, Kyle

    2002-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Xiao-Li Ding

    2018-01-01

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

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

    Science.gov (United States)

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

    2014-10-01

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

  19. On the distribution of estimators of diffusion constants for Brownian motion

    International Nuclear Information System (INIS)

    Boyer, Denis; Dean, David S

    2011-01-01

    We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of quadratic functionals of Brownian motion that correspond to the Euclidean path integral for simple Harmonic oscillators with time dependent frequencies. Explicit analytical results are given for the distribution of the diffusion constant estimator in a number of cases and our results are confirmed by numerical simulations.

  20. Time-averaged MSD of Brownian motion

    International Nuclear Information System (INIS)

    Andreanov, Alexei; Grebenkov, Denis S

    2012-01-01

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

  1. Time-averaged MSD of Brownian motion

    Science.gov (United States)

    Andreanov, Alexei; Grebenkov, Denis S.

    2012-07-01

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

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

    International Nuclear Information System (INIS)

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

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    M. Jayachandra Babu

    2017-12-01

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

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

    OpenAIRE

    Khoshnevisan, Davar; Levin, David; Shi, Zhan

    2005-01-01

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

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

    Science.gov (United States)

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

    2012-03-01

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

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

    International Nuclear Information System (INIS)

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

    1989-01-01

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

  7. Feller processes: the next generation in modeling. Brownian motion, Lévy processes and beyond.

    Directory of Open Access Journals (Sweden)

    Björn Böttcher

    Full Text Available We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.

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

    Science.gov (United States)

    He, Xinjiang; Chen, Wenting

    2014-06-01

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

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

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2006-01-01

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

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

    International Nuclear Information System (INIS)

    Forrester, Peter J.; Majumdar, Satya N.; Schehr, Gregory

    2011-01-01

    We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L c (N)∼√(N) in the large N limit. Close to the critical point, the reunion probability, properly centered and scaled, is identical to the Tracy-Widom distribution describing the probability distribution of the largest eigenvalue of a random matrix. For the periodic case we obtain the Tracy-Widom distribution corresponding to the GUE random matrices, while for the absorbing and reflecting cases we get the Tracy-Widom distribution corresponding to GOE random matrices. In the absorbing case, the reunion probability is also identified as the maximal height of N non-intersecting Brownian excursions ('watermelons' with a wall) whose distribution in the asymptotic scaling limit is then described by GOE Tracy-Widom law. In addition, large deviation formulas for the maximum height are also computed.

  11. Self-induced temperature gradients in Brownian dynamics

    Science.gov (United States)

    Devine, Jack; Jack, M. W.

    2017-12-01

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

  12. The relativistic Brownian motion: Interdisciplinary applications

    International Nuclear Information System (INIS)

    Aragones-Munoz, A; Sandoval-Villalbazo, A

    2010-01-01

    Relativistic Brownian motion theory will be applied to the study of analogies between physical and economic systems, emphasizing limiting cases in which Gaussian distributions are no longer valid. The characteristic temperatures of the particles will be associated with the concept of variance, and this will allow us to choose whether the pertinent distribution is classical or relativistic, while working specific situations. The properties of particles can be interpreted as economic variables, in order to study the behavior of markets in terms of Levy financial processes, since markets behave as stochastic systems. As far as we know, the application of the Juettner distribution to the study of economic systems is a new idea.

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

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

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

  14. Singularity spectra of fractional Brownian motions as a multi-fractal

    International Nuclear Information System (INIS)

    Kim, T.S.; Kim, S.

    2004-01-01

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

  15. Quantal Brownian Motion from RPA dynamics: The master and Fokker-Planck equations

    International Nuclear Information System (INIS)

    Yannouleas, C.

    1984-05-01

    From the purely quantal RPA description of the damped harmonic oscillator and of the corresponding Brownian Motion within the full space (phonon subspace plus reservoir), a master equation (as well as a Fokker-Planck equation) for the reduced density matrix (for the reduced Wigner function, respectively) within the phonon subspace is extracted. The RPA master equation agrees with the master equation derived by the time-dependent perturbative approaches which utilize Tamm-Dancoff Hilbert spaces and invoke the rotating wave approximation. Since the RPA yields a full, as well as a contracted description, it can account for both the kinetic and the unperturbed oscillator momenta. The RPA description of the quantal Brownian Motion contrasts with the descriptions provided by the time perturbative approaches whether they invoke or not the rotating wave approximation. The RPA description also contrasts with the phenomenological phase space quantization. (orig.)

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

    OpenAIRE

    Xiao-Li Ding; Juan J. Nieto

    2018-01-01

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

  17. Brownian motion after Einstein and Smoluchowski: Some new applications and new experiments

    DEFF Research Database (Denmark)

    Dávid, Selmeczi; Tolic-Nørrelykke, S.F.; Schäffer, E.

    2007-01-01

    The first half of this review describes the development in mathematical models of Brownian motion after Einstein's and Smoluchowski's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists is also an instrument of such precision ...

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

    Science.gov (United States)

    Lindenberg, Katja

    2015-03-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-03-01

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

  20. Parallel Molecular Distributed Detection With Brownian Motion.

    Science.gov (United States)

    Rogers, Uri; Koh, Min-Sung

    2016-12-01

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

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

    Science.gov (United States)

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

    2012-08-01

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

  2. Yukawa Potential, Panharmonic Measure and Brownian Motion

    Directory of Open Access Journals (Sweden)

    Antti Rasila

    2018-05-01

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

  3. Normal versus anomalous self-diffusion in two-dimensional fluids: Memory function approach and generalized asymptotic Einstein relation

    Science.gov (United States)

    Shin, Hyun Kyung; Choi, Bongsik; Talkner, Peter; Lee, Eok Kyun

    2014-12-01

    Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold for sub- and super-diffusive spreading of the Brownian particle's mean square displacement. The generalized asymptotic Einstein relation is used to analyze data obtained from molecular dynamics simulations of a two-dimensional soft disk fluid. We mainly concentrated on medium densities for which we found super-diffusive behavior of a tagged fluid particle. At higher densities a range of normal diffusion can be identified. The motion presumably changes to sub-diffusion for even higher densities.

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

    Science.gov (United States)

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

    2013-11-26

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

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

    Directory of Open Access Journals (Sweden)

    Shilong Li

    2018-03-01

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

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

    Science.gov (United States)

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

    2012-02-01

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

  7. Quantum Brownian motion in a bath of parametric oscillators: A model for system-field interactions

    International Nuclear Information System (INIS)

    Hu, B.L.; Matacz, A.

    1994-01-01

    The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes such as decoherence, dissipation, particle creation, noise, and fluctuation. The present paper continues the investigation begun in earlier papers on the quantum Brownian motion in a general environment via the influence functional formalism. Here, the Brownian particle is coupled linearly to a bath of the most general time-dependent quadratic oscillators. This bath of parametric oscillators minics a scalar field, while the motion of the Brownian particle modeled by a single oscillator could be used to depict the behavior of a particle detector, a quantum field mode, or the scale factor of the Universe. An important result of this paper is the derivation of the influence functional encompassing the noise and dissipation kernels in terms of the Bogolubov coefficients, thus setting the stage for the influence functional formalism treatment of problems in quantum field theory in curved spacetime. This method enables one to trace the source of statistical processes such as decoherence and dissipation to vacuum fluctuations and particle creation, and in turn impart a statistical mechanical interpretation of quantum field processes. With this result we discuss the statistical mechanical origin of quantum noise and thermal radiance from black holes and from uniformly accelerated observers in Minkowski space as well as from the de Sitter universe discovered by Hawking, Unruh, and Gibbons and Hawking. We also derive the exact evolution operator and master equation for the reduced density matrix of the system interacting with a parametric oscillator bath in an initial squeezed thermal state. These results are useful for decoherence and back reaction studies for systems and processes of interest in semiclassical cosmology and gravity. Our model and results are also expected to be useful for related problems in quantum optics

  8. Special relativity and the Karhunen-Loeve expansion of Brownian motion

    International Nuclear Information System (INIS)

    Maccone, C.

    1987-01-01

    The connection between special relativity and the theory of the time-rescaled Gaussian stochastic processes is brought to light. It is given the general expression of the Karhunen-Loewe expansion for the Brownian motion whose variable is the proper time. The relevant eigenfunctions are proved to be Bessel functions, and their stability is discussed. The eigenvalues are shown to be the zeros of certain linear combinations of the Bessel functions and their partials. The energy distribution of such a class of processes is investigated, and it is given explicit formulae for both its mean value and variance. Finally it is studied in detail the Karhumen-Loeve expansion for a case of relativistic decelerated motion whose analysis is feasible in closed form

  9. Whitening filter and innovational representation of fractional Brownian motion

    International Nuclear Information System (INIS)

    Wang Xiaotian; Wu Min

    2009-01-01

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

  10. Brownian motion, dynamical randomness and irreversibility

    International Nuclear Information System (INIS)

    Gaspard, Pierre

    2005-01-01

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

  11. Observations and calculations of two-dimensional angular optical scattering (TAOS) patterns of a single levitated cluster of two and four microspheres

    International Nuclear Information System (INIS)

    Krieger, U.K.; Meier, P.

    2011-01-01

    We use single bi-sphere particles levitated in an electrodynamic balance to record two-dimensional angular scattering patterns at different angles of the coordinate system of the aggregate relative to the incident laser beam. Due to Brownian motion the particle covers the whole set of possible angles with time and allows to select patterns with high symmetry for analysis. These are qualitatively compared to numerical calculations. A small cluster of four spheres shows complex scattering patterns, comparison with computations suggest a low compactness for these clusters. An experimental procedure is proposed for studying restructuring effects occurring in mixed particles upon evaporation. - Research highlights: → Single levitated bi-sphere particle. → Two-dimensional angular scattering pattern. → Comparison experiment with computations.

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

    International Nuclear Information System (INIS)

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

    1985-01-01

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

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

    Science.gov (United States)

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

    2016-08-10

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

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

    International Nuclear Information System (INIS)

    Ilalan, Deniz

    2016-01-01

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

  15. Three-dimensional liver motion tracking using real-time two-dimensional MRI.

    Science.gov (United States)

    Brix, Lau; Ringgaard, Steffen; Sørensen, Thomas Sangild; Poulsen, Per Rugaard

    2014-04-01

    Combined magnetic resonance imaging (MRI) systems and linear accelerators for radiotherapy (MR-Linacs) are currently under development. MRI is noninvasive and nonionizing and can produce images with high soft tissue contrast. However, new tracking methods are required to obtain fast real-time spatial target localization. This study develops and evaluates a method for tracking three-dimensional (3D) respiratory liver motion in two-dimensional (2D) real-time MRI image series with high temporal and spatial resolution. The proposed method for 3D tracking in 2D real-time MRI series has three steps: (1) Recording of a 3D MRI scan and selection of a blood vessel (or tumor) structure to be tracked in subsequent 2D MRI series. (2) Generation of a library of 2D image templates oriented parallel to the 2D MRI image series by reslicing and resampling the 3D MRI scan. (3) 3D tracking of the selected structure in each real-time 2D image by finding the template and template position that yield the highest normalized cross correlation coefficient with the image. Since the tracked structure has a known 3D position relative to each template, the selection and 2D localization of a specific template translates into quantification of both the through-plane and in-plane position of the structure. As a proof of principle, 3D tracking of liver blood vessel structures was performed in five healthy volunteers in two 5.4 Hz axial, sagittal, and coronal real-time 2D MRI series of 30 s duration. In each 2D MRI series, the 3D localization was carried out twice, using nonoverlapping template libraries, which resulted in a total of 12 estimated 3D trajectories per volunteer. Validation tests carried out to support the tracking algorithm included quantification of the breathing induced 3D liver motion and liver motion directionality for the volunteers, and comparison of 2D MRI estimated positions of a structure in a watermelon with the actual positions. Axial, sagittal, and coronal 2D MRI series

  16. Three-dimensional liver motion tracking using real-time two-dimensional MRI

    Energy Technology Data Exchange (ETDEWEB)

    Brix, Lau, E-mail: lau.brix@stab.rm.dk [Department of Procurement and Clinical Engineering, Region Midt, Olof Palmes Allé 15, 8200 Aarhus N, Denmark and MR Research Centre, Aarhus University Hospital, Skejby, Brendstrupgaardsvej 100, 8200 Aarhus N (Denmark); Ringgaard, Steffen [MR Research Centre, Aarhus University Hospital, Skejby, Brendstrupgaardsvej 100, 8200 Aarhus N (Denmark); Sørensen, Thomas Sangild [Department of Computer Science, Aarhus University, Aabogade 34, 8200 Aarhus N, Denmark and Department of Clinical Medicine, Aarhus University, Brendstrupgaardsvej 100, 8200 Aarhus N (Denmark); Poulsen, Per Rugaard [Department of Clinical Medicine, Aarhus University, Brendstrupgaardsvej 100, 8200 Aarhus N, Denmark and Department of Oncology, Aarhus University Hospital, Nørrebrogade 44, 8000 Aarhus C (Denmark)

    2014-04-15

    Purpose: Combined magnetic resonance imaging (MRI) systems and linear accelerators for radiotherapy (MR-Linacs) are currently under development. MRI is noninvasive and nonionizing and can produce images with high soft tissue contrast. However, new tracking methods are required to obtain fast real-time spatial target localization. This study develops and evaluates a method for tracking three-dimensional (3D) respiratory liver motion in two-dimensional (2D) real-time MRI image series with high temporal and spatial resolution. Methods: The proposed method for 3D tracking in 2D real-time MRI series has three steps: (1) Recording of a 3D MRI scan and selection of a blood vessel (or tumor) structure to be tracked in subsequent 2D MRI series. (2) Generation of a library of 2D image templates oriented parallel to the 2D MRI image series by reslicing and resampling the 3D MRI scan. (3) 3D tracking of the selected structure in each real-time 2D image by finding the template and template position that yield the highest normalized cross correlation coefficient with the image. Since the tracked structure has a known 3D position relative to each template, the selection and 2D localization of a specific template translates into quantification of both the through-plane and in-plane position of the structure. As a proof of principle, 3D tracking of liver blood vessel structures was performed in five healthy volunteers in two 5.4 Hz axial, sagittal, and coronal real-time 2D MRI series of 30 s duration. In each 2D MRI series, the 3D localization was carried out twice, using nonoverlapping template libraries, which resulted in a total of 12 estimated 3D trajectories per volunteer. Validation tests carried out to support the tracking algorithm included quantification of the breathing induced 3D liver motion and liver motion directionality for the volunteers, and comparison of 2D MRI estimated positions of a structure in a watermelon with the actual positions. Results: Axial, sagittal

  17. Three-dimensional liver motion tracking using real-time two-dimensional MRI

    International Nuclear Information System (INIS)

    Brix, Lau; Ringgaard, Steffen; Sørensen, Thomas Sangild; Poulsen, Per Rugaard

    2014-01-01

    Purpose: Combined magnetic resonance imaging (MRI) systems and linear accelerators for radiotherapy (MR-Linacs) are currently under development. MRI is noninvasive and nonionizing and can produce images with high soft tissue contrast. However, new tracking methods are required to obtain fast real-time spatial target localization. This study develops and evaluates a method for tracking three-dimensional (3D) respiratory liver motion in two-dimensional (2D) real-time MRI image series with high temporal and spatial resolution. Methods: The proposed method for 3D tracking in 2D real-time MRI series has three steps: (1) Recording of a 3D MRI scan and selection of a blood vessel (or tumor) structure to be tracked in subsequent 2D MRI series. (2) Generation of a library of 2D image templates oriented parallel to the 2D MRI image series by reslicing and resampling the 3D MRI scan. (3) 3D tracking of the selected structure in each real-time 2D image by finding the template and template position that yield the highest normalized cross correlation coefficient with the image. Since the tracked structure has a known 3D position relative to each template, the selection and 2D localization of a specific template translates into quantification of both the through-plane and in-plane position of the structure. As a proof of principle, 3D tracking of liver blood vessel structures was performed in five healthy volunteers in two 5.4 Hz axial, sagittal, and coronal real-time 2D MRI series of 30 s duration. In each 2D MRI series, the 3D localization was carried out twice, using nonoverlapping template libraries, which resulted in a total of 12 estimated 3D trajectories per volunteer. Validation tests carried out to support the tracking algorithm included quantification of the breathing induced 3D liver motion and liver motion directionality for the volunteers, and comparison of 2D MRI estimated positions of a structure in a watermelon with the actual positions. Results: Axial, sagittal

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

    International Nuclear Information System (INIS)

    Jumarie, Guy

    2004-01-01

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

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

    Science.gov (United States)

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

    2016-07-11

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

  20. Permutation entropy of fractional Brownian motion and fractional Gaussian noise

    International Nuclear Information System (INIS)

    Zunino, L.; Perez, D.G.; Martin, M.T.; Garavaglia, M.; Plastino, A.; Rosso, O.A.

    2008-01-01

    We have worked out theoretical curves for the permutation entropy of the fractional Brownian motion and fractional Gaussian noise by using the Bandt and Shiha [C. Bandt, F. Shiha, J. Time Ser. Anal. 28 (2007) 646] theoretical predictions for their corresponding relative frequencies. Comparisons with numerical simulations show an excellent agreement. Furthermore, the entropy-gap in the transition between these processes, observed previously via numerical results, has been here theoretically validated. Also, we have analyzed the behaviour of the permutation entropy of the fractional Gaussian noise for different time delays

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

    Science.gov (United States)

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

    2014-01-01

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

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

    Science.gov (United States)

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

    2014-01-07

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

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

    Science.gov (United States)

    Craven, Galen T.; Nitzan, Abraham

    2018-01-01

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

  4. Random functions via Dyson Brownian Motion: progress and problems

    International Nuclear Information System (INIS)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-01-01

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

  5. Random functions via Dyson Brownian Motion: progress and problems

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-09-05

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

  6. Theory of Brownian motion with the Alder-Wainwright effect

    International Nuclear Information System (INIS)

    Okabe, Y.

    1986-01-01

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

  7. On the use of reverse Brownian motion to accelerate hybrid simulations

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-01

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

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

    Science.gov (United States)

    Cadeddu, Lucio; Farina, Maria Antonietta

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

  9. Brownian modulated optical nanoprobes

    International Nuclear Information System (INIS)

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

    2004-01-01

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

  10. Slow kinetics of Brownian maxima.

    Science.gov (United States)

    Ben-Naim, E; Krapivsky, P L

    2014-07-18

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

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

    Directory of Open Access Journals (Sweden)

    H. R. Ehteram

    2016-01-01

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

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

    Science.gov (United States)

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

    2018-05-07

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

  13. Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution

    International Nuclear Information System (INIS)

    Tothova, J.; Lisy, V.

    2015-01-01

    The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)

  14. Analyzing animal movements using Brownian bridges.

    Science.gov (United States)

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

    2007-09-01

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

  15. From Brownian motion to power of fluctuations

    Directory of Open Access Journals (Sweden)

    B. Berche

    2012-12-01

    Full Text Available The year 2012 marks the 140th birth anniversary of Marian Smoluchowski (28.05.1872-5.09.1917, a man who "made ground-breaking contribution to the theory of Brownian motion, the theory of sedimentation, the statistical nature of the Second Law, the theory and practice of density fluctuations (critical opalescence. During his final years of scientific creativity his pioneering theory of coagulation and diffusion-limited reaction rate appeared. These outstanding achievements present true gems which dominate the description of soft matter physics and chemical physics as well as the related areas up till now!" This quotation was taken from the lecture by Peter Hanggi given at international conference Statistical Physics: Modern Trends and Applications that took place in Lviv, Ukraine on July 3-6, 2012 (see conference web-page for more details and was dedicated to the commemoration of Smoluchowski's work. This and forthcoming issues of the Condensed Matter Physics contain papers presented at this conference.

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

    Science.gov (United States)

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

    2013-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Ryo Kanada

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

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

    NARCIS (Netherlands)

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

    2001-01-01

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

  19. Supersymmetry and the constants of motion of the two-dimensional isotropic harmonic oscillator

    International Nuclear Information System (INIS)

    Torres del Castillo, G.F.; Tepper G, T.

    2002-01-01

    It is shown that the constants of motion of the two-dimensional isotropic harmonic oscillator not related to the rotational invariance of the Hamiltonian can be derived using the ideas of supersymmetric quantum mechanics. (Author)

  20. Scaling laws for fractional Brownian motion with power-law clock

    International Nuclear Information System (INIS)

    O'Malley, Daniel; Cushman, John H; Johnson, Graham

    2011-01-01

    We study the mean first passage time (MFPT) for fractional Brownian motion (fBm) in a finite interval with absorbing boundaries at each end. Analytical arguments are used to suggest a simple scaling law for the MFPT and numerical experiments are performed to verify its accuracy. The same approach is used to derive a scaling law for fBm with a power-law clock (fBm-plc). The MFPT scaling laws are employed to develop scaling laws for the finite-size Lyapunov exponent (FSLE) of fBm and fBm-plc. We apply these results to diffusion of a large polymer in a region with absorbing boundaries. (letter)

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

    Science.gov (United States)

    Magdziarz, Marcin; Szczotka, Wladyslaw

    2018-07-01

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

  2. A hydrodynamic formalism for Brownian systems

    International Nuclear Information System (INIS)

    Pina, E.; Rosales, M.A.

    1981-01-01

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

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

    Science.gov (United States)

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

    2018-02-01

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

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

    International Nuclear Information System (INIS)

    Berg-Soerensen, Kirstine; Flyvbjerg, Henrik

    2005-01-01

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

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

    OpenAIRE

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

    1999-01-01

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

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

    National Research Council Canada - National Science Library

    Durrett, Richard; Kesten, Harry; Spitzer, Frank

    1991-01-01

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

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

    International Nuclear Information System (INIS)

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

    2007-01-01

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

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

    Science.gov (United States)

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

    2014-01-01

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

  9. Brownian Optimal Stopping and Random Walks

    International Nuclear Information System (INIS)

    Lamberton, D.

    2002-01-01

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

  10. Semicircular canals circumvent Brownian Motion overload of mechanoreceptor hair cells

    DEFF Research Database (Denmark)

    Muller, Mees; Heeck, Kier; Elemans, Coen P H

    2016-01-01

    Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500...... nN/m), and have a 100-fold higher tip displacement threshold (hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above...... differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (

  11. Brownian Motion of Asymmetric Boomerang Colloidal Particles

    Science.gov (United States)

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

    2014-03-01

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

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  13. Static structure of active Brownian hard disks

    Science.gov (United States)

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

    2018-02-01

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

  14. Quantum description of the Brownian movement in an external field

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1976-01-01

    The Schroedinger equation for brownian motion in an external field is obtained on the basis of the classical Langevin equation. The specific features of the approach proposed are illustrated by the example of the brownian motion of the quantum oscillator. The influence of the fluctuations on the various physical quantities is considered

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

    Directory of Open Access Journals (Sweden)

    Krishna Reddy

    2016-09-01

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

  16. From a stochastic to a macroscopic approach to brownian motion

    International Nuclear Information System (INIS)

    Bocquet, L.

    1998-01-01

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

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

    Science.gov (United States)

    Fang, Ying; Wu, Rong

    2009-07-01

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

  18. Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

    Science.gov (United States)

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

    2015-02-01

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

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

    Science.gov (United States)

    Le Doussal, Pierre

    2017-12-01

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

  20. Computed and experimental motion picture determination of bubble and solids motion in a two-dimensional fluidized-bed with a jet and immersed obstacle

    International Nuclear Information System (INIS)

    Lyczkowski, R.W.; Bouillard, J.; Gidaspow, D.

    1986-01-01

    Bubble and solids motion in a two-dimensional rectangular fluidized-bed having a high speed central jet with a rectangular obstacle above it and secondary air flow at minimum fluidization have been computer modeled. Computer generated motion pictures have been found to be necessary to analyze the computations since there are such a large number of time-dependent complex phenomena difficult to comprehend otherwise. Comparison of the computer generated motion pictures with high speed motion pictures of a flow visualization experiment reveal good agreement

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

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    Science.gov (United States)

    Gautestad, Arild O

    2013-03-01

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

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

    Directory of Open Access Journals (Sweden)

    Yuliya Mishura

    2014-06-01

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

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

    Science.gov (United States)

    Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

    2016-01-01

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

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

    Science.gov (United States)

    Berry, Hugues; Chaté, Hugues

    2014-02-01

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

  8. Irreversible Brownian Heat Engine

    Science.gov (United States)

    Taye, Mesfin Asfaw

    2017-10-01

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

  9. The probability of an encounter of two Brownian particles before escape

    International Nuclear Information System (INIS)

    Holcman, D; Kupka, I

    2009-01-01

    We study the probability of meeting of two Brownian particles before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance between the two particles using the Weierstrass elliptic function. We also find the law of the meeting location. Brownian simulations show the accuracy of our analysis. Finally, we discuss some applications to the probability that a double-strand DNA break repairs in confined environments.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-02-15

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

  11. Analytic calculation of the dynamical aperture for the two dimensional betatron motion in storage rings

    International Nuclear Information System (INIS)

    Hagel, J.; Moshammer, H.

    1988-01-01

    In this paper the authors study the on- momentum nonlinear equations of motion for the coupled transverse motion of a single charged particle in a storage ring. The authors seek for the maximum initial linear amplitudes in the two transverse directions x and y which lead to bounded particle motion as t tends to infinity. Although the authors restrict themselves to sextupole fields in this paper, the authors may easily extend the method to any order multipole. The aim of this work is to derive an analytic approximate expression for the dynamical aperture. The authors approach the solutions of x and y by use of a classical secular perturbation theory. Every coefficient of the perturbation series can be expressed as an analytic function of all the lower order coefficients. Although perturbation theory if it is evaluated to certain specific order leads only to an approximation in terms of bounded (trigonometric) functions the authors may derive information about the stability limit by considering the convergency radius of the general perturbation. This is done in the present paper by deriving an approximate analytic expression for the n-th order perturbation contribution of the whole series using only results up to second order. The actual calculations have been performed for the fully two dimensional case but for simplicity the authors shall explain only the one dimensional case of the pure horizontal motion

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

    OpenAIRE

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

    2014-01-01

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

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

    Science.gov (United States)

    Brenner, Howard

    2005-12-01

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

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

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    NARCIS (Netherlands)

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

    2014-01-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

  17. Rotational and translational Brownian motion

    International Nuclear Information System (INIS)

    Coffey, W.T.; Salford Univ.

    1980-01-01

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

  18. Two-dimensional membranes in motion

    NARCIS (Netherlands)

    Davidovikj, D.

    2018-01-01

    This thesis revolves around nanomechanical membranes made of suspended two - dimensional materials. Chapters 1-3 give an introduction to the field of 2D-based nanomechanical devices together with an overview of the underlying physics and the measurementtools used in subsequent chapters. The research

  19. Quantum harmonic Brownian motion in a general environment: A modified phase-space approach

    International Nuclear Information System (INIS)

    Yeh, L.

    1993-01-01

    After extensive investigations over three decades, the linear-coupling model and its equivalents have become the standard microscopic models for quantum harmonic Brownian motion, in which a harmonically bound Brownian particle is coupled to a quantum dissipative heat bath of general type modeled by infinitely many harmonic oscillators. The dynamics of these models have been studied by many authors using the quantum Langevin equation, the path-integral approach, quasi-probability distribution functions (e.g., the Wigner function), etc. However, the quantum Langevin equation is only applicable to some special problems, while other approaches all involve complicated calculations due to the inevitable reduction (i.e., contraction) operation for ignoring/eliminating the degrees of freedom of the heat bath. In this dissertation, the author proposes an improved methodology via a modified phase-space approach which employs the characteristic function (the symplectic Fourier transform of the Wigner function) as the representative of the density operator. This representative is claimed to be the most natural one for performing the reduction, not only because of its simplicity but also because of its manifestation of geometric meaning. Accordingly, it is particularly convenient for studying the time evolution of the Brownian particle with an arbitrary initial state. The power of this characteristic function is illuminated through a detailed study of several physically interesting problems, including the environment-induced damping of quantum interference, the exact quantum Fokker-Planck equations, and the relaxation of non-factorizable initial states. All derivations and calculations axe shown to be much simplified in comparison with other approaches. In addition to dynamical problems, a novel derivation of the fluctuation-dissipation theorem which is valid for all quantum linear systems is presented

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

    International Nuclear Information System (INIS)

    Oh, Suhk Kun

    1985-01-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-03-01

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

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

    International Nuclear Information System (INIS)

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

    2017-01-01

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

  3. State operator, constants of the motion, and Wigner functions: The two-dimensional isotropic harmonic oscillator

    DEFF Research Database (Denmark)

    Dahl, Jens Peder; Schleich, W. P.

    2009-01-01

    For a closed quantum system the state operator must be a function of the Hamiltonian. When the state is degenerate, additional constants of the motion enter the play. But although it is the Weyl transform of the state operator, the Wigner function is not necessarily a function of the Weyl...... transforms of the constants of the motion. We derive conditions for which this is actually the case. The Wigner functions of the energy eigenstates of a two-dimensional isotropic harmonic oscillator serve as an important illustration....

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

    Science.gov (United States)

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

    2017-10-01

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

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

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

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

  6. Vertical drying of a suspension of sticks: Monte Carlo simulation for continuous two-dimensional problem

    Science.gov (United States)

    Lebovka, Nikolai I.; Tarasevich, Yuri Yu.; Vygornitskii, Nikolai V.

    2018-02-01

    The vertical drying of a two-dimensional colloidal film containing zero-thickness sticks (lines) was studied by means of kinetic Monte Carlo (MC) simulations. The continuous two-dimensional problem for both the positions and orientations was considered. The initial state before drying was produced using a model of random sequential adsorption with isotropic orientations of the sticks. During the evaporation, an upper interface falls with a linear velocity in the vertical direction, and the sticks undergo translational and rotational Brownian motions. The MC simulations were run at different initial number concentrations (the numbers of sticks per unit area), pi, and solvent evaporation rates, u . For completely dried films, the spatial distributions of the sticks, the order parameters, and the electrical conductivities of the films in both the horizontal, x , and vertical, y , directions were examined. Significant evaporation-driven self-assembly and stratification of the sticks in the vertical direction was observed. The extent of stratification increased with increasing values of u . The anisotropy of the electrical conductivity of the film can be finely regulated by changes in the values of pi and u .

  7. Brownian movement and molecular reality

    CERN Document Server

    Perrin, Jean

    2005-01-01

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

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

    Science.gov (United States)

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

    2018-03-01

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

  9. Nonlinear viscous vortex motion in two-dimensional Josephson-junction arrays

    International Nuclear Information System (INIS)

    Hagenaars, T.J.; Tiesinga, P.H.E.; van Himbergen, J.E.; Jose, J.V.

    1994-01-01

    When a vortex in a two-dimensional Josephson-junction array is driven by a constant external current it may move as a particle in a viscous medium. Here we study the nature of this viscous motion. We model the junctions in a square array as resistively and capacitively shunted Josephson junctions and carry out numerical calculations of the current-voltage characteristics. We find that the current-voltage characteristics in the damped regime are well described by a model with a nonlinear viscous force of the form F D =η(y)y=[A/(1+By]y, where y is the vortex velocity, η(y) is the velocity-dependent viscosity, and A and B are constants for a fixed value of the Stewart-McCumber parameter. This result is found to apply also for triangular lattices in the overdamped regime. Further qualitative understanding of the nature of the nonlinear friction on the vortex motion is obtained from a graphic analysis of the microscopic vortex dynamics in the array. The consequences of having this type of nonlinear friction law are discussed and compared to previous theoretical and experimental studies

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

    Science.gov (United States)

    Xie, Ping

    2009-09-16

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

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

    International Nuclear Information System (INIS)

    Xie Ping

    2009-01-01

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

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

    International Nuclear Information System (INIS)

    Yu Mingzhou; Lin Jianzhong; Jin Hanhui; Jiang Ying

    2011-01-01

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

  13. A multiscale approach to Brownian motors

    International Nuclear Information System (INIS)

    Pavliotis, G.A.

    2005-01-01

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

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

    Science.gov (United States)

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

    2014-03-01

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

  15. Interacting Brownian Swarms: Some Analytical Results

    Directory of Open Access Journals (Sweden)

    Guillaume Sartoretti

    2016-01-01

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

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

    NARCIS (Netherlands)

    Ahuja, Vishal Raju

    2018-01-01

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

  17. Theory of collective diffusion in two-dimensional colloidal suspensions

    Czech Academy of Sciences Publication Activity Database

    Chvoj, Zdeněk; Lahtinen, J. M.; Ala-Nissila, T.

    -, - (2004), s. 1-8 ISSN 1742-5468 R&D Projects: GA AV ČR IAA1010207 Institutional research plan: CEZ:AV0Z1010914 Keywords : surface diffusion * Brownian motion * fluctuations Subject RIV: BE - Theoretical Physics

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

    Directory of Open Access Journals (Sweden)

    Bonollo Michele

    2017-06-01

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

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

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2017-10-01

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

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

    CERN Document Server

    Gillespie, Daniel T

    2013-01-01

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

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

    Science.gov (United States)

    Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

    2014-01-01

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

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

    International Nuclear Information System (INIS)

    Reynolds, A M

    2009-01-01

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

  3. Regular and chaotic motion of two dimensional electrons in a strong magnetic field

    International Nuclear Information System (INIS)

    Bar-Lev, Oded; Levit, Shimon.

    1992-05-01

    For two dimensional system of electrons in a strong magnetic field a standard approximation is the projection on a single Landau level. The resulting Hamiltonian is commonly treated semiclassically. An important element in applying the semiclassical approximation is the integrability of the corresponding classical system. We discuss the relevant integrability conditions and give a simple example of a non-integrable system-two interacting electrons in the presence of two impurities-which exhibits a coexistence of regular and chaotic classical motions. Since the inverse of the magnetic field plays the role of the Planck constant in these problems, one has the opportunity to control the 'closeness' of chaotic physical systems to the classical limit. (author)

  4. Feedback control of two-headed Brownian motors in flashing ratchet potential

    International Nuclear Information System (INIS)

    Zhao A-Ke; Zhang Hong-Wei; Li Yu-Xiao

    2010-01-01

    We presented a detailed investigation on the movement of two-headed Brownian motors in an asymmetric potential under a feedback control. By numerical simulations the direct current is obtained. The current is periodic in the initial length of spring. There is an optimal value of the spring constant. And the dependence of the current on the opposing force is reversed. Then we found that when the change of the temperature and the opposing force have optimal values, the Brownian motors can also obtain the optimal efficiency

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

    Science.gov (United States)

    Hyeon, Changbong; Hwang, Wonseok

    2017-07-01

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

  6. Equivalence of two-dimensional gravities

    International Nuclear Information System (INIS)

    Mohammedi, N.

    1990-01-01

    The authors find the relationship between the Jackiw-Teitelboim model of two-dimensional gravity and the SL(2,R) induced gravity. These are shown to be related to a two-dimensional gauge theory obtained by dimensionally reducing the Chern-Simons action of the 2 + 1 dimensional gravity. The authors present an explicit solution to the equations of motion of the auxiliary field of the Jackiw-Teitelboim model in the light-cone gauge. A renormalization of the cosmological constant is also given

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

    International Nuclear Information System (INIS)

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

    2012-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-11-15

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

  9. Intermittency and multifractional Brownian character of geomagnetic time series

    Directory of Open Access Journals (Sweden)

    G. Consolini

    2013-07-01

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

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

    CERN Document Server

    Coffey, W T; Titov, S V

    2003-01-01

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

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

    International Nuclear Information System (INIS)

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

    1985-01-01

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

  12. Conformal geometry and invariants of 3-strand Brownian braids

    International Nuclear Information System (INIS)

    Nechaev, Sergei; Voituriez, Raphael

    2005-01-01

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

  13. Active Brownian particles with velocity-alignment and active fluctuations

    International Nuclear Information System (INIS)

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

    2012-01-01

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

  14. Impact of magnetic field in three-dimensional flow of Sisko nanofluid with convective condition

    Energy Technology Data Exchange (ETDEWEB)

    Hayat, T. [Department of Mathematics, Quaid-I-Azam University, Islamabad 44000 (Pakistan); Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589 (Saudi Arabia); Muhammad, Taseer, E-mail: taseer_qau@yahoo.com [Department of Mathematics, Quaid-I-Azam University, Islamabad 44000 (Pakistan); Ahmad, B. [Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589 (Saudi Arabia); Shehzad, S.A. [Department of Mathematics, Comsats Institute of Information Technology, Sahiwal 57000 (Pakistan)

    2016-09-01

    This communication addresses the magnetohydrodynamic (MHD) three dimensional flow of Sisko nanofluid bounded by a surface stretched bidirectionally. Nanofluid model includes the Brownian motion and thermophoresis. Heat transfer through convective condition is discussed. Developed condition with the zero nanoparticles mass flux at the surface is implemented. The governing problems subject to boundary layer approximations are computed for the convergent series solutions. Effects of interesting flow parameters on the temperature and nanoparticles concentration distributions are studied and discussed. Skin friction coefficients and the local Nusselt number are computed and analyzed. - Highlights: • Three-dimensional flow of Sisko nanofluid is modeled. • Uniform applied magnetic field is adopted. • Brownian motion and thermophoresis effects are accounted. • Heat transfer convective condition is utilized. • Recently constructed condition with zero nanoparticles mass flux is implemented.

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

    International Nuclear Information System (INIS)

    Lee, Song Hi

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Svin'in, I.R.

    1982-01-01

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

  17. Femtosecond two-dimensional spectroscopy of molecular motion in liquids

    NARCIS (Netherlands)

    Steffen, T; Duppen, K.

    1996-01-01

    Intermolecular motion in CS2 and benzene is investigated by femtosecond nonresonant four- and six-wave mixing. Impulsive stimulated six-wave mixing yields new information on dephasing of coherent nuclear motion, not accessible from four-wave mixing experiments. The results cannot be modeled by two

  18. The path integral formulation of fractional Brownian motion for the general Hurst exponent

    International Nuclear Information System (INIS)

    Calvo, I; Sanchez, R

    2008-01-01

    In 1995, Sebastian (1995 J. Phys. A: Math. Gen. 28 4305) gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent H element of (0, 1/2). The extension of Sebastian's calculation to superdiffusion, H element of (1/2, 1], becomes however quite involved due to the appearance of additional boundary conditions on fractional derivatives of the path. In this communication, we address the construction of the path integral representation in a different fashion, which allows us to treat both subdiffusion and superdiffusion on an equal footing. The derivation of the propagator of fBm for the general Hurst exponent is then performed in a neat and unified way. (fast track communication)

  19. Bose polaron as an instance of quantum Brownian motion

    Directory of Open Access Journals (Sweden)

    Aniello Lampo

    2017-09-01

    Full Text Available We study the dynamics of a quantum impurity immersed in a Bose-Einstein condensate as an open quantum system in the framework of the quantum Brownian motion model. We derive a generalized Langevin equation for the position of the impurity. The Langevin equation is an integrodifferential equation that contains a memory kernel and is driven by a colored noise. These result from considering the environment as given by the degrees of freedom of the quantum gas, and thus depend on its parameters, e.g. interaction strength between the bosons, temperature, etc. We study the role of the memory on the dynamics of the impurity. When the impurity is untrapped, we find that it exhibits a super-diffusive behavior at long times. We find that back-flow in energy between the environment and the impurity occurs during evolution. When the particle is trapped, we calculate the variance of the position and momentum to determine how they compare with the Heisenberg limit. One important result of this paper is that we find position squeezing for the trapped impurity at long times. We determine the regime of validity of our model and the parameters in which these effects can be observed in realistic experiments.

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

    Directory of Open Access Journals (Sweden)

    T. Turiv

    2015-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Gayo Willy

    2016-01-01

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

  2. Meandering Brownian Donkeys

    Science.gov (United States)

    Eichhorn, R.; Reimann, P.

    2004-04-01

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

  3. Meandering Brownian Donkeys

    International Nuclear Information System (INIS)

    Eichhorn, R.; Reimann, P.

    2004-01-01

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

  4. Brownian coagulation at high particle concentrations

    NARCIS (Netherlands)

    Trzeciak, T.M.

    2012-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Zhaoqiang Yang

    2017-01-01

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

  6. Active ideal sedimentation: exact two-dimensional steady states.

    Science.gov (United States)

    Hermann, Sophie; Schmidt, Matthias

    2018-02-28

    We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two space dimensions for steady states. The resulting one-body density is given as a series, where each term is a product of an orientation-dependent Mathieu function and a height-dependent exponential. A lower hard wall is implemented as a no-flux boundary condition. Numerical evaluation of the suitably truncated analytical solution shows the formation of two different spatial regimes upon increasing Peclet number. These regimes differ in their mean particle orientation and in their variation of the orientation-averaged density with height.

  7. Noise-induced drift in two-dimensional anisotropic systems

    Science.gov (United States)

    Farago, Oded

    2017-10-01

    We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical force. This phenomenon has been termed "noise-induced drift," and has been extensively studied for one-dimensional systems. Here, we examine the noise-induced drift in a two-dimensional anisotropic system, characterized by a symmetric diffusion tensor with unequal diagonal elements. A general expression for the mean displacement vector is derived and presented as a sum of two vectors, depicting two distinct drifting effects. The first vector describes the tendency of the particle to drift toward the high diffusivity side in each orthogonal principal diffusion direction. This is a generalization of the well-known expression for the noise-induced drift in one-dimensional systems. The second vector represents a novel drifting effect, not found in one-dimensional systems, originating from the spatial rotation in the directions of the principal axes. The validity of the derived expressions is verified by using Langevin dynamics simulations. As a specific example, we consider the relative diffusion of two transmembrane proteins, and demonstrate that the average distance between them increases at a surprisingly fast rate of several tens of micrometers per second.

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

    International Nuclear Information System (INIS)

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

    2004-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2004-05-15

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

  10. Brownian motion, Minkowski space and principle of special relativity

    International Nuclear Information System (INIS)

    Caubet, J.-P.

    1977-01-01

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

  11. Dispersion in two dimensional channels—the Fick-Jacobs approximation revisited

    Science.gov (United States)

    Mangeat, M.; Guérin, T.; Dean, D. S.

    2017-12-01

    We examine the dispersion of Brownian particles in a symmetric two dimensional channel, this classical problem has been widely studied in the literature using the so called Fick-Jacobs’ approximation and its various improvements. Most studies rely on the reduction to an effective one dimensional diffusion equation, here we derive an explicit formula for the diffusion constant which avoids this reduction. Using this formula the effective diffusion constant can be evaluated numerically without resorting to Brownian simulations. In addition, a perturbation theory can be developed in \\varepsilon = h_0/L where h 0 is the characteristic channel height and L the period. This perturbation theory confirms the results of Kalinay and Percus (2006 Phys. Rev. E 74 041203), based on the reduction, to one dimensional diffusion are exact at least to {{ O}}(\\varepsilon^6) . Furthermore, we show how the Kalinay and Percus pseudo-linear approximation can be straightforwardly recovered. The approach proposed here can also be exploited to yield exact results in the limit \\varepsilon \\to ∞ , we show that here the diffusion constant remains finite and show how the result can be obtained with a simple physical argument. Moreover, we show that the correction to the effective diffusion constant is of order 1/\\varepsilon and remarkably has some universal characteristics. Numerically we compare the analytic results obtained with exact numerical calculations for a number of interesting channel geometries.

  12. Pair creation, motion, and annihilation of topological defects in two-dimensional nematic liquid crystals

    Science.gov (United States)

    Cortese, Dario; Eggers, Jens; Liverpool, Tanniemola B.

    2018-02-01

    We present a framework for the study of disclinations in two-dimensional active nematic liquid crystals and topological defects in general. The order tensor formalism is used to calculate exact multiparticle solutions of the linearized static equations inside a planar uniformly aligned state so that the total charge has to vanish. Topological charge conservation then requires that there is always an equal number of q =1 /2 and q =-1 /2 charges. Starting from a set of hydrodynamic equations, we derive a low-dimensional dynamical system for the parameters of the static solutions, which describes the motion of a half-disclination pair or of several pairs. Within this formalism, we model defect production and annihilation, as observed in experiments. Our dynamics also provide an estimate for the critical density at which production and annihilation rates are balanced.

  13. Three-dimensional analysis of relationship between relative orientation and motion modes

    Directory of Open Access Journals (Sweden)

    Fan Shijie

    2014-12-01

    Full Text Available Target motion modes have a close relationship with the relative orientation of missile-to-target in three-dimensional highly maneuvering target interception. From the perspective of relationship between the sensor coordinate system and the target body coordinate system, a basic model of sensor is stated and the definition of relative angular velocity between the two coordinate systems is introduced firstly. Then, the three-dimensional analytic expressions of relative angular velocity for different motion modes are derived and simplified by analyzing the influences of target centroid motion, rotation around centroid and relative motion. Finally, the relationships of the relative angular velocity directions and values with motion modes are discussed. Simulation results validate the rationality of the theoretical analysis. It is demonstrated that there are significant differences of the relative orientation in different motion modes which include luxuriant information about motion modes. The conclusions are significant for the research of motion mode identification, maneuver detection, maneuvering target tracking and interception using target signatures.

  14. Brownian dynamic simulations and experiments of MR fluids

    International Nuclear Information System (INIS)

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

    2013-01-01

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

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

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  16. Dimensionality reduction of collective motion by principal manifolds

    Science.gov (United States)

    Gajamannage, Kelum; Butail, Sachit; Porfiri, Maurizio; Bollt, Erik M.

    2015-01-01

    While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods is not amenable to the analysis of such manifolds. This is mainly due to the necessary spectral decomposition step, which limits control over the mapping from the original high-dimensional space to the embedding space. Here, we propose an alternative approach that demands a two-dimensional embedding which topologically summarizes the high-dimensional data. In this sense, our approach is closely related to the construction of one-dimensional principal curves that minimize orthogonal error to data points subject to smoothness constraints. Specifically, we construct a two-dimensional principal manifold directly in the high-dimensional space using cubic smoothing splines, and define the embedding coordinates in terms of geodesic distances. Thus, the mapping from the high-dimensional data to the manifold is defined in terms of local coordinates. Through representative examples, we show that compared to existing nonlinear dimensionality reduction methods, the principal manifold retains the original structure even in noisy and sparse datasets. The principal manifold finding algorithm is applied to configurations obtained from a dynamical system of multiple agents simulating a complex maneuver called predator mobbing, and the resulting two-dimensional embedding is compared with that of a well-established nonlinear dimensionality reduction method.

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

    Science.gov (United States)

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

    2018-01-01

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

  18. Species and Scale Dependence of Bacterial Motion Dynamics

    Science.gov (United States)

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

    2017-12-01

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

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

    Science.gov (United States)

    Kruglak, Haym

    1988-01-01

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

  20. Brownian motion with multiplicative noises revisited

    International Nuclear Information System (INIS)

    Kuroiwa, T; Miyazaki, K

    2014-01-01

    The Langevin equation with multiplicative noise and a state-dependent transport coefficient should always complemented with the proper interpretation rule of the noise, such as the Itô and Stratonovich conventions. Although the mathematical relationship between the different rules and how to translate from one rule to another are well established, the subject of which is a more physically natural rule still remains controversial. In this communication, we derive the overdamped Langevin equation with multiplicative noise for Brownian particles, by systematically eliminating the fast degrees of freedom of the underdamped Langevin equation. The Langevin equations obtained here vary depending on the choice of the noise conventions but they are different representations for an identical phenomenon. The results apply to multi-variable, nonequilibrium, non-stationary systems, and other general settings. (fast track communication)

  1. Numerical investigation of fluid mud motion using a three-dimensional hydrodynamic and two-dimensional fluid mud coupling model

    Science.gov (United States)

    Yang, Xiaochen; Zhang, Qinghe; Hao, Linnan

    2015-03-01

    A water-fluid mud coupling model is developed based on the unstructured grid finite volume coastal ocean model (FVCOM) to investigate the fluid mud motion. The hydrodynamics and sediment transport of the overlying water column are solved using the original three-dimensional ocean model. A horizontal two-dimensional fluid mud model is integrated into the FVCOM model to simulate the underlying fluid mud flow. The fluid mud interacts with the water column through the sediment flux, current, and shear stress. The friction factor between the fluid mud and the bed, which is traditionally determined empirically, is derived with the assumption that the vertical distribution of shear stress below the yield surface of fluid mud is identical to that of uniform laminar flow of Newtonian fluid in the open channel. The model is validated by experimental data and reasonable agreement is found. Compared with numerical cases with fixed friction factors, the results simulated with the derived friction factor exhibit the best agreement with the experiment, which demonstrates the necessity of the derivation of the friction factor.

  2. Quantum work fluctuation theorem: Nonergodic Brownian motion case

    International Nuclear Information System (INIS)

    Bai, Zhan-Wu

    2014-01-01

    The work fluctuations of a quantum Brownian particle driven by an external force in a general nonergodic heat bath are studied under a general initial state. The exact analytical expression of the work probability distribution function is derived. Results show the existence of a quantum asymptotic fluctuation theorem, which is in general not a direct generalization of its classical counterpart. The form of this theorem is dependent on the structure of the heat bath and the specified initial condition.

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

    International Nuclear Information System (INIS)

    Meade, Nigel

    2010-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2010-11-15

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

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

    Science.gov (United States)

    Koide, T; Kodama, T

    2011-06-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-12-15

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

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

    Science.gov (United States)

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

    2008-01-01

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

  8. Relaxation property of the fractional Brownian particle

    International Nuclear Information System (INIS)

    Wang Litan; Lung, C.W.

    1988-08-01

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

  9. Critical behavior in two-dimensional quantum gravity and equations of motion of the string

    International Nuclear Information System (INIS)

    Das, S.R.; Dhar, A.; Wadia, S.R.

    1990-01-01

    The authors show how consistent quantization determines the renormalization of couplings in a quantum field theory coupled to gravity in two dimensions. The special status of couplings corresponding to conformally invariant matter is discussed. In string theory, where the dynamical degree of freedom of the two-dimensional metric plays the role of time in target space, these renormalization group equations are themselves the classical equations of motion. Time independent solutions, like classical vacuua, correspond to the situation in which matter is conformally invariant. Time dependent solutions, like tunnelling configurations between vacuua, correspond to special trajectories in theory space. The authors discuss an example of such a trajectory in the space containing the c ≤ 1 minimal models. The authors also discuss the connection between this work and the recent attempts to construct non-pertubative string theories based on matrix models

  10. Effective diffusion of confined active Brownian swimmers

    Science.gov (United States)

    Sandoval, Mario; Dagdug, Leonardo

    2014-11-01

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

  11. Three-dimensional quantification of cardiac surface motion: a newly developed three-dimensional digital motion-capture and reconstruction system for beating heart surgery.

    Science.gov (United States)

    Watanabe, Toshiki; Omata, Sadao; Odamura, Motoki; Okada, Masahumi; Nakamura, Yoshihiko; Yokoyama, Hitoshi

    2006-11-01

    This study aimed to evaluate our newly developed 3-dimensional digital motion-capture and reconstruction system in an animal experiment setting and to characterize quantitatively the three regional cardiac surface motions, in the left anterior descending artery, right coronary artery, and left circumflex artery, before and after stabilization using a stabilizer. Six pigs underwent a full sternotomy. Three tiny metallic markers (diameter 2 mm) coated with a reflective material were attached on three regional cardiac surfaces (left anterior descending, right coronary, and left circumflex coronary artery regions). These markers were captured by two high-speed digital video cameras (955 frames per second) as 2-dimensional coordinates and reconstructed to 3-dimensional data points (about 480 xyz-position data per second) by a newly developed computer program. The remaining motion after stabilization ranged from 0.4 to 1.01 mm at the left anterior descending, 0.91 to 1.52 mm at the right coronary artery, and 0.53 to 1.14 mm at the left circumflex regions. Significant differences before and after stabilization were evaluated in maximum moving velocity (left anterior descending 456.7 +/- 178.7 vs 306.5 +/- 207.4 mm/s; right coronary artery 574.9 +/- 161.7 vs 446.9 +/- 170.7 mm/s; left circumflex 578.7 +/- 226.7 vs 398.9 +/- 192.6 mm/s; P heart surface movement. This helps us better understand the complexity of the heart, its motion, and the need for developing a better stabilizer for beating heart surgery.

  12. Hamiltonian formalism of two-dimensional Vlasov kinetic equation.

    Science.gov (United States)

    Pavlov, Maxim V

    2014-12-08

    In this paper, the two-dimensional Benney system describing long wave propagation of a finite depth fluid motion and the multi-dimensional Russo-Smereka kinetic equation describing a bubbly flow are considered. The Hamiltonian approach established by J. Gibbons for the one-dimensional Vlasov kinetic equation is extended to a multi-dimensional case. A local Hamiltonian structure associated with the hydrodynamic lattice of moments derived by D. J. Benney is constructed. A relationship between this hydrodynamic lattice of moments and the two-dimensional Vlasov kinetic equation is found. In the two-dimensional case, a Hamiltonian hydrodynamic lattice for the Russo-Smereka kinetic model is constructed. Simple hydrodynamic reductions are presented.

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

    Directory of Open Access Journals (Sweden)

    Davide Mercadante

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

  14. Movement Behaviour of Traditionally Managed Cattle in the Eastern Province of Zambia Captured Using Two-Dimensional Motion Sensors.

    Science.gov (United States)

    Lubaba, Caesar H; Hidano, Arata; Welburn, Susan C; Revie, Crawford W; Eisler, Mark C

    2015-01-01

    Two-dimensional motion sensors use electronic accelerometers to record the lying, standing and walking activity of cattle. Movement behaviour data collected automatically using these sensors over prolonged periods of time could be of use to stakeholders making management and disease control decisions in rural sub-Saharan Africa leading to potential improvements in animal health and production. Motion sensors were used in this study with the aim of monitoring and quantifying the movement behaviour of traditionally managed Angoni cattle in Petauke District in the Eastern Province of Zambia. This study was designed to assess whether motion sensors were suitable for use on traditionally managed cattle in two veterinary camps in Petauke District in the Eastern Province of Zambia. In each veterinary camp, twenty cattle were selected for study. Each animal had a motion sensor placed on its hind leg to continuously measure and record its movement behaviour over a two week period. Analysing the sensor data using principal components analysis (PCA) revealed that the majority of variability in behaviour among studied cattle could be attributed to their behaviour at night and in the morning. The behaviour at night was markedly different between veterinary camps; while differences in the morning appeared to reflect varying behaviour across all animals. The study results validate the use of such motion sensors in the chosen setting and highlight the importance of appropriate data summarisation techniques to adequately describe and compare animal movement behaviours if association to other factors, such as location, breed or health status are to be assessed.

  15. On the propagation and stability of wave motions in rapidly rotating spherical shells. 2. Hydromagnetic two-dimensional motions

    International Nuclear Information System (INIS)

    Eltayeb, I.A.

    1983-07-01

    The linear progation properties and stability of wave motions in spherical shells examined in paper I (Geophys. Astr. Fluid Dyn., 16, 129) are here extended to the case of a toroidal magnetic field together with an associated shear flow. The analysis is restricted to moderate values of the magnetic field amplitude, in which case the ensuing motions are two-dimensional. They occur in thin cylindrical cells coaxial with the axis of rotation. For every set of the relevant parameters an infinity of modes exists and is divided into two uncoupled categories. One category is associated with a temperature perturbation even in the axial coordinate z and the other category odd in z. In the presence of an inner solid core the even set persists only outside the cylindrical surface, Csub(c), whose generators touch the inner core at its equator while the odd set persists everywhere. The direction of propagation of these waves depends on the ratio, q, of thermal to magnetic diffusivities and on the modified Chandrasekhar number Q (which is the ratio of Lorentz to Coriolis forces). For small values of q relevant to geophysical applications both eastward and westward propagation is possible if Q is small; but as Q increases beyond a certain value, only eastward propagation is possible. For the case of large q applicable to astrophysical situations both eastward and westward propagation is possible. All these results apply for a variety of temperature gradients in which both internal and differential forms of heating are invoked, and various forms of toroidal magnetic fields. The stability of these wave motions is examined and the most preferred mode of convection is identified in each case. The unstable cell always lies on Csub(c) or outside it. Its precise location depends on the types of magnetic field and temperature gradient. The sloping boundary of the spherical shell tends to stabilize westward propagating waves

  16. Brownian relaxation of an inelastic sphere in air

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-06-15

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

  17. Anyonic partition functions and windings of planar Brownian motion

    International Nuclear Information System (INIS)

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

    1995-01-01

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

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

    Science.gov (United States)

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

    2012-05-01

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

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

    International Nuclear Information System (INIS)

    Okuyama, Kikuo; Kousaka, Yasuo; Yoshida, Tetsuo

    1976-01-01

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

  20. The crossover from collective motion to periphery diffusion for two-dimensional adatom-islands on Cu(111)

    International Nuclear Information System (INIS)

    Karim, Altaf; Kara, Abdelkader; Rahman, Talat S; Trushin, Oleg

    2011-01-01

    The diffusion of two-dimensional adatom-islands (up to 100 atoms) on Cu(111) has been studied, using the self-learning kinetic Monte Carlo method (Trushin et al 2005 Phys. Rev. B 72 115401). A variety of multiple- and single-atom processes are revealed in the simulations, and the size dependences of the diffusion coefficients and effective diffusion barriers are calculated for each. From the tabulated frequencies of events found in the simulation, we show a crossover from diffusion due to the collective motion of the island to a regime in which the island diffuses through periphery-dominated mass transport. This crossover occurs for island sizes between 13 and 19 atoms. For islands containing 19-100 atoms the scaling exponent is 1.5, which is in good agreement with previous work. The diffusion of islands containing 2-13 atoms can be explained primarily on the basis of a linear increase of the barrier for the collective motion with the size of the island. (fast track communication)

  1. Diffusive transport in a one dimensional disordered potential involving correlations

    International Nuclear Information System (INIS)

    Monthus, C.; Paris-6 Univ., 75

    1995-03-01

    Transport properties of one dimensional Brownian diffusion under the influence of a quenched random force, distributed as a two-level Poisson process is discussed. Large time scaling laws of the position of the Brownian particle, and the probability distribution of the stationary flux going through a sample between two prescribed concentrations are studied. (author) 14 refs.; 3 figs

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

    International Nuclear Information System (INIS)

    Maslowski, Bohdan; Pospisil, Jan

    2008-01-01

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

  3. Quantum dynamical framework for Brownian heat engines

    Science.gov (United States)

    Agarwal, G. S.; Chaturvedi, S.

    2013-07-01

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

  4. Establishing state of motion through two-dimensional foot and shoe print analysis: A pilot study.

    Science.gov (United States)

    Neves, Fernando Bueno; Arnold, Graham P; Nasir, Sadiq; Wang, Weijie; MacDonald, Calum; Christie, Ian; Abboud, Rami J

    2018-03-01

    According to the College of Podiatry, footprints rank among the most frequent forms of evidence found at crime scenes, and the recent ascension of forensic podiatry reflects the importance of footwear and barefoot traces in contemporary forensic practice. In this context, this pilot study focused on whether it is possible to distinguish between walking and running states using parameters derived from two-dimensional foot or shoe prints. Eleven subjects moved along four tracks (barefoot walking; barefoot running; footwear walking; footwear running) while having their bare feet or footwear stained with artificial blood and their footstep patterns recorded. Contact stains and associated bloodstain patterns were collected, and body movements were recorded through three-dimensional motion capture. Barefoot walking prints were found to be larger than barefoot static prints (1.789±0.481cm; pprints (0.635±0.405cm; p=0.006). No correlation was observed for footwear prints. Running trials were more associated with the presence of both passive and cast off stains than walking trials, and the quantity of additional associated stains surrounding individual foot and shoe prints was also higher in running states. Furthermore, a previously proposed equation predicted speed with a high degree of accuracy (within 6%) and may be used for clinical assessment of walking speed. Contact stains, associated bloodstain patterns and stride length measurements may serve to ascertain state of motion in real crime scene scenarios, and future studies may be capable of designing statistical frameworks which could be used in courts of law. Copyright © 2018 Elsevier B.V. All rights reserved.

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

    International Nuclear Information System (INIS)

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

    2007-01-01

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

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

    International Nuclear Information System (INIS)

    Ni Xiaohui; Jiang Zhiqiang; Zhou Weixing

    2009-01-01

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

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

    CERN Document Server

    Berzin, Corinne; León, José R

    2014-01-01

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

  8. Two- and three-dimensional magnetoinductive particle codes with guiding center electron motion

    International Nuclear Information System (INIS)

    Geary, J.L.; Tajima, T.; Leboeuf, J.N.; Zaidman, E.G.; Han, J.H.

    1986-07-01

    A magnetoinductive (Darwin) particle simulation model developed for examining low frequency plasma behavior with large time steps is presented. Electron motion perpendicular to the magnetic field is treated as massless keeping only the guiding center motion. Electron motion parallel to the magnetic field retains full inertial effects as does the ion motion. This model has been implemented in two and three dimensions. Computational tests of the equilibrium properties of the code are compared with linear theory and the fluctuation dissipation theorem. This code has been applied to the problems of Alfven wave resonance heating and twist-kink modes

  9. A computer-based biomechanical analysis of the three-dimensional motion of cementless hip prostheses.

    Science.gov (United States)

    Gilbert, J L; Bloomfeld, R S; Lautenschlager, E P; Wixson, R L

    1992-04-01

    A computer-based mathematical technique was developed to measure and completely describe the migration and micromotion of a femoral hip prosthesis relative to the femur. This technique utilized the mechanics of rigid-body motion analysis and apparatus of seven linear displacement transducers to measure and describe the complete three-dimensional motion of the prosthesis during cyclic loading. Computer acquisition of the data and custom analysis software allowed one to calculate the magnitude and direction of the motion of any point of interest on the prostheses from information about the motion of two points on the device. The data were also used to replay the tests using a computer animation technique, which allowed a magnified view of the three-dimensional motion of the prosthesis. This paper describes the mathematical development of the rigid-body motion analysis, the experimental method and apparatus for data collection, the technique used to animate the motion, the sources of error and the effect of the assumptions (rigid bodies) on the results. Selected results of individual test runs of uncemented and cemented prostheses are presented to demonstrate the efficacy of the method. The combined effect of the vibration and electrical noise resulted in a resolution of the system of about 3-5 microns motion for each transducer. Deformation effects appear to contribute about 3-15 microns to the measurement error. This measurement and analysis technique is a very sensitive and powerful means of assessing the effects of different design parameters on the migration and micromotion of total joint prostheses and can be applied to any other case (knee, dental implant) where three-dimensional relative motion between two bodies is important.

  10. Directed transport of confined Brownian particles with torque

    Science.gov (United States)

    Radtke, Paul K.; Schimansky-Geier, Lutz

    2012-05-01

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

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

    Science.gov (United States)

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

    2017-12-01

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

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

    Science.gov (United States)

    Schmidt, Christian; Piel, Alexander

    2015-10-01

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

  13. Persistence Probabilities of Two-Sided (Integrated) Sums of Correlated Stationary Gaussian Sequences

    Science.gov (United States)

    Aurzada, Frank; Buck, Micha

    2018-02-01

    We study the persistence probability for some two-sided, discrete-time Gaussian sequences that are discrete-time analogues of fractional Brownian motion and integrated fractional Brownian motion, respectively. Our results extend the corresponding ones in continuous time in Molchan (Commun Math Phys 205(1):97-111, 1999) and Molchan (J Stat Phys 167(6):1546-1554, 2017) to a wide class of discrete-time processes.

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

    Science.gov (United States)

    Grančič, Peter; Štěpánek, František

    2012-07-01

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

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

    Directory of Open Access Journals (Sweden)

    Didier Delignières

    2015-01-01

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

  16. Some properties of the fractional Ornstein-Uhlenbeck process

    International Nuclear Information System (INIS)

    Yan Litan; Lu Yunsheng; Xu Zhiqiang

    2008-01-01

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

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

    Science.gov (United States)

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

    2003-12-01

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

  18. Numerical Simulation of Particle Flow Motion in a Two-Dimensional Modular Pebble-Bed Reactor with Discrete Element Method

    Directory of Open Access Journals (Sweden)

    Guodong Liu

    2013-01-01

    Full Text Available Modular pebble-bed nuclear reactor (MPBNR technology is promising due to its attractive features such as high fuel performance and inherent safety. Particle motion of fuel and graphite pebbles is highly associated with the performance of pebbled-bed modular nuclear reactor. To understand the mechanism of pebble’s motion in the reactor, we numerically studied the influence of number ratio of fuel and graphite pebbles, funnel angle of the reactor, height of guide ring on the distribution of pebble position, and velocity by means of discrete element method (DEM in a two-dimensional MPBNR. Velocity distributions at different areas of the reactor as well as mixing characteristics of fuel and graphite pebbles were investigated. Both fuel and graphite pebbles moved downward, and a uniform motion was formed in the column zone, while pebbles motion in the cone zone was accelerated due to the decrease of the cross sectional flow area. The number ratio of fuel and graphite pebbles and the height of guide ring had a minor influence on the velocity distribution of pebbles, while the variation of funnel angle had an obvious impact on the velocity distribution. Simulated results agreed well with the work in the literature.

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

    Science.gov (United States)

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

    2016-06-01

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

  20. Superintegrability on the two dimensional hyperboloid

    International Nuclear Information System (INIS)

    Akopyan, E.; Pogosyan, G.S.; Kalnins, E.G.; Miller, W. Jr

    1998-01-01

    This work is devoted to the investigation of the quantum mechanical systems on the two dimensional hyperboloid which admit separation of variables in at least two coordinate systems. Here we consider two potentials introduced in a paper of C.P.Boyer, E.G.Kalnins and P.Winternitz, which haven't been studied yet. An example of an interbasis expansion is given and the structure of the quadratic algebra generated by the integrals of motion is carried out

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

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  2. A Three-Dimensional Model of Two-Phase Flows in a Porous Medium Accounting for Motion of the Liquid–Liquid Interface

    DEFF Research Database (Denmark)

    Shapiro, Alexander A.

    2018-01-01

    A new three-dimensional hydrodynamic model for unsteady two-phase flows in a porous medium, accounting for the motion of the interface between the flowing liquids, is developed. In a minimum number of interpretable geometrical assumptions, a complete system of macroscale flow equations is derived......, their expansion or contraction is also described, while rotation has been proven negligible. A detailed comparison with the previous studies for the two-phase flows accounting for propagation of the interface on micro- and macroscale has been carried out. A numerical algorithm has been developed allowing...

  3. Conception of Brownian coil

    OpenAIRE

    Zhang, Jiayuan

    2018-01-01

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

  4. Equilibrium vortex motion in two- and three-dimensional superconductors studied with a dc SQUID

    International Nuclear Information System (INIS)

    Shaw, T.J.; Lawrence Berkeley National Lab., CA

    1997-10-01

    The equilibrium motion of vortices in two- and three-dimensional superconductors has been studied with a dc Superconducting QUantum Interference Device (SQUID). This technique has the advantage of probing the system in a non-invasive manner as well as providing dynamic information over many decades in frequency. Through measurements of the spectral density of magnetic flux noise, S Φ (ω), as a function of temperature and applied magnetic field, the effects of proton and heavy ion irradiation on flux noise in crystals of YBa 2 Cu 3 O 7-δ have been measured and compared with the effects on the critical current, J c . Both proton and heavy ion irradiation proved effective at reducing S Φ (ω), with proton irradiation having a larger effect. Measurement of S Φ (ω) due to the equilibrium Kosterlitz-Thouless-Berezinskii transition in two-dimensional Josephson Junction Arrays (JJAs) was studied as a function of temperature for three different arrays and using three different sensors. S Φ is shown to obey dynamic scaling over as many as five decades in frequency, and estimates are made for the dynamic critical exponent z. An analytic theory for the high- and low-frequency behavior of S Φ (ω) is presented and compared to the measured data, with the result that the low-frequency behavior is well described by the theory but the high-frequency behavior is not. Other theories and numerical simulations are described and compared with the data, but none are completely satisfactory. Lastly, suggestions for necessary further theoretical work and possible future experimental work are suggested

  5. Linear response approach to active Brownian particles in time-varying activity fields

    Science.gov (United States)

    Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe

    2018-05-01

    In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.

  6. Decay ratio for third order Brownian oscillators

    International Nuclear Information System (INIS)

    Konno, H.; Kanemoto, S.

    1998-01-01

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

  7. Phase synchronization for two Brownian motors with bistable coupling on a ratchet

    International Nuclear Information System (INIS)

    Mateos, Jose L.; Alatriste, F.R.

    2010-01-01

    Graphical abstract: We study phase synchronization for a walker with two Brownian motors with bistable coupling on a ratchet and show a connection between synchronization and optimal transport. - Abstract: We study phase synchronization for a walker on a ratchet potential. The walker consist of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional asymmetric periodic ratchet potential. We consider the deterministic and the stochastic dynamics of the center of mass of the walker in a tilted ratchet potential with an external periodic forcing, in the overdamped case. The ratchet potential has to be tilted in order to obtain a rotator or self-sustained nonlinear oscillator in the absence of external periodic forcing. This oscillator has an intrinsic frequency that can be entrained with the frequency of the external driving. We introduced a linear phase through a set of discrete time events and the associated average frequency, and show that this frequency can be synchronized with the frequency of the external driving. In this way, we can properly characterize the phenomenon of synchronization through Arnold tongues and show that the local maxima in the average velocity of the center of mass of the walker, both in the deterministic case and in the presence of noise, correspond to the borders of these Arnold tongues. In this way, we established a connection between optimal transport in ratchets and the phenomenon of phase synchronization.

  8. Moments of inertia and the shapes of Brownian paths

    International Nuclear Information System (INIS)

    Fougere, F.; Desbois, J.

    1993-01-01

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

  9. Magnetohydrodynamic motion of a two-fluid plasma

    Science.gov (United States)

    Burby, J. W.

    2017-08-01

    The two-fluid Maxwell system couples frictionless electrons and ion fluids via Maxwell's equations. When the frequencies of light waves, Langmuir waves, and single-particle cyclotron motion are scaled to be asymptotically large, the two-fluid Maxwell system becomes a fast-slow dynamical system. This fast-slow system admits a formally exact single-fluid closure that may be computed systematically with any desired order of accuracy through the use of a functional partial differential equation. In the leading order approximation, the closure reproduces magnetohydrodynamics (MHD). Higher order truncations of the closure give an infinite hierarchy of extended MHD models that allow for arbitrary mass ratio, as well as perturbative deviations from charge neutrality. The closure is interpreted geometrically as an invariant slow manifold in the infinite-dimensional two-fluid phase space, on which two-fluid motions are free of high-frequency oscillations. This perspective shows that the full closure inherits a Hamiltonian structure from the two-fluid theory. By employing infinite-dimensional Lie transforms, the Poisson bracket for the all-order closure may be obtained in the closed form. Thus, conservative truncations of the single-fluid closure may be obtained by simply truncating the single-fluid Hamiltonian. Moreover, the closed-form expression for the all-order bracket gives explicit expressions for a number of the full closure's conservation laws. Notably, the full closure, as well as any of its Hamiltonian truncations, admits a pair of independent circulation invariants.

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

    Science.gov (United States)

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

    2017-12-01

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

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

    OpenAIRE

    Bolivar, A. O.

    2010-01-01

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

  12. One- and Two-dimensional Solitary Wave States in the Nonlinear Kramers Equation with Movement Direction as a Variable

    Science.gov (United States)

    Sakaguchi, Hidetsugu; Ishibashi, Kazuya

    2018-06-01

    We study self-propelled particles by direct numerical simulation of the nonlinear Kramers equation for self-propelled particles. In our previous paper, we studied self-propelled particles with velocity variables in one dimension. In this paper, we consider another model in which each particle exhibits directional motion. The movement direction is expressed with a variable ϕ. We show that one-dimensional solitary wave states appear in direct numerical simulations of the nonlinear Kramers equation in one- and two-dimensional systems, which is a generalization of our previous result. Furthermore, we find two-dimensionally localized states in the case that each self-propelled particle exhibits rotational motion. The center of mass of the two-dimensionally localized state exhibits circular motion, which implies collective rotating motion. Finally, we consider a simple one-dimensional model equation to qualitatively understand the formation of the solitary wave state.

  13. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    Serag, Maged F.

    2017-06-06

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

  14. Conserved linear dynamics of single-molecule Brownian motion

    Science.gov (United States)

    Serag, Maged F.; Habuchi, Satoshi

    2017-06-01

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

  15. Conserved linear dynamics of single-molecule Brownian motion

    KAUST Repository

    Serag, Maged F.; Habuchi, Satoshi

    2017-01-01

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

  16. Dispersion and damping of two-dimensional dust acoustic waves: theory and simulation

    International Nuclear Information System (INIS)

    Upadhyaya, Nitin; Miskovic, Z L; Hou, L-J

    2010-01-01

    A two-dimensional generalized hydrodynamics (GH) model is developed to study the full spectrum of both longitudinal and transverse dust acoustic waves (DAW) in strongly coupled complex (dusty) plasmas, with memory-function-formalism being implemented to enforce high-frequency sum rules. Results are compared with earlier theories (such as quasi-localized charge approximation and its extended version) and with a self-consistent Brownian dynamics simulation. It is found that the GH approach provides a good account, not only of dispersion relations, but also of damping rates of the DAW modes in a wide range of coupling strengths, an issue hitherto not fully addressed for dusty plasmas.

  17. Cohesive motion in one-dimensional flocking

    International Nuclear Information System (INIS)

    Dossetti, V

    2012-01-01

    A one-dimensional rule-based model for flocking, which combines velocity alignment and long-range centering interactions, is presented and studied. The induced cohesion in the collective motion of the self-propelled agents leads to unique group behavior that contrasts with previous studies. Our results show that the largest cluster of particles, in the condensed states, develops a mean velocity slower than the preferred one in the absence of noise. For strong noise, the system also develops a non-vanishing mean velocity, alternating its direction of motion stochastically. This allows us to address the directional switching phenomenon. The effects of different sources of stochasticity on the system are also discussed. (paper)

  18. Geometrical aspects of solvable two dimensional models

    International Nuclear Information System (INIS)

    Tanaka, K.

    1989-01-01

    It was noted that there is a connection between the non-linear two-dimensional (2D) models and the scalar curvature r, i.e., when r = -2 the equations of motion of the Liouville and sine-Gordon models were obtained. Further, solutions of various classical nonlinear 2D models can be obtained from the condition that the appropriate curvature two form Ω = 0, which suggests that these models are closely related. This relation is explored further in the classical version by obtaining the equations of motion from the evolution equations, the infinite number of conserved quantities, and the common central charge. The Poisson brackets of the solvable 2D models are specified by the Virasoro algebra. 21 refs

  19. A bipedal DNA Brownian motor with coordinated legs.

    Science.gov (United States)

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

    2009-04-03

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

  20. Conformal correlation functions in the Brownian loop soup

    Science.gov (United States)

    Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

    2016-01-01

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

  1. Conformal correlation functions in the Brownian loop soup

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-01-15

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

  2. Conformal correlation functions in the Brownian loop soup

    Directory of Open Access Journals (Sweden)

    Federico Camia

    2016-01-01

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

  3. Asymmetric skew Bessel processes and their applications to finance

    NARCIS (Netherlands)

    Decamps, M.; Goovaerts, M.J.; Schoutens, W.

    2006-01-01

    In this paper, we extend the Harrison and Shepp's construction of the skew Brownian motion (1981) and we obtain a diffusion similar to the two-dimensional Bessel process with speed and scale densities discontinuous at one point. Natural generalizations to multi-dimensional and fractional order

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-12-01

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

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

    International Nuclear Information System (INIS)

    Plyukhin, A.V.

    2013-01-01

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

  7. Magnetohydrodynamic three-dimensional flow of viscoelastic nanofluid in the presence of nonlinear thermal radiation

    Energy Technology Data Exchange (ETDEWEB)

    Hayat, T. [Department of Mathematics, Quaid-I-Azam University 45320, Islamabad 44000 (Pakistan); Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Faculty of Science, King Abdulaziz University, P. O. Box 80203, Jeddah 21589 (Saudi Arabia); Muhammad, Taseer, E-mail: taseer_qau@yahoo.com [Department of Mathematics, Quaid-I-Azam University 45320, Islamabad 44000 (Pakistan); Alsaedi, A.; Alhuthali, M.S. [Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Faculty of Science, King Abdulaziz University, P. O. Box 80203, Jeddah 21589 (Saudi Arabia)

    2015-07-01

    Magnetohydrodynamic (MHD) three-dimensional flow of couple stress nanofluid in the presence of thermophoresis and Brownian motion effects is analyzed. Energy equation subject to nonlinear thermal radiation is taken into account. The flow is generated by a bidirectional stretching surface. Fluid is electrically conducting in the presence of a constant applied magnetic field. The induced magnetic field is neglected for a small magnetic Reynolds number. Mathematical formulation is performed using boundary layer analysis. Newly proposed boundary condition requiring zero nanoparticle mass flux is employed. The governing nonlinear mathematical problems are first converted into dimensionless expressions and then solved for the series solutions of velocities, temperature and nanoparticles concentration. Convergence of the constructed solutions is verified. Effects of emerging parameters on the temperature and nanoparticles concentration are plotted and discussed. Skin friction coefficients and Nusselt number are also computed and analyzed. It is found that the thermal boundary layer thickness is an increasing function of radiative effect. - Highlights: • Three-dimensional boundary layer flow of viscoelastic nanofluid is examined. • Nonlinear thermal radiation is analyzed. • Brownian motion and thermophoresis effects are present. • Recently developed condition requiring zero nanoparticle mass flux is implemented. • Construction of convergent solutions of nonlinear flow is possible.

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

    Science.gov (United States)

    Gautestad, Arild O

    2012-09-07

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

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

    Science.gov (United States)

    Thygesen, Uffe Høgsbro

    2016-03-01

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

  10. N-dimensional integrability from two-photon coalgebra symmetry

    International Nuclear Information System (INIS)

    Ballesteros, Angel; Blasco, Alfonso; Herranz, Francisco J

    2009-01-01

    A wide class of Hamiltonian systems with N degrees of freedom and endowed with, at least, (N - 2) functionally independent integrals of motion in involution is constructed by making use of the two-photon Lie-Poisson coalgebra (h 6 , Δ). The set of (N - 2) constants of the motion is shown to be a universal one for all these Hamiltonians, irrespective of the dependence of the latter on several arbitrary functions and N free parameters. Within this large class of quasi-integrable N-dimensional Hamiltonians, new families of completely integrable systems are identified by finding explicitly a new independent integral I through the analysis of the sub-coalgebra structure of h 6 . In particular, new completely integrable N-dimensional Hamiltonians describing natural systems, geodesic flows and static electromagnetic Hamiltonians are presented

  11. Reduction of respiratory ghosting motion artifacts in conventional two-dimensional multi-slice Cartesian turbo spin-echo: which k-space filling order is the best?

    Science.gov (United States)

    Inoue, Yuuji; Yoneyama, Masami; Nakamura, Masanobu; Takemura, Atsushi

    2018-06-01

    The two-dimensional Cartesian turbo spin-echo (TSE) sequence is widely used in routine clinical studies, but it is sensitive to respiratory motion. We investigated the k-space orders in Cartesian TSE that can effectively reduce motion artifacts. The purpose of this study was to demonstrate the relationship between k-space order and degree of motion artifacts using a moving phantom. We compared the degree of motion artifacts between linear and asymmetric k-space orders. The actual spacing of ghost artifacts in the asymmetric order was doubled compared with that in the linear order in the free-breathing situation. The asymmetric order clearly showed less sensitivity to incomplete breath-hold at the latter half of the imaging period. Because of the actual number of partitions of the k-space and the temporal filling order, the asymmetric k-space order of Cartesian TSE was superior to the linear k-space order for reduction of ghosting motion artifacts.

  12. Two-dimensional fractal geometry, critical phenomena and conformal invariance

    International Nuclear Information System (INIS)

    Duplantier, B.

    1988-01-01

    The universal properties of critical geometrical systems in two-dimensions (2D) like the O (n) and Potts models, are described in the framework of Coulomb gas methods and conformal invariance. The conformal spectrum of geometrical critical systems obtained is made of a discrete infinite series of scaling dimensions. Specific applications involve the fractal properties of self-avoiding walks, percolation clusters, and also some non trivial critical exponents or fractal dimensions associated with subsets of the planar Brownian motion. The statistical mechanics of the same critical models on a random 2D lattice (namely in presence of a critically-fluctuating metric, in the so-called 2D quantum gravity) is also addressed, and the above critical geometrical systems are shown to be exactly solvable in this case. The new ''gravitational'' conformal spectrum so derived is found to satisfy the recent Knizhnik, Polyakov and Zamolodchikov quadratic relation which links it to the standard conformal spectrum in the plane

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  14. Solitary wave solutions of two-dimensional nonlinear Kadomtsev ...

    Indian Academy of Sciences (India)

    Aly R Seadawy

    2017-09-13

    Sep 13, 2017 ... We considered the two-dimensional DASWs in colli- sionless, unmagnetized cold plasma consisting of dust fluid, ions and electrons. The dynamics of DASWs is governed by the normalized fluid equations of nonlin- ear continuity (1), nonlinear motion of system (2) and. (3) and linear Poisson equation (4) as.

  15. Suggested Courseware for the Non-Calculus Physics Student: Measurement, Vectors, and One-Dimensional Motion.

    Science.gov (United States)

    Mahoney, Joyce; And Others

    1988-01-01

    Evaluates 16 commercially available courseware packages covering topics for introductory physics. Discusses the price, sub-topics, program type, interaction, time, calculus required, graphics, and comments of each program. Recommends two packages in measurement and vectors, and one-dimensional motion respectively. (YP)

  16. Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations

    Directory of Open Access Journals (Sweden)

    Yingdong Lu

    2012-01-01

    Full Text Available We investigate the performance of a production system with correlated demand through diffusion approximation. The key performance metric under consideration is the extreme points that this system can reach. This problem is mapped to a problem of characterizing the joint probability density of a two-dimensional Brownian motion and its coordinate running maximum. To achieve this goal, we obtain the stationary distribution of a reflected Brownian motion within the positive quarter-plane, which is of independent interest, through investigating a solution of an extended Helmhotz equation.

  17. CNT based thermal Brownian motor to pump water in nanodevices

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  18. Three dimensional monocular human motion analysis in end-effector space

    DEFF Research Database (Denmark)

    Hauberg, Søren; Lapuyade, Jerome; Engell-Nørregård, Morten Pol

    2009-01-01

    In this paper, we present a novel approach to three dimensional human motion estimation from monocular video data. We employ a particle filter to perform the motion estimation. The novelty of the method lies in the choice of state space for the particle filter. Using a non-linear inverse kinemati...

  19. On the Humble Origins of the Brownian Entropic Force

    OpenAIRE

    Neumann, Richard M.

    2015-01-01

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

  20. Brownian Agents and Active Particles: Collective Dynamics in the Natural and Social Sciences

    International Nuclear Information System (INIS)

    McKane, Alan

    2003-01-01

    This is a book about the modelling of complex systems and, unlike many books on this subject, concentrates on the discussion of specific systems and gives practical methods for modelling and simulating them. This is not to say that the author does not devote space to the general philosophy and definition of complex systems and agent-based modelling, but the emphasis is definitely on the development of concrete methods for analysing them. This is, in my view, to be welcomed and I thoroughly recommend the book, especially to those with a theoretical physics background who will be very much at home with the language and techniques which are used. The author has developed a formalism for understanding complex systems which is based on the Langevin approach to the study of Brownian motion. This is a mesoscopic description; details of the interactions between the Brownian particle and the molecules of the surrounding fluid are replaced by a randomly fluctuating force. Thus all microscopic detail is replaced by a coarse-grained description which encapsulates the essence of the interactions at the finer level of description. In a similar way, the influences on Brownian agents in a multi-agent system are replaced by stochastic influences which sum up the effects of these interactions on a finer scale. Unlike Brownian particles, Brownian agents are not structureless particles, but instead have some internal states so that, for instance, they may react to changes in the environment or to the presence of other agents. Most of the book is concerned with developing the idea of Brownian agents using the techniques of statistical physics. This development parallels that for Brownian particles in physics, but the author then goes on to apply the technique to problems in biology, economics and the social sciences. This is a clear and well-written book which is a useful addition to the literature on complex systems. It will be interesting to see if the use of Brownian agents becomes

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

    Science.gov (United States)

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

    2015-11-01

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

  2. Crossover of two power laws in the anomalous diffusion of a two lipid membrane.

    Science.gov (United States)

    Bakalis, Evangelos; Höfinger, Siegfried; Venturini, Alessandro; Zerbetto, Francesco

    2015-06-07

    Molecular dynamics simulations of a bi-layer membrane made by the same number of 1-palmitoyl-2-oleoyl-glycero-3-phospho-ethanolamine and palmitoyl-oleoyl phosphatidylserine lipids reveal sub-diffusional motion, which presents a crossover between two different power laws. Fractional Brownian motion is the stochastic mechanism that governs the motion in both regimes. The location of the crossover point is justified with simple geometrical arguments and is due to the activation of the mechanism of circumrotation of lipids about each other.

  3. Crossover of two power laws in the anomalous diffusion of a two lipid membrane

    Energy Technology Data Exchange (ETDEWEB)

    Bakalis, Evangelos, E-mail: ebakalis@gmail.com, E-mail: francesco.zerbetto@unibo.it; Höfinger, Siegfried; Zerbetto, Francesco, E-mail: ebakalis@gmail.com, E-mail: francesco.zerbetto@unibo.it [Dipartimento di Chimica “G. Ciamician”, Universita’ di Bologna, Via F. Selmi 2, 40126 Bologna (Italy); Venturini, Alessandro [Institute for the Organic Synthesis and Photoreactivity, National Research Council of Italy, Via Gobetti 101, 40129 Bologna (Italy)

    2015-06-07

    Molecular dynamics simulations of a bi-layer membrane made by the same number of 1-palmitoyl-2-oleoyl-glycero-3-phospho-ethanolamine and palmitoyl-oleoyl phosphatidylserine lipids reveal sub-diffusional motion, which presents a crossover between two different power laws. Fractional Brownian motion is the stochastic mechanism that governs the motion in both regimes. The location of the crossover point is justified with simple geometrical arguments and is due to the activation of the mechanism of circumrotation of lipids about each other.

  4. Hybrid finite element and Brownian dynamics method for charged particles

    Energy Technology Data Exchange (ETDEWEB)

    Huber, Gary A., E-mail: ghuber@ucsd.edu; Miao, Yinglong [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093-0365 (United States); Zhou, Shenggao [Department of Mathematics and Mathematical Center for Interdiscipline Research, Soochow University, 1 Shizi Street, Suzhou, 215006 Jiangsu (China); Li, Bo [Department of Mathematics and Quantitative Biology Graduate Program, University of California, San Diego, 9500 Gilman Drive, La Jolla, California 92093-0112 (United States); McCammon, J. Andrew [Howard Hughes Medical Institute, University of California San Diego, La Jolla, California 92093 (United States); Department of Chemistry and Biochemistry, University of California San Diego, La Jolla, California 92093-0365 (United States); Department of Pharmacology, University of California San Diego, La Jolla, California 92093-0636 (United States)

    2016-04-28

    Diffusion is often the rate-determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented using a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.

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

    Czech Academy of Sciences Publication Activity Database

    Filip, R.; Zemánek, Pavel

    2016-01-01

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

  6. Geotechnical applications of a two-dimensional elastodynamic displacement discontinuity method

    CSIR Research Space (South Africa)

    Siebrits, E

    1993-12-01

    Full Text Available A general two-dimensional elastodynamic displacement discontinuity method is used to model a variety of application problems. The plane strain problems are: the elastodynamic motions induced on a cavity by shear slip on a nearby crack; the dynamic...

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

    OpenAIRE

    Palau, Sandra; Pardo, Juan Carlos

    2015-01-01

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

  8. Quantum mechanical treatment of a constrained particle on two dimensional sphere

    Energy Technology Data Exchange (ETDEWEB)

    Jahangiri, L., E-mail: laleh.jahangiry@yahoo.com; Panahi, H., E-mail: t-panahi@guilan.ac.ir

    2016-12-15

    In this work, we study the motion of a particle on two dimensional sphere. By writing the Schrodinger equation, we obtain the wave function and energy spectra for three dimensional harmonic oscillator potential plus trigonometric Rosen–Morse non-central potential. By letting three special cases for intertwining operator, we investigate the energy spectra and wave functions for Smorodinsky–Winternitz potential model.

  9. Natural convection of nanofluids over a convectively heated vertical plate embedded in a porous medium

    Energy Technology Data Exchange (ETDEWEB)

    Ghalambaz, M.; Noghrehabadi, A.; Ghanbarzadeh, A., E-mail: m.ghalambaz@gmail.com, E-mail: ghanbarzadeh.a@scu.ac.ir [Department of Mechanical Engineering, Shahid Chamran University of Ahvaz, Ahvaz (Iran, Islamic Republic of)

    2014-04-15

    In this paper, the natural convective flow of nanofluids over a convectively heated vertical plate in a saturated Darcy porous medium is studied numerically. The governing equations are transformed into a set of ordinary differential equations by using appropriate similarity variables, and they are numerically solved using the fourth-order Runge-Kutta method associated with the Gauss-Newton method. The effects of parametric variation of the Brownian motion parameter (Nb), thermophoresis parameter (Nt) and the convective heating parameter (Nc) on the boundary layer profiles are investigated. Furthermore, the variation of the reduced Nusselt number and reduced Sherwood number, as important parameters of heat and mass transfer, as a function of the Brownian motion, thermophoresis and convective heating parameters is discussed in detail. The results show that the thickness of the concentration profiles is much lower than the temperature and velocity profiles. For low values of the convective heating parameter (Nc), as the Brownian motion parameter increases, the non-dimensional wall temperature increases. However, for high values of Nc, the effect of the Brownian motion parameter on the non-dimensional wall temperature is not significant. As the Brownian motion parameter increases, the reduced Sherwood number increases and the reduced Nusselt number decreases. (author)

  10. Zero sound in a two-dimensional dipolar Fermi gas

    NARCIS (Netherlands)

    Lu, Z.K.; Matveenko, S.I.; Shlyapnikov, G.V.

    2013-01-01

    We study zero sound in a weakly interacting two-dimensional (2D) gas of single-component fermionic dipoles (polar molecules or atoms with a large magnetic moment) tilted with respect to the plane of their translational motion. It is shown that the propagation of zero sound is provided by both

  11. Two-dimensional horizontal model seismic test and analysis for HTGR core

    International Nuclear Information System (INIS)

    Ikushima, Takeshi; Honma, Toshiaki.

    1988-05-01

    The resistance against earthquakes of high-temperature gas-cooled reactor (HTGR) core with block-type fuels is not fully ascertained yet. Seismic studies must be made if such a reactor plant is to be installed in areas with frequent earthquakes. The paper presented the test results of seismic behavior of a half scale two-dimensional horizontal slice core model and analysis. The following is a summary of the more important results. (1) When the core is subjected to the single axis excitation and simultaneous two-axis excitations to the core across-corners, it has elliptical motion. The core stays lumped motion at the low excitation frequencies. (2) When the load is placed on side fixed reflector blocks from outside to the core center, the core displacement and reflector impact reaction force decrease. (3) The maximum displacement occurs at simultaneous two-axis excitations. The maximum displacement occurs at the single axis excitation to the core across-flats. (4) The results of two-dimensional horizontal slice core model was compared with the results of two-dimensional vertical one. It is clarified that the seismic response of actual core can be predicted from the results of two-dimensional vertical slice core model. (5) The maximum reflector impact reaction force for seismic waves was below 60 percent of that for sinusoidal waves. (6) Vibration behavior and impact response are in good agreement between test and analysis. (author)

  12. Five-dimensional motion compensation for respiratory and cardiac motion with cone-beam CT of the thorax region

    Science.gov (United States)

    Sauppe, Sebastian; Hahn, Andreas; Brehm, Marcus; Paysan, Pascal; Seghers, Dieter; Kachelrieß, Marc

    2016-03-01

    We propose an adapted method of our previously published five-dimensional (5D) motion compensation (MoCo) algorithm1, developed for micro-CT imaging of small animals, to provide for the first time motion artifact-free 5D cone-beam CT (CBCT) images from a conventional flat detector-based CBCT scan of clinical patients. Image quality of retrospectively respiratory- and cardiac-gated volumes from flat detector CBCT scans is deteriorated by severe sparse projection artifacts. These artifacts further complicate motion estimation, as it is required for MoCo image reconstruction. For high quality 5D CBCT images at the same x-ray dose and the same number of projections as todays 3D CBCT we developed a double MoCo approach based on motion vector fields (MVFs) for respiratory and cardiac motion. In a first step our already published four-dimensional (4D) artifact-specific cyclic motion-compensation (acMoCo) approach is applied to compensate for the respiratory patient motion. With this information a cyclic phase-gated deformable heart registration algorithm is applied to the respiratory motion-compensated 4D CBCT data, thus resulting in cardiac MVFs. We apply these MVFs on double-gated images and thereby respiratory and cardiac motion-compensated 5D CBCT images are obtained. Our 5D MoCo approach processing patient data acquired with the TrueBeam 4D CBCT system (Varian Medical Systems). Our double MoCo approach turned out to be very efficient and removed nearly all streak artifacts due to making use of 100% of the projection data for each reconstructed frame. The 5D MoCo patient data show fine details and no motion blurring, even in regions close to the heart where motion is fastest.

  13. Magnus force in discrete and continuous two-dimensional superfluids

    International Nuclear Information System (INIS)

    Gecse, Z.; Khlebnikov, S.

    2005-01-01

    Motion of vortices in two-dimensional superfluids in the classical limit is studied by solving the Gross-Pitaevskii equation numerically on a uniform lattice. We find that, in the presence of a superflow directed along one of the main lattice periods, vortices move with the superflow on fine lattices but perpendicular to it on coarse ones. We interpret this result as a transition from the full Magnus force in a Galilean-invariant limit to vanishing effective Magnus force in a discrete system, in agreement with the existing experiments on vortex motion in Josephson junction arrays

  14. Evaporation effect on two-dimensional wicking in porous media.

    Science.gov (United States)

    Benner, Eric M; Petsev, Dimiter N

    2018-03-15

    We analyze the effect of evaporation on expanding capillary flow for losses normal to the plane of a two-dimensional porous medium using the potential flow theory formulation of the Lucas-Washburn method. Evaporation induces a finite steady state liquid flux on capillary flows into fan-shaped domains which is significantly greater than the flux into media of constant cross section. We introduce the evaporation-capillary number, a new dimensionless quantity, which governs the frontal motion when multiplied by the scaled time. This governing product divides the wicking behavior into simple regimes of capillary dominated flow and evaporative steady state, as well as the intermediate regime of evaporation influenced capillary driven motion. We also show flow dimensionality and evaporation reduce the propagation rate of the wet front relative to the Lucas-Washburn law. Copyright © 2017 Elsevier Inc. All rights reserved.

  15. Online prediction of respiratory motion: multidimensional processing with low-dimensional feature learning

    International Nuclear Information System (INIS)

    Ruan, Dan; Keall, Paul

    2010-01-01

    Accurate real-time prediction of respiratory motion is desirable for effective motion management in radiotherapy for lung tumor targets. Recently, nonparametric methods have been developed and their efficacy in predicting one-dimensional respiratory-type motion has been demonstrated. To exploit the correlation among various coordinates of the moving target, it is natural to extend the 1D method to multidimensional processing. However, the amount of learning data required for such extension grows exponentially with the dimensionality of the problem, a phenomenon known as the 'curse of dimensionality'. In this study, we investigate a multidimensional prediction scheme based on kernel density estimation (KDE) in an augmented covariate-response space. To alleviate the 'curse of dimensionality', we explore the intrinsic lower dimensional manifold structure and utilize principal component analysis (PCA) to construct a proper low-dimensional feature space, where kernel density estimation is feasible with the limited training data. Interestingly, the construction of this lower dimensional representation reveals a useful decomposition of the variations in respiratory motion into the contribution from semiperiodic dynamics and that from the random noise, as it is only sensible to perform prediction with respect to the former. The dimension reduction idea proposed in this work is closely related to feature extraction used in machine learning, particularly support vector machines. This work points out a pathway in processing high-dimensional data with limited training instances, and this principle applies well beyond the problem of target-coordinate-based respiratory-based prediction. A natural extension is prediction based on image intensity directly, which we will investigate in the continuation of this work. We used 159 lung target motion traces obtained with a Synchrony respiratory tracking system. Prediction performance of the low-dimensional feature learning

  16. Dynamics of two-dimensional solitary vortices in a low-β plasma with convective motion

    International Nuclear Information System (INIS)

    Makino, Mitsuhiro; Kamimura, Tetsuo; Taniuti, Tosiya.

    1980-12-01

    Numerical studies of the Hasegawa-Mima equation, derived in the context of drift waves but equivalent to the quasigeostrophic vortex potential equation for Rossby waves, show the stable properties of solitary vortices which are two dimensional, localized, steady and translating solutions of this same equation. A solitary vortex can propagate only in the direction (x-direction) perpendicular to the density gradient. When this solitary vortex solution is inclined at some angle with respect to the x-axis, its propagation direction oscillates in the x and y plane. In two dimensional collisions, i.e. head-on collision and overtaking, solitary vortices interact two-dimensionally and recover their initial shapes at the end of both types of collisions. (author)

  17. Two-dimensional echocardiographic features of right ventricular infarction

    International Nuclear Information System (INIS)

    D'Arcy, B.; Nanda, N.C.

    1982-01-01

    Real-time, two-dimensional echocardiographic studies were performed in 10 patients with acute myocardial infarction who had clinical features suggestive of right ventricular involvement. All patients showed right ventricular wall motion abnormalities. In the four-chamber view, seven patients showed akinesis of the entire right ventricular diaphragmatic wall and three showed akinesis of segments of the diaphragmatic wall. Segmental dyskinetic areas involving the right ventricular free wall were identified in four patients. One patient showed a large right ventricular apical aneurysm. Other echocardiographic features included enlargement of the right ventricle in eight cases, paradoxical ventricular septal motion in seven cases, tricuspid incompetence in eight cases, dilation of the stomach in four cases and localized pericardial effusion in two cases. Right ventricular infarction was confirmed by radionuclide methods in seven patients, at surgery in one patient and at autopsy in two patients

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

    Science.gov (United States)

    Gautestad, Arild O; Mysterud, Atle

    2013-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Zoran Gligoric

    2014-01-01

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

  20. Motion Mode and Two Dimensional Echocardiographic Measurements of Cardiac Dimensions of Indonesian Mongrel Dogs

    Directory of Open Access Journals (Sweden)

    DENI NOVIANA

    2011-03-01

    Full Text Available Prevalence of heart disease in dogs was very high and required early diagnosis through physical examination, electrocardiogram, and echocardiography. Normal reference values of echocardiography are highly breedspecific and need for comparison and evaluation of dogs suspected with heart disease. Therefore the aim of this study was to establish normal reference echocardiographic values for Indonesian mongrel dogs, specifically to find out intracardiac dimensions, wall thickness, and fractional shortening. Motion-mode and two-dimensional echocardiography from right parasternal short axis and long axis view were performed on nine clinically healthy dogs consisting of five males and four males. The results showed that wall thickness and fractional shortening of Indonesia mongrel dogs were higher compared with those in the other breed that have the same average weight. As opposite, the intracardiac dimensions and lumen dimensions of aorta and left atrial diameter were smaller. These differences might occur due to factors other than the dog's habits and functions such as working and hunting, but can also be caused by the existence of breed differences. There was no significant difference between male and female dogs in terms of intracardiac dimension systole (P = 0.53, diastole (P = 0.38, fractional shortening (P = 0.053, and the ratio of aorta and left atrial diameter (P = 0.06.

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

    Science.gov (United States)

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

    2013-07-02

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

  2. Two dimensional polar display of cardiac blood pool SPECT

    International Nuclear Information System (INIS)

    Honda, Norinari; Machida, Kikuo; Mamiya, Toshio; Takahashi, Taku; Takishima, Teruo; Hasegawa, Noriko; Hashimoto, Masanori; Ohno, Ken

    1989-01-01

    A new method of ECG gated cardiac blood pool SPECT to illustrate the left ventricular (LV) wall motion in a single static image, two dimensional polar display (2DPD), was described. Circumferential profiles of the difference between end diastolic and end systolic short axis images of the LV were displayed in a similar way to the bull's eye plot of 201 Tl myocardial SPECT. The diagnoses by 2DPDs agreed with those by cinematic displays of ECG gated blood pool SPECT in 74 out of 84 segments (85.5%) of abnormal motion, and 155 out of 168 segments (80.3%) of normal motion. It is concluded that 2DPD can evaluate regional wall motion by a single static image in a significant number of patients, and is also useful in comparing with the bull's eye image of 201 Tl myorcardial SPECT. (orig.)

  3. Two-site jumps in dimethyl sulfone studied by one- and two-dimensional 17O NMR spectroscopy

    Science.gov (United States)

    Beerwerth, J.; Storek, M.; Greim, D.; Lueg, J.; Siegel, R.; Cetinkaya, B.; Hiller, W.; Zimmermann, H.; Senker, J.; Böhmer, R.

    2018-03-01

    Polycrystalline dimethyl sulfone is studied using central-transition oxygen-17 exchange NMR. The quadrupolar and chemical shift tensors are determined by combining quantum chemical calculations with line shape analyses of rigid-lattice spectra measured for stationary and rotating samples at several external magnetic fields. Quantum chemical computations predict that the largest principal axes of the chemical shift anisotropy and electrical field gradient tensors enclose an angle of about 73°. This prediction is successfully tested by comparison with absorption spectra recorded at three different external magnetic fields. The experimental one-dimensional motionally narrowed spectra and the two-dimensional exchange spectrum are compatible with model calculations involving jumps of the molecules about their two-fold symmetry axis. This motion is additionally investigated by means of two-time stimulated-echo spectroscopy which allows for a determination of motional correlation functions over a wider temperature range than previously reported using carbon and deuteron NMR. On the basis of suitable second-order quadrupolar frequency distributions, sin-sin stimulated-echo amplitudes are calculated for a two-site model in the limit of vanishing evolution time and compared with experimental findings. The present study thus establishes oxygen-17 NMR as a powerful method that will be particularly useful for the study of solids and liquids devoid of nuclei governed by first-order anisotropies.

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

    Science.gov (United States)

    Palanisamy, Duraivelan; den Otter, Wouter K.

    2018-05-01

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

  5. The Brownian loop soup

    OpenAIRE

    Lawler, Gregory F.; Werner, Wendelin

    2003-01-01

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

  6. Two-dimensional simulation of the MHD stability, (1)

    International Nuclear Information System (INIS)

    Kurita, Gen-ichi; Amano, Tsuneo.

    1976-03-01

    The two-dimensional computer code has been prepared to study MHD stability of an axisymmetric toroidal plasma with and without the surrounding vacuum region. It also includes the effect of magnetic surfaces with non-circular cross sections. The linearized equations of motion are solved as an initial value problem. The results by computer simulation are compared with those by the theory for the cylindrical plasma; they are in good agreement. (auth.)

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

    NARCIS (Netherlands)

    Brinkman, H.C.

    1956-01-01

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

  8. Secondary motion in three-dimensional branching networks

    Science.gov (United States)

    Guha, Abhijit; Pradhan, Kaustav

    2017-06-01

    A major aim of the present work is to understand and thoroughly document the generation, the three-dimensional distribution, and the evolution of the secondary motion as the fluid progresses downstream through a branched network. Six generations (G0-G5) of branches (involving 63 straight portions and 31 bifurcation modules) are computed in one go; such computational challenges are rarely taken in the literature. More than 30 × 106 computational elements are employed for high precision of computed results and fine quality of the flow visualization diagrams. The study of co-planar vis-à-vis non-planar space-filling configurations establishes a quantitative evaluation of the dependence of the fluid dynamics on the three-dimensional arrangement of the same individual branches. As compared to the secondary motion in a simple curved pipe, three distinctive features, viz., the change of shape and size of the flow-cross-section, the division of non-uniform primary flow in a bifurcation module, and repeated switchover from clockwise to anticlockwise curvature and vice versa in the flow path, make the present situation more complex. It is shown that the straight portions in the network, in general, attenuate the secondary motion, while the three-dimensionally complex bifurcation modules generate secondary motion and may alter the number, arrangement, and structure of vortices. A comprehensive picture of the evolution of quantitative flow visualizations of the secondary motion is achieved by constructing contours of secondary velocity | v → S | , streamwise vorticity ω S , and λ 2 iso-surfaces. It is demonstrated, for example, that for in-plane configuration, the vortices on any plane appear in pair (i.e., for each clockwise rotating vortex, there is an otherwise identical anticlockwise vortex), whereas the vortices on a plane for the out-of-plane configuration may be dissimilar, and there may even be an odd number of vortices. We have formulated three new parameters

  9. A priori motion models for four-dimensional reconstruction in gated cardiac SPECT

    International Nuclear Information System (INIS)

    Lalush, D.S.; Tsui, B.M.W.; Cui, Lin

    1996-01-01

    We investigate the benefit of incorporating a priori assumptions about cardiac motion in a fully four-dimensional (4D) reconstruction algorithm for gated cardiac SPECT. Previous work has shown that non-motion-specific 4D Gibbs priors enforcing smoothing in time and space can control noise while preserving resolution. In this paper, we evaluate methods for incorporating known heart motion in the Gibbs prior model. The new model is derived by assigning motion vectors to each 4D voxel, defining the movement of that volume of activity into the neighboring time frames. Weights for the Gibbs cliques are computed based on these open-quotes most likelyclose quotes motion vectors. To evaluate, we employ the mathematical cardiac-torso (MCAT) phantom with a new dynamic heart model that simulates the beating and twisting motion of the heart. Sixteen realistically-simulated gated datasets were generated, with noise simulated to emulate a real Tl-201 gated SPECT study. Reconstructions were performed using several different reconstruction algorithms, all modeling nonuniform attenuation and three-dimensional detector response. These include ML-EM with 4D filtering, 4D MAP-EM without prior motion assumption, and 4D MAP-EM with prior motion assumptions. The prior motion assumptions included both the correct motion model and incorrect models. Results show that reconstructions using the 4D prior model can smooth noise and preserve time-domain resolution more effectively than 4D linear filters. We conclude that modeling of motion in 4D reconstruction algorithms can be a powerful tool for smoothing noise and preserving temporal resolution in gated cardiac studies

  10. Motion contrast using optical coherence tomography

    Science.gov (United States)

    Fingler, Jeffrey Paul

    Diagnosis of ophthalmic diseases like age-related macular degeneration is very important for treatment of the disease as well as the development of future treatments. Optical coherence tomography (OCT) is an optical interference technique which can measure the three-dimensional structural information of the reflecting layers within a sample. In retinal imaging, OCT is used as the primary diagnostic tool for structural abnormalities such as retinal holes and detachments. The contrast within the images of this technique is based upon reflectivity changes from different regions of the retina. This thesis demonstrates the developments of methods used to produce additional contrast to the structural OCT images based on the tiny fluctuations of motion experienced by the mobile scatterers within a sample. Motion contrast was observed for motions smaller than 50 nm in images of a variety of samples. Initial contrast method demonstrations used Brownian motion differences to separate regions of a mobile Intralipid solution from a static agarose gel, chosen in concentration to minimize reflectivity contrast. Zebrafish embryos in the range of 3-4 days post fertilization were imaged using several motion contrast methods to determine the capabilities of identifying regions of vascular flow. Vasculature identification was demonstrated in zebrafish for blood vessels of all orientations as small as 10 microns in diameter. Mouse retinal imaging utilized the same motion contrast methods to determine the contrast capabilities for motions associated with vasculature within the retina. Improved contrast imaging techniques demonstrated comparable images to fluorescein angiography, the gold standard of retinal vascular imaging. Future studies can improve the demonstrated contrast analysis techniques and apply them towards human retinal motion contrast imaging for ophthalmic diagnostic purposes.

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

    Directory of Open Access Journals (Sweden)

    F. Mabood

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

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

    International Nuclear Information System (INIS)

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

    2003-01-01

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

  13. Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder

    Science.gov (United States)

    Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun

    2018-03-01

    The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.

  14. Simulation of Molecular Transport in Systems Containing Mobile Obstacles.

    Science.gov (United States)

    Polanowski, Piotr; Sikorski, Andrzej

    2016-08-04

    In this paper, we investigate the movement of molecules in crowded environments with obstacles undergoing Brownian motion by means of extensive Monte Carlo simulations. Our investigations were performed using the dynamic lattice liquid model, which was based on the cooperative movement concept and allowed to mimic systems at high densities where the motion of all elements (obstacles as well as moving particles) were highly correlated. The crowded environments are modeled on a two-dimensional triangular lattice containing obstacles (particles whose mobility was significantly reduced) moving by a Brownian motion. The subdiffusive motion of both elements in the system was analyzed. It was shown that the percolation transition does not exist in such systems in spite of the cooperative character of the particles' motion. The reduction of the obstacle mobility leads to the longer caging of liquid particles by mobile obstacles.

  15. Two-dimensional heat conducting simulation of plasma armatures

    International Nuclear Information System (INIS)

    Huerta, M.A.; Boynton, G.

    1991-01-01

    This paper reports on our development of a two-dimensional MHD code to simulate internal motions in a railgun plasma armature. The authors use the equations of resistive MHD, with Ohmic heating, and radiation heat transport. The authors use a Flux Corrected Transport code to advance all quantities in time. Our runs show the development of complex flows, subsequent shedding of secondary arcs, and a drop in the acceleration of the armature

  16. Study of journal bearing dynamics using 3-dimensional motion picture graphics

    Science.gov (United States)

    Brewe, D. E.; Sosoka, D. J.

    1985-01-01

    Computer generated motion pictures of three dimensional graphics are being used to analyze journal bearings under dynamically loaded conditions. The motion pictures simultaneously present the motion of the journal and the pressures predicted within the fluid film of the bearing as they evolve in time. The correct prediction of these fluid film pressures can be complicated by the development of cavitation within the fluid. The numerical model that is used predicts the formation of the cavitation bubble and its growth, downstream movement, and subsequent collapse. A complete physical picture is created in the motion picture as the journal traverses through the entire dynamic cycle.

  17. Thermodynamic and Quantum Thermodynamic Analyses of Brownian Movement

    OpenAIRE

    Gyftopoulos, Elias P.

    2006-01-01

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

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

    Science.gov (United States)

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

    2014-09-30

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

  19. Properties of Brownian Image Models in Scale-Space

    DEFF Research Database (Denmark)

    Pedersen, Kim Steenstrup

    2003-01-01

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

  20. Two dimensional solid state NMR

    International Nuclear Information System (INIS)

    Kentgens, A.P.M.

    1987-01-01

    This thesis illustrates, by discussing some existing and newly developed 2D solid state experiments, that two-dimensional NMR of solids is a useful and important extension of NMR techniques. Chapter 1 gives an overview of spin interactions and averaging techniques important in solid state NMR. As 2D NMR is already an established technique in solutions, only the basics of two dimensional NMR are presented in chapter 2, with an emphasis on the aspects important for solid spectra. The following chapters discuss the theoretical background and applications of specific 2D solid state experiments. An application of 2D-J resolved NMR, analogous to J-resolved spectroscopy in solutions, to natural rubber is given in chapter 3. In chapter 4 the anisotropic chemical shift is mapped out against the heteronuclear dipolar interaction to obtain information about the orientation of the shielding tensor in poly-(oxymethylene). Chapter 5 concentrates on the study of super-slow molecular motions in polymers using a variant of the 2D exchange experiment developed by us. Finally chapter 6 discusses a new experiment, 2D nutation NMR, which makes it possible to study the quadrupole interaction of half-integer spins. 230 refs.; 48 figs.; 8 tabs

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

    International Nuclear Information System (INIS)

    Berezhkovskii, A.M.

    1994-01-01

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

  2. A canonical eight-dimensional formalism for linear and non-linear classical spin-orbit motion in storage rings

    International Nuclear Information System (INIS)

    Barber, D.P.; Heinemann, K.; Ripken, G.

    1991-05-01

    In the following report we begin to reformulate work by Derbenev on the behaviour of coupled quantized spin-orbit motion. To this end we present a classical symplectic treatment of linear and non-linear spin-orbit motion for storage rings using a fully coupled eight-dimensional formalism which generalizes earlier investigations of coupled synchro-betatron oscillations by introducing two additional canonical spin variables which behave, in a small-angle limit, like those already used in linearised spin theory. Thus in addition to the usual x-z-s couplings, both the spin to orbit and orbit to spin coupling are described canonically. Since the spin Hamiltonian can be expanded in a Taylor series in canonical variables, the formalism is convenient for use in 8-dimensional symplectic tracking calculations with the help, for example, of Lie algebra or differential algebra for the study of chaotic spin motion, for construction of spin normal forms and for the study of the effect of Stern-Gerlach forces. (orig.)

  3. Horseshoe bats and Old World leaf-nosed bats have two discrete types of pinna motions.

    Science.gov (United States)

    Yin, Xiaoyan; Qiu, Peiwen; Yang, Lili; Müller, Rolf

    2017-05-01

    Horseshoe bats (Rhinolophidae) and the related Old World leaf-nosed bats (Hipposideridae) both show conspicuous pinna motions as part of their biosonar behaviors. In the current work, the kinematics of these motions in one species from each family (Rhinolophus ferrumequinum and Hipposideros armiger) has been analyzed quantitatively using three-dimensional tracking of landmarks placed on the pinna. The pinna motions that were observed in both species fell into two categories: In "rigid rotations" motions the geometry of the pinna was preserved and only its orientation in space was altered. In "open-close motions" the geometry of the pinna was changed which was evident in a change of the distances between the landmark points. A linear discriminant analysis showed that motions from both categories could be separated without any overlap in the analyzed data set. Hence, bats from both species have two separate types of pinna motions with apparently no transitions between them. The deformations associated with open-close pinna motions in Hipposideros armiger were found to be substantially larger compared to the wavelength associated with the largest pulse energy than in Rhinolophus ferrumequinum (137% vs 99%). The role of the two different motions in the biosonar behaviors of the animals remains to be determined.

  4. Electromagnetic radiation of charged particles in stochastic motion

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-03-15

    The study of the Brownian motion of a charged particle in electric and magnetic fields has many important applications in plasma and heavy ions physics, as well as in astrophysics. In the present paper we consider the electromagnetic radiation properties of a charged non-relativistic particle in the presence of electric and magnetic fields, of an exterior non-electromagnetic potential, and of a friction and stochastic force, respectively. We describe the motion of the charged particle by a Langevin and generalized Langevin type stochastic differential equation. We investigate in detail the cases of the Brownian motion with or without memory in a constant electric field, in the presence of an external harmonic potential, and of a constant magnetic field. In all cases the corresponding Langevin equations are solved numerically, and a full description of the spectrum of the emitted radiation and of the physical properties of the motion is obtained. The power spectral density of the emitted power is also obtained for each case, and, for all considered oscillating systems, it shows the presence of peaks, corresponding to certain intervals of the frequency. (orig.)

  5. Needle path planning and steering in a three-dimensional non-static environment using two-dimensional ultrasound images

    Science.gov (United States)

    Vrooijink, Gustaaf J.; Abayazid, Momen; Patil, Sachin; Alterovitz, Ron; Misra, Sarthak

    2015-01-01

    Needle insertion is commonly performed in minimally invasive medical procedures such as biopsy and radiation cancer treatment. During such procedures, accurate needle tip placement is critical for correct diagnosis or successful treatment. Accurate placement of the needle tip inside tissue is challenging, especially when the target moves and anatomical obstacles must be avoided. We develop a needle steering system capable of autonomously and accurately guiding a steerable needle using two-dimensional (2D) ultrasound images. The needle is steered to a moving target while avoiding moving obstacles in a three-dimensional (3D) non-static environment. Using a 2D ultrasound imaging device, our system accurately tracks the needle tip motion in 3D space in order to estimate the tip pose. The needle tip pose is used by a rapidly exploring random tree-based motion planner to compute a feasible needle path to the target. The motion planner is sufficiently fast such that replanning can be performed repeatedly in a closed-loop manner. This enables the system to correct for perturbations in needle motion, and movement in obstacle and target locations. Our needle steering experiments in a soft-tissue phantom achieves maximum targeting errors of 0.86 ± 0.35 mm (without obstacles) and 2.16 ± 0.88 mm (with a moving obstacle). PMID:26279600

  6. OBSERVER RATING VERSUS THREE-DIMENSIONAL MOTION ANALYSIS OF LOWER EXTREMITY KINEMATICS DURING FUNCTIONAL SCREENING TESTS: A SYSTEMATIC REVIEW.

    Science.gov (United States)

    Maclachlan, Liam; White, Steven G; Reid, Duncan

    2015-08-01

    Functional assessments are conducted in both clinical and athletic settings in an attempt to identify those individuals who exhibit movement patterns that may increase their risk of non-contact injury. In place of highly sophisticated three-dimensional motion analysis, functional testing can be completed through observation. To evaluate the validity of movement observation assessments by summarizing the results of articles comparing human observation in real-time or video play-back and three-dimensional motion analysis of lower extremity kinematics during functional screening tests. Systematic review. A computerized systematic search was conducted through Medline, SPORTSdiscus, Scopus, Cinhal, and Cochrane health databases between February and April of 2014. Validity studies comparing human observation (real-time or video play-back) to three-dimensional motion analysis of functional tasks were selected. Only studies comprising uninjured, healthy subjects conducting lower extremity functional assessments were appropriate for review. Eligible observers were certified health practitioners or qualified members of sports and athletic training teams that conduct athlete screening. The Quality Assessment of Diagnostic Accuracy Studies 2 (QUADAS-2) was used to appraise the literature. Results are presented in terms of functional tasks. Six studies met the inclusion criteria. Across these studies, two-legged squats, single-leg squats, drop-jumps, and running and cutting manoeuvres were the functional tasks analysed. When compared to three-dimensional motion analysis, observer ratings of lower extremity kinematics, such as knee position in relation to the foot, demonstrated mixed results. Single-leg squats achieved target sensitivity values (≥ 80%) but not specificity values (≥ 50%>%). Drop-jump task agreement ranged from poor ( 80%). Two-legged squats achieved 88% sensitivity and 85% specificity. Mean underestimations as large as 198 (peak knee flexion) were found in

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

    Science.gov (United States)

    Rañó, Iñaki

    2012-07-01

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

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

    Science.gov (United States)

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

    2018-01-01

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

  9. On spectral distribution of high dimensional covariation matrices

    DEFF Research Database (Denmark)

    Heinrich, Claudio; Podolskij, Mark

    In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider N-dimensional Itô integrals with time varying matrix-valued integrands. We observe n equidistant high frequency data points...... of the underlying Brownian diffusion and we assume that N/n -> c in (0,oo). We show that under a certain mixed spectral moment condition the spectral distribution of the empirical covariation matrix converges in distribution almost surely. Our proof relies on method of moments and applications of graph theory....

  10. On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions.

    Science.gov (United States)

    Gerencsér, Máté; Jentzen, Arnulf; Salimova, Diyora

    2017-11-01

    In a recent article (Jentzen et al. 2016 Commun. Math. Sci. 14 , 1477-1500 (doi:10.4310/CMS.2016.v14.n6.a1)), it has been established that, for every arbitrarily slow convergence speed and every natural number d ∈{4,5,…}, there exist d -dimensional stochastic differential equations with infinitely often differentiable and globally bounded coefficients such that no approximation method based on finitely many observations of the driving Brownian motion can converge in absolute mean to the solution faster than the given speed of convergence. In this paper, we strengthen the above result by proving that this slow convergence phenomenon also arises in two ( d =2) and three ( d =3) space dimensions.

  11. Brownian dynamics with hydrodynamic interactions

    International Nuclear Information System (INIS)

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

    1978-01-01

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

  12. Spontaneous Mechanical Buckling in Two-Dimensional Materials: A Power Source for Ambient Vibration Energy Harvesters

    Science.gov (United States)

    Thibado, Paul; Kumar, Pradeep; Singh, Surendra

    Internet-of-Things (IoT) is projected to become a multi-trillion-dollar market, but most applications cannot afford replacing batteries on such a large scale, driving the need for battery alternatives. We recently discovered that freestanding graphene membranes are in perpetual motion when held at room temperature. Surprisingly, the random up-down motion of the membrane does not follow classical Brownian motion, but instead is super-diffusive at short times and sub-diffusive at long times. Furthermore, the velocity probability distribution function is non-Gaussian and follows the heavy-tailed Cauchy-Lorentz distribution, consistent with Lévy flights. Molecular dynamics simulations reveal that mechanical buckling is spontaneously occurring, and that this is the mechanism responsible for the anomalous movement. Bucking in this system occurs when the local material suddenly flips from concave to convex. The higher kinetic energy associated with this motion is derived from the surrounding thermal waste heat, and it may be converted into an electrical current and used as the active component of small power generators known as ambient vibration energy harvesters. thibado@uark.edu.

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

    Science.gov (United States)

    Antonopoulos, Markos; Stamatakos, Georgios

    2015-01-01

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

  14. Two-dimensional errors

    International Nuclear Information System (INIS)

    Anon.

    1991-01-01

    This chapter addresses the extension of previous work in one-dimensional (linear) error theory to two-dimensional error analysis. The topics of the chapter include the definition of two-dimensional error, the probability ellipse, the probability circle, elliptical (circular) error evaluation, the application to position accuracy, and the use of control systems (points) in measurements

  15. Two-dimensional approach to relativistic positioning systems

    International Nuclear Information System (INIS)

    Coll, Bartolome; Ferrando, Joan Josep; Morales, Juan Antonio

    2006-01-01

    A relativistic positioning system is a physical realization of a coordinate system consisting in four clocks in arbitrary motion broadcasting their proper times. The basic elements of the relativistic positioning systems are presented in the two-dimensional case. This simplified approach allows to explain and to analyze the properties and interest of these new systems. The positioning system defined by geodesic emitters in flat metric is developed in detail. The information that the data generated by a relativistic positioning system give on the space-time metric interval is analyzed, and the interest of these results in gravimetry is pointed out

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

    Science.gov (United States)

    Mezzasalma, Stefano A

    2007-03-15

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

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

    International Nuclear Information System (INIS)

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

    2008-01-01

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

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

    Science.gov (United States)

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

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

  19. Symmetries of stochastic differential equations: A geometric approach

    Energy Technology Data Exchange (ETDEWEB)

    De Vecchi, Francesco C., E-mail: francesco.devecchi@unimi.it; Ugolini, Stefania, E-mail: stefania.ugolini@unimi.it [Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, Milano (Italy); Morando, Paola, E-mail: paola.morando@unimi.it [DISAA, Università degli Studi di Milano, via Celoria 2, Milano (Italy)

    2016-06-15

    A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.

  20. All or nothing: On the small fluctuations of two-dimensional string theoretic black holes

    Energy Technology Data Exchange (ETDEWEB)

    Gilbert, Gerald [Univ. of Maryland, College Park, MD (United States); Raiten, Eric [Fermi National Accelerator Laboratory (FNAL), Batavia, IL (United States)

    1992-10-01

    A comprehensive analysis of small fluctuations about two-dimensional string-theoretic and string-inspired black holes is presented. It is shown with specific examples that two-dimensional black holes behave in a radically different way from all known black holes in four dimensions. For both the SL(2,R)/U(1) black hole and the two-dimensional black hole coupled to a massive dilaton with constant field strength, it is shown that there are a {\\it continuous infinity} of solutions to the linearized equations of motion, which are such that it is impossible to ascertain the classical linear response. It is further shown that the two-dimensional black hole coupled to a massive, linear dilaton admits {\\it no small fluctuations at all}. We discuss possible implications of our results for the Callan-Giddings-Harvey-Strominger black hole.

  1. Driving performance of a two-dimensional homopolar linear DC motor

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Y.; Yamaguchi, M.; Kano, Y. [Tokyo University of Agriculture and Technology, Tokyo (Japan)

    1998-05-01

    This paper presents a novel two-dimensional homopolar linear de motor (LDM) which can realize two-dimensional (2-D) motion. For position control purposes, two kinds of position detecting methods are proposed. The position in one position is detected by means of a capacitive sensor which makes the output of the sensor partially immune to the variation of the gap between electrodes. The position in the other direction is achieved by exploiting the position dependent property of the driving coil inductance, instead of using an independent sensor. The position control is implemented on the motor and 2-D tracking performance is analyzed. Experiments show that the motor demonstrates satisfactory driving performance, 2-D tracking error being within 5.5% when the angular frequency of reference signal is 3.14 rad./s. 7 refs., 17 figs., 2 tabs.

  2. Factorization Procedure for Harmonically Bound Brownian Particle

    International Nuclear Information System (INIS)

    Omolo, JK.

    2006-01-01

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

  3. Magnetohydrodynamic waves in two-dimensional prominences embedded in coronal arcades

    International Nuclear Information System (INIS)

    Terradas, J.; Soler, R.; Díaz, A. J.; Oliver, R.; Ballester, J. L.

    2013-01-01

    Solar prominence models used so far in the analysis of MHD waves in two-dimensional structures are quite elementary. In this work, we calculate numerically magnetohydrostatic models in two-dimensional configurations under the presence of gravity. Our interest is in models that connect the magnetic field to the photosphere and include an overlying arcade. The method used here is based on a relaxation process and requires solving the time-dependent nonlinear ideal MHD equations. Once a prominence model is obtained, we investigate the properties of MHD waves superimposed on the structure. We concentrate on motions purely two-dimensional, neglecting propagation in the ignorable direction. We demonstrate how, by using different numerical tools, we can determine the period of oscillation of stable waves. We find that vertical oscillations, linked to fast MHD waves, are always stable and have periods in the 4-10 minute range. Longitudinal oscillations, related to slow magnetoacoustic-gravity waves, have longer periods in the range of 28-40 minutes. These longitudinal oscillations are strongly influenced by the gravity force and become unstable for short magnetic arcades.

  4. Active colloidal propulsion over a crystalline surface

    Science.gov (United States)

    Choudhury, Udit; Straube, Arthur V.; Fischer, Peer; Gibbs, John G.; Höfling, Felix

    2017-12-01

    We study both experimentally and theoretically the dynamics of chemically self-propelled Janus colloids moving atop a two-dimensional crystalline surface. The surface is a hexagonally close-packed monolayer of colloidal particles of the same size as the mobile one. The dynamics of the self-propelled colloid reflects the competition between hindered diffusion due to the periodic surface and enhanced diffusion due to active motion. Which contribution dominates depends on the propulsion strength, which can be systematically tuned by changing the concentration of a chemical fuel. The mean-square displacements (MSDs) obtained from the experiment exhibit enhanced diffusion at long lag times. Our experimental data are consistent with a Langevin model for the effectively two-dimensional translational motion of an active Brownian particle in a periodic potential, combining the confining effects of gravity and the crystalline surface with the free rotational diffusion of the colloid. Approximate analytical predictions are made for the MSD describing the crossover from free Brownian motion at short times to active diffusion at long times. The results are in semi-quantitative agreement with numerical results of a refined Langevin model that treats translational and rotational degrees of freedom on the same footing.

  5. ONE-DIMENSIONAL AND TWO-DIMENSIONAL LEADERSHIP STYLES

    Directory of Open Access Journals (Sweden)

    Nikola Stefanović

    2007-06-01

    Full Text Available In order to motivate their group members to perform certain tasks, leaders use different leadership styles. These styles are based on leaders' backgrounds, knowledge, values, experiences, and expectations. The one-dimensional styles, used by many world leaders, are autocratic and democratic styles. These styles lie on the two opposite sides of the leadership spectrum. In order to precisely define the leadership styles on the spectrum between the autocratic leadership style and the democratic leadership style, leadership theory researchers use two dimensional matrices. The two-dimensional matrices define leadership styles on the basis of different parameters. By using these parameters, one can identify two-dimensional styles.

  6. Dynamic colloidal assembly pathways via low dimensional models

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Yuguang; Bevan, Michael A., E-mail: mabevan@jhu.edu [Chemical and Biomolecular Engineering, Johns Hopkins University, Baltimore, Maryland 21218 (United States); Thyagarajan, Raghuram; Ford, David M. [Chemical Engineering, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

    2016-05-28

    Here we construct a low-dimensional Smoluchowski model for electric field mediated colloidal crystallization using Brownian dynamic simulations, which were previously matched to experiments. Diffusion mapping is used to infer dimensionality and confirm the use of two order parameters, one for degree of condensation and one for global crystallinity. Free energy and diffusivity landscapes are obtained as the coefficients of a low-dimensional Smoluchowski equation to capture the thermodynamics and kinetics of microstructure evolution. The resulting low-dimensional model quantitatively captures the dynamics of different assembly pathways between fluid, polycrystal, and single crystals states, in agreement with the full N-dimensional data as characterized by first passage time distributions. Numerical solution of the low-dimensional Smoluchowski equation reveals statistical properties of the dynamic evolution of states vs. applied field amplitude and system size. The low-dimensional Smoluchowski equation and associated landscapes calculated here can serve as models for predictive control of electric field mediated assembly of colloidal ensembles into two-dimensional crystalline objects.

  7. First passage Brownian functional properties of snowmelt dynamics

    Science.gov (United States)

    Dubey, Ashutosh; Bandyopadhyay, Malay

    2018-04-01

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

  8. Numerical evidence for two types of localized states in a two-dimensional disordered lattice

    International Nuclear Information System (INIS)

    Tit, N.; Kumar, N.

    1992-06-01

    We report results of our numerical calculations, based on the equation of motion method, of dc-electrical conductivity and of density of states up to 40x40 two-dimensional square lattices modelling a right-binding Hamiltonian for a binary (AB) compound, disordered by randomly distributed B vacancies up to 10%. Our results indicate strongly localized states away from band centers separated from the relatively weakly localized states toward midband. This is in qualitative agreement with the idea of a ''mobility edge'' separating exponentially localized states from the power-law localized states as suggested by the two-parameter scaling theory of Kaevh in two dimensions. (author). 7 refs, 4 figs

  9. Friction tensor for a pair of Brownian particles: Spurious finite-size effects and molecular dynamics estimates

    International Nuclear Information System (INIS)

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

    1997-01-01

    In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles

  10. Two-dimensional NMR spectrometry

    International Nuclear Information System (INIS)

    Farrar, T.C.

    1987-01-01

    This article is the second in a two-part series. In part one (ANALYTICAL CHEMISTRY, May 15) the authors discussed one-dimensional nuclear magnetic resonance (NMR) spectra and some relatively advanced nuclear spin gymnastics experiments that provide a capability for selective sensitivity enhancements. In this article and overview and some applications of two-dimensional NMR experiments are presented. These powerful experiments are important complements to the one-dimensional experiments. As in the more sophisticated one-dimensional experiments, the two-dimensional experiments involve three distinct time periods: a preparation period, t 0 ; an evolution period, t 1 ; and a detection period, t 2

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

    DEFF Research Database (Denmark)

    Shillcock, Julian C.

    2009-01-01

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

  12. Two-dimensional PCA-based human gait identification

    Science.gov (United States)

    Chen, Jinyan; Wu, Rongteng

    2012-11-01

    It is very necessary to recognize person through visual surveillance automatically for public security reason. Human gait based identification focus on recognizing human by his walking video automatically using computer vision and image processing approaches. As a potential biometric measure, human gait identification has attracted more and more researchers. Current human gait identification methods can be divided into two categories: model-based methods and motion-based methods. In this paper a two-Dimensional Principal Component Analysis and temporal-space analysis based human gait identification method is proposed. Using background estimation and image subtraction we can get a binary images sequence from the surveillance video. By comparing the difference of two adjacent images in the gait images sequence, we can get a difference binary images sequence. Every binary difference image indicates the body moving mode during a person walking. We use the following steps to extract the temporal-space features from the difference binary images sequence: Projecting one difference image to Y axis or X axis we can get two vectors. Project every difference image in the difference binary images sequence to Y axis or X axis difference binary images sequence we can get two matrixes. These two matrixes indicate the styles of one walking. Then Two-Dimensional Principal Component Analysis(2DPCA) is used to transform these two matrixes to two vectors while at the same time keep the maximum separability. Finally the similarity of two human gait images is calculated by the Euclidean distance of the two vectors. The performance of our methods is illustrated using the CASIA Gait Database.

  13. Strategies to evaluate the impact of rectal volume on prostate motion during three-dimensional conformal radiotherapy for prostate cancer

    Energy Technology Data Exchange (ETDEWEB)

    Poli, Ana Paula Diniz Fortuna, E-mail: anapaulafortuna@yahoo.com.br [Universidade Estadual de Campinas (CAISM/UNICAMP), Campinas, SP (Brazil). Centro de Atencao Integrada a Saude da Mulher. Divisao de Radioterapia; Dias, Rodrigo Souza; Giordani, Adelmo Jose; Segreto, Helena Regina Comodo; Segreto, Roberto Araujo [Universidade Federal de Sao Paulo (EPM/UNIFESP), Sao Paulo, SP (Brazil). Escola Paulista de Medicina. Divisao de Radioterapia

    2016-01-15

    Objective: To evaluate the rectal volume influence on prostate motion during three-dimensional conformal radiotherapy (3D-CRT) for prostate cancer. Materials and Methods: Fifty-one patients with prostate cancer underwent a series of three computed tomography scans including an initial planning scan and two subsequent scans during 3D-CRT. The organs of interest were outlined. The prostate contour was compared with the initial CT images considering the anterior, posterior, superior, inferior and lateral edges of the organ. Variations in the anterior limits and volume of the rectum were assessed and correlated with prostate motion in the anteroposterior direction. Results: The maximum range of prostate motion was observed in the superoinferior direction, followed by the anteroposterior direction. A significant correlation was observed between prostate motion and rectal volume variation (p = 0.037). A baseline rectal volume superior to 70 cm{sup 3} had a significant influence on the prostate motion in the anteroposterior direction (p = 0.045). Conclusion: The present study showed a significant interfraction motion of the prostate during 3D-CRT with greatest variations in the superoinferior and anteroposterior directions, and that a large rectal volume influences the prostate motion with a cutoff value of 70 cm{sup 3}. Therefore, the treatment of patients with a rectal volume > 70 cm{sup 3} should be re-planned with appropriate rectal preparation. Keywords: Rectal volume; Prostate cancer; Three-dimensional conformal radiotherapy. (author)

  14. On radiative-magnetoconvective heat and mass transfer of a nanofluid past a non-linear stretching surface with Ohmic heating and convective surface boundary condition

    Directory of Open Access Journals (Sweden)

    Shweta Mishra

    2016-12-01

    Full Text Available In this paper magnetoconvective heat and mass transfer characteristics of a two-dimensional steady flow of a nanofluid over a non-linear stretching sheet in the presence of thermal radiation, Ohmic heating and viscous dissipation have been investigated numerically. The model used for the nanofluid incorporates the effects of the Brownian motion and the presence of nanoparticles in the base fluid. The governing equations are transformed into a system of nonlinear ordinary differential equations by using similarity transformation. The numerical solutions are obtained by using fifth order Runge–Kutta–Fehlberg method with shooting technique. The non-dimensional parameters on velocity, temperature and concentration profiles and also on local Nusselt number and Sherwood number are discussed. The results indicate that the local skin friction coefficient decreases as the value of the magnetic parameter increases whereas the Nusselt number and Sherwood number increase as the values of the Brownian motion parameter and magnetic parameter increase.

  15. Validation and Comparison of One-Dimensional Ground Motion Methodologies

    International Nuclear Information System (INIS)

    B. Darragh; W. Silva; N. Gregor

    2006-01-01

    Both point- and finite-source stochastic one-dimensional ground motion models, coupled to vertically propagating equivalent-linear shear-wave site response models are validated using an extensive set of strong motion data as part of the Yucca Mountain Project. The validation and comparison exercises are presented entirely in terms of 5% damped pseudo absolute response spectra. The study consists of a quantitative analyses involving modeling nineteen well-recorded earthquakes, M 5.6 to 7.4 at over 600 sites. The sites range in distance from about 1 to about 200 km in the western US (460 km for central-eastern US). In general, this validation demonstrates that the stochastic point- and finite-source models produce accurate predictions of strong ground motions over the range of 0 to 100 km and for magnitudes M 5.0 to 7.4. The stochastic finite-source model appears to be broadband, producing near zero bias from about 0.3 Hz (low frequency limit of the analyses) to the high frequency limit of the data (100 and 25 Hz for response and Fourier amplitude spectra, respectively)

  16. Validation and Comparison of One-Dimensional Graound Motion Methodologies

    Energy Technology Data Exchange (ETDEWEB)

    B. Darragh; W. Silva; N. Gregor

    2006-06-28

    Both point- and finite-source stochastic one-dimensional ground motion models, coupled to vertically propagating equivalent-linear shear-wave site response models are validated using an extensive set of strong motion data as part of the Yucca Mountain Project. The validation and comparison exercises are presented entirely in terms of 5% damped pseudo absolute response spectra. The study consists of a quantitative analyses involving modeling nineteen well-recorded earthquakes, M 5.6 to 7.4 at over 600 sites. The sites range in distance from about 1 to about 200 km in the western US (460 km for central-eastern US). In general, this validation demonstrates that the stochastic point- and finite-source models produce accurate predictions of strong ground motions over the range of 0 to 100 km and for magnitudes M 5.0 to 7.4. The stochastic finite-source model appears to be broadband, producing near zero bias from about 0.3 Hz (low frequency limit of the analyses) to the high frequency limit of the data (100 and 25 Hz for response and Fourier amplitude spectra, respectively).

  17. Stochastic aspects of two-dimensional vibration diagnostics

    International Nuclear Information System (INIS)

    Pazsit, I.; Antonopoulos-Domis, M.; Gloeckler, O.

    1985-01-01

    The aim of this paper is to investigate the stochastic features of two-dimensional lateral damped oscillations of PWR core internals, that are induced by random force components. It is also investigated how these vibrating components, or the forces giving rise to the vibrations could be diagnosed through the analysis of displacement or neutron noise signals. The approach pursued here is to select a realisation of the random force components, then the equations of the motion are integrated and the time history of displacement components is obtained. From here various statistical descriptors of the motion, such as trajectory pattern, spectra and PDF functions, etc. can be calculated. It was investigated how these statistical descriptors depend on the characteristics of the driving force for both stationary and non-stationary cases. A conclusion of possible diagnostical relevance is that, under certain circumstances, the PDF functions could be an indicator of whether a particular peak in the corresponding power spectra belongs to a resonance in system transfer or rather a resonance in the external driving force. (author)

  18. Stochastic aspects of two-dimensional vibration diagnostics

    International Nuclear Information System (INIS)

    Pazsit, I.; Antonopoulos-Domis, M.; Glockler, O.

    1984-01-01

    The aim of this paper is to investigate the stochastic features of two-dimensional lateral damped oscillations of PWR core internals that are induced by random force components. It is also investigated how these vibrating components, or the forces giving rise to the vibrations, could be diagnosed through the analysis of displacement or neutron noise signals. The approach pursued here is to select a realisation of the random force components, then the equations of the motion are integrated and the time history of displacement components is obtained. From here various statistical descriptors of the motion, such as trajectory pattern, spectra and PDF functions etc., can be calculated. It was investigated how these statistical descriptors depend on the characteristics of the driving force for both stationary and non-stationary cases. A conclusion of possible diagnostical relevance is that, under certain circumstances, the PDF functions could be an indicator of whether a particular peak in the corresponding power spectra belongs to a resonance in system transfer or rather a resonance in the external driving force

  19. Stochastic aspects of two-dimensional vibration diagnostics

    International Nuclear Information System (INIS)

    Pazsit, I.; Gloeckler, O.

    1984-01-01

    The aim of this paper is to investigate the stochastic features of two-dimensional lateral damped oscillations of PWR core internals that are induced by random force components. It is also investigated how these vibrating components, or the forces giving rise to the vibrations, could be diagnosed through the analysis of displacement or neutron noise signals. The approach pursued here is to select a realisation of the random force components, then the equations of the motion ar integrated and the time history of displacement components is obtained. From here various statistical descriptors of the motion, such as trajectory pattern, spectra and PDF functions etc., can be calculated. It was investigated how these statistical descriptors depend on the characteristics of the driving force for both stationary and non-stationary cases. A conclusion of possible diagnostical relevance is that, under certain circumstances, the PDF functions could be an indicator of whether a particular peak in the corresponding power spectra belongs to a resonance in system transfer or rather a resonance in the external driving force. (author)

  20. Three-dimensional scapular dyskinesis in hook-plated acromioclavicular dislocation including hook motion.

    Science.gov (United States)

    Kim, Eugene; Lee, Seunghee; Jeong, Hwa-Jae; Park, Jai Hyung; Park, Se-Jin; Lee, Jaewook; Kim, Woosub; Park, Hee Jin; Lee, So Yeon; Murase, Tsuyoshi; Sugamoto, Kazuomi; Ikemoto, Sumika

    2018-06-01

    The purpose of this study is to analyze the 3-dimensional scapular dyskinesis and the kinematics of a hook plate relative to the acromion after hook-plated acromioclavicular dislocation in vivo. Reported complications of acromioclavicular reduction using a hook plate include subacromial erosion and impingement. However, there are few reports of the 3-dimensional kinematics of the hook and scapula after the aforementioned surgical procedure. We studied 15 cases of acromioclavicular dislocation treated with a hook plate and 15 contralateral normal shoulders using computed tomography in the neutral and full forward flexion positions. Three-dimensional motion of the scapula relative to the thorax during arm elevation was analyzed using a computer simulation program. We also measured the distance from the tip of the hook plate to the greater tuberosity, as well as the angular motion of the plate tip in the subacromial space. Decreased posterior tilting (22° ± 10° vs 31° ± 8°) in the sagittal plane and increased external rotation (19° ± 9° vs 7° ± 5°) in the axial plane were evident in the affected shoulders. The mean values of translation of the hook plate and angular motion against the acromion were 4.0 ± 1.6 mm and 15° ± 8°, respectively. The minimum value of the distance from the hook plate to the humeral head tuberosity was 6.9 mm during arm elevation. Acromioclavicular reduction using a hook plate may cause scapular dyskinesis. Translational and angular motion of the hook plate against the acromion could lead to subacromial erosion. However, the hook does not seem to impinge directly on the humeral head. Copyright © 2017 Journal of Shoulder and Elbow Surgery Board of Trustees. Published by Elsevier Inc. All rights reserved.

  1. Effects of the Reynolds number on two-dimensional dielectrophoretic motions of a pair of particles under a uniform electric field

    International Nuclear Information System (INIS)

    Kang, Sang Mo; Mannoor, Madhusoodanan; Maniyeri, Ranjith Maniyeri

    2016-01-01

    This paper presents two-dimensional direct numerical simulations to explore the effect of the Reynolds number on the Dielectrophoretic (DEP) motion of a pair of freely suspended particles in an unbounded viscous fluid under an external uniform electric field. Accordingly, the electric potential is obtained by solving the Maxwell'00s equation with a great sudden change in the electric conductivity at the particle-fluid interface and then the Maxwell stress tensor is integrated to determine the DEP force exerted on each particle. The fluid flow and particle movement, on the other hand, are predicted by solving the continuity and Navier-Stokes equations together with the kinetic equations. Numerical simulations are carried out using a finite volume approach, composed of a sharp interface method for the electric potential and a direct-forcing immersed-boundary method for the fluid flow. Through the simulations, it is found that both particles with the same sign of the conductivity revolve and eventually align themselves in a line with the electric field. With different signs, to the contrary, they revolve in the reverse way and eventually become lined up at a right angle with the electric field. The DEP motion also depends significantly on the Reynolds number defined based on the external electric field for all the combinations of the conductivity signs. When the Reynolds number is approximately below Re cr ≈ 0.1, the DEP motion becomes independent of the Reynolds number and thus can be exactly predicted by the no-inertia solver that neglects all the inertial and convective effects. With increasing Reynolds number above the critical number, on the other hand, the particles trace larger trajectories and thus take longer time during their revolution to the eventual in-line alignment.

  2. Effects of the Reynolds number on two-dimensional dielectrophoretic motions of a pair of particles under a uniform electric field

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Sang Mo; Mannoor, Madhusoodanan [Dong-A University, Busan (Korea, Republic of); Maniyeri, Ranjith Maniyeri [National Institute of Technology Karnataka, Mangalore (India)

    2016-07-15

    This paper presents two-dimensional direct numerical simulations to explore the effect of the Reynolds number on the Dielectrophoretic (DEP) motion of a pair of freely suspended particles in an unbounded viscous fluid under an external uniform electric field. Accordingly, the electric potential is obtained by solving the Maxwell'00s equation with a great sudden change in the electric conductivity at the particle-fluid interface and then the Maxwell stress tensor is integrated to determine the DEP force exerted on each particle. The fluid flow and particle movement, on the other hand, are predicted by solving the continuity and Navier-Stokes equations together with the kinetic equations. Numerical simulations are carried out using a finite volume approach, composed of a sharp interface method for the electric potential and a direct-forcing immersed-boundary method for the fluid flow. Through the simulations, it is found that both particles with the same sign of the conductivity revolve and eventually align themselves in a line with the electric field. With different signs, to the contrary, they revolve in the reverse way and eventually become lined up at a right angle with the electric field. The DEP motion also depends significantly on the Reynolds number defined based on the external electric field for all the combinations of the conductivity signs. When the Reynolds number is approximately below Re{sub cr} ≈ 0.1, the DEP motion becomes independent of the Reynolds number and thus can be exactly predicted by the no-inertia solver that neglects all the inertial and convective effects. With increasing Reynolds number above the critical number, on the other hand, the particles trace larger trajectories and thus take longer time during their revolution to the eventual in-line alignment.

  3. Stochastic motion of 7 x 7 kinks at monoatomic step edges on the Si(1 1 1) surface

    International Nuclear Information System (INIS)

    Fukuda, T.; Maeda, S.; Nakayama, H.

    2003-01-01

    An offset of a straight step, called a kink, is occasionally formed on semiconductor surfaces. The motion of the kink on the Si(1 1 1) 7x7 surface in the [1-bar 1-bar 2] step was studied in detail by high-temperature scanning tunneling microscopy (STM), and thermal fluctuations of the kink displacement along the step edges was observed. The kink displacement did not diverge with time, suggesting that a restoring force acts on the kink. The displacement, however, could be clearly represented by the gaussian distribution and it was therefore considered to be a Brownian particle. The temperature dependence of the mean square displacement of the kink position showed that the displacement is a thermal activation process with an apparent activation energy of 1.54±0.1 eV. From the equation of motion on the kink displacement including an incoming and outgoing flux as a fluctuation source, the phenomenological Langevin equation was derived. The activation energy of the kink displacement is related to the diffusion coefficient of the two-dimensional adatom gas and the latent heat of the atoms from the kink site to the surface adatom

  4. Flocking with discrete symmetry: The two-dimensional active Ising model.

    Science.gov (United States)

    Solon, A P; Tailleur, J

    2015-10-01

    We study in detail the active Ising model, a stochastic lattice gas where collective motion emerges from the spontaneous breaking of a discrete symmetry. On a two-dimensional lattice, active particles undergo a diffusion biased in one of two possible directions (left and right) and align ferromagnetically their direction of motion, hence yielding a minimal flocking model with discrete rotational symmetry. We show that the transition to collective motion amounts in this model to a bona fide liquid-gas phase transition in the canonical ensemble. The phase diagram in the density-velocity parameter plane has a critical point at zero velocity which belongs to the Ising universality class. In the density-temperature "canonical" ensemble, the usual critical point of the equilibrium liquid-gas transition is sent to infinite density because the different symmetries between liquid and gas phases preclude a supercritical region. We build a continuum theory which reproduces qualitatively the behavior of the microscopic model. In particular, we predict analytically the shapes of the phase diagrams in the vicinity of the critical points, the binodal and spinodal densities at coexistence, and the speeds and shapes of the phase-separated profiles.

  5. Dynamics of two disks settling in a two-dimensional narrow channel: From periodic motion to vertical chain in Oldroyd-B fluid

    Science.gov (United States)

    Pan, Tsorng-Whay; Glowinski, Roland

    2016-11-01

    In this talk we present a numerical study of the dynamics of two disks settling in a narrow vertical channel filled with an Oldroyd-B fluid. Two kinds of particle dynamics are obtained: (i) periodic interaction between two disks and (ii) the formation of the chain of two disks. For the periodic interaction of two disks, two different motions are obtained: (a) two disks stay far apart and interact is periodically, which is similar to one of the motions of two disks settling in a narrow channel filled with a Newtonian fluid discussed by Aidun & Ding and (b) two disks draft, kiss and break away periodically and the chain is not formed due to not strong enough elastic force. For the formation of two disk chain occurred at higher values of the elasticity number, it is either a tilted chain or a vertical chain. The tilted chain can be obtained for either that the elasticity number is less than the critical value for having the vertical chain or that the Mach number is greater than the critical value for a long body to fall broadside-on, which is consistent with the results for the elliptic particles settling in Oldroyd-B fluids. NSF.

  6. Comparative study of the two-fluid momentum equations for multi-dimensional bubbly flows: Modification of Reynolds stress

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Seung Jun; Park, Ik Kyu; Yoon, Han Young [Thermal-Hydraulic Safety Research Division, Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Jae, Byoung [School of Mechanical Engineering, Chungnam National University, Daejeon (Korea, Republic of)

    2017-01-15

    Two-fluid equations are widely used to obtain averaged behaviors of two-phase flows. This study addresses a problem that may arise when the two-fluid equations are used for multi-dimensional bubbly flows. If steady drag is the only accounted force for the interfacial momentum transfer, the disperse-phase velocity would be the same as the continuous-phase velocity when the flow is fully developed without gravity. However, existing momentum equations may show unphysical results in estimating the relative velocity of the disperse phase against the continuous-phase. First, we examine two types of existing momentum equations. One is the standard two-fluid momentum equation in which the disperse-phase is treated as a continuum. The other is the averaged momentum equation derived from a solid/ fluid particle motion. We show that the existing equations are not proper for multi-dimensional bubbly flows. To resolve the problem mentioned above, we modify the form of the Reynolds stress terms in the averaged momentum equation based on the solid/fluid particle motion. The proposed equation shows physically correct results for both multi-dimensional laminar and turbulent flows.

  7. Predicting respiratory tumor motion with multi-dimensional adaptive filters and support vector regression

    International Nuclear Information System (INIS)

    Riaz, Nadeem; Wiersma, Rodney; Mao Weihua; Xing Lei; Shanker, Piyush; Gudmundsson, Olafur; Widrow, Bernard

    2009-01-01

    Intra-fraction tumor tracking methods can improve radiation delivery during radiotherapy sessions. Image acquisition for tumor tracking and subsequent adjustment of the treatment beam with gating or beam tracking introduces time latency and necessitates predicting the future position of the tumor. This study evaluates the use of multi-dimensional linear adaptive filters and support vector regression to predict the motion of lung tumors tracked at 30 Hz. We expand on the prior work of other groups who have looked at adaptive filters by using a general framework of a multiple-input single-output (MISO) adaptive system that uses multiple correlated signals to predict the motion of a tumor. We compare the performance of these two novel methods to conventional methods like linear regression and single-input, single-output adaptive filters. At 400 ms latency the average root-mean-square-errors (RMSEs) for the 14 treatment sessions studied using no prediction, linear regression, single-output adaptive filter, MISO and support vector regression are 2.58, 1.60, 1.58, 1.71 and 1.26 mm, respectively. At 1 s, the RMSEs are 4.40, 2.61, 3.34, 2.66 and 1.93 mm, respectively. We find that support vector regression most accurately predicts the future tumor position of the methods studied and can provide a RMSE of less than 2 mm at 1 s latency. Also, a multi-dimensional adaptive filter framework provides improved performance over single-dimension adaptive filters. Work is underway to combine these two frameworks to improve performance.

  8. Terahertz Plasma Waves in Two Dimensional Quantum Electron Gas with Electron Scattering

    International Nuclear Information System (INIS)

    Zhang Liping

    2015-01-01

    We investigate the Terahertz (THz) plasma waves in a two-dimensional (2D) electron gas in a nanometer field effect transistor (FET) with quantum effects, the electron scattering, the thermal motion of electrons and electron exchange-correlation. We find that, while the electron scattering, the wave number along y direction and the electron exchange-correlation suppress the radiation power, but the thermal motion of electrons and the quantum effects can amplify the radiation power. The radiation frequency decreases with electron exchange-correlation contributions, but increases with quantum effects, the wave number along y direction and thermal motion of electrons. It is worth mentioning that the electron scattering has scarce influence on the radiation frequency. These properties could be of great help to the realization of practical THz plasma oscillations in nanometer FET. (paper)

  9. Analysis of Maneuvering Targets with Complex Motions by Two-Dimensional Product Modified Lv's Distribution for Quadratic Frequency Modulation Signals.

    Science.gov (United States)

    Jing, Fulong; Jiao, Shuhong; Hou, Changbo; Si, Weijian; Wang, Yu

    2017-06-21

    For targets with complex motion, such as ships fluctuating with oceanic waves and high maneuvering airplanes, azimuth echo signals can be modeled as multicomponent quadratic frequency modulation (QFM) signals after migration compensation and phase adjustment. For the QFM signal model, the chirp rate (CR) and the quadratic chirp rate (QCR) are two important physical quantities, which need to be estimated. For multicomponent QFM signals, the cross terms create a challenge for detection, which needs to be addressed. In this paper, by employing a novel multi-scale parametric symmetric self-correlation function (PSSF) and modified scaled Fourier transform (mSFT), an effective parameter estimation algorithm is proposed-referred to as the Two-Dimensional product modified Lv's distribution (2D-PMLVD)-for QFM signals. The 2D-PMLVD is simple and can be easily implemented by using fast Fourier transform (FFT) and complex multiplication. These measures are analyzed in the paper, including the principle, the cross term, anti-noise performance, and computational complexity. Compared to the other three representative methods, the 2D-PMLVD can achieve better anti-noise performance. The 2D-PMLVD, which is free of searching and has no identifiability problems, is more suitable for multicomponent situations. Through several simulations and analyses, the effectiveness of the proposed estimation algorithm is verified.

  10. Brownian motion of massive skyrmions in magnetic thin films

    International Nuclear Information System (INIS)

    Troncoso, Roberto E.; Núñez, Álvaro S.

    2014-01-01

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

  11. Brownian motion of massive skyrmions in magnetic thin films

    Energy Technology Data Exchange (ETDEWEB)

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

    2014-12-15

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

  12. Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

    Science.gov (United States)

    Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

    2015-06-01

    When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

  13. Noncontact Cohesive Swimming of Bacteria in Two-Dimensional Liquid Films.

    Science.gov (United States)

    Li, Ye; Zhai, He; Sanchez, Sandra; Kearns, Daniel B; Wu, Yilin

    2017-07-07

    Bacterial swimming in confined two-dimensional environments is ubiquitous in nature and in clinical settings. Characterizing individual interactions between swimming bacteria in 2D confinement will help to understand diverse microbial processes, such as bacterial swarming and biofilm formation. Here we report a novel motion pattern displayed by flagellated bacteria in 2D confinement: When two nearby cells align their moving directions, they tend to engage in cohesive swimming without direct cell body contact, as a result of hydrodynamic interaction but not flagellar intertwining. We further found that cells in cohesive swimming move with higher directional persistence, which can increase the effective diffusivity of cells by ∼3 times as predicted by computational modeling. As a conserved behavior for peritrichously flagellated bacteria, cohesive swimming in 2D confinement may be key to collective motion and self-organization in bacterial swarms; it may also promote bacterial dispersal in unsaturated soils and in interstitial space during infections.

  14. Brownian quasi-particles in statistical physics

    International Nuclear Information System (INIS)

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

    1979-01-01

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

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

    KAUST Repository

    Franz, Benjamin

    2013-06-19

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

  16. Research on one-dimensional two-phase flow

    International Nuclear Information System (INIS)

    Adachi, Hiromichi

    1988-10-01

    In Part I the fundamental form of the hydrodynamic basic equations for a one-dimensional two-phase flow (two-fluid model) is described. Discussions are concentrated on the treatment of phase change inertial force terms in the equations of motion and the author's equations of motion which have a remarkable uniqueness on the following three points. (1) To express force balance of unit mass two-phase fluid instead of that of unit volume two-phase fluid. (2) To pick up the unit existing mass and the unit flowing mass as the unit mass of two-phase fluid. (3) To apply the kinetic energy principle instead of the momentum low in the evaluation of steady inertial force term. In these three, the item (1) is for excluding a part of momentum change or kinetic energy change due to mass change of the examined part of fluid, which is independent of force. The item (2) is not to introduce a phenomenological physical model into the evaluation of phase change inertial force term. And the item (3) is for correctly applying the momentum law taking into account the difference of representative velocities between the main flow fluid (vapor phase or liquid phase) and the phase change part of fluid. In Part II, characteristics of various kinds of high speed two-phase flow are clarified theoretically by the basic equations derived. It is demonstrated that the steam-water two-phase critical flow with violent flashing and the airwater two-phase critical flow without phase change can be described with fundamentally the same basic equations. Furthermore, by comparing the experimental data from the two-phase critical discharge test and the theoretical prediction, the two-phase discharge coefficient, C D , for large sharp-edged orifice is determined as the value which is not affected by the experimental facility characteristics, etc. (author)

  17. Modeling of electro-statically actuated two-axis (tip-tilt) MEMS torsion micro-mirrors for laser beamsteering

    Science.gov (United States)

    Edwards, C. L.; Boone, B. G.; Levine, W. S.; Davis, C. C.

    2007-04-01

    The availability of recently developed MEMS micro-mirror technology provides an opportunity to replace macro-scale actuators for free-space laser beamsteering in lidar and communication systems. Such an approach is under investigation at the Johns Hopkins University Applied Physics Laboratory for use on space-based platforms. Precision modeling of mirror pointing and its dynamics are critical to optimal design and control of MEMS beamsteerers. Beginning with Hornbeck's torque approach, this paper presents a first-principle, analytically closed-form torque model for an electro-statically actuated two-axis (tip-tilt) MEMS structure. An Euler dynamic equation formulation describes the gimbaled motion as a coupled pair of damped harmonic oscillators with a common forcing function. Static physical parameters such as MEMS mirror dimensions, facet mass, and height are inputs to the model as well as dynamic harmonic oscillator parameters such as damping and restoring constants fitted from measurements. A Taylor series expansion of the torque function provides valuable insights into basic one dimensional as well as two dimensional MEMS behavior, including operational sensitivities near "pull-in." The model also permits the natural inclusion and analysis of pointing noise sources such as electrical drive noise, platform vibration, and molecular Brownian motion. MATLAB and SIMULINK simulations illustrate performance sensitivities, controllability, and physical limitations, important considerations in the design of optimal pointing systems.

  18. Two-dimensional Doppler echocardiographic correlation of dipyridamole-thallium stress testing with isometric handgrip

    International Nuclear Information System (INIS)

    Whitfield, S.; Aurigemma, G.; Pape, L.; Leppo, J.

    1991-01-01

    To determine how frequently new wall-motion abnormalities that are indicative of ischemia accompany thallium redistribution, 47 consecutive patients underwent two-dimensional, echocardiography during routine dipyridamole-thallium stress testing. A secondary aim of the study was to determine whether the addition of isometric handgrip exercises to the standard dipyridamole imaging protocol increased the frequency of wall-motion abnormalities or thallium redistribution. Echocardiograms and thallium scans were independently interpreted, and wall-motion abnormalities that appeared with dipyridamole, handgrip exercise, or both were compared with results of thallium imaging. Five of 24 patients with thallium redistribution had new wall-motion abnormalities, and the extent (number of segments) of thallium redistribution in these five patients was significantly greater than in those who did not have well-motion abnormalities (p less than 0.03). The addition of isometric handgrip exercises to the imaging protocol did not distinguish between patients with and without new wall-motion abnormalities or thallium redistribution. Thus new wall-motion abnormalities infrequently accompany thallium redistribution in routine dipyridamole stress testing in spite of the addition of handgrip exercises, but when new wall-motion abnormalities are present, they are associated with a greater area of thallium redistribution

  19. Simulation of range imaging-based estimation of respiratory lung motion. Influence of noise, signal dimensionality and sampling patterns.

    Science.gov (United States)

    Wilms, M; Werner, R; Blendowski, M; Ortmüller, J; Handels, H

    2014-01-01

    A major problem associated with the irradiation of thoracic and abdominal tumors is respiratory motion. In clinical practice, motion compensation approaches are frequently steered by low-dimensional breathing signals (e.g., spirometry) and patient-specific correspondence models, which are used to estimate the sought internal motion given a signal measurement. Recently, the use of multidimensional signals derived from range images of the moving skin surface has been proposed to better account for complex motion patterns. In this work, a simulation study is carried out to investigate the motion estimation accuracy of such multidimensional signals and the influence of noise, the signal dimensionality, and different sampling patterns (points, lines, regions). A diffeomorphic correspondence modeling framework is employed to relate multidimensional breathing signals derived from simulated range images to internal motion patterns represented by diffeomorphic non-linear transformations. Furthermore, an automatic approach for the selection of optimal signal combinations/patterns within this framework is presented. This simulation study focuses on lung motion estimation and is based on 28 4D CT data sets. The results show that the use of multidimensional signals instead of one-dimensional signals significantly improves the motion estimation accuracy, which is, however, highly affected by noise. Only small differences exist between different multidimensional sampling patterns (lines and regions). Automatically determined optimal combinations of points and lines do not lead to accuracy improvements compared to results obtained by using all points or lines. Our results show the potential of multidimensional breathing signals derived from range images for the model-based estimation of respiratory motion in radiation therapy.

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

    Science.gov (United States)

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

    2012-07-01

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

  1. Motion estimation for cardiac functional analysis using two x-ray computed tomography scans.

    Science.gov (United States)

    Fung, George S K; Ciuffo, Luisa; Ashikaga, Hiroshi; Taguchi, Katsuyuki

    2017-09-01

    This work concerns computed tomography (CT)-based cardiac functional analysis (CFA) with a reduced radiation dose. As CT-CFA requires images over the entire heartbeat, the scans are often performed at 10-20% of the tube current settings that are typically used for coronary CT angiography. A large image noise then degrades the accuracy of motion estimation. Moreover, even if the scan was performed during the sinus rhythm, the cardiac motion observed in CT images may not be cyclic with patients with atrial fibrillation. In this study, we propose to use two CT scan data, one for CT angiography at a quiescent phase at a standard dose and the other for CFA over the entire heart beat at a lower dose. We have made the following four modifications to an image-based cardiac motion estimation method we have previously developed for a full-dose retrospectively gated coronary CT angiography: (a) a full-dose prospectively gated coronary CT angiography image acquired at the least motion phase was used as the reference image; (b) a three-dimensional median filter was applied to lower-dose retrospectively gated cardiac images acquired at 20 phases over one heartbeat in order to reduce image noise; (c) the strength of the temporal regularization term was made adaptive; and (d) a one-dimensional temporal filter was applied to the estimated motion vector field in order to decrease jaggy motion patterns. We describe the conventional method iME1 and the proposed method iME2 in this article. Five observers assessed the accuracy of the estimated motion vector field of iME2 and iME1 using a 4-point scale. The observers repeated the assessment with data presented in a new random order 1 week after the first assessment session. The study confirmed that the proposed iME2 was robust against the mismatch of noise levels, contrast enhancement levels, and shapes of the chambers. There was a statistically significant difference between iME2 and iME1 (accuracy score, 2.08 ± 0.81 versus 2.77

  2. A four-dimensional motion field atlas of the tongue from tagged and cine magnetic resonance imaging

    Science.gov (United States)

    Xing, Fangxu; Prince, Jerry L.; Stone, Maureen; Wedeen, Van J.; El Fakhri, Georges; Woo, Jonghye

    2017-02-01

    Representation of human tongue motion using three-dimensional vector fields over time can be used to better understand tongue function during speech, swallowing, and other lingual behaviors. To characterize the inter-subject variability of the tongue's shape and motion of a population carrying out one of these functions it is desirable to build a statistical model of the four-dimensional (4D) tongue. In this paper, we propose a method to construct a spatio-temporal atlas of tongue motion using magnetic resonance (MR) images acquired from fourteen healthy human subjects. First, cine MR images revealing the anatomical features of the tongue are used to construct a 4D intensity image atlas. Second, tagged MR images acquired to capture internal motion are used to compute a dense motion field at each time frame using a phase-based motion tracking method. Third, motion fields from each subject are pulled back to the cine atlas space using the deformation fields computed during the cine atlas construction. Finally, a spatio-temporal motion field atlas is created to show a sequence of mean motion fields and their inter-subject variation. The quality of the atlas was evaluated by deforming cine images in the atlas space. Comparison between deformed and original cine images showed high correspondence. The proposed method provides a quantitative representation to observe the commonality and variability of the tongue motion field for the first time, and shows potential in evaluation of common properties such as strains and other tensors based on motion fields.

  3. Catalytic micromotor generating self-propelled regular motion through random fluctuation

    Science.gov (United States)

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

    2013-07-01

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

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

    Science.gov (United States)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

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

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

    Science.gov (United States)

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

    2016-10-01

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

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

    International Nuclear Information System (INIS)

    Halliwell, J J

    2007-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-03-23

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

  8. Three-Dimensional Scapular Kinematics in Patients with Reverse Total Shoulder Arthroplasty during Arm Motion.

    Science.gov (United States)

    Lee, Kwang Won; Kim, Yong In; Kim, Ha Yong; Yang, Dae Suk; Lee, Gyu Sang; Choy, Won Sik

    2016-09-01

    There have been few reports on altered kinematics of the shoulder after reverse total shoulder arthroplasty (RTSA). We investigated differences in 3-dimensional (3D) scapular motions assessed using an optical tracking system between RTSA treated shoulders and asymptomatic contralateral shoulders during arm motion. Thirteen patients who underwent RTSA were assessed for active arm elevation in 2 distinct elevation planes (sagittal plane flexion and scapular plane abduction). Their mean age was 72 years (range, 69 to 79 years) and the mean follow-up was 24.4 months (range, 13 to 48 months). The dominant side was the right side in all the 13 patients, and it was also the side treated with RTSA. Scapular kinematics was recorded with an optical tracking system. The scapular kinematics and the scapulohumeral rhythm (SHR) of the RTSA shoulders and asymptomatic contralateral shoulders were recorded and analyzed during arm elevation. There were no significant differences in internal/external rotation and anterior/posterior tilting of the scapula between shoulders during arm motion (p > 0.05). However, upward rotation of the scapula differed significantly during arm motion (p = 0.035 for sagittal plane flexion; p = 0.046 for scapular plane abduction). There were significant differences in the SHR between the two shoulders (p = 0.016 for sagittal plane flexion; p = 0.021 for scapular plane abduction). The shoulder kinematics after RTSA showed significant differences from the contralateral asymptomatic shoulders. Increased upward rotation and decreased SHR after RTSA indicate that RTSA shoulders use more scapulothoracic motion and less glenohumeral motion to elevate the arm.

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

    Science.gov (United States)

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

    2018-05-01

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

  10. The Study of Two-Dimensional Oscillations Using a Smartphone Acceleration Sensor: Example of Lissajous Curves

    Science.gov (United States)

    Tuset-Sanchis, Luis; Castro-Palacio, Juan C.; Gómez-Tejedor, José A.; Manjón, Francisco J.; Monsoriu, Juan A.

    2015-01-01

    A smartphone acceleration sensor is used to study two-dimensional harmonic oscillations. The data recorded by the free android application, Accelerometer Toy, is used to determine the periods of oscillation by graphical analysis. Different patterns of the Lissajous curves resulting from the superposition of harmonic motions are illustrated for…

  11. Hamiltonian field description of two-dimensional vortex fluids and guiding center plasmas

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1981-03-01

    The equations that describe the motion of two-dimensional vortex fluids and guiding center plasmas are shown to possess underlying field Hamiltonian structure. A Poisson bracket which is given in terms of the vorticity, the physical although noncanonical dynamical variable, casts these equations into Heisenberg form. The Hamiltonian density is the kinetic energy density of the fluid. The well-known conserved quantities are seen to be in involution with respect to this Poisson bracket. Expanding the vorticity in terms of a Fourier-Dirac series transforms the field description given here into the usual canonical equations for discrete vortex motion. A Clebsch potential representation of the vorticity transforms the noncanonical field description into a canonical description

  12. Analytic solution of the two-dimensional Fokker-Planck equation governing stochastic ion heating by a lower hybrid wave

    International Nuclear Information System (INIS)

    Malescio, G.

    1981-04-01

    The two-dimensional Fokker-Planck equation describing the ion motion in a coherent lower hybrid wave above the stochasticity threshold is analytically solved. An expression is given for the steady state power dissipation

  13. A solution for two-dimensional mazes with use of chaotic dynamics in a recurrent neural network model.

    Science.gov (United States)

    Suemitsu, Yoshikazu; Nara, Shigetoshi

    2004-09-01

    Chaotic dynamics introduced into a neural network model is applied to solving two-dimensional mazes, which are ill-posed problems. A moving object moves from the position at t to t + 1 by simply defined motion function calculated from firing patterns of the neural network model at each time step t. We have embedded several prototype attractors that correspond to the simple motion of the object orienting toward several directions in two-dimensional space in our neural network model. Introducing chaotic dynamics into the network gives outputs sampled from intermediate state points between embedded attractors in a state space, and these dynamics enable the object to move in various directions. System parameter switching between a chaotic and an attractor regime in the state space of the neural network enables the object to move to a set target in a two-dimensional maze. Results of computer simulations show that the success rate for this method over 300 trials is higher than that of random walk. To investigate why the proposed method gives better performance, we calculate and discuss statistical data with respect to dynamical structure.

  14. Application Of Three-Dimensional Videography To Human Motion Studies: Constraints, Assumptions, And Mathematics

    Science.gov (United States)

    Rab, George T.

    1988-02-01

    Three-dimensional human motion analysis has been used for complex kinematic description of abnormal gait in children with neuromuscular disease. Multiple skin markers estimate skeletal segment position, and a sorting and smoothing routine provides marker trajectories. The position and orientation of the moving skeleton in space are derived mathematically from the marker positions, and joint motions are calculated from the Eulerian transformation matrix between linked proximal and distal skeletal segments. Reproduceability has been excellent, and the technique has proven to be a useful adjunct to surgical planning.

  15. Effective viscosity of two-dimensional suspensions: Confinement effects

    Science.gov (United States)

    Doyeux, Vincent; Priem, Stephane; Jibuti, Levan; Farutin, Alexander; Ismail, Mourad; Peyla, Philippe

    2016-08-01

    We study the rheology of a sheared two-dimensional (2D) suspension of non-Brownian disks in the presence of walls. Although it is of course possible today with modern computers and powerful algorithms to perform direct numerical simulations that fully account for multiparticle 3D interactions in the presence of walls, the analysis of the simple case of a 2D suspension provides valuable insights and helps in the understanding of 3D results. Due to the direct visualization of the whole 2D flow (the shear plane), we are able to give a clear interpretation of the full hydrodynamics of semidilute confined suspensions. For instance, we examine the role of disk-wall and disk-disk interactions to determine the dissipation of confined sheared suspensions whose effective viscosity depends on the area fraction ϕ of the disks as ηeff=η0[1 +[η ] ϕ +β ϕ2+O (ϕ3) ] . We provide numerical estimates of [η ] and β for a wide range of confinements. As a benchmark for our simulations, we compare the numerical results obtained for [η ] and β for very weak confinements with analytical values [η] ∞ and β∞ obtained for an infinite fluid. If the value [η] ∞=2 is well known in the literature, much less is published on the value of β . Here we analytically calculate with very high precision β∞=3.6 . We also reexamine the 3D case in the light of our 2D results.

  16. Electrokinetic motion of a rectangular nanoparticle in a nanochannel

    Energy Technology Data Exchange (ETDEWEB)

    Movahed, Saeid; Li Dongqing, E-mail: dongqing@mme.uwaterloo.ca [University of Waterloo, Department of Mechanical and Mechatronics Engineering (Canada)

    2012-08-15

    This article presents a theoretical study of electrokinetic motion of a negatively charged cubic nanoparticle in a three-dimensional nanochannel with a circular cross-section. Effects of the electrophoretic and the hydrodynamic forces on the nanoparticle motion are examined. Because of the large applied electric field over the nanochannel, the impact of the Brownian force is negligible in comparison with the electrophoretic and the hydrodynamic forces. The conventional theories of electrokinetics such as the Poisson-Boltzmann equation and the Helmholtz-Smoluchowski slip velocity approach are no longer applicable in the small nanochannels. In this study, and at each time step, first, a set of highly coupled partial differential equations including the Poisson-Nernst-Plank equation, the Navier-Stokes equations, and the continuity equation was solved to find the electric potential, ionic concentration field, and the flow field around the nanoparticle. Then, the electrophoretic and hydrodynamic forces acting on the negatively charged nanoparticle were determined. Following that, the Newton second law was utilized to find the velocity of the nanoparticle. Using this model, effects of surface electric charge of the nanochannel, bulk ionic concentration, the size of the nanoparticle, and the radius of the nanochannel on the nanoparticle motion were investigated. Increasing the bulk ionic concentration or the surface charge of the nanochannel will increase the electroosmotic flow, and hence affect the particle's motion. It was also shown that, unlike microchannels with thin EDL, the change in nanochannel size will change the EDL field and the ionic concentration field in the nanochannel, affecting the particle's motion. If the nanochannel size is fixed, a larger particle will move faster than a smaller particle under the same conditions.

  17. Electrokinetic motion of a rectangular nanoparticle in a nanochannel

    International Nuclear Information System (INIS)

    Movahed, Saeid; Li Dongqing

    2012-01-01

    This article presents a theoretical study of electrokinetic motion of a negatively charged cubic nanoparticle in a three-dimensional nanochannel with a circular cross-section. Effects of the electrophoretic and the hydrodynamic forces on the nanoparticle motion are examined. Because of the large applied electric field over the nanochannel, the impact of the Brownian force is negligible in comparison with the electrophoretic and the hydrodynamic forces. The conventional theories of electrokinetics such as the Poisson–Boltzmann equation and the Helmholtz–Smoluchowski slip velocity approach are no longer applicable in the small nanochannels. In this study, and at each time step, first, a set of highly coupled partial differential equations including the Poisson–Nernst–Plank equation, the Navier–Stokes equations, and the continuity equation was solved to find the electric potential, ionic concentration field, and the flow field around the nanoparticle. Then, the electrophoretic and hydrodynamic forces acting on the negatively charged nanoparticle were determined. Following that, the Newton second law was utilized to find the velocity of the nanoparticle. Using this model, effects of surface electric charge of the nanochannel, bulk ionic concentration, the size of the nanoparticle, and the radius of the nanochannel on the nanoparticle motion were investigated. Increasing the bulk ionic concentration or the surface charge of the nanochannel will increase the electroosmotic flow, and hence affect the particle’s motion. It was also shown that, unlike microchannels with thin EDL, the change in nanochannel size will change the EDL field and the ionic concentration field in the nanochannel, affecting the particle’s motion. If the nanochannel size is fixed, a larger particle will move faster than a smaller particle under the same conditions.

  18. Three-dimensional multi-relaxation-time lattice Boltzmann front-tracking method for two-phase flow

    International Nuclear Information System (INIS)

    Xie Hai-Qiong; Zeng Zhong; Zhang Liang-Qi

    2016-01-01

    We developed a three-dimensional multi-relaxation-time lattice Boltzmann method for incompressible and immiscible two-phase flow by coupling with a front-tracking technique. The flow field was simulated by using an Eulerian grid, an adaptive unstructured triangular Lagrangian grid was applied to track explicitly the motion of the two-fluid interface, and an indicator function was introduced to update accurately the fluid properties. The surface tension was computed directly on a triangular Lagrangian grid, and then the surface tension was distributed to the background Eulerian grid. Three benchmarks of two-phase flow, including the Laplace law for a stationary drop, the oscillation of a three-dimensional ellipsoidal drop, and the drop deformation in a shear flow, were simulated to validate the present model. (paper)

  19. Factorizations of one-dimensional classical systems

    International Nuclear Information System (INIS)

    Kuru, Senguel; Negro, Javier

    2008-01-01

    A class of one-dimensional classical systems is characterized from an algebraic point of view. The Hamiltonians of these systems are factorized in terms of two functions that together with the Hamiltonian itself close a Poisson algebra. These two functions lead directly to two time-dependent integrals of motion from which the phase motions are derived algebraically. The systems so obtained constitute the classical analogues of the well known factorizable one-dimensional quantum mechanical systems

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

    International Nuclear Information System (INIS)

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

    1994-01-01

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

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

    KAUST Repository

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

    2014-01-01

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

  2. Two balls and a string: from ordered motion to chaos

    International Nuclear Information System (INIS)

    Sacks, William; Mauger, Alain

    2013-01-01

    Two spherical balls are connected by a taught string passing through a small hole in a perfectly planar table: the first ball, subject to a central force, moves without friction on a two-dimensional plane, while the second ball moves only along the vertical axis directly below the hole. The pedagogical aspects of this novel two-body problem are given particular attention: Newton’s laws, central force motion, conservation laws, angular momentum, constraints, etc. The dynamics of the system is considered under various initial conditions wherein the ball on the table moves qualitatively in rotating ellipses or hypotrochoids. The conditions for closed or periodic orbits are examined. The more complex case of the inclined plane is then considered, revealing a rich variety of periodic, aperiodic and chaotic solutions as a function of the ball mass ratio and the plane inclination angle. The associated Poincaré phase-space maps are discussed. (paper)

  3. Characterization of nonlinear effects in a two-dimensional dielectric elastomer actuator

    International Nuclear Information System (INIS)

    Jhong, Y; Mikolas, D; Fu, C; Yeh, T; Fang, W; Shaw, D; Chen, J

    2010-01-01

    Dielectric elastomer actuators (DEAs) possess great potential for the realization of lightweight and inexpensive multiple-degrees-of-freedom (multi-DOF) biomimetic robotics. In this study, a two-dimensional DEA was built and tested in order to characterize the issues associated with the use in multi-DOF actuation. The actuator is a single circular DEA film with four, electrically isolated quadrant electrode areas. The actuator was driven in a quasi-circular manner by applying sine and cosine signals to orthogonal pairs of electrodes, and the resultant motion was recorded using image processing techniques. The effects of nonlinear voltage–strain behavior, creep and stress relaxation on the motion were all pronounced and clearly differentiated. A simple six-parameter empirical model was used and showed excellent agreement with the measured data

  4. Normal left ventricular wall motion measured with two-dimensional myocardial tagging

    DEFF Research Database (Denmark)

    Qi, P; Thomsen, C; Ståhlberg, F

    1993-01-01

    contraction towards the center of the left ventricle, a motion of the base of the heart towards the apex, and a rotation of the left ventricle around its long axis. The direction of left ventricular rotation changed from early systole to late systole. The base and middle levels of the left ventricle rotated...

  5. Quality assurance device for four-dimensional IMRT or SBRT and respiratory gating using patient-specific intrafraction motion kernels.

    Science.gov (United States)

    Nelms, Benjamin E; Ehler, Eric; Bragg, Henry; Tomé, Wolfgang A

    2007-09-17

    Emerging technologies such as four-dimensional computed tomography (4D CT) and implanted beacons are expected to allow clinicians to accurately model intrafraction motion and to quantitatively estimate internal target volumes (ITVs) for radiation therapy involving moving targets. In the case of intensity-modulated (IMRT) and stereotactic body radiation therapy (SBRT) delivery, clinicians must consider the interplay between the temporal nature of the modulation and the target motion within the ITV. A need exists for a 4D IMRT/SBRT quality assurance (QA) device that can incorporate and analyze customized intrafraction motion as it relates to dose delivery and respiratory gating. We built a 4D IMRT/SBRT prototype device and entered (X, Y, Z)(T) coordinates representing a motion kernel into a software application that 1. transformed the kernel into beam-specific two-dimensional (2D) motion "projections," 2. previewed the motion in real time, and 3. drove a recision X-Y motorized device that had, atop it, a mounted planar IMRT QA measurement device. The detectors that intersected the target in the beam's-eye-view of any single phase of the breathing cycle (a small subset of all the detectors) were defined as "target detectors" to be analyzed for dose uniformity between multiple fractions. Data regarding the use of this device to quantify dose variation fraction-to-fraction resulting from target motion (for several delivery modalities and with and without gating) have been recently published. A combined software and hardware solution for patient-customized 4D IMRT/SBRT QA is an effective tool for assessing IMRT delivery under conditions of intrafraction motion. The 4D IMRT QA device accurately reproduced the projected motion kernels for all beam's-eye-view motion kernels. This device has been proved to, effectively quantify the degradation in dose uniformity resulting from a moving target within a static planning target volume, and, integrate with a commercial

  6. BROWNIAN HEAT TRANSFER ENHANCEMENT IN THE TURBULENT REGIME

    Directory of Open Access Journals (Sweden)

    Suresh Chandrasekhar

    2016-08-01

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

  7. Extracting cardiac shapes and motion of the chick embryo heart outflow tract from four-dimensional optical coherence tomography images

    Science.gov (United States)

    Yin, Xin; Liu, Aiping; Thornburg, Kent L.; Wang, Ruikang K.; Rugonyi, Sandra

    2012-09-01

    Recent advances in optical coherence tomography (OCT), and the development of image reconstruction algorithms, enabled four-dimensional (4-D) (three-dimensional imaging over time) imaging of the embryonic heart. To further analyze and quantify the dynamics of cardiac beating, segmentation procedures that can extract the shape of the heart and its motion are needed. Most previous studies analyzed cardiac image sequences using manually extracted shapes and measurements. However, this is time consuming and subject to inter-operator variability. Automated or semi-automated analyses of 4-D cardiac OCT images, although very desirable, are also extremely challenging. This work proposes a robust algorithm to semi automatically detect and track cardiac tissue layers from 4-D OCT images of early (tubular) embryonic hearts. Our algorithm uses a two-dimensional (2-D) deformable double-line model (DLM) to detect target cardiac tissues. The detection algorithm uses a maximum-likelihood estimator and was successfully applied to 4-D in vivo OCT images of the heart outflow tract of day three chicken embryos. The extracted shapes captured the dynamics of the chick embryonic heart outflow tract wall, enabling further analysis of cardiac motion.

  8. Biased Brownian dynamics for rate constant calculation.

    OpenAIRE

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

    2000-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-07-15

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

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

    International Nuclear Information System (INIS)

    Dubina, Sean Hyun; Wedgewood, Lewis Edward

    2016-01-01

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

  11. Self-running and self-floating two-dimensional actuator using near-field acoustic levitation

    Science.gov (United States)

    Chen, Keyu; Gao, Shiming; Pan, Yayue; Guo, Ping

    2016-09-01

    Non-contact actuators are promising technologies in metrology, machine-tools, and hovercars, but have been suffering from low energy efficiency, complex design, and low controllability. Here we report a new design of a self-running and self-floating actuator capable of two-dimensional motion with an unlimited travel range. The proposed design exploits near-field acoustic levitation for heavy object lifting, and coupled resonant vibration for generation of acoustic streaming for non-contact motion in designated directions. The device utilizes resonant vibration of the structure for high energy efficiency, and adopts a single piezo element to achieve both levitation and non-contact motion for a compact and simple design. Experiments demonstrate that the proposed actuator can reach a 1.65 cm/s or faster moving speed and is capable of transporting a total weight of 80 g under 1.2 W power consumption.

  12. Optimum analysis of a Brownian refrigerator.

    Science.gov (United States)

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

    2013-02-01

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

  13. Nonlinear aerodynamics of two-dimensional airfoils in severe maneuver

    Science.gov (United States)

    Scott, Matthew T.; Mccune, James E.

    1988-01-01

    This paper presents a nonlinear theory of forces and moment acting on a two-dimensional airfoil in unsteady potential flow. Results are obtained for cases of both large and small amplitude motion. The analysis, which is based on an extension of Wagner's integral equation to the nonlinear regime, takes full advantage of the trailing wake's tendency to deform under local velocities. Interactive computational results are presented that show examples of wake-induced lift and moment augmentation on the order of 20 percent of quasi-static values. The expandability and flexibility of the present computational method are noted, as well as the relative speed with which solutions are obtained.

  14. Layered Safe Motion Planning for Autonomous Vehicles.

    Science.gov (United States)

    1995-09-01

    The major problem addressed by this research is how to plan a safe motion for autonomous vehicles in a two dimensional, rectilinear world. With given start and goal configurations, the planner performs motion planning which

  15. Unsteady two-dimensional potential-flow model for thin variable geometry airfoils

    DEFF Research Database (Denmark)

    Gaunaa, Mac

    2010-01-01

    In the present work, analytical expressions for distributed and integral unsteady two-dimensional forces on a variable geometry airfoil undergoing arbitrary motion are derived under the assumption of incompressible, irrotational, inviscid flow. The airfoil is represented by its camber line...... in their equivalent state-space form, allowing for use of the present theory in problems employing the eigenvalue approach, such as stability analysis. The analytical expressions for the integral forces can be reduced to Munk's steady and Theodorsen's unsteady results for thin airfoils, and numerical evaluation shows...

  16. Research on Three-dimensional Motion History Image Model and Extreme Learning Machine for Human Body Movement Trajectory Recognition

    Directory of Open Access Journals (Sweden)

    Zheng Chang

    2015-01-01

    Full Text Available Based on the traditional machine vision recognition technology and traditional artificial neural networks about body movement trajectory, this paper finds out the shortcomings of the traditional recognition technology. By combining the invariant moments of the three-dimensional motion history image (computed as the eigenvector of body movements and the extreme learning machine (constructed as the classification artificial neural network of body movements, the paper applies the method to the machine vision of the body movement trajectory. In detail, the paper gives a detailed introduction about the algorithm and realization scheme of the body movement trajectory recognition based on the three-dimensional motion history image and the extreme learning machine. Finally, by comparing with the results of the recognition experiments, it attempts to verify that the method of body movement trajectory recognition technology based on the three-dimensional motion history image and extreme learning machine has a more accurate recognition rate and better robustness.

  17. Theory of one-dimensional hopping motion of a heavy particle interacting with phonons by different couplings

    Science.gov (United States)

    Itai, K.

    1987-02-01

    Two models which describe one-dimensional hopping motion of a heavy particle interacting with phonons are discussed. Model A corresponds to hopping in 1D metals or to the polaron problem. In model B the momentum dependence of the particle-phonon coupling is proportional to k-1/2. The scaling equations show that only in model B does localization occur for a coupling larger than a critical value. In the localization region this model shows close analogy to the Caldeira-Leggett model for macroscopic quantum tunneling.

  18. Two-dimensional metamaterial optics

    International Nuclear Information System (INIS)

    Smolyaninov, I I

    2010-01-01

    While three-dimensional photonic metamaterials are difficult to fabricate, many new concepts and ideas in the metamaterial optics can be realized in two spatial dimensions using planar optics of surface plasmon polaritons. In this paper we review recent progress in this direction. Two-dimensional photonic crystals, hyperbolic metamaterials, and plasmonic focusing devices are demonstrated and used in novel microscopy and waveguiding schemes

  19. Theory of thermionic emission from a two-dimensional conductor and its application to a graphene-semiconductor Schottky junction

    Science.gov (United States)

    Trushin, Maxim

    2018-04-01

    The standard theory of thermionic emission developed for three-dimensional semiconductors does not apply to two-dimensional materials even for making qualitative predictions because of the vanishing out-of-plane quasiparticle velocity. This study reveals the fundamental origin of the out-of-plane charge carrier motion in a two-dimensional conductor due to the finite quasiparticle lifetime and huge uncertainty of the out-of-plane momentum. The theory is applied to a Schottky junction between graphene and a bulk semiconductor to derive a thermionic constant, which, in contrast to the conventional Richardson constant, is determined by the Schottky barrier height and Fermi level in graphene.

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

    Science.gov (United States)

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

    2016-05-10

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