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. 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 → ∞

  3. 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)

  4. 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.

  5. 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…

  6. 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)

  7. q-deformed Brownian motion

    CERN Document Server

    Man'ko, V I

    1993-01-01

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

  8. 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. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

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

  10. 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…

  11. 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)

  12. 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

  13. 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)

  14. 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...

  15. 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.

  16. 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.

  17. 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.

  18. 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)

  19. 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)

  20. 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)

  1. 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%.

  2. 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

  3. 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

  4. 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)

  5. 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.

  6. 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.

  7. 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)

  8. 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.

  9. 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

  10. 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 .

  11. 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)

  12. 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.)

  13. 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.

  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. 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.

  16. 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...

  17. 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

  18. 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.

  19. 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

  20. 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.

  1. 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.

  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. 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)

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. 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.

  10. 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)

  11. 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)

  12. 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.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  17. 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

  18. 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.

  19. 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....

  20. 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.

  1. 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.

  2. 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)

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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-.

  9. 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...

  10. 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...

  11. 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

  12. 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.

  13. 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

  14. 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)

  15. 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.

  16. 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.

  17. 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.

  18. 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...

  19. 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.

  20. 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.

  1. 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)

  2. 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)

  3. 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.

  4. 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.

  5. 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....

  6. 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.

  7. 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

  8. 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...

  9. 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

  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. 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

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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

  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. 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

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

    International Nuclear Information System (INIS)

    Razdan, Ashok

    2003-01-01

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

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

    International Nuclear Information System (INIS)

    Helseth, L.E.

    2010-01-01

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

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

    International Nuclear Information System (INIS)

    Kearney, Michael J; Majumdar, Satya N

    2014-01-01

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

  5. 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

  6. 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.

  7. 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)

  8. 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

  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. 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

  11. 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.

  12. 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 (

  13. 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.

  14. 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.

  15. 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)

  16. 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

  17. 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

  18. 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

  19. 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.

  20. 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)

  1. 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.

  2. 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)

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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

  8. 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)

  9. 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)

  10. 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

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  17. 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)

  18. 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

  19. 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.

  20. 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.

  1. 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.

  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. 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

  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. Adiabatic, chaotic and quasi-adiabatic charged particle motion in two-dimensional magnetic field reversals

    International Nuclear Information System (INIS)

    Buechner, J.M.

    1989-01-01

    For a number of problems in the Plasma Astrophysics it is necessary to know the laws, which govern the non adiabatic charged particle dynamics in strongly curves magnetic field reversals. These are, e.q., the kinetic theory of the microscopic and macroscopicstability of current sheets in collionless plasma, of microturbulence, causing anomalous resistivity and dissipating currents, the problem of spontaneous reconnection, the formation of non Maxwellian distribution functions, particle acceleration and the use of particles as a diagnostic tool ('tracers'). To find such laws we derived from the differential equations of motion discrete mappings. These mappings allow an investigation of the motion after the break down of the adiabaticity of the magnetic moment. (author). 32 refs.; 5 figs.; 1 tab

  6. 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.

  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. 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.

  9. 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.

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

    National Research Council Canada - National Science Library

    Durrett, Richard; Kesten, Harry; Spitzer, Frank

    1991-01-01

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

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

    OpenAIRE

    Khoshnevisan, Davar; Levin, David; Shi, Zhan

    2005-01-01

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

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

    NARCIS (Netherlands)

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

    2001-01-01

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

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

    DEFF Research Database (Denmark)

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

    2007-01-01

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

  14. Two-dimensional convection and interchange motions in fluids and magnetized plasmas

    DEFF Research Database (Denmark)

    Garcia, O.E.; Bian, N.H.; Naulin, V.

    2006-01-01

    fluids, emphasizing its relation to interchange motions of non- uniformly magnetized plasmas. This is followed by a review of the theories for the onset of convection and quasi-linear saturation in driven-dissipative systems. Non-linear numerical simulations which result in stationary convective states...... behaviour of the fluctuation level which is associated with relaxation oscillations in the kinetic energy of the azimuthally mean flows. This leads to a state of large-scale intermittency manifested by exponential tails in the single-point probability distribution function of the dependent variables...

  15. 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.

  16. 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.

  17. Two-dimensional behavior of solitons in a low-β plasma with convective motion

    International Nuclear Information System (INIS)

    Makino, Mitsuhiro; Kamimura, Tetsuo; Sato, Tetsuya.

    1981-01-01

    The initial value problem of the Hasegawa-Mima (HM) equation, which describes the propagation of drift waves in a low beta magnetized plasma, is numerically studied. Solitons are formed from an initial sinusoidal wave. For a wide range of initial conditions, the number of solitons and the recurrence time agree well with those obtained from the KdV eq. reduced from the HM eq. by Nozaki et al. As a result of nonlinear interactions among different solitons, their peak positions shift in the direction normal to the zeroth order convective motion in a regular but different fashion. When we start from a sinusoidal wave, the peaks of the generated soliton train line up on a line at an angle with respect to the convective direction. Two-deimensional collisions of different solitons are examined. (author)

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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)

  6. 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

  7. 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.

  8. 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.

  9. 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.)

  10. 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.

  11. 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

  12. 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.

  13. 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 ...

  14. 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...

  15. 100 years of Einstein's Theory of Brownian Motion: From Pollen ...

    Indian Academy of Sciences (India)

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

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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

  1. 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

  2. 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.

  3. 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.

  4. 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)

  5. 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)

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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. 

  13. Focus: Two-dimensional electron-electron double resonance and molecular motions: The challenge of higher frequencies

    Energy Technology Data Exchange (ETDEWEB)

    Franck, John M.; Chandrasekaran, Siddarth; Dzikovski, Boris; Dunnam, Curt R.; Freed, Jack H., E-mail: jhf3@cornell.edu [Department of Chemistry and Chemical Biology and National Biomedical Center for Advanced ESR Technology, Cornell University, Ithaca, New York 14853 (United States)

    2015-06-07

    The development, applications, and current challenges of the pulsed ESR technique of two-dimensional Electron-Electron Double Resonance (2D ELDOR) are described. This is a three-pulse technique akin to 2D Exchange Nuclear Magnetic Resonance, but involving electron spins, usually in the form of spin-probes or spin-labels. As a result, it required the extension to much higher frequencies, i.e., microwaves, and much faster time scales, with π/2 pulses in the 2-3 ns range. It has proven very useful for studying molecular dynamics in complex fluids, and spectral results can be explained by fitting theoretical models (also described) that provide a detailed analysis of the molecular dynamics and structure. We discuss concepts that also appear in other forms of 2D spectroscopy but emphasize the unique advantages and difficulties that are intrinsic to ESR. Advantages include the ability to tune the resonance frequency, in order to probe different motional ranges, while challenges include the high ratio of the detection dead time vs. the relaxation times. We review several important 2D ELDOR studies of molecular dynamics. (1) The results from a spin probe dissolved in a liquid crystal are followed throughout the isotropic → nematic → liquid-like smectic → solid-like smectic → crystalline phases as the temperature is reduced and are interpreted in terms of the slowly relaxing local structure model. Here, the labeled molecule is undergoing overall motion in the macroscopically aligned sample, as well as responding to local site fluctuations. (2) Several examples involving model phospholipid membranes are provided, including the dynamic structural characterization of the boundary lipid that coats a transmembrane peptide dimer. Additionally, subtle differences can be elicited for the phospholipid membrane phases: liquid disordered, liquid ordered, and gel, and the subtle effects upon the membrane, of antigen cross-linking of receptors on the surface of plasma membrane

  14. Focus: Two-dimensional electron-electron double resonance and molecular motions: The challenge of higher frequencies

    International Nuclear Information System (INIS)

    Franck, John M.; Chandrasekaran, Siddarth; Dzikovski, Boris; Dunnam, Curt R.; Freed, Jack H.

    2015-01-01

    The development, applications, and current challenges of the pulsed ESR technique of two-dimensional Electron-Electron Double Resonance (2D ELDOR) are described. This is a three-pulse technique akin to 2D Exchange Nuclear Magnetic Resonance, but involving electron spins, usually in the form of spin-probes or spin-labels. As a result, it required the extension to much higher frequencies, i.e., microwaves, and much faster time scales, with π/2 pulses in the 2-3 ns range. It has proven very useful for studying molecular dynamics in complex fluids, and spectral results can be explained by fitting theoretical models (also described) that provide a detailed analysis of the molecular dynamics and structure. We discuss concepts that also appear in other forms of 2D spectroscopy but emphasize the unique advantages and difficulties that are intrinsic to ESR. Advantages include the ability to tune the resonance frequency, in order to probe different motional ranges, while challenges include the high ratio of the detection dead time vs. the relaxation times. We review several important 2D ELDOR studies of molecular dynamics. (1) The results from a spin probe dissolved in a liquid crystal are followed throughout the isotropic → nematic → liquid-like smectic → solid-like smectic → crystalline phases as the temperature is reduced and are interpreted in terms of the slowly relaxing local structure model. Here, the labeled molecule is undergoing overall motion in the macroscopically aligned sample, as well as responding to local site fluctuations. (2) Several examples involving model phospholipid membranes are provided, including the dynamic structural characterization of the boundary lipid that coats a transmembrane peptide dimer. Additionally, subtle differences can be elicited for the phospholipid membrane phases: liquid disordered, liquid ordered, and gel, and the subtle effects upon the membrane, of antigen cross-linking of receptors on the surface of plasma membrane

  15. 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)

  16. 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

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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.

  2. 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

  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. 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.

  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. 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

  7. 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.

  8. 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...

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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)

  14. 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.

  15. 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.

  16. 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)

  17. 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.

  18. 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.

  19. 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.

  20. Clinical assessment of heart chamber size and valve motion during cardiopulmonary resuscitation by two-dimensional echocardiography.

    Science.gov (United States)

    Rich, S; Wix, H L; Shapiro, E P

    1981-09-01

    It has been generally accepted that enhanced blood flow during closed-chest CPR is generated from compression of the heart between the sternum and the spine. To visualize the heart during closed-chest massage, we performed two-dimensional echocardiography (2DE) during resuscitation efforts in four patients who had cardiac arrest. 2DE analysis showed that (1) the LV internal dimensions did not change appreciably with chest compression; (2) the mitral and aortic valves were open simultaneously during the compression phase; (3) blood flow into the right heart, as evidenced by saline bubble contrast, occurred during the relaxation phase; and (4) compression of the right ventricle and LA occurred in varying amounts in all patients. We conclude that stroke volume from the heart during CPR does not result from compression of the LV. Rather, CPR-induced improved cardiocirculatory dynamics appear to be principally the result of changes in intrathoracic pressure created by sternal compression.

  1. 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

  2. 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.

  3. 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.

  4. Experimental verification of a two-dimensional respiratory motion compensation system with ultrasound tracking technique in radiation therapy.

    Science.gov (United States)

    Ting, Lai-Lei; Chuang, Ho-Chiao; Liao, Ai-Ho; Kuo, Chia-Chun; Yu, Hsiao-Wei; Zhou, Yi-Liang; Tien, Der-Chi; Jeng, Shiu-Chen; Chiou, Jeng-Fong

    2018-05-01

    This study proposed respiratory motion compensation system (RMCS) combined with an ultrasound image tracking algorithm (UITA) to compensate for respiration-induced tumor motion during radiotherapy, and to address the problem of inaccurate radiation dose delivery caused by respiratory movement. This study used an ultrasound imaging system to monitor respiratory movements combined with the proposed UITA and RMCS for tracking and compensation of the respiratory motion. Respiratory motion compensation was performed using prerecorded human respiratory motion signals and also sinusoidal signals. A linear accelerator was used to deliver radiation doses to GAFchromic EBT3 dosimetry film, and the conformity index (CI), root-mean-square error, compensation rate (CR), and planning target volume (PTV) were used to evaluate the tracking and compensation performance of the proposed system. Human respiratory pattern signals were captured using the UITA and compensated by the RMCS, which yielded CR values of 34-78%. In addition, the maximum coronal area of the PTV ranged from 85.53 mm 2 to 351.11 mm 2 (uncompensated), which reduced to from 17.72 mm 2 to 66.17 mm 2 after compensation, with an area reduction ratio of up to 90%. In real-time monitoring of the respiration compensation state, the CI values for 85% and 90% isodose areas increased to 0.7 and 0.68, respectively. The proposed UITA and RMCS can reduce the movement of the tracked target relative to the LINAC in radiation therapy, thereby reducing the required size of the PTV margin and increasing the effect of the radiation dose received by the treatment target. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

  5. 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.

  6. 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.

  7. 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.

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

    Science.gov (United States)

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

    2010-04-21

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

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. Realization of high efficiency in a plasma-assisted microwave source with two-dimensional electron motion

    International Nuclear Information System (INIS)

    Shkvarunets, A.G.; Carmel, Y.; Nusinovich, G.S.; Abu-elfadl, T.M.; Rodgers, J.; Antonsen, T.M. Jr.; Granatstein, V.; Goebel, D.M.

    2002-01-01

    Conventional microwave sources utilize a strong axial magnetic field to guide an electron beam through an interaction region. A plasma-assisted slow wave microwave oscillator (Pasotron) can operate without an external magnetic field because the presence of ions neutralizes the space charge in the beam, permits the self-pinch forces to provide beam propagation, and allows for the radial motion of electrons under the action of transverse fields of the wave. While the inherent efficiency of conventional microwave sources with 1D electron flow is limited to 15%-20%, it is shown in this work that both the calculated and measured inherent efficiency of devices with 2D electron flow can be higher than 50%. Both in situ diagnostics and analysis confirmed that the enhanced efficiency is due to the fact that rf forces dominate the beam dynamics

  17. 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.

  18. Two-dimensional laser servoing for precision motion control of an ODV robotic license plate recognition system

    Science.gov (United States)

    Song, Zhen; Moore, Kevin L.; Chen, YangQuan; Bahl, Vikas

    2003-09-01

    As an outgrowth of series of projects focused on mobility of unmanned ground vehicles (UGV), an omni-directional (ODV), multi-robot, autonomous mobile parking security system has been developed. The system has two types of robots: the low-profile Omni-Directional Inspection System (ODIS), which can be used for under-vehicle inspections, and the mid-sized T4 robot, which serves as a ``marsupial mothership'' for the ODIS vehicles and performs coarse resolution inspection. A key task for the T4 robot is license plate recognition (LPR). For a successful LPR task without compromising the recognition rate, the robot must be able to identify the bumper locations of vehicles in the parking area and then precisely position the LPR camera relative to the bumper. This paper describes a 2D-laser scanner based approach to bumper identification and laser servoing for the T4 robot. The system uses a gimbal-mounted scanning laser. As the T4 robot travels down a row of parking stalls, data is collected from the laser every 100ms. For each parking stall in the range of the laser during the scan, the data is matched to a ``bumper box'' corresponding to where a car bumper is expected, resulting in a point cloud of data corresponding to a vehicle bumper for each stall. Next, recursive line-fitting algorithms are used to determine a line for the data in each stall's ``bumper box.'' The fitting technique uses Hough based transforms, which are robust against segmentation problems and fast enough for real-time line fitting. Once a bumper line is fitted with an acceptable confidence, the bumper location is passed to the T4 motion controller, which moves to position the LPR camera properly relative to the bumper. The paper includes examples and results that show the effectiveness of the technique, including its ability to work in real-time.

  19. 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)

  20. 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.

  1. 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.

  2. 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)

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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

  9. Analysis of Maneuvering Targets with Complex Motions by Two-Dimensional Product Modified Lv’s Distribution for Quadratic Frequency Modulation Signals

    Directory of Open Access Journals (Sweden)

    Fulong Jing

    2017-06-01

    Full Text Available 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. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. 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

  16. 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

  17. 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.

  18. 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)

  19. 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."

  20. 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."

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

    Science.gov (United States)

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

    2011-03-01

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

  2. 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.

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

    International Nuclear Information System (INIS)

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

    2004-01-01

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

  4. 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.

  5. 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)

  6. 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

  7. 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.

  8. 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.

  9. 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.

  10. 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

  11. 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)

  12. 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)

  13. Two-dimensional calculus

    CERN Document Server

    Osserman, Robert

    2011-01-01

    The basic component of several-variable calculus, two-dimensional calculus is vital to mastery of the broader field. This extensive treatment of the subject offers the advantage of a thorough integration of linear algebra and materials, which aids readers in the development of geometric intuition. An introductory chapter presents background information on vectors in the plane, plane curves, and functions of two variables. Subsequent chapters address differentiation, transformations, and integration. Each chapter concludes with problem sets, and answers to selected exercises appear at the end o

  14. Two-dimensional models

    International Nuclear Information System (INIS)

    Schroer, Bert; Freie Universitaet, Berlin

    2005-02-01

    It is not possible to compactly review the overwhelming literature on two-dimensional models in a meaningful way without a specific viewpoint; I have therefore tacitly added to the above title the words 'as theoretical laboratories for general quantum field theory'. I dedicate this contribution to the memory of J. A. Swieca with whom I have shared the passion of exploring 2-dimensional models for almost one decade. A shortened version of this article is intended as a contribution to the project 'Encyclopedia of mathematical physics' and comments, suggestions and critical remarks are welcome. (author)

  15. All-optical evaluation of spin-orbit interaction based on diffusive spin motion in a two-dimensional electron gas

    Energy Technology Data Exchange (ETDEWEB)

    Kohda, M. [IBM Research–Zürich, Säumerstrasse 4, CH-8803 Rüschlikon (Switzerland); Department of Materials Science, Tohoku University, 980-8579 Sendai (Japan); Altmann, P.; Salis, G. [IBM Research–Zürich, Säumerstrasse 4, CH-8803 Rüschlikon (Switzerland); Schuh, D.; Ganichev, S. D. [Institute of Experimental and Applied Physics, University of Regensburg, D-93040 Regensburg (Germany); Wegscheider, W. [Solid State Physics Laboratory, ETH Zürich, CH-8093 Zürich (Switzerland)

    2015-10-26

    A method is presented that enables the measurement of spin-orbit coefficients in a diffusive two-dimensional electron gas without the need for processing the sample structure, applying electrical currents or resolving the spatial pattern of the spin mode. It is based on the dependence of the average electron velocity on the spatial distance between local excitation and detection of spin polarization, resulting in a variation of spin precession frequency that in an external magnetic field is linear in the spatial separation. By scanning the relative positions of the exciting and probing spots in a time-resolved Kerr rotation microscope, frequency gradients along the [100] and [010] crystal axes of GaAs/AlGaAs QWs are measured to obtain the Rashba and Dresselhaus spin-orbit coefficients, α and β. This simple method can be applied in a variety of materials with electron diffusion for evaluating spin-orbit coefficients.

  16. Two-dimensional ferroelectrics

    Energy Technology Data Exchange (ETDEWEB)

    Blinov, L M; Fridkin, Vladimir M; Palto, Sergei P [A.V. Shubnikov Institute of Crystallography, Russian Academy of Sciences, Moscow, Russian Federaion (Russian Federation); Bune, A V; Dowben, P A; Ducharme, Stephen [Department of Physics and Astronomy, Behlen Laboratory of Physics, Center for Materials Research and Analysis, University of Nebraska-Linkoln, Linkoln, NE (United States)

    2000-03-31

    The investigation of the finite-size effect in ferroelectric crystals and films has been limited by the experimental conditions. The smallest demonstrated ferroelectric crystals had a diameter of {approx}200 A and the thinnest ferroelectric films were {approx}200 A thick, macroscopic sizes on an atomic scale. Langmuir-Blodgett deposition of films one monolayer at a time has produced high quality ferroelectric films as thin as 10 A, made from polyvinylidene fluoride and its copolymers. These ultrathin films permitted the ultimate investigation of finite-size effects on the atomic thickness scale. Langmuir-Blodgett films also revealed the fundamental two-dimensional character of ferroelectricity in these materials by demonstrating that there is no so-called critical thickness; films as thin as two monolayers (1 nm) are ferroelectric, with a transition temperature near that of the bulk material. The films exhibit all the main properties of ferroelectricity with a first-order ferroelectric-paraelectric phase transition: polarization hysteresis (switching); the jump in spontaneous polarization at the phase transition temperature; thermal hysteresis in the polarization; the increase in the transition temperature with applied field; double hysteresis above the phase transition temperature; and the existence of the ferroelectric critical point. The films also exhibit a new phase transition associated with the two-dimensional layers. (reviews of topical problems)

  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. 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

  19. 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.)

  20. Self-propelled anguilliform swimming: simultaneous solution of the two-dimensional navier-stokes equations and Newton's laws of motion

    Science.gov (United States)

    Carling; Williams; Bowtell

    1998-12-01

    Anguilliform swimming has been investigated by using a computational model combining the dynamics of both the creature's movement and the two-dimensional fluid flow of the surrounding water. The model creature is self-propelled; it follows a path determined by the forces acting upon it, as generated by its prescribed changing shape. The numerical solution has been obtained by applying coordinate transformations and then using finite difference methods. Results are presented showing the flow around the creature as it accelerates from rest in an enclosed tank. The kinematics and dynamics associated with the creature's centre of mass are also shown. For a particular set of body shape parameters, the final mean swimming speed is found to be 0.77 times the speed of the backward-travelling wave. The corresponding movement amplitude envelope is shown. The magnitude of oscillation in the net forward force has been shown to be approximately twice that in the lateral force. The importance of allowing for acceleration and deceleration of the creature's body (rather than imposing a constant swimming speed) has been demonstrated. The calculations of rotational movement of the body and the associated moment of forces about the centre of mass have also been included in the model. The important role of viscous forces along and around the creature's body and in the growth and dissolution of the vortex structures has been illustrated.

  1. 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.

  2. SIMULATION OF ADAPTIVE BEHAVIOR IN THE CONTEXT OF SOLVING AN AUTONOMOUS ROBOTIC VEHICLE MOTION TASK ON TWO-DIMENSIONAL PLANE WITH OBSTACLES

    Directory of Open Access Journals (Sweden)

    R. A. Prakapovich

    2014-01-01

    Full Text Available An adaptive neurocontroller for autonomous robotic vehicle control, which is designed to generate control signals (according to preprogrammed motion algorithm and to develop individual reactions to some external impacts during functioning process, that allows the robot to adapt to external environment changes, is suggested. To debug and test the proposed neurocontroller a specially designed program, able to simulate the sensory and executive systems operation of the robotic vehicle, is used.

  3. Effects of Obstacles on the Dynamics of Kinesins, Including Velocity and Run Length, Predicted by a Model of Two Dimensional Motion.

    Directory of Open Access Journals (Sweden)

    Woochul Nam

    Full Text Available Kinesins are molecular motors which walk along microtubules by moving their heads to different binding sites. The motion of kinesin is realized by a conformational change in the structure of the kinesin molecule and by a diffusion of one of its two heads. In this study, a novel model is developed to account for the 2D diffusion of kinesin heads to several neighboring binding sites (near the surface of microtubules. To determine the direction of the next step of a kinesin molecule, this model considers the extension in the neck linkers of kinesin and the dynamic behavior of the coiled-coil structure of the kinesin neck. Also, the mechanical interference between kinesins and obstacles anchored on the microtubules is characterized. The model predicts that both the kinesin velocity and run length (i.e., the walking distance before detaching from the microtubule are reduced by static obstacles. The run length is decreased more significantly by static obstacles than the velocity. Moreover, our model is able to predict the motion of kinesin when other (several motors also move along the same microtubule. Furthermore, it suggests that the effect of mechanical interaction/interference between motors is much weaker than the effect of static obstacles. Our newly developed model can be used to address unanswered questions regarding degraded transport caused by the presence of excessive tau proteins on microtubules.

  4. 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.

  5. Wall-motion tracking in fetal echocardiography-Influence of frame rate on longitudinal strain analysis assessed by two-dimensional speckle tracking.

    Science.gov (United States)

    Enzensberger, Christian; Achterberg, Friederike; Graupner, Oliver; Wolter, Aline; Herrmann, Johannes; Axt-Fliedner, Roland

    2017-06-01

    Frame rates (FR) used for strain analysis assessed by speckle tracking in fetal echocardiography show a considerable variation. The aim of this study was to investigate the influence of the FR on strain analysis in 2D speckle tracking. Fetal echocardiography was performed prospectively on a Toshiba Aplio 500 system and a Toshiba Artida system, respectively. Based on an apical or basal four-chamber view of the fetal heart, cine loops were stored with a FR of 30 fps (Aplio 500) and 60 fps (Artida/Aplio 500). For both groups (30fps and 60fps), global and segmental longitudinal peak systolic strain (LPSS) values of both, left (LV) and right ventricle (RV), were assessed by 2D wall-motion tracking. A total of 101 fetuses, distributed to three study groups, were included. The mean gestational age was 25.2±5.0 weeks. Mean global LPSS values for RV in the 30 fps group and in the 60 fps group were -16.07% and -16.47%, respectively. Mean global LPSS values for LV in the 30 fps group and in the 60 fps group were -17.54% and -17.06%, respectively. Comparing global and segmental LPSS values of both, the RV and LV, did not show any statistically significant differences within the two groups. Performance of myocardial 2D strain analysis by wall-motion tracking was feasible with 30 and 60 fps. Obtained global and segmental LPSS values of both ventricles were relatively independent from acquisition rate. © 2017, Wiley Periodicals, Inc.

  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. 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.

  8. 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.

  9. 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.

  10. 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

  11. 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.

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

    International Nuclear Information System (INIS)

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

    2016-01-01

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

  13. 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.

  14. 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

  15. 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.

  16. 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)

  17. 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

  18. Quasi-two-dimensional holography

    International Nuclear Information System (INIS)

    Kutzner, J.; Erhard, A.; Wuestenberg, H.; Zimpfer, J.

    1980-01-01

    The acoustical holography with numerical reconstruction by area scanning is memory- and time-intensive. With the experiences by the linear holography we tried to derive a scanning for the evaluating of the two-dimensional flaw-sizes. In most practical cases it is sufficient to determine the exact depth extension of a flaw, whereas the accuracy of the length extension is less critical. For this reason the applicability of the so-called quasi-two-dimensional holography is appropriate. The used sound field given by special probes is divergent in the inclined plane and light focussed in the perpendicular plane using cylindrical lenses. (orig.) [de

  19. 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 .

  20. 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

  1. 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

  2. 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.

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Two-dimensional flexible nanoelectronics

    Science.gov (United States)

    Akinwande, Deji; Petrone, Nicholas; Hone, James

    2014-12-01

    2014/2015 represents the tenth anniversary of modern graphene research. Over this decade, graphene has proven to be attractive for thin-film transistors owing to its remarkable electronic, optical, mechanical and thermal properties. Even its major drawback--zero bandgap--has resulted in something positive: a resurgence of interest in two-dimensional semiconductors, such as dichalcogenides and buckled nanomaterials with sizeable bandgaps. With the discovery of hexagonal boron nitride as an ideal dielectric, the materials are now in place to advance integrated flexible nanoelectronics, which uniquely take advantage of the unmatched portfolio of properties of two-dimensional crystals, beyond the capability of conventional thin films for ubiquitous flexible systems.

  9. Two-dimensional topological photonics

    Science.gov (United States)

    Khanikaev, Alexander B.; Shvets, Gennady

    2017-12-01

    Originating from the studies of two-dimensional condensed-matter states, the concept of topological order has recently been expanded to other fields of physics and engineering, particularly optics and photonics. Topological photonic structures have already overturned some of the traditional views on wave propagation and manipulation. The application of topological concepts to guided wave propagation has enabled novel photonic devices, such as reflection-free sharply bent waveguides, robust delay lines, spin-polarized switches and non-reciprocal devices. Discrete degrees of freedom, widely used in condensed-matter physics, such as spin and valley, are now entering the realm of photonics. In this Review, we summarize the latest advances in this highly dynamic field, with special emphasis on the experimental work on two-dimensional photonic topological structures.

  10. Two-dimensional thermofield bosonization

    International Nuclear Information System (INIS)

    Amaral, R.L.P.G.; Belvedere, L.V.; Rothe, K.D.

    2005-01-01

    The main objective of this paper was to obtain an operator realization for the bosonization of fermions in 1 + 1 dimensions, at finite, non-zero temperature T. This is achieved in the framework of the real-time formalism of Thermofield Dynamics. Formally, the results parallel those of the T = 0 case. The well-known two-dimensional Fermion-Boson correspondences at zero temperature are shown to hold also at finite temperature. To emphasize the usefulness of the operator realization for handling a large class of two-dimensional quantum field-theoretic problems, we contrast this global approach with the cumbersome calculation of the fermion-current two-point function in the imaginary-time formalism and real-time formalisms. The calculations also illustrate the very different ways in which the transmutation from Fermi-Dirac to Bose-Einstein statistics is realized

  11. 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

  12. Two-dimensional critical phenomena

    International Nuclear Information System (INIS)

    Saleur, H.

    1987-09-01

    Two dimensional critical systems are studied using transformation to free fields and conformal invariance methods. The relations between the two approaches are also studied. The analytical results obtained generally depend on universality hypotheses or on renormalization group trajectories which are not established rigorously, so numerical verifications, mainly using the transfer matrix approach, are presented. The exact determination of critical exponents; the partition functions of critical models on toruses; and results as the critical point is approached are discussed [fr

  13. Two dimensional unstable scar statistics.

    Energy Technology Data Exchange (ETDEWEB)

    Warne, Larry Kevin; Jorgenson, Roy Eberhardt; Kotulski, Joseph Daniel; Lee, Kelvin S. H. (ITT Industries/AES Los Angeles, CA)

    2006-12-01

    This report examines the localization of time harmonic high frequency modal fields in two dimensional cavities along periodic paths between opposing sides of the cavity. The cases where these orbits lead to unstable localized modes are known as scars. This paper examines the enhancements for these unstable orbits when the opposing mirrors are both convex and concave. In the latter case the construction includes the treatment of interior foci.

  14. Finding two-dimensional peaks

    International Nuclear Information System (INIS)

    Silagadze, Z.K.

    2007-01-01

    Two-dimensional generalization of the original peak finding algorithm suggested earlier is given. The ideology of the algorithm emerged from the well-known quantum mechanical tunneling property which enables small bodies to penetrate through narrow potential barriers. We merge this 'quantum' ideology with the philosophy of Particle Swarm Optimization to get the global optimization algorithm which can be called Quantum Swarm Optimization. The functionality of the newborn algorithm is tested on some benchmark optimization problems

  15. 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)

  16. Two dimensional infinite conformal symmetry

    International Nuclear Information System (INIS)

    Mohanta, N.N.; Tripathy, K.C.

    1993-01-01

    The invariant discontinuous (discrete) conformal transformation groups, namely the Kleinian and Fuchsian groups Gamma (with an arbitrary signature) of H (the Poincare upper half-plane l) and the unit disc Delta are explicitly constructed from the fundamental domain D. The Riemann surface with signatures of Gamma and conformally invariant automorphic forms (functions) with Peterson scalar product are discussed. The functor, where the category of complex Hilbert spaces spanned by the space of cusp forms constitutes the two dimensional conformal field theory. (Author) 7 refs

  17. Two-dimensional liquid chromatography

    DEFF Research Database (Denmark)

    Græsbøll, Rune

    -dimensional separation space. Optimization of gradients in online RP×RP is more difficult than in normal HPLC as a result of the increased number of parameters and their influence on each other. Modeling the coverage of the compounds across the two-dimensional chromatogram as a result of a change in gradients could...... be used for optimization purposes, and reduce the time spend on optimization. In this thesis (chapter 6), and manuscript B, a measure of the coverage of the compounds in the twodimensional separation space is defined. It is then shown that this measure can be modeled for changes in the gradient in both...

  18. 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

  19. Two-dimensional capillary origami

    Energy Technology Data Exchange (ETDEWEB)

    Brubaker, N.D., E-mail: nbrubaker@math.arizona.edu; Lega, J., E-mail: lega@math.arizona.edu

    2016-01-08

    We describe a global approach to the problem of capillary origami that captures all unfolded equilibrium configurations in the two-dimensional setting where the drop is not required to fully wet the flexible plate. We provide bifurcation diagrams showing the level of encapsulation of each equilibrium configuration as a function of the volume of liquid that it contains, as well as plots representing the energy of each equilibrium branch. These diagrams indicate at what volume level the liquid drop ceases to be attached to the endpoints of the plate, which depends on the value of the contact angle. As in the case of pinned contact points, three different parameter regimes are identified, one of which predicts instantaneous encapsulation for small initial volumes of liquid. - Highlights: • Full solution set of the two-dimensional capillary origami problem. • Fluid does not necessarily wet the entire plate. • Global energy approach provides exact differential equations satisfied by minimizers. • Bifurcation diagrams highlight three different regimes. • Conditions for spontaneous encapsulation are identified.

  20. Two-dimensional capillary origami

    International Nuclear Information System (INIS)

    Brubaker, N.D.; Lega, J.

    2016-01-01

    We describe a global approach to the problem of capillary origami that captures all unfolded equilibrium configurations in the two-dimensional setting where the drop is not required to fully wet the flexible plate. We provide bifurcation diagrams showing the level of encapsulation of each equilibrium configuration as a function of the volume of liquid that it contains, as well as plots representing the energy of each equilibrium branch. These diagrams indicate at what volume level the liquid drop ceases to be attached to the endpoints of the plate, which depends on the value of the contact angle. As in the case of pinned contact points, three different parameter regimes are identified, one of which predicts instantaneous encapsulation for small initial volumes of liquid. - Highlights: • Full solution set of the two-dimensional capillary origami problem. • Fluid does not necessarily wet the entire plate. • Global energy approach provides exact differential equations satisfied by minimizers. • Bifurcation diagrams highlight three different regimes. • Conditions for spontaneous encapsulation are identified.

  1. Two-dimensional turbulent convection

    Science.gov (United States)

    Mazzino, Andrea

    2017-11-01

    We present an overview of the most relevant, and sometimes contrasting, theoretical approaches to Rayleigh-Taylor and mean-gradient-forced Rayleigh-Bénard two-dimensional turbulence together with numerical and experimental evidences for their support. The main aim of this overview is to emphasize that, despite the different character of these two systems, especially in relation to their steadiness/unsteadiness, turbulent fluctuations are well described by the same scaling relationships originated from the Bolgiano balance. The latter states that inertial terms and buoyancy terms balance at small scales giving rise to an inverse kinetic energy cascade. The main difference with respect to the inverse energy cascade in hydrodynamic turbulence [R. H. Kraichnan, "Inertial ranges in two-dimensional turbulence," Phys. Fluids 10, 1417 (1967)] is that the rate of cascade of kinetic energy here is not constant along the inertial range of scales. Thanks to the absence of physical boundaries, the two systems here investigated turned out to be a natural physical realization of the Kraichnan scaling regime hitherto associated with the elusive "ultimate state of thermal convection" [R. H. Kraichnan, "Turbulent thermal convection at arbitrary Prandtl number," Phys. Fluids 5, 1374-1389 (1962)].

  2. Two-dimensional quantum repeaters

    Science.gov (United States)

    Wallnöfer, J.; Zwerger, M.; Muschik, C.; Sangouard, N.; Dür, W.

    2016-11-01

    The endeavor to develop quantum networks gave rise to a rapidly developing field with far-reaching applications such as secure communication and the realization of distributed computing tasks. This ultimately calls for the creation of flexible multiuser structures that allow for quantum communication between arbitrary pairs of parties in the network and facilitate also multiuser applications. To address this challenge, we propose a two-dimensional quantum repeater architecture to establish long-distance entanglement shared between multiple communication partners in the presence of channel noise and imperfect local control operations. The scheme is based on the creation of self-similar multiqubit entanglement structures at growing scale, where variants of entanglement swapping and multiparty entanglement purification are combined to create high-fidelity entangled states. We show how such networks can be implemented using trapped ions in cavities.

  3. 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

  4. 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

  5. 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.

  6. Equilibrium: two-dimensional configurations

    International Nuclear Information System (INIS)

    Anon.

    1987-01-01

    In Chapter 6, the problem of toroidal force balance is addressed in the simplest, nontrivial two-dimensional geometry, that of an axisymmetric torus. A derivation is presented of the Grad-Shafranov equation, the basic equation describing axisymmetric toroidal equilibrium. The solutions to equations provide a complete description of ideal MHD equilibria: radial pressure balance, toroidal force balance, equilibrium Beta limits, rotational transform, shear, magnetic wall, etc. A wide number of configurations are accurately modeled by the Grad-Shafranov equation. Among them are all types of tokamaks, the spheromak, the reversed field pinch, and toroidal multipoles. An important aspect of the analysis is the use of asymptotic expansions, with an inverse aspect ratio serving as the expansion parameter. In addition, an equation similar to the Grad-Shafranov equation, but for helically symmetric equilibria, is presented. This equation represents the leading-order description low-Beta and high-Beta stellarators, heliacs, and the Elmo bumpy torus. The solutions all correspond to infinitely long straight helices. Bending such a configuration into a torus requires a full three-dimensional calculation and is discussed in Chapter 7

  7. 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

  8. 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.

  9. 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...

  10. 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.

  11. 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.

  12. 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

  13. Topology optimization of two-dimensional waveguides

    DEFF Research Database (Denmark)

    Jensen, Jakob Søndergaard; Sigmund, Ole

    2003-01-01

    In this work we use the method of topology optimization to design two-dimensional waveguides with low transmission loss.......In this work we use the method of topology optimization to design two-dimensional waveguides with low transmission loss....

  14. 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.

  15. 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.

  16. 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

  17. 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.)

  18. Scaling of the space-time correlation function of particle currents in a suspension of hard-sphere-like particles: exposing when the motion of particles is Brownian.

    Science.gov (United States)

    van Megen, W; Martinez, V A; Bryant, G

    2009-12-18

    The current correlation function is determined from dynamic light scattering measurements of a suspension of particles with hard spherelike interactions. For suspensions in thermodynamic equilibrium we find scaling of the space and time variables of the current correlation function. This finding supports the notion that the movement of suspended particles can be described in terms of uncorrelated Brownian encounters. However, in the metastable fluid, at volume fractions above freezing, this scaling fails.

  19. 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

  20. 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

  1. Piezoelectricity in Two-Dimensional Materials

    KAUST Repository

    Wu, Tao; Zhang, Hua

    2015-01-01

    Powering up 2D materials: Recent experimental studies confirmed the existence of piezoelectricity - the conversion of mechanical stress into electricity - in two-dimensional single-layer MoS2 nanosheets. The results represent a milestone towards

  2. Construction of two-dimensional quantum chromodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Klimek, S.; Kondracki, W.

    1987-12-01

    We present a sketch of the construction of the functional measure for the SU(2) quantum chromodynamics with one generation of fermions in two-dimensional space-time. The method is based on a detailed analysis of Wilson loops.

  3. Development of Two-Dimensional NMR

    Indian Academy of Sciences (India)

    Home; Journals; Resonance – Journal of Science Education; Volume 20; Issue 11. Development of Two-Dimensional NMR: Strucure Determination of Biomolecules in Solution. Anil Kumar. General Article Volume 20 Issue 11 November 2015 pp 995-1002 ...

  4. 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.)

  5. Phase transitions in two-dimensional systems

    International Nuclear Information System (INIS)

    Salinas, S.R.A.

    1983-01-01

    Some experiences are related using synchrotron radiation beams, to characterize solid-liquid (fusion) and commensurate solid-uncommensurate solid transitions in two-dimensional systems. Some ideas involved in the modern theories of two-dimensional fusion are shortly exposed. The systems treated consist of noble gases (Kr,Ar,Xe) adsorbed in the basal plane of graphite and thin films formed by some liquid crystal shells. (L.C.) [pt

  6. 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

  7. 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,

  8. 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.

  9. Two-dimensional nuclear magnetic resonance spectroscopy

    International Nuclear Information System (INIS)

    Bax, A.; Lerner, L.

    1986-01-01

    Great spectral simplification can be obtained by spreading the conventional one-dimensional nuclear magnetic resonance (NMR) spectrum in two independent frequency dimensions. This so-called two-dimensional NMR spectroscopy removes spectral overlap, facilitates spectral assignment, and provides a wealth of additional information. For example, conformational information related to interproton distances is available from resonance intensities in certain types of two-dimensional experiments. Another method generates 1 H NMR spectra of a preselected fragment of the molecule, suppressing resonances from other regions and greatly simplifying spectral appearance. Two-dimensional NMR spectroscopy can also be applied to the study of 13 C and 15 N, not only providing valuable connectivity information but also improving sensitivity of 13 C and 15 N detection by up to two orders of magnitude. 45 references, 10 figures

  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. Two-dimensional x-ray diffraction

    CERN Document Server

    He, Bob B

    2009-01-01

    Written by one of the pioneers of 2D X-Ray Diffraction, this useful guide covers the fundamentals, experimental methods and applications of two-dimensional x-ray diffraction, including geometry convention, x-ray source and optics, two-dimensional detectors, diffraction data interpretation, and configurations for various applications, such as phase identification, texture, stress, microstructure analysis, crystallinity, thin film analysis and combinatorial screening. Experimental examples in materials research, pharmaceuticals, and forensics are also given. This presents a key resource to resea

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

    Science.gov (United States)

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

    2016-08-10

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

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

    International Nuclear Information System (INIS)

    Oh, Suhk Kun

    1985-01-01

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

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

    OpenAIRE

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

    2014-01-01

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

  15. 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. 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.

  17. Analytical simulation of two dimensional advection dispersion ...

    African Journals Online (AJOL)

    The study was designed to investigate the analytical simulation of two dimensional advection dispersion equation of contaminant transport. The steady state flow condition of the contaminant transport where inorganic contaminants in aqueous waste solutions are disposed of at the land surface where it would migrate ...

  18. Analytical Simulation of Two Dimensional Advection Dispersion ...

    African Journals Online (AJOL)

    ADOWIE PERE

    ABSTRACT: The study was designed to investigate the analytical simulation of two dimensional advection dispersion equation of contaminant transport. The steady state flow condition of the contaminant transport where inorganic contaminants in aqueous waste solutions are disposed of at the land surface where it would ...

  19. Sums of two-dimensional spectral triples

    DEFF Research Database (Denmark)

    Christensen, Erik; Ivan, Cristina

    2007-01-01

    construct a sum of two dimensional modules which reflects some aspects of the topological dimensions of the compact metric space, but this will only give the metric back approximately. At the end we make an explicit computation of the last module for the unit interval in. The metric is recovered exactly...

  20. Stability of two-dimensional vorticity filaments

    International Nuclear Information System (INIS)

    Elhmaidi, D.; Provenzale, A.; Lili, T.; Babiano, A.

    2004-01-01

    We discuss the results of a numerical study on the stability of two-dimensional vorticity filaments around a circular vortex. We illustrate how the stability of the filaments depends on the balance between the strain associated with the far field of the vortex and the local vorticity of the filament, and we discuss an empirical criterion for filament stability

  1. Two-dimensional microstrip detector for neutrons

    Energy Technology Data Exchange (ETDEWEB)

    Oed, A [Institut Max von Laue - Paul Langevin (ILL), 38 - Grenoble (France)

    1997-04-01

    Because of their robust design, gas microstrip detectors, which were developed at ILL, can be assembled relatively quickly, provided the prefabricated components are available. At the beginning of 1996, orders were received for the construction of three two-dimensional neutron detectors. These detectors have been completed. The detectors are outlined below. (author). 2 refs.

  2. Conformal invariance and two-dimensional physics

    International Nuclear Information System (INIS)

    Zuber, J.B.

    1993-01-01

    Actually, physicists and mathematicians are very interested in conformal invariance: geometric transformations which keep angles. This symmetry is very important for two-dimensional systems as phase transitions, string theory or node mathematics. In this article, the author presents the conformal invariance and explains its usefulness

  3. Matching Two-dimensional Gel Electrophoresis' Spots

    DEFF Research Database (Denmark)

    Dos Anjos, António; AL-Tam, Faroq; Shahbazkia, Hamid Reza

    2012-01-01

    This paper describes an approach for matching Two-Dimensional Electrophoresis (2-DE) gels' spots, involving the use of image registration. The number of false positive matches produced by the proposed approach is small, when compared to academic and commercial state-of-the-art approaches. This ar...

  4. Extended Polymorphism of Two-Dimensional Material

    NARCIS (Netherlands)

    Yoshida, Masaro; Ye, Jianting; Zhang, Yijin; Imai, Yasuhiko; Kimura, Shigeru; Fujiwara, Akihiko; Nishizaki, Terukazu; Kobayashi, Norio; Nakano, Masaki; Iwasa, Yoshihiro

    When controlling electronic properties of bulk materials, we usually assume that the basic crystal structure is fixed. However, in two-dimensional (2D) materials, atomic structure or to functionalize their properties. Various polymorphs can exist in transition metal dichalcogenides (TMDCs) from

  5. Piezoelectricity in Two-Dimensional Materials

    KAUST Repository

    Wu, Tao

    2015-02-25

    Powering up 2D materials: Recent experimental studies confirmed the existence of piezoelectricity - the conversion of mechanical stress into electricity - in two-dimensional single-layer MoS2 nanosheets. The results represent a milestone towards embedding low-dimensional materials into future disruptive technologies. © 2015 Wiley-VCH Verlag GmbH & Co. KGaA.

  6. 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.

  7. 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

  8. 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.

  9. 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

  10. 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.

  11. 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.

  12. Two-dimensional confinement of heavy fermions

    International Nuclear Information System (INIS)

    Shishido, Hiroaki; Shibauchi, Takasada; Matsuda, Yuji; Terashima, Takahito

    2010-01-01

    Metallic systems with the strongest electron correlations are realized in certain rare-earth and actinide compounds whose physics are dominated by f-electrons. These materials are known as heavy fermions, so called because the effective mass of the conduction electrons is enhanced via correlation effects up to as much as several hundreds times the free electron mass. To date the electronic structure of all heavy-fermion compounds is essentially three-dimensional. Here we report on the first realization of a two-dimensional heavy-fermion system, where the dimensionality is adjusted in a controllable fashion by fabricating heterostructures using molecular beam epitaxy. The two-dimensional heavy fermion system displays striking deviations from the standard Fermi liquid low-temperature electronic properties. (author)

  13. Two-dimensional sensitivity calculation code: SENSETWO

    International Nuclear Information System (INIS)

    Yamauchi, Michinori; Nakayama, Mitsuo; Minami, Kazuyoshi; Seki, Yasushi; Iida, Hiromasa.

    1979-05-01

    A SENSETWO code for the calculation of cross section sensitivities with a two-dimensional model has been developed, on the basis of first order perturbation theory. It uses forward neutron and/or gamma-ray fluxes and adjoint fluxes obtained by two-dimensional discrete ordinates code TWOTRAN-II. The data and informations of cross sections, geometry, nuclide density, response functions, etc. are transmitted to SENSETWO by the dump magnetic tape made in TWOTRAN calculations. The required input for SENSETWO calculations is thus very simple. The SENSETWO yields as printed output the cross section sensitivities for each coarse mesh zone and for each energy group, as well as the plotted output of sensitivity profiles specified by the input. A special feature of the code is that it also calculates the reaction rate with the response function used as the adjoint source in TWOTRAN adjoint calculation and the calculated forward flux from the TWOTRAN forward calculation. (author)

  14. Two-dimensional ranking of Wikipedia articles

    Science.gov (United States)

    Zhirov, A. O.; Zhirov, O. V.; Shepelyansky, D. L.

    2010-10-01

    The Library of Babel, described by Jorge Luis Borges, stores an enormous amount of information. The Library exists ab aeterno. Wikipedia, a free online encyclopaedia, becomes a modern analogue of such a Library. Information retrieval and ranking of Wikipedia articles become the challenge of modern society. While PageRank highlights very well known nodes with many ingoing links, CheiRank highlights very communicative nodes with many outgoing links. In this way the ranking becomes two-dimensional. Using CheiRank and PageRank we analyze the properties of two-dimensional ranking of all Wikipedia English articles and show that it gives their reliable classification with rich and nontrivial features. Detailed studies are done for countries, universities, personalities, physicists, chess players, Dow-Jones companies and other categories.

  15. Toward two-dimensional search engines

    International Nuclear Information System (INIS)

    Ermann, L; Shepelyansky, D L; Chepelianskii, A D

    2012-01-01

    We study the statistical properties of various directed networks using ranking of their nodes based on the dominant vectors of the Google matrix known as PageRank and CheiRank. On average PageRank orders nodes proportionally to a number of ingoing links, while CheiRank orders nodes proportionally to a number of outgoing links. In this way, the ranking of nodes becomes two dimensional which paves the way for the development of two-dimensional search engines of a new type. Statistical properties of information flow on the PageRank–CheiRank plane are analyzed for networks of British, French and Italian universities, Wikipedia, Linux Kernel, gene regulation and other networks. A special emphasis is done for British universities networks using the large database publicly available in the UK. Methods of spam links control are also analyzed. (paper)

  16. Acoustic phonon emission by two dimensional plasmons

    International Nuclear Information System (INIS)

    Mishonov, T.M.

    1990-06-01

    Acoustic wave emission of the two dimensional plasmons in a semiconductor or superconductor microstructure is investigated by using the phenomenological deformation potential within the jellium model. The plasmons are excited by the external electromagnetic (e.m.) field. The power conversion coefficient of e.m. energy into acoustic wave energy is also estimated. It is shown, the coherent transformation has a sharp resonance at the plasmon frequency of the two dimensional electron gas (2DEG). The incoherent transformation of the e.m. energy is generated by ohmic dissipation of 2DEG. The method proposed for coherent phonon beam generation can be very effective for high mobility 2DEG and for thin superconducting layers if the plasmon frequency ω is smaller than the superconducting gap 2Δ. (author). 21 refs, 1 fig

  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. 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.

  19. Confined catalysis under two-dimensional materials

    OpenAIRE

    Li, Haobo; Xiao, Jianping; Fu, Qiang; Bao, Xinhe

    2017-01-01

    Small spaces in nanoreactors may have big implications in chemistry, because the chemical nature of molecules and reactions within the nanospaces can be changed significantly due to the nanoconfinement effect. Two-dimensional (2D) nanoreactor formed under 2D materials can provide a well-defined model system to explore the confined catalysis. We demonstrate a general tendency for weakened surface adsorption under the confinement of graphene overlayer, illustrating the feasible modulation of su...

  20. Two-Dimensional Extreme Learning Machine

    Directory of Open Access Journals (Sweden)

    Bo Jia

    2015-01-01

    (BP networks. However, like many other methods, ELM is originally proposed to handle vector pattern while nonvector patterns in real applications need to be explored, such as image data. We propose the two-dimensional extreme learning machine (2DELM based on the very natural idea to deal with matrix data directly. Unlike original ELM which handles vectors, 2DELM take the matrices as input features without vectorization. Empirical studies on several real image datasets show the efficiency and effectiveness of the algorithm.

  1. Two-dimensional Kagome photonic bandgap waveguide

    DEFF Research Database (Denmark)

    Nielsen, Jens Bo; Søndergaard, Thomas; Libori, Stig E. Barkou

    2000-01-01

    The transverse-magnetic photonic-bandgap-guidance properties are investigated for a planar two-dimensional (2-D) Kagome waveguide configuration using a full-vectorial plane-wave-expansion method. Single-moded well-localized low-index guided modes are found. The localization of the optical modes...... is investigated with respect to the width of the 2-D Kagome waveguide, and the number of modes existing for specific frequencies and waveguide widths is mapped out....

  2. Mechanical exfoliation of two-dimensional materials

    Science.gov (United States)

    Gao, Enlai; Lin, Shao-Zhen; Qin, Zhao; Buehler, Markus J.; Feng, Xi-Qiao; Xu, Zhiping

    2018-06-01

    Two-dimensional materials such as graphene and transition metal dichalcogenides have been identified and drawn much attention over the last few years for their unique structural and electronic properties. However, their rise begins only after these materials are successfully isolated from their layered assemblies or adhesive substrates into individual monolayers. Mechanical exfoliation and transfer are the most successful techniques to obtain high-quality single- or few-layer nanocrystals from their native multi-layer structures or their substrate for growth, which involves interfacial peeling and intralayer tearing processes that are controlled by material properties, geometry and the kinetics of exfoliation. This procedure is rationalized in this work through theoretical analysis and atomistic simulations. We propose a criterion to assess the feasibility for the exfoliation of two-dimensional sheets from an adhesive substrate without fracturing itself, and explore the effects of material and interface properties, as well as the geometrical, kinetic factors on the peeling behaviors and the torn morphology. This multi-scale approach elucidates the microscopic mechanism of the mechanical processes, offering predictive models and tools for the design of experimental procedures to obtain single- or few-layer two-dimensional materials and structures.

  3. 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

  4. Vector (two-dimensional) magnetic phenomena

    International Nuclear Information System (INIS)

    Enokizono, Masato

    2002-01-01

    In this paper, some interesting phenomena were described from the viewpoint of two-dimensional magnetic property, which is reworded with the vector magnetic property. It shows imperfection of conventional magnetic property and some interested phenomena were discovered, too. We found magnetic materials had the strong nonlinearity both magnitude and spatial phase due to the relationship between the magnetic field strength H-vector and the magnetic flux density B-vector. Therefore, magnetic properties should be defined as the vector relationship. Furthermore, the new Barukhausen signal was observed under rotating flux. (Author)

  5. Two-dimensional Semiconductor-Superconductor Hybrids

    DEFF Research Database (Denmark)

    Suominen, Henri Juhani

    This thesis investigates hybrid two-dimensional semiconductor-superconductor (Sm-S) devices and presents a new material platform exhibiting intimate Sm-S coupling straight out of the box. Starting with the conventional approach, we investigate coupling superconductors to buried quantum well....... To overcome these issues we integrate the superconductor directly into the semiconducting material growth stack, depositing it in-situ in a molecular beam epitaxy system under high vacuum. We present a number of experiments on these hybrid heterostructures, demonstrating near unity interface transparency...

  6. Optimized two-dimensional Sn transport (BISTRO)

    International Nuclear Information System (INIS)

    Palmiotti, G.; Salvatores, M.; Gho, C.

    1990-01-01

    This paper reports on an S n two-dimensional transport module developed for the French fast reactor code system CCRR to optimize algorithms in order to obtain the best performance in terms of computational time. A form of diffusion synthetic acceleration was adopted, and a special effort was made to solve the associated diffusion equation efficiently. The improvements in the algorithms, along with the use of an efficient programming language, led to a significant gain in computational time with respect to the DOT code

  7. Binding energy of two-dimensional biexcitons

    DEFF Research Database (Denmark)

    Singh, Jai; Birkedal, Dan; Vadim, Lyssenko

    1996-01-01

    Using a model structure for a two-dimensional (2D) biexciton confined in a quantum well, it is shown that the form of the Hamiltonian of the 2D biexciton reduces into that of an exciton. The binding energies and Bohr radii of a 2D biexciton in its various internal energy states are derived...... analytically using the fractional dimension approach. The ratio of the binding energy of a 2D biexciton to that of a 2D exciton is found to be 0.228, which agrees very well with the recent experimental value. The results of our approach are compared with those of earlier theories....

  8. Airy beams on two dimensional materials

    Science.gov (United States)

    Imran, Muhammad; Li, Rujiang; Jiang, Yuyu; Lin, Xiao; Zheng, Bin; Dehdashti, Shahram; Xu, Zhiwei; Wang, Huaping

    2018-05-01

    We propose that quasi-transverse-magnetic (quasi-TM) Airy beams can be supported on two dimensional (2D) materials. By taking graphene as a typical example, the solution of quasi-TM Airy beams is studied under the paraxial approximation. The analytical field intensity in a bilayer graphene-based planar plasmonic waveguide is confirmed by the simulation results. Due to the tunability of the chemical potential of graphene, the self-accelerating behavior of the quasi-TM Airy beam can be steered effectively. 2D materials thus provide a good platform to investigate the propagation of Airy beams.

  9. Two-dimensional heat flow apparatus

    Science.gov (United States)

    McDougall, Patrick; Ayars, Eric

    2014-06-01

    We have created an apparatus to quantitatively measure two-dimensional heat flow in a metal plate using a grid of temperature sensors read by a microcontroller. Real-time temperature data are collected from the microcontroller by a computer for comparison with a computational model of the heat equation. The microcontroller-based sensor array allows previously unavailable levels of precision at very low cost, and the combination of measurement and modeling makes for an excellent apparatus for the advanced undergraduate laboratory course.

  10. A Comparison between heat transfer performance of rectangular and semicircular tubes considering boundary effects on Brownian motions in the presence of Ag / water nanofluids: Applicable in the design of cooling system of photovoltaic cells.

    Science.gov (United States)

    Jafarimoghaddam, Amin; Aberoumand, Sadegh

    2017-01-01

    The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver) were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.

  11. A Comparison between heat transfer performance of rectangular and semicircular tubes considering boundary effects on Brownian motions in the presence of Ag / water nanofluids: Applicable in the design of cooling system of photovoltaic cells.

    Directory of Open Access Journals (Sweden)

    Amin Jafarimoghaddam

    Full Text Available The present study aims to experimentally investigate heat transfer performance of rectangular and semicircular tubes in the presence of Ag / water nanofluids. The nanoparticles of Ag (silver were used in seven different volume concentrations of 0.03%, 0.07%, 0.1%, 0.2%, 0.4%, 1% and 2%. The experiment was conducted in relatively low Reynolds numbers of 301 to 740. A heater with the power of 200 W was used to keep the outer surface of the tubes under a constant heat flux condition. In addition, the rectangular tube has been designed within the same length as the semicircular one and also within the same hydraulic diameter. Moreover, the average nanoparticles size was 20 nm. The outcome results of the present empirical work indicate that, for all the examined Reynolds numbers, the semicircular tube has higher convective heat transfer coefficient for all the utilized volume concentrations of Ag nanoparticles. The possible reasons behind this advantage are discussed through the present work mainly by taking the boundary effect on Brownian motions into account. Coming to this point that the conventional design for cooling system of photovoltaic cells is a heat sink with the rectangular graves, it is discussed that using a semicircular design may have the advantage over the rectangular one in convective heat transfer coefficient enhancement and hence a better cooling performance for these solar cells.

  12. Decoherence in two-dimensional quantum walks

    International Nuclear Information System (INIS)

    Oliveira, A. C.; Portugal, R.; Donangelo, R.

    2006-01-01

    We analyze the decoherence in quantum walks in two-dimensional lattices generated by broken-link-type noise. In this type of decoherence, the links of the lattice are randomly broken with some given constant probability. We obtain the evolution equation for a quantum walker moving on two-dimensional (2D) lattices subject to this noise, and we point out how to generalize for lattices in more dimensions. In the nonsymmetric case, when the probability of breaking links in one direction is different from the probability in the perpendicular direction, we have obtained a nontrivial result. If one fixes the link-breaking probability in one direction, and gradually increases the probability in the other direction from 0 to 1, the decoherence initially increases until it reaches a maximum value, and then it decreases. This means that, in some cases, one can increase the noise level and still obtain more coherence. Physically, this can be explained as a transition from a decoherent 2D walk to a coherent 1D walk

  13. Study of two-dimensional interchange turbulence

    International Nuclear Information System (INIS)

    Sugama, Hideo; Wakatani, Masahiro.

    1990-04-01

    An eddy viscosity model describing enstrophy transfer in two-dimensional turbulence is presented. This model is similar to that of Canuto et al. and provides an equation for the energy spectral function F(k) as a function of the energy input rate to the system per unit wavenumber, γ s (k). In the enstrophy-transfer inertial range, F(k)∝ k -3 is predicted by the model. The eddy viscosity model is applied to the interchange turbulence of a plasma in shearless magnetic field. Numerical simulation of the two-dimensional interchange turbulence demonstrates that the energy spectrum in the high wavenumber region is well described by this model. The turbulent transport driven by the interchange turbulence is expressed in terms of the Nusselt number Nu, the Rayleigh number Ra and Prantl number Pr in the same manner as that of thermal convection problem. When we use the linear growth rate for γ s (k), our theoretical model predicts that Nu ∝ (Ra·Pr) 1/2 for a constant background pressure gradient and Nu ∝ (Ra·Pr) 1/3 for a self-consistent background pressure profile with the stress-free slip boundary conditions. The latter agrees with our numerical result showing Nu ∝ Ra 1/3 . (author)

  14. Two-Dimensional Theory of Scientific Representation

    Directory of Open Access Journals (Sweden)

    A Yaghmaie

    2013-03-01

    Full Text Available Scientific representation is an interesting topic for philosophers of science, many of whom have recently explored it from different points of view. There are currently two competing approaches to the issue: cognitive and non-cognitive, and each of them claims its own merits over the other. This article tries to provide a hybrid theory of scientific representation, called Two-Dimensional Theory of Scientific Representation, which has the merits of the two accounts and is free of their shortcomings. To do this, we will argue that although scientific representation needs to use the notion of intentionality, such a notion is defined and realized in a simply structural form contrary to what cognitive approach says about intentionality. After a short introduction, the second part of the paper is devoted to introducing theories of scientific representation briefly. In the third part, the structural accounts of representation will be criticized. The next step is to introduce the two-dimensional theory which involves two key components: fixing and structural fitness. It will be argued that fitness is an objective and non-intentional relation, while fixing is intentional.

  15. 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.

  16. 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

  17. Two-dimensional computer simulation of high intensity proton beams

    CERN Document Server

    Lapostolle, Pierre M

    1972-01-01

    A computer program has been developed which simulates the two- dimensional transverse behaviour of a proton beam in a focusing channel. The model is represented by an assembly of a few thousand 'superparticles' acted upon by their own self-consistent electric field and an external focusing force. The evolution of the system is computed stepwise in time by successively solving Poisson's equation and Newton's law of motion. Fast Fourier transform techniques are used for speed in the solution of Poisson's equation, while extensive area weighting is utilized for the accurate evaluation of electric field components. A computer experiment has been performed on the CERN CDC 6600 computer to study the nonlinear behaviour of an intense beam in phase space, showing under certain circumstances a filamentation due to space charge and an apparent emittance growth. (14 refs).

  18. Two-dimensional simulation of sintering process

    International Nuclear Information System (INIS)

    Vasconcelos, Vanderley de; Pinto, Lucio Carlos Martins; Vasconcelos, Wander L.

    1996-01-01

    The results of two-dimensional simulations are directly applied to systems in which one of the dimensions is much smaller than the others, and to sections of three dimensional models. Moreover, these simulations are the first step of the analysis of more complex three-dimensional systems. In this work, two basic features of the sintering process are studied: the types of particle size distributions related to the powder production processes and the evolution of geometric parameters of the resultant microstructures during the solid-state sintering. Random packing of equal spheres is considered in the sintering simulation. The packing algorithm does not take into account the interactive forces between the particles. The used sintering algorithm causes the densification of the particle set. (author)

  19. Two dimensional generalizations of the Newcomb equation

    International Nuclear Information System (INIS)

    Dewar, R.L.; Pletzer, A.

    1989-11-01

    The Bineau reduction to scalar form of the equation governing ideal, zero frequency linearized displacements from a hydromagnetic equilibrium possessing a continuous symmetry is performed in 'universal coordinates', applicable to both the toroidal and helical cases. The resulting generalized Newcomb equation (GNE) has in general a more complicated form than the corresponding one dimensional equation obtained by Newcomb in the case of circular cylindrical symmetry, but in this cylindrical case , the equation can be transformed to that of Newcomb. In the two dimensional case there is a transformation which leaves the form of the GNE invariant and simplifies the Frobenius expansion about a rational surface, especially in the limit of zero pressure gradient. The Frobenius expansions about a mode rational surface is developed and the connection with Hamiltonian transformation theory is shown. 17 refs

  20. Pressure of two-dimensional Yukawa liquids

    International Nuclear Information System (INIS)

    Feng, Yan; Wang, Lei; Tian, Wen-de; Goree, J; Liu, Bin

    2016-01-01

    A simple analytic expression for the pressure of a two-dimensional Yukawa liquid is found by fitting results from a molecular dynamics simulation. The results verify that the pressure can be written as the sum of a potential term which is a simple multiple of the Coulomb potential energy at a distance of the Wigner–Seitz radius, and a kinetic term which is a multiple of the one for an ideal gas. Dimensionless coefficients for each of these terms are found empirically, by fitting. The resulting analytic expression, with its empirically determined coefficients, is plotted as isochores, or curves of constant area. These results should be applicable to monolayer dusty plasmas. (paper)

  1. Two dimensional nanomaterials for flexible supercapacitors.

    Science.gov (United States)

    Peng, Xu; Peng, Lele; Wu, Changzheng; Xie, Yi

    2014-05-21

    Flexible supercapacitors, as one of most promising emerging energy storage devices, are of great interest owing to their high power density with great mechanical compliance, making them very suitable as power back-ups for future stretchable electronics. Two-dimensional (2D) nanomaterials, including the quasi-2D graphene and inorganic graphene-like materials (IGMs), have been greatly explored to providing huge potential for the development of flexible supercapacitors with higher electrochemical performance. This review article is devoted to recent progresses in engineering 2D nanomaterials for flexible supercapacitors, which survey the evolution of electrode materials, recent developments in 2D nanomaterials and their hybrid nanostructures with regulated electrical properties, and the new planar configurations of flexible supercapacitors. Furthermore, a brief discussion on future directions, challenges and opportunities in this fascinating area is also provided.

  2. Two-dimensional materials for ultrafast lasers

    International Nuclear Information System (INIS)

    Wang Fengqiu

    2017-01-01

    As the fundamental optical properties and novel photophysics of graphene and related two-dimensional (2D) crystals are being extensively investigated and revealed, a range of potential applications in optical and optoelectronic devices have been proposed and demonstrated. Of the many possibilities, the use of 2D materials as broadband, cost-effective and versatile ultrafast optical switches (or saturable absorbers) for short-pulsed lasers constitutes a rapidly developing field with not only a good number of publications, but also a promising prospect for commercial exploitation. This review primarily focuses on the recent development of pulsed lasers based on several representative 2D materials. The comparative advantages of these materials are discussed, and challenges to practical exploitation, which represent good future directions of research, are laid out. (paper)

  3. Two-dimensional phase fraction charts

    International Nuclear Information System (INIS)

    Morral, J.E.

    1984-01-01

    A phase fraction chart is a graphical representation of the amount of each phase present in a system as a function of temperature, composition or other variable. Examples are phase fraction versus temperature charts used to characterize specific alloys and as a teaching tool in elementary texts, and Schaeffler diagrams used to predict the amount of ferrite in stainless steel welds. Isothermal-transformation diagrams (TTT diagrams) are examples that give phase (or microconstituent) amount versus temperature and time. The purpose of this communication is to discuss the properties of two-dimensional phase fraction charts in more general terms than have been reported before. It is shown that they can represent multi-component, multiphase equilibria in a way which is easier to read and which contains more information than the isotherms and isopleths of multi-component phase diagrams

  4. Two dimensional NMR studies of polysaccharides

    International Nuclear Information System (INIS)

    Byrd, R.A.; Egan, W.; Summers, M.F.

    1987-01-01

    Polysaccharides are very important components in the immune response system. Capsular polysaccharides and lipopolysaccharides occupy cell surface sites of bacteria, play key roles in recognition and some have been used to develop vaccines. Consequently, the ability to determine chemical structures of these systems is vital to an understanding of their immunogenic action. The authors have been utilizing recently developed two-dimensional homonuclear and heteronuclear correlation spectroscopy for unambiguous assignment and structure determination of a number of polysaccharides. In particular, the 1 H-detected heteronuclear correlation experiments are essential to the rapid and sensitive determination of these structures. Linkage sites are determined by independent polarization transfer experiments and multiple quantum correlation experiments. These methods permit the complete structure determination on very small amounts of the polysaccharides. They present the results of a number of structural determinations and discuss the limits of these experiments in terms of their applications to polysaccharides

  5. Two-Dimensional Homogeneous Fermi Gases

    Science.gov (United States)

    Hueck, Klaus; Luick, Niclas; Sobirey, Lennart; Siegl, Jonas; Lompe, Thomas; Moritz, Henning

    2018-02-01

    We report on the experimental realization of homogeneous two-dimensional (2D) Fermi gases trapped in a box potential. In contrast to harmonically trapped gases, these homogeneous 2D systems are ideally suited to probe local as well as nonlocal properties of strongly interacting many-body systems. As a first benchmark experiment, we use a local probe to measure the density of a noninteracting 2D Fermi gas as a function of the chemical potential and find excellent agreement with the corresponding equation of state. We then perform matter wave focusing to extract the momentum distribution of the system and directly observe Pauli blocking in a near unity occupation of momentum states. Finally, we measure the momentum distribution of an interacting homogeneous 2D gas in the crossover between attractively interacting fermions and bosonic dimers.

  6. Two-dimensional electroacoustic waves in silicene

    Science.gov (United States)

    Zhukov, Alexander V.; Bouffanais, Roland; Konobeeva, Natalia N.; Belonenko, Mikhail B.

    2018-01-01

    In this letter, we investigate the propagation of two-dimensional electromagnetic waves in a piezoelectric medium built upon silicene. Ultrashort optical pulses of Gaussian form are considered to probe this medium. On the basis of Maxwell's equations supplemented with the wave equation for the medium's displacement vector, we obtain the effective governing equation for the vector potential associated with the electromagnetic field, as well as the component of the displacement vector. The dependence of the pulse shape on the bandgap in silicene and the piezoelectric coefficient of the medium was analyzed, thereby revealing a nontrivial triadic interplay between the characteristics of the pulse dynamics, the electronic properties of silicene, and the electrically induced mechanical vibrations of the medium. In particular, we uncovered the possibility for an amplification of the pulse amplitude through the tuning of the piezoelectric coefficient. This property could potentially offer promising prospects for the development of amplification devices for the optoelectronics industry.

  7. Versatile two-dimensional transition metal dichalcogenides

    DEFF Research Database (Denmark)

    Canulescu, Stela; Affannoukoué, Kévin; Döbeli, Max

    ), a strategy for the fabrication of 2D heterostructures must be developed. Here we demonstrate a novel approach for the bottom-up synthesis of TMDC monolayers, namely Pulsed Laser Deposition (PLD) combined with a sulfur evaporation beam. PLD relies on the use of a pulsed laser (ns pulse duration) to induce...... material transfer from a solid source (such as a sintered target of MoS2) to a substrate (such as Si or sapphire). The deposition rate in PLD is typically much less than a monolayer per pulse, meaning that the number of MLs can be controlled by a careful selection of the number of laser pulses......Two-dimensional transition metal dichalcogenides (2D-TMDCs), such as MoS2, have emerged as a new class of semiconducting materials with distinct optical and electrical properties. The availability of 2D-TMDCs with distinct band gaps allows for unlimited combinations of TMDC monolayers (MLs...

  8. Two-dimensional heterostructures for energy storage

    Energy Technology Data Exchange (ETDEWEB)

    Gogotsi, Yury G. [Drexel Univ., Philadelphia, PA (United States); Pomerantseva, Ekaterina [Drexel Univ., Philadelphia, PA (United States)

    2017-06-12

    Two-dimensional (2D) materials provide slit-shaped ion diffusion channels that enable fast movement of lithium and other ions. However, electronic conductivity, the number of intercalation sites, and stability during extended cycling are also crucial for building high-performance energy storage devices. While individual 2D materials, such as graphene, show some of the required properties, none of them can offer all properties needed to maximize energy density, power density, and cycle life. Here we argue that stacking different 2D materials into heterostructured architectures opens an opportunity to construct electrodes that would combine the advantages of the individual building blocks while eliminating the associated shortcomings. We discuss characteristics of common 2D materials and provide examples of 2D heterostructured electrodes that showed new phenomena leading to superior electrochemical performance. As a result, we also consider electrode fabrication approaches and finally outline future steps to create 2D heterostructured electrodes that could greatly expand current energy storage technologies.

  9. Two-dimensional fourier transform spectrometer

    Science.gov (United States)

    DeFlores, Lauren; Tokmakoff, Andrei

    2013-09-03

    The present invention relates to a system and methods for acquiring two-dimensional Fourier transform (2D FT) spectra. Overlap of a collinear pulse pair and probe induce a molecular response which is collected by spectral dispersion of the signal modulated probe beam. Simultaneous collection of the molecular response, pulse timing and characteristics permit real time phasing and rapid acquisition of spectra. Full spectra are acquired as a function of pulse pair timings and numerically transformed to achieve the full frequency-frequency spectrum. This method demonstrates the ability to acquire information on molecular dynamics, couplings and structure in a simple apparatus. Multi-dimensional methods can be used for diagnostic and analytical measurements in the biological, biomedical, and chemical fields.

  10. Equivalency of two-dimensional algebras

    International Nuclear Information System (INIS)

    Santos, Gildemar Carneiro dos; Pomponet Filho, Balbino Jose S.

    2011-01-01

    Full text: Let us consider a vector z = xi + yj over the field of real numbers, whose basis (i,j) satisfy a given algebra. Any property of this algebra will be reflected in any function of z, so we can state that the knowledge of the properties of an algebra leads to more general conclusions than the knowledge of the properties of a function. However structural properties of an algebra do not change when this algebra suffers a linear transformation, though the structural constants defining this algebra do change. We say that two algebras are equivalent to each other whenever they are related by a linear transformation. In this case, we have found that some relations between the structural constants are sufficient to recognize whether or not an algebra is equivalent to another. In spite that the basis transform linearly, the structural constants change like a third order tensor, but some combinations of these tensors result in a linear transformation, allowing to write the entries of the transformation matrix as function of the structural constants. Eventually, a systematic way to find the transformation matrix between these equivalent algebras is obtained. In this sense, we have performed the thorough classification of associative commutative two-dimensional algebras, and find that even non-division algebra may be helpful in solving non-linear dynamic systems. The Mandelbrot set was used to have a pictorial view of each algebra, since equivalent algebras result in the same pattern. Presently we have succeeded in classifying some non-associative two-dimensional algebras, a task more difficult than for associative one. (author)

  11. 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.

  12. 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

  13. Alveolar bone-loss area localization in periodontitis radiographs based on threshold segmentation with a hybrid feature fused of intensity and the H-value of fractional Brownian motion model.

    Science.gov (United States)

    Lin, P L; Huang, P W; Huang, P Y; Hsu, H C

    2015-10-01

    Periodontitis involves progressive loss of alveolar bone around the teeth. Hence, automatic alveolar bone-loss (ABL) measurement in periapical radiographs can assist dentists in diagnosing such disease. In this paper, we propose an effective method for ABL area localization and denote it as ABLIfBm. ABLIfBm is a threshold segmentation method that uses a hybrid feature fused of both intensity and texture measured by the H-value of fractional Brownian motion (fBm) model, where the H-value is the Hurst coefficient in the expectation function of a fBm curve (intensity change) and is directly related to the value of fractal dimension. Adopting leave-one-out cross validation training and testing mechanism, ABLIfBm trains weights for both features using Bayesian classifier and transforms the radiograph image into a feature image obtained from a weighted average of both features. Finally, by Otsu's thresholding, it segments the feature image into normal and bone-loss regions. Experimental results on 31 periodontitis radiograph images in terms of mean true positive fraction and false positive fraction are about 92.5% and 14.0%, respectively, where the ground truth is provided by a dentist. The results also demonstrate that ABLIfBm outperforms (a) the threshold segmentation method using either feature alone or a weighted average of the same two features but with weights trained differently; (b) a level set segmentation method presented earlier in literature; and (c) segmentation methods based on Bayesian, K-NN, or SVM classifier using the same two features. Our results suggest that the proposed method can effectively localize alveolar bone-loss areas in periodontitis radiograph images and hence would be useful for dentists in evaluating degree of bone-loss for periodontitis patients. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

  14. 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…

  15. 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.

  16. 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...

  17. Electronic Transport in Two-Dimensional Materials

    Science.gov (United States)

    Sangwan, Vinod K.; Hersam, Mark C.

    2018-04-01

    Two-dimensional (2D) materials have captured the attention of the scientific community due to the wide range of unique properties at nanometer-scale thicknesses. While significant exploratory research in 2D materials has been achieved, the understanding of 2D electronic transport and carrier dynamics remains in a nascent stage. Furthermore, because prior review articles have provided general overviews of 2D materials or specifically focused on charge transport in graphene, here we instead highlight charge transport mechanisms in post-graphene 2D materials, with particular emphasis on transition metal dichalcogenides and black phosphorus. For these systems, we delineate the intricacies of electronic transport, including band structure control with thickness and external fields, valley polarization, scattering mechanisms, electrical contacts, and doping. In addition, electronic interactions between 2D materials are considered in the form of van der Waals heterojunctions and composite films. This review concludes with a perspective on the most promising future directions in this fast-evolving field.

  18. Stress distribution in two-dimensional silos

    Science.gov (United States)

    Blanco-Rodríguez, Rodolfo; Pérez-Ángel, Gabriel

    2018-01-01

    Simulations of a polydispersed two-dimensional silo were performed using molecular dynamics, with different numbers of grains reaching up to 64 000, verifying numerically the model derived by Janssen and also the main assumption that the walls carry part of the weight due to the static friction between grains with themselves and those with the silo's walls. We vary the friction coefficient, the radii dispersity, the silo width, and the size of grains. We find that the Janssen's model becomes less relevant as the the silo width increases since the behavior of the stresses becomes more hydrostatic. Likewise, we get the normal and tangential stress distribution on the walls evidencing the existence of points of maximum stress. We also obtained the stress matrix with which we observe zones of concentration of load, located always at a height around two thirds of the granular columns. Finally, we observe that the size of the grains affects the distribution of stresses, increasing the weight on the bottom and reducing the normal stress on the walls, as the grains are made smaller (for the same total mass of the granulate), giving again a more hydrostatic and therefore less Janssen-type behavior for the weight of the column.

  19. Asymptotics for Two-dimensional Atoms

    DEFF Research Database (Denmark)

    Nam, Phan Thanh; Portmann, Fabian; Solovej, Jan Philip

    2012-01-01

    We prove that the ground state energy of an atom confined to two dimensions with an infinitely heavy nucleus of charge $Z>0$ and $N$ quantum electrons of charge -1 is $E(N,Z)=-{1/2}Z^2\\ln Z+(E^{\\TF}(\\lambda)+{1/2}c^{\\rm H})Z^2+o(Z^2)$ when $Z\\to \\infty$ and $N/Z\\to \\lambda$, where $E^{\\TF}(\\lambd......We prove that the ground state energy of an atom confined to two dimensions with an infinitely heavy nucleus of charge $Z>0$ and $N$ quantum electrons of charge -1 is $E(N,Z)=-{1/2}Z^2\\ln Z+(E^{\\TF}(\\lambda)+{1/2}c^{\\rm H})Z^2+o(Z^2)$ when $Z\\to \\infty$ and $N/Z\\to \\lambda$, where $E......^{\\TF}(\\lambda)$ is given by a Thomas-Fermi type variational problem and $c^{\\rm H}\\approx -2.2339$ is an explicit constant. We also show that the radius of a two-dimensional neutral atom is unbounded when $Z\\to \\infty$, which is contrary to the expected behavior of three-dimensional atoms....

  20. Seismic isolation of two dimensional periodic foundations

    International Nuclear Information System (INIS)

    Yan, Y.; Mo, Y. L.; Laskar, A.; Cheng, Z.; Shi, Z.; Menq, F.; Tang, Y.

    2014-01-01

    Phononic crystal is now used to control acoustic waves. When the crystal goes to a larger scale, it is called periodic structure. The band gaps of the periodic structure can be reduced to range from 0.5 Hz to 50 Hz. Therefore, the periodic structure has potential applications in seismic wave reflection. In civil engineering, the periodic structure can be served as the foundation of upper structure. This type of foundation consisting of periodic structure is called periodic foundation. When the frequency of seismic waves falls into the band gaps of the periodic foundation, the seismic wave can be blocked. Field experiments of a scaled two dimensional (2D) periodic foundation with an upper structure were conducted to verify the band gap effects. Test results showed the 2D periodic foundation can effectively reduce the response of the upper structure for excitations with frequencies within the frequency band gaps. When the experimental and the finite element analysis results are compared, they agree well with each other, indicating that 2D periodic foundation is a feasible way of reducing seismic vibrations.

  1. Two-dimensional transport of tokamak plasmas

    International Nuclear Information System (INIS)

    Hirshman, S.P.; Jardin, S.C.

    1979-01-01

    A reduced set of two-fluid transport equations is obtained from the conservation equations describing the time evolution of the differential particle number, entropy, and magnetic fluxes in an axisymmetric toroidal plasma with nested magnetic surfaces. Expanding in the small ratio of perpendicular to parallel mobilities and thermal conductivities yields as solubility constraints one-dimensional equations for the surface-averaged thermodynamic variables and magnetic fluxes. Since Ohm's law E +u x B =R', where R' accounts for any nonideal effects, only determines the particle flow relative to the diffusing magnetic surfaces, it is necessary to solve a single two-dimensional generalized differential equation, (partial/partialt) delpsi. (delp - J x B) =0, to find the absolute velocity of a magnetic surface enclosing a fixed toroidal flux. This equation is linear but nonstandard in that it involves flux surface averages of the unknown velocity. Specification of R' and the cross-field ion and electron heat fluxes provides a closed system of equations. A time-dependent coordinate transformation is used to describe the diffusion of plasma quantities through magnetic surfaces of changing shape

  2. Two-dimensional topological photonic systems

    Science.gov (United States)

    Sun, Xiao-Chen; He, Cheng; Liu, Xiao-Ping; Lu, Ming-Hui; Zhu, Shi-Ning; Chen, Yan-Feng

    2017-09-01

    The topological phase of matter, originally proposed and first demonstrated in fermionic electronic systems, has drawn considerable research attention in the past decades due to its robust transport of edge states and its potential with respect to future quantum information, communication, and computation. Recently, searching for such a unique material phase in bosonic systems has become a hot research topic worldwide. So far, many bosonic topological models and methods for realizing them have been discovered in photonic systems, acoustic systems, mechanical systems, etc. These discoveries have certainly yielded vast opportunities in designing material phases and related properties in the topological domain. In this review, we first focus on some of the representative photonic topological models and employ the underlying Dirac model to analyze the edge states and geometric phase. On the basis of these models, three common types of two-dimensional topological photonic systems are discussed: 1) photonic quantum Hall effect with broken time-reversal symmetry; 2) photonic topological insulator and the associated pseudo-time-reversal symmetry-protected mechanism; 3) time/space periodically modulated photonic Floquet topological insulator. Finally, we provide a summary and extension of this emerging field, including a brief introduction to the Weyl point in three-dimensional systems.

  3. Turbulent equipartitions in two dimensional drift convection

    International Nuclear Information System (INIS)

    Isichenko, M.B.; Yankov, V.V.

    1995-01-01

    Unlike the thermodynamic equipartition of energy in conservative systems, turbulent equipartitions (TEP) describe strongly non-equilibrium systems such as turbulent plasmas. In turbulent systems, energy is no longer a good invariant, but one can utilize the conservation of other quantities, such as adiabatic invariants, frozen-in magnetic flux, entropy, or combination thereof, in order to derive new, turbulent quasi-equilibria. These TEP equilibria assume various forms, but in general they sustain spatially inhomogeneous distributions of the usual thermodynamic quantities such as density or temperature. This mechanism explains the effects of particle and energy pinch in tokamaks. The analysis of the relaxed states caused by turbulent mixing is based on the existence of Lagrangian invariants (quantities constant along fluid-particle or other orbits). A turbulent equipartition corresponds to the spatially uniform distribution of relevant Lagrangian invariants. The existence of such turbulent equilibria is demonstrated in the simple model of two dimensional electrostatically turbulent plasma in an inhomogeneous magnetic field. The turbulence is prescribed, and the turbulent transport is assumed to be much stronger than the classical collisional transport. The simplicity of the model makes it possible to derive the equations describing the relaxation to the TEP state in several limits

  4. Radiation effects on two-dimensional materials

    Energy Technology Data Exchange (ETDEWEB)

    Walker, R.C. II; Robinson, J.A. [Department of Materials Science, Penn State, University Park, PA (United States); Center for Two-Dimensional Layered Materials, Penn State, University Park, PA (United States); Shi, T. [Department of Mechanical and Nuclear Engineering, Penn State, University Park, PA (United States); Department of Nuclear Engineering and Radiological Sciences, University of Michigan, Ann Arbor, MI (United States); Silva, E.C. [GlobalFoundries, Malta, NY (United States); Jovanovic, I. [Department of Nuclear Engineering and Radiological Sciences, University of Michigan, Ann Arbor, MI (United States)

    2016-12-15

    The effects of electromagnetic and particle irradiation on two-dimensional materials (2DMs) are discussed in this review. Radiation creates defects that impact the structure and electronic performance of materials. Determining the impact of these defects is important for developing 2DM-based devices for use in high-radiation environments, such as space or nuclear reactors. As such, most experimental studies have been focused on determining total ionizing dose damage to 2DMs and devices. Total dose experiments using X-rays, gamma rays, electrons, protons, and heavy ions are summarized in this review. We briefly discuss the possibility of investigating single event effects in 2DMs based on initial ion beam irradiation experiments and the development of 2DM-based integrated circuits. Additionally, beneficial uses of irradiation such as ion implantation to dope materials or electron-beam and helium-beam etching to shape materials have begun to be used on 2DMs and are reviewed as well. For non-ionizing radiation, such as low-energy photons, we review the literature on 2DM-based photo-detection from terahertz to UV. The majority of photo-detecting devices operate in the visible and UV range, and for this reason they are the focus of this review. However, we review the progress in developing 2DMs for detecting infrared and terahertz radiation. (copyright 2016 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  5. Buckled two-dimensional Xene sheets.

    Science.gov (United States)

    Molle, Alessandro; Goldberger, Joshua; Houssa, Michel; Xu, Yong; Zhang, Shou-Cheng; Akinwande, Deji

    2017-02-01

    Silicene, germanene and stanene are part of a monoelemental class of two-dimensional (2D) crystals termed 2D-Xenes (X = Si, Ge, Sn and so on) which, together with their ligand-functionalized derivatives referred to as Xanes, are comprised of group IVA atoms arranged in a honeycomb lattice - similar to graphene but with varying degrees of buckling. Their electronic structure ranges from trivial insulators, to semiconductors with tunable gaps, to semi-metallic, depending on the substrate, chemical functionalization and strain. More than a dozen different topological insulator states are predicted to emerge, including the quantum spin Hall state at room temperature, which, if realized, would enable new classes of nanoelectronic and spintronic devices, such as the topological field-effect transistor. The electronic structure can be tuned, for example, by changing the group IVA element, the degree of spin-orbit coupling, the functionalization chemistry or the substrate, making the 2D-Xene systems promising multifunctional 2D materials for nanotechnology. This Perspective highlights the current state of the art and future opportunities in the manipulation and stability of these materials, their functions and applications, and novel device concepts.

  6. 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)

  7. Two-dimensional modeling of conduction-mode laser welding

    International Nuclear Information System (INIS)

    Russo, A.J.

    1984-01-01

    WELD2D is a two-dimensional finite difference computer program suitable for modeling the conduction-mode welding process when the molten weld pool motion can be neglected. The code is currently structured to treat butt-welded geometries in a plane normal to the beam motion so that dissimilar materials may be considered. The surface heat transfer models used in the code include a Gaussian beam or uniform laser source, and a free electron theory reflectance calculation. Temperature-dependent material parameters are used in the reflectance calculation. Measured cold reflection data are used to include surface roughness or oxide effects until melt occurs, after which the surface is assumed to be smooth and clean. Blackbody reradiation and a simple natural convection model are also included in the upper surface boundary condition. Either an implicit or explicit finite-difference representation of the heat conduction equation in an enthalpy form is solved at each time step. This enables phase transition energies to be easily and accurately incorporated into the formulation. Temperature-dependent 9second-order polynominal dependence) thermal conductivities are used in the conduction calculations. Constant values of specific heat are used for each material phase. At present, material properties for six metals are included in the code. These are: aluminium, nickel, steel, molybdenum, copper and silicon

  8. 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

  9. 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)

  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 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.

  12. Two-dimensional vibrational-electronic spectroscopy

    Science.gov (United States)

    Courtney, Trevor L.; Fox, Zachary W.; Slenkamp, Karla M.; Khalil, Munira

    2015-10-01

    Two-dimensional vibrational-electronic (2D VE) spectroscopy is a femtosecond Fourier transform (FT) third-order nonlinear technique that creates a link between existing 2D FT spectroscopies in the vibrational and electronic regions of the spectrum. 2D VE spectroscopy enables a direct measurement of infrared (IR) and electronic dipole moment cross terms by utilizing mid-IR pump and optical probe fields that are resonant with vibrational and electronic transitions, respectively, in a sample of interest. We detail this newly developed 2D VE spectroscopy experiment and outline the information contained in a 2D VE spectrum. We then use this technique and its single-pump counterpart (1D VE) to probe the vibrational-electronic couplings between high frequency cyanide stretching vibrations (νCN) and either a ligand-to-metal charge transfer transition ([FeIII(CN)6]3- dissolved in formamide) or a metal-to-metal charge transfer (MMCT) transition ([(CN)5FeIICNRuIII(NH3)5]- dissolved in formamide). The 2D VE spectra of both molecules reveal peaks resulting from coupled high- and low-frequency vibrational modes to the charge transfer transition. The time-evolving amplitudes and positions of the peaks in the 2D VE spectra report on coherent and incoherent vibrational energy transfer dynamics among the coupled vibrational modes and the charge transfer transition. The selectivity of 2D VE spectroscopy to vibronic processes is evidenced from the selective coupling of specific νCN modes to the MMCT transition in the mixed valence complex. The lineshapes in 2D VE spectra report on the correlation of the frequency fluctuations between the coupled vibrational and electronic frequencies in the mixed valence complex which has a time scale of 1 ps. The details and results of this study confirm the versatility of 2D VE spectroscopy and its applicability to probe how vibrations modulate charge and energy transfer in a wide range of complex molecular, material, and biological systems.

  13. Two-dimensional silica opens new perspectives

    Science.gov (United States)

    Büchner, Christin; Heyde, Markus

    2017-12-01

    In recent years, silica films have emerged as a novel class of two-dimensional (2D) materials. Several groups succeeded in epitaxial growth of ultrathin SiO2 layers using different growth methods and various substrates. The structures consist of tetrahedral [SiO4] building blocks in two mirror symmetrical planes, connected via oxygen bridges. This arrangement is called a silica bilayer as it is the thinnest 2D arrangement with the stoichiometry SiO2 known today. With all bonds saturated within the nano-sheet, the interaction with the substrate is based on van der Waals forces. Complex ring networks are observed, including hexagonal honeycomb lattices, point defects and domain boundaries, as well as amorphous domains. The network structures are highly tuneable through variation of the substrate, deposition parameters, cooling procedure, introducing dopants or intercalating small species. The amorphous networks and structural defects were resolved with atomic resolution microscopy and modeled with density functional theory and molecular dynamics. Such data contribute to our understanding of the formation and characteristic motifs of glassy systems. Growth studies and doping with other chemical elements reveal ways to tune ring sizes and defects as well as chemical reactivities. The pristine films have been utilized as molecular sieves and for confining molecules in nanocatalysis. Post growth hydroxylation can be used to tweak the reactivity as well. The electronic properties of silica bilayers are favourable for using silica as insulators in 2D material stacks. Due to the fully saturated atomic structure, the bilayer interacts weakly with the substrate and can be described as quasi-freestanding. Recently, a mm-scale film transfer under structure retention has been demonstrated. The chemical and mechanical stability of silica bilayers is very promising for technological applications in 2D heterostacks. Due to the impact of this bilayer system for glass science

  14. Two-dimensional vibrational-electronic spectroscopy

    Energy Technology Data Exchange (ETDEWEB)

    Courtney, Trevor L.; Fox, Zachary W.; Slenkamp, Karla M.; Khalil, Munira, E-mail: mkhalil@uw.edu [Department of Chemistry, University of Washington, Box 351700, Seattle, Washington 98195 (United States)

    2015-10-21

    Two-dimensional vibrational-electronic (2D VE) spectroscopy is a femtosecond Fourier transform (FT) third-order nonlinear technique that creates a link between existing 2D FT spectroscopies in the vibrational and electronic regions of the spectrum. 2D VE spectroscopy enables a direct measurement of infrared (IR) and electronic dipole moment cross terms by utilizing mid-IR pump and optical probe fields that are resonant with vibrational and electronic transitions, respectively, in a sample of interest. We detail this newly developed 2D VE spectroscopy experiment and outline the information contained in a 2D VE spectrum. We then use this technique and its single-pump counterpart (1D VE) to probe the vibrational-electronic couplings between high frequency cyanide stretching vibrations (ν{sub CN}) and either a ligand-to-metal charge transfer transition ([Fe{sup III}(CN){sub 6}]{sup 3−} dissolved in formamide) or a metal-to-metal charge transfer (MMCT) transition ([(CN){sub 5}Fe{sup II}CNRu{sup III}(NH{sub 3}){sub 5}]{sup −} dissolved in formamide). The 2D VE spectra of both molecules reveal peaks resulting from coupled high- and low-frequency vibrational modes to the charge transfer transition. The time-evolving amplitudes and positions of the peaks in the 2D VE spectra report on coherent and incoherent vibrational energy transfer dynamics among the coupled vibrational modes and the charge transfer transition. The selectivity of 2D VE spectroscopy to vibronic processes is evidenced from the selective coupling of specific ν{sub CN} modes to the MMCT transition in the mixed valence complex. The lineshapes in 2D VE spectra report on the correlation of the frequency fluctuations between the coupled vibrational and electronic frequencies in the mixed valence complex which has a time scale of 1 ps. The details and results of this study confirm the versatility of 2D VE spectroscopy and its applicability to probe how vibrations modulate charge and energy transfer in a

  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. 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.

  17. 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)

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. Two dimensional estimates from ocean SAR images

    Directory of Open Access Journals (Sweden)

    J. M. Le Caillec

    1996-01-01

    Full Text Available Synthetic Aperture Radar (SAR images of the ocean yield a lot of information on the sea-state surface providing that the mapping process between the surface and the image is clearly defined. However it is well known that SAR images exhibit non-gaussian statistics and that the motion of the scatterers on the surface, while the image is being formed, may yield to nonlinearities. The detection and quantification of these nonlinearities are made possible by using Higher Order Spectra (HOS methods and more specifically, bispectrum estimation. The development of the latter method allowed us to find phase relations between different parts of the image and to recognise their level of coupling, i.e. if and how waves of different wavelengths interacted nonlinearly. This information is quite important as the usual models assume strong nonlinearities when the waves are propagating in the azimuthal direction (i.e. along the satellite track and almost no nonlinearities when propagating in the range direction. In this paper, the mapping of the ocean surface to the SAR image is reinterpreted and a specific model (i.e. a Second Order Volterra Model is introduced. The nonlinearities are thus explained as either produced by a nonlinear system or due to waves propagating into selected directions (azimuth or range and interacting during image formation. It is shown that quadratic nonlinearities occur for waves propagating near the range direction while for those travelling in the azimuthal direction the nonlinearities, when present, are mostly due to wave interactions but are almost completely removed by the filtering effect coming from the surface motion itself (azimuth cut-off. An inherent quadratic interaction filtering (azimuth high pass filter is also present. But some other effects, apparently nonlinear, are not detected with the methods described here, meaning that either the usual relation developed for the Ocean-to-SAR transform is somewhat incomplete

  3. Lectures from Markov processes to Brownian motion

    CERN Document Server

    Chung, Kai Lai

    1982-01-01

    This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over­ lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book ...

  4. Proteins as micro viscosimeters: Brownian motion revisited.

    NARCIS (Netherlands)

    Lavalette, D.; Hink, M.A.; Torbez, M.; Tetreau, C.; Visser, A.J.W.G.

    2006-01-01

    Translational and rotational diffusion coefficients of proteins in solution strongly deviate from the Stokes-Einstein laws when the ambient viscosity is induced by macromolecular co-solutes rather than by a solvent of negligible size as was assumed by A. Einstein one century ago for deriving the

  5. Active Brownian motion in a narrow channel

    Science.gov (United States)

    Ao, X.; Ghosh, P. K.; Li, Y.; Schmid, G.; Hänggi, P.; Marchesoni, F.

    2014-12-01

    We review recent advances in rectification control of artificial microswimmers, also known as Janus particles, diffusing along narrow, periodically corrugated channels. The swimmer self-propulsion mechanism is modeled so as to incorporate a nonzero torque (propulsion chirality). We first summarize the effects of chirality on the autonomous current of microswimmers freely diffusing in channels of different geometries. In particular, left-right and upside-down asymmetric channels are shown to exhibit different transport properties. We then report new results on the dependence of the diffusivity of chiral microswimmers on the channel geometry and their own self-propulsion mechanism. The self-propulsion torque turns out to play a key role as a transport control parameter.

  6. Lie algebra contractions on two-dimensional hyperboloid

    International Nuclear Information System (INIS)

    Pogosyan, G. S.; Yakhno, A.

    2010-01-01

    The Inoenue-Wigner contraction from the SO(2, 1) group to the Euclidean E(2) and E(1, 1) group is used to relate the separation of variables in Laplace-Beltrami (Helmholtz) equations for the four corresponding two-dimensional homogeneous spaces: two-dimensional hyperboloids and two-dimensional Euclidean and pseudo-Euclidean spaces. We show how the nine systems of coordinates on the two-dimensional hyperboloids contracted to the four systems of coordinates on E 2 and eight on E 1,1 . The text was submitted by the authors in English.

  7. Particle simulation of a two-dimensional electrostatic plasma

    International Nuclear Information System (INIS)

    Patel, K.

    1989-01-01

    Computer simulation is a growing field of research and plasma physics is one of the important areas where it is being applied today. This report describes the particle method of simulating a two-dimensional electrostatic plasma. The methods used to discretise the plasma equations and integrate the equations of motion are outlined. The algorithm used in building a simulation program is described. The program is applied to simulating the Two-stream Instability occurring within an infinite plasma. The results of the simulation are presented. The growth rate of the instability as simulated is in excellent agreement with the growth rate as calculated using linear theory. Diagnostic techniques used in interpreting the data generated by the simulation program are discussed. A comparison of the computing environment of the ND and PC from a user's viewpoint is presented. It is observed that the PC is an acceptable computing tool for certain (non-trivial) physics problems, and that more extensive use of its computing power should be made. (author). 5 figs

  8. Two dimensional simulation of high power laser-surface interaction

    International Nuclear Information System (INIS)

    Goldman, S.R.; Wilke, M.D.; Green, R.E.L.; Johnson, R.P.; Busch, G.E.

    1998-01-01

    For laser intensities in the range of 10 8 --10 9 W/cm 2 , and pulse lengths of order 10 microsec or longer, the authors have modified the inertial confinement fusion code Lasnex to simulate gaseous and some dense material aspects of the laser-matter interaction. The unique aspect of their treatment consists of an ablation model which defines a dense material-vapor interface and then calculates the mass flow across this interface. The model treats the dense material as a rigid two-dimensional mass and heat reservoir suppressing all hydrodynamic motion in the dense material. The computer simulations and additional post-processors provide predictions for measurements including impulse given to the target, pressures at the target interface, electron temperatures and densities in the vapor-plasma plume region, and emission of radiation from the target. The authors will present an analysis of some relatively well diagnosed experiments which have been useful in developing their modeling. The simulations match experimentally obtained target impulses, pressures at the target surface inside the laser spot, and radiation emission from the target to within about 20%. Hence their simulational technique appears to form a useful basis for further investigation of laser-surface interaction in this intensity, pulse-width range. This work is useful in many technical areas such as materials processing

  9. Lagrangian statistics in weakly forced two-dimensional turbulence.

    Science.gov (United States)

    Rivera, Michael K; Ecke, Robert E

    2016-01-01

    Measurements of Lagrangian single-point and multiple-point statistics in a quasi-two-dimensional stratified layer system are reported. The system consists of a layer of salt water over an immiscible layer of Fluorinert and is forced electromagnetically so that mean-squared vorticity is injected at a well-defined spatial scale ri. Simultaneous cascades develop in which enstrophy flows predominately to small scales whereas energy cascades, on average, to larger scales. Lagrangian correlations and one- and two-point displacements are measured for random initial conditions and for initial positions within topological centers and saddles. Some of the behavior of these quantities can be understood in terms of the trapping characteristics of long-lived centers, the slow motion near strong saddles, and the rapid fluctuations outside of either centers or saddles. We also present statistics of Lagrangian velocity fluctuations using energy spectra in frequency space and structure functions in real space. We compare with complementary Eulerian velocity statistics. We find that simultaneous inverse energy and enstrophy ranges present in spectra are not directly echoed in real-space moments of velocity difference. Nevertheless, the spectral ranges line up well with features of moment ratios, indicating that although the moments are not exhibiting unambiguous scaling, the behavior of the probability distribution functions is changing over short ranges of length scales. Implications for understanding weakly forced 2D turbulence with simultaneous inverse and direct cascades are discussed.

  10. 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

  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. 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.

  13. Two-dimensional black holes and non-commutative spaces

    International Nuclear Information System (INIS)

    Sadeghi, J.

    2008-01-01

    We study the effects of non-commutative spaces on two-dimensional black hole. The event horizon of two-dimensional black hole is obtained in non-commutative space up to second order of perturbative calculations. A lower limit for the non-commutativity parameter is also obtained. The observer in that limit in contrast to commutative case see two horizon

  14. Solution of the two-dimensional spectral factorization problem

    Science.gov (United States)

    Lawton, W. M.

    1985-01-01

    An approximation theorem is proven which solves a classic problem in two-dimensional (2-D) filter theory. The theorem shows that any continuous two-dimensional spectrum can be uniformly approximated by the squared modulus of a recursively stable finite trigonometric polynomial supported on a nonsymmetric half-plane.

  15. Two-dimensional Navier-Stokes turbulence in bounded domains

    NARCIS (Netherlands)

    Clercx, H.J.H.; van Heijst, G.J.F.

    In this review we will discuss recent experimental and numerical results of quasi-two-dimensional decaying and forced Navier–Stokes turbulence in bounded domains. We will give a concise overview of developments in two-dimensional turbulence research, with emphasis on the progress made during the

  16. Two-dimensional Navier-Stokes turbulence in bounded domains

    NARCIS (Netherlands)

    Clercx, H.J.H.; Heijst, van G.J.F.

    2009-01-01

    In this review we will discuss recent experimental and numerical results of quasi-two-dimensional decaying and forced Navier–Stokes turbulence in bounded domains. We will give a concise overview of developments in two-dimensional turbulence research, with emphasis on the progress made during the

  17. Skyrmion dynamics in single-hole Neel ordered doped two-dimensional antiferromagnets with arbitrary spin

    International Nuclear Information System (INIS)

    Moura, A.R.; Pereira, A.R.; Moura-Melo, W.A.; Pires, A.S.T.

    2008-01-01

    We develop an effective theory to study the skyrmion dynamics in the presence of a hole (removed spins from the lattice) in Neel ordered two-dimensional antiferromagnets with arbitrary spin value S. The general equation of motion for the 'mass center' of this structure is obtained. The frequency of small amplitude oscillations of pinned skyrmions around the defect center is calculated. It is proportional to the hole size and inversely proportional to the square of the skyrmion size

  18. 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)

  19. 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.

  20. Optimizing separations in online comprehensive two-dimensional liquid chromatography.

    Science.gov (United States)

    Pirok, Bob W J; Gargano, Andrea F G; Schoenmakers, Peter J

    2018-01-01

    Online comprehensive two-dimensional liquid chromatography has become an attractive option for the analysis of complex nonvolatile samples found in various fields (e.g. environmental studies, food, life, and polymer sciences). Two-dimensional liquid chromatography complements the highly popular hyphenated systems that combine liquid chromatography with mass spectrometry. Two-dimensional liquid chromatography is also applied to the analysis of samples that are not compatible with mass spectrometry (e.g. high-molecular-weight polymers), providing important information on the distribution of the sample components along chemical dimensions (molecular weight, charge, lipophilicity, stereochemistry, etc.). Also, in comparison with conventional one-dimensional liquid chromatography, two-dimensional liquid chromatography provides a greater separation power (peak capacity). Because of the additional selectivity and higher peak capacity, the combination of two-dimensional liquid chromatography with mass spectrometry allows for simpler mixtures of compounds to be introduced in the ion source at any given time, improving quantitative analysis by reducing matrix effects. In this review, we summarize the rationale and principles of two-dimensional liquid chromatography experiments, describe advantages and disadvantages of combining different selectivities and discuss strategies to improve the quality of two-dimensional liquid chromatography separations. © 2017 The Authors. Journal of Separation Science published by WILEY-VCH Verlag GmbH & Co. KGaA.

  1. Exploring two-dimensional electron gases with two-dimensional Fourier transform spectroscopy

    Energy Technology Data Exchange (ETDEWEB)

    Paul, J.; Dey, P.; Karaiskaj, D., E-mail: karaiskaj@usf.edu [Department of Physics, University of South Florida, 4202 East Fowler Ave., Tampa, Florida 33620 (United States); Tokumoto, T.; Hilton, D. J. [Department of Physics, University of Alabama at Birmingham, Birmingham, Alabama 35294 (United States); Reno, J. L. [CINT, Sandia National Laboratories, Albuquerque, New Mexico 87185 (United States)

    2014-10-07

    The dephasing of the Fermi edge singularity excitations in two modulation doped single quantum wells of 12 nm and 18 nm thickness and in-well carrier concentration of ∼4 × 10{sup 11} cm{sup −2} was carefully measured using spectrally resolved four-wave mixing (FWM) and two-dimensional Fourier transform (2DFT) spectroscopy. Although the absorption at the Fermi edge is broad at this doping level, the spectrally resolved FWM shows narrow resonances. Two peaks are observed separated by the heavy hole/light hole energy splitting. Temperature dependent “rephasing” (S{sub 1}) 2DFT spectra show a rapid linear increase of the homogeneous linewidth with temperature. The dephasing rate increases faster with temperature in the narrower 12 nm quantum well, likely due to an increased carrier-phonon scattering rate. The S{sub 1} 2DFT spectra were measured using co-linear, cross-linear, and co-circular polarizations. Distinct 2DFT lineshapes were observed for co-linear and cross-linear polarizations, suggesting the existence of polarization dependent contributions. The “two-quantum coherence” (S{sub 3}) 2DFT spectra for the 12 nm quantum well show a single peak for both co-linear and co-circular polarizations.

  2. Two-dimensional model of a freely expanding plasma

    International Nuclear Information System (INIS)

    Khalid, Q.

    1975-01-01

    The free expansion of an initially confined plasma is studied by the computer experiment technique. The research is an extension to two dimensions of earlier work on the free expansion of a collisionless plasma in one dimension. In the two-dimensional rod model, developed in this research, the plasma particles, electrons and ions are modeled as infinitely long line charges or rods. The line charges move freely in two dimensions normal to their parallel axes, subject only to a self-consistent electric field. Two approximations, the grid approximation and the periodic boundary condition are made in order to reduce the computation time. In the grid approximation, the space occupied by the plasma at a given time is divided into boxes. The particles are subject to an average electric field calculated for that box assuming that the total charge within each box is located at the center of the box. However, the motion of each particle is exactly followed. The periodic boundary condition allows us to consider only one-fourth of the total number of particles of the plasma, representing the remaining three-fourths of the particles as symmetrically placed images of those whose positions are calculated. This approximation follows from the expected azimuthal symmetry of the plasma. The dynamics of the expansion are analyzed in terms of average ion and electron positions, average velocities, oscillation frequencies and relative distribution of energy between thermal, flow and electric field energies. Comparison is made with previous calculations of one-dimensional models which employed plane, spherical or cylindrical sheets as charged particles. In order to analyze the effect of the grid approximation, the model is solved for two different grid sizes and for each grid size the plasma dynamics is determined. For the initial phase of expansion, the agreement for the two grid sizes is found to be good

  3. Functional inks and printing of two-dimensional materials.

    Science.gov (United States)

    Hu, Guohua; Kang, Joohoon; Ng, Leonard W T; Zhu, Xiaoxi; Howe, Richard C T; Jones, Christopher G; Hersam, Mark C; Hasan, Tawfique

    2018-05-08

    Graphene and related two-dimensional materials provide an ideal platform for next generation disruptive technologies and applications. Exploiting these solution-processed two-dimensional materials in printing can accelerate this development by allowing additive patterning on both rigid and conformable substrates for flexible device design and large-scale, high-speed, cost-effective manufacturing. In this review, we summarise the current progress on ink formulation of two-dimensional materials and the printable applications enabled by them. We also present our perspectives on their research and technological future prospects.

  4. Third sound in one and two dimensional modulated structures

    International Nuclear Information System (INIS)

    Komuro, T.; Kawashima, H., Shirahama, K.; Kono, K.

    1996-01-01

    An experimental technique is developed to study acoustic transmission in one and two dimensional modulated structures by employing third sound of a superfluid helium film. In particular, the Penrose lattice, which is a two dimensional quasiperiodic structure, is studied. In two dimensions, the scattering of third sound is weaker than in one dimension. Nevertheless, the authors find that the transmission spectrum in the Penrose lattice, which is a two dimensional prototype of the quasicrystal, is observable if the helium film thickness is chosen around 5 atomic layers. The transmission spectra in the Penrose lattice are explained in terms of dynamical theory of diffraction

  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. Multisoliton formula for completely integrable two-dimensional systems

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.; Chudnovsky, G.V.

    1979-01-01

    For general two-dimensional completely integrable systems, the exact formulae for multisoliton type solutions are given. The formulae are obtained algebrically from solutions of two linear partial differential equations

  7. Two-dimensional electronic femtosecond stimulated Raman spectroscopy

    Directory of Open Access Journals (Sweden)

    Ogilvie J.P.

    2013-03-01

    Full Text Available We report two-dimensional electronic spectroscopy with a femtosecond stimulated Raman scattering probe. The method reveals correlations between excitation energy and excited state vibrational structure following photoexcitation. We demonstrate the method in rhodamine 6G.

  8. Micromachined two dimensional resistor arrays for determination of gas parameters

    NARCIS (Netherlands)

    van Baar, J.J.J.; Verwey, Willem B.; Dijkstra, Mindert; Dijkstra, Marcel; Wiegerink, Remco J.; Lammerink, Theodorus S.J.; Krijnen, Gijsbertus J.M.; Elwenspoek, Michael Curt

    A resistive sensor array is presented for two dimensional temperature distribution measurements in a micromachined flow channel. This allows simultaneous measurement of flow velocity and fluid parameters, like thermal conductivity, diffusion coefficient and viscosity. More general advantages of

  9. Generalized similarity method in unsteady two-dimensional MHD ...

    African Journals Online (AJOL)

    user

    International Journal of Engineering, Science and Technology. Vol. 1, No. 1, 2009 ... temperature two-dimensional MHD laminar boundary layer of incompressible fluid. ...... Φ η is Blasius solution for stationary boundary layer on the plate,. ( ). 0.

  10. Topological aspect of disclinations in two-dimensional crystals

    International Nuclear Information System (INIS)

    Wei-Kai, Qi; Tao, Zhu; Yong, Chen; Ji-Rong, Ren

    2009-01-01

    By using topological current theory, this paper studies the inner topological structure of disclinations during the melting of two-dimensional systems. From two-dimensional elasticity theory, it finds that there are topological currents for topological defects in homogeneous equation. The evolution of disclinations is studied, and the branch conditions for generating, annihilating, crossing, splitting and merging of disclinations are given. (the physics of elementary particles and fields)

  11. Structures of two-dimensional three-body systems

    International Nuclear Information System (INIS)

    Ruan, W.Y.; Liu, Y.Y.; Bao, C.G.

    1996-01-01

    Features of the structure of L = 0 states of a two-dimensional three-body model system have been investigated. Three types of permutation symmetry of the spatial part, namely symmetric, antisymmetric, and mixed, have been considered. A comparison has been made between the two-dimensional system and the corresponding three-dimensional one. The effect of symmetry on microscopic structures is emphasized. (author)

  12. Study on two-dimensional induced signal readout of MRPC

    International Nuclear Information System (INIS)

    Wu Yucheng; Yue Qian; Li Yuanjing; Ye Jin; Cheng Jianping; Wang Yi; Li Jin

    2012-01-01

    A kind of two-dimensional readout electrode structure for the induced signal readout of MRPC has been studied in both simulation and experiments. Several MRPC prototypes are produced and a series of test experiments have been done to compare with the result of simulation, in order to verify the simulation model. The experiment results are in good agreement with those of simulation. This method will be used to design the two-dimensional signal readout mode of MRPC in the future work.

  13. Controlled Interactions between Two Dimensional Layered Inorganic Nanosheets and Polymers

    Science.gov (United States)

    2016-06-15

    AFRL-AFOSR-JP-TR-2016-0071 Controlled Interactions between Two Dimensional Layered Inorganic Nanosheets and Polymers Cheolmin Park YONSEI UNIVERSITY...Interactions between Two Dimensional Layered Inorganic Nanosheets and Polymers 5a.  CONTRACT NUMBER 5b.  GRANT NUMBER FA2386-14-1-4054 5c.  PROGRAM ELEMENT...prospects for a variety of emerging applications in a broad range of fields, such as electronics, energy conversion and storage, catalysis and polymer

  14. The theory of critical phenomena in two-dimensional systems

    International Nuclear Information System (INIS)

    Olvera de la C, M.

    1981-01-01

    An exposition of the theory of critical phenomena in two-dimensional physical systems is presented. The first six chapters deal with the mean field theory of critical phenomena, scale invariance of the thermodynamic functions, Kadanoff's spin block construction, Wilson's renormalization group treatment of critical phenomena in configuration space, and the two-dimensional Ising model on a triangular lattice. The second part of this work is made of four chapters devoted to the application of the ideas expounded in the first part to the discussion of critical phenomena in superfluid films, two-dimensional crystals and the two-dimensional XY model of magnetic systems. Chapters seven to ten are devoted to the following subjects: analysis of long range order in one, two, and three-dimensional physical systems. Topological defects in the XY model, in superfluid films and in two-dimensional crystals. The Thouless-Kosterlitz iterated mean field theory of the dipole gas. The renormalization group treatment of the XY model, superfluid films and two-dimensional crystal. (author)

  15. Two-dimensional multifractal cross-correlation analysis

    International Nuclear Information System (INIS)

    Xi, Caiping; Zhang, Shuning; Xiong, Gang; Zhao, Huichang; Yang, Yonghong

    2017-01-01

    Highlights: • We study the mathematical models of 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Present the definition of the two-dimensional N 2 -partitioned multiplicative cascading process. • Do the comparative analysis of 2D-MC by 2D-MFXPF, 2D-MFXDFA and 2D-MFXDMA. • Provide a reference on the choice and parameter settings of these methods in practice. - Abstract: There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. This paper presents two-dimensional multifractal cross-correlation analysis based on the partition function (2D-MFXPF), two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) and two-dimensional multifractal cross-correlation analysis based on the detrended moving average analysis (2D-MFXDMA). We apply these methods to pairs of two-dimensional multiplicative cascades (2D-MC) to do a comparative study. Then, we apply the two-dimensional multifractal cross-correlation analysis based on the detrended fluctuation analysis (2D-MFXDFA) to real images and unveil intriguing multifractality in the cross correlations of the material structures. At last, we give the main conclusions and provide a valuable reference on how to choose the multifractal algorithms in the potential applications in the field of SAR image classification and detection.

  16. Two-Dimensional Materials for Sensing: Graphene and Beyond

    Directory of Open Access Journals (Sweden)

    Seba Sara Varghese

    2015-09-01

    Full Text Available Two-dimensional materials have attracted great scientific attention due to their unusual and fascinating properties for use in electronics, spintronics, photovoltaics, medicine, composites, etc. Graphene, transition metal dichalcogenides such as MoS2, phosphorene, etc., which belong to the family of two-dimensional materials, have shown great promise for gas sensing applications due to their high surface-to-volume ratio, low noise and sensitivity of electronic properties to the changes in the surroundings. Two-dimensional nanostructured semiconducting metal oxide based gas sensors have also been recognized as successful gas detection devices. This review aims to provide the latest advancements in the field of gas sensors based on various two-dimensional materials with the main focus on sensor performance metrics such as sensitivity, specificity, detection limit, response time, and reversibility. Both experimental and theoretical studies on the gas sensing properties of graphene and other two-dimensional materials beyond graphene are also discussed. The article concludes with the current challenges and future prospects for two-dimensional materials in gas sensor applications.

  17. 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

  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. 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.

  20. 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...

  1. 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...

  2. 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

  3. Segregation in quasi-two-dimensional granular systems

    International Nuclear Information System (INIS)

    Rivas, Nicolas; Cordero, Patricio; Soto, Rodrigo; Risso, Dino

    2011-01-01

    Segregation for two granular species is studied numerically in a vertically vibrated quasi-two-dimensional (quasi-2D) box. The height of the box is smaller than two particle diameters so that particles are limited to a submonolayer. Two cases are considered: grains that differ in their density but have equal size, and grains that have equal density but different diameters, while keeping the quasi-2D condition. It is observed that in both cases, for vibration frequencies beyond a certain threshold-which depends on the density or diameter ratios-segregation takes place in the lateral directions. In the quasi-2D geometry, gravity does not play a direct role in the in-plane dynamics and gravity does not point to the segregation directions; hence, several known segregation mechanisms that rely on gravity are discarded. The segregation we observe is dominated by a lack of equipartition between the two species; the light particles exert a larger pressure than the heavier ones, inducing the latter to form clusters. This energy difference in the horizontal direction is due to the existence of a fixed point characterized by vertical motion and hence vanishing horizontal energy. Heavier and bigger grains are more rapidly attracted to the fixed point and the perturbations are less efficient in taking them off the fixed point when compared to the lighter grains. As a consequence, heavier and bigger grains have less horizontal agitation than lighter ones. Although limited by finite size effects, the simulations suggest that the two cases we consider differ in the transition character: one is continuous and the other is discontinuous. In the cases where grains differ in mass on varying the control parameter, partial segregation is first observed, presenting many clusters of heavier particles. Eventually, a global cluster is formed with impurities; namely lighter particles are present inside. The transition looks continuous when characterized by several segregation order

  4. Traditional Semiconductors in the Two-Dimensional Limit.

    Science.gov (United States)

    Lucking, Michael C; Xie, Weiyu; Choe, Duk-Hyun; West, Damien; Lu, Toh-Ming; Zhang, S B

    2018-02-23

    Interest in two-dimensional materials has exploded in recent years. Not only are they studied due to their novel electronic properties, such as the emergent Dirac fermion in graphene, but also as a new paradigm in which stacking layers of distinct two-dimensional materials may enable different functionality or devices. Here, through first-principles theory, we reveal a large new class of two-dimensional materials which are derived from traditional III-V, II-VI, and I-VII semiconductors. It is found that in the ultrathin limit the great majority of traditional binary semiconductors studied (a series of 28 semiconductors) are not only kinetically stable in a two-dimensional double layer honeycomb structure, but more energetically stable than the truncated wurtzite or zinc-blende structures associated with three dimensional bulk. These findings both greatly increase the landscape of two-dimensional materials and also demonstrate that in the double layer honeycomb form, even ordinary semiconductors, such as GaAs, can exhibit exotic topological properties.

  5. Two-dimensional analytic weighting functions for limb scattering

    Science.gov (United States)

    Zawada, D. J.; Bourassa, A. E.; Degenstein, D. A.

    2017-10-01

    Through the inversion of limb scatter measurements it is possible to obtain vertical profiles of trace species in the atmosphere. Many of these inversion methods require what is often referred to as weighting functions, or derivatives of the radiance with respect to concentrations of trace species in the atmosphere. Several radiative transfer models have implemented analytic methods to calculate weighting functions, alleviating the computational burden of traditional numerical perturbation methods. Here we describe the implementation of analytic two-dimensional weighting functions, where derivatives are calculated relative to atmospheric constituents in a two-dimensional grid of altitude and angle along the line of sight direction, in the SASKTRAN-HR radiative transfer model. Two-dimensional weighting functions are required for two-dimensional inversions of limb scatter measurements. Examples are presented where the analytic two-dimensional weighting functions are calculated with an underlying one-dimensional atmosphere. It is shown that the analytic weighting functions are more accurate than ones calculated with a single scatter approximation, and are orders of magnitude faster than a typical perturbation method. Evidence is presented that weighting functions for stratospheric aerosols calculated under a single scatter approximation may not be suitable for use in retrieval algorithms under solar backscatter conditions.

  6. Dynamical class of a two-dimensional plasmonic Dirac system.

    Science.gov (United States)

    Silva, Érica de Mello

    2015-10-01

    A current goal in plasmonic science and technology is to figure out how to manage the relaxational dynamics of surface plasmons in graphene since its damping constitutes a hinder for the realization of graphene-based plasmonic devices. In this sense we believe it might be of interest to enlarge the knowledge on the dynamical class of two-dimensional plasmonic Dirac systems. According to the recurrence relations method, different systems are said to be dynamically equivalent if they have identical relaxation functions at all times, and such commonality may lead to deep connections between seemingly unrelated physical systems. We employ the recurrence relations approach to obtain relaxation and memory functions of density fluctuations and show that a two-dimensional plasmonic Dirac system at long wavelength and zero temperature belongs to the same dynamical class of standard two-dimensional electron gas and classical harmonic oscillator chain with an impurity mass.

  7. Control Operator for the Two-Dimensional Energized Wave Equation

    Directory of Open Access Journals (Sweden)

    Sunday Augustus REJU

    2006-07-01

    Full Text Available This paper studies the analytical model for the construction of the two-dimensional Energized wave equation. The control operator is given in term of space and time t independent variables. The integral quadratic objective cost functional is subject to the constraint of two-dimensional Energized diffusion, Heat and a source. The operator that shall be obtained extends the Conjugate Gradient method (ECGM as developed by Hestenes et al (1952, [1]. The new operator enables the computation of the penalty cost, optimal controls and state trajectories of the two-dimensional energized wave equation when apply to the Conjugate Gradient methods in (Waziri & Reju, LEJPT & LJS, Issues 9, 2006, [2-4] to appear in this series.

  8. Velocity and Dispersion for a Two-Dimensional Random Walk

    International Nuclear Information System (INIS)

    Li Jinghui

    2009-01-01

    In the paper, we consider the transport of a two-dimensional random walk. The velocity and the dispersion of this two-dimensional random walk are derived. It mainly show that: (i) by controlling the values of the transition rates, the direction of the random walk can be reversed; (ii) for some suitably selected transition rates, our two-dimensional random walk can be efficient in comparison with the one-dimensional random walk. Our work is motivated in part by the challenge to explain the unidirectional transport of motor proteins. When the motor proteins move at the turn points of their tracks (i.e., the cytoskeleton filaments and the DNA molecular tubes), some of our results in this paper can be used to deal with the problem. (general)

  9. 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)

  10. Two-dimensional nonlinear equations of supersymmetric gauge theories

    International Nuclear Information System (INIS)

    Savel'ev, M.V.

    1985-01-01

    Supersymmetric generalization of two-dimensional nonlinear dynamical equations of gauge theories is presented. The nontrivial dynamics of a physical system in the supersymmetry and supergravity theories for (2+2)-dimensions is described by the integrable embeddings of Vsub(2/2) superspace into the flat enveloping superspace Rsub(N/M), supplied with the structure of a Lie superalgebra. An equation is derived which describes a supersymmetric generalization of the two-dimensional Toda lattice. It contains both super-Liouville and Sinh-Gordon equations

  11. Spin dynamics in a two-dimensional quantum gas

    DEFF Research Database (Denmark)

    Pedersen, Poul Lindholm; Gajdacz, Miroslav; Deuretzbacher, Frank

    2014-01-01

    We have investigated spin dynamics in a two-dimensional quantum gas. Through spin-changing collisions, two clouds with opposite spin orientations are spontaneously created in a Bose-Einstein condensate. After ballistic expansion, both clouds acquire ring-shaped density distributions with superimp......We have investigated spin dynamics in a two-dimensional quantum gas. Through spin-changing collisions, two clouds with opposite spin orientations are spontaneously created in a Bose-Einstein condensate. After ballistic expansion, both clouds acquire ring-shaped density distributions...

  12. Pair Interaction of Dislocations in Two-Dimensional Crystals

    Science.gov (United States)

    Eisenmann, C.; Gasser, U.; Keim, P.; Maret, G.; von Grünberg, H. H.

    2005-10-01

    The pair interaction between crystal dislocations is systematically explored by analyzing particle trajectories of two-dimensional colloidal crystals measured by video microscopy. The resulting pair energies are compared to Monte Carlo data and to predictions derived from the standard Hamiltonian of the elastic theory of dislocations. Good agreement is found with respect to the distance and temperature dependence of the interaction potential, but not regarding the angle dependence where discrete lattice effects become important. Our results on the whole confirm that the dislocation Hamiltonian allows a quantitative understanding of the formation and interaction energies of dislocations in two-dimensional crystals.

  13. Two dimensional nonlinear spectral estimation techniques for breast cancer localization

    International Nuclear Information System (INIS)

    Stathaki, P.T.; Constantinides, A.G.

    1994-01-01

    In this paper the problem of image texture analysis in the presence of noise is examined from a higher-order statistical perspective. The approach taken involves the use of two dimensional second order Volterra filters where the filter weights are derived from third order cumulants of the two dimensional signal. The specific application contained in this contribution is in mammography, an area in which it is difficult to discern the appropriate features. The paper describes the fundamental issues of the various components of the approach. The results of the entire texture modelling, classification and segmentation scheme contained in this paper are very encouraging

  14. Densis. Densimetric representation of two-dimensional matrices

    International Nuclear Information System (INIS)

    Los Arcos Merino, J.M.

    1978-01-01

    Densis is a Fortran V program which allows off-line control of a Calcomp digital plotter, to represent a two-dimensional matrix of numerical elements in the form of a variable shading intensity map in two colours. Each matrix element is associated to a square of a grid which is traced over by lines whose number is a function of the element value according to a selected scale. Program features, subroutine structure and running instructions, are described. Some typical results, for gamma-gamma coincidence experimental data and a sampled two-dimensional function, are indicated. (author)

  15. Two-dimensional QCD in the Coulomb gauge

    International Nuclear Information System (INIS)

    Kalashnikova, Yu.S.; Nefed'ev, A.V.

    2002-01-01

    Various aspects of the 't Hooft model for two-dimensional QCD in the limit of infinite number of colours in the Coulomb gauge are discussed. The properties of mesonic excitations are studied, with special emphasis on the pion. Attention is paid to the dual role of the pion. which, while a genuine qq-bar state, is a Goldstone boson of two-dimensional QCD as well. In particular, the validity of the soft-pion theorems is demonstrated. It is shown that the Coulomb gauge is the most suitable choice for the study of hadronic observables involving pions [ru

  16. Quantum Communication Through a Two-Dimensional Spin Network

    International Nuclear Information System (INIS)

    Wang Zhaoming; Gu Yongjian

    2012-01-01

    We investigate the state or entanglement transfer through a two-dimensional spin network. We show that for state transfer, better fidelity can be gained along the diagonal direction but for entanglement transfer, when the initial entanglement is created along the boundary, the concurrence is more inclined to propagate along the boundary. This behavior is produced by quantum mechanical interference and the communication quality depends on the precise size of the network. For some number of sites, the fidelity in a two-dimensional channel is higher than one-dimensional case. This is an important result for realizing quantum communication through high dimension spin chain networks.

  17. Critical Behaviour of a Two-Dimensional Random Antiferromagnet

    DEFF Research Database (Denmark)

    Als-Nielsen, Jens Aage; Birgeneau, R. J.; Guggenheim, H. J.

    1976-01-01

    A neutron scattering study of the order parameter, correlation length and staggered susceptibility of the two-dimensional random antiferromagnet Rb2Mn0.5Ni0.5F4 is reported. The system is found to exhibit a well-defined phase transition with critical exponents identical to those of the isomorphou...... pure materials K2NiF4 and K2MnF4. Thus, in these systems, which have the asymptotic critical behaviour of the two-dimensional Ising model, randomness has no measurable effect on the phase-transition behaviour....

  18. Two dimensional nonlinear spectral estimation techniques for breast cancer localization

    Energy Technology Data Exchange (ETDEWEB)

    Stathaki, P T; Constantinides, A G [Signal Processing Section, Department of Electrical and Electronic Engineering, Imperial College, Exhibition Road, London SW7 2BT, UK (United Kingdom)

    1994-12-31

    In this paper the problem of image texture analysis in the presence of noise is examined from a higher-order statistical perspective. The approach taken involves the use of two dimensional second order Volterra filters where the filter weights are derived from third order cumulants of the two dimensional signal. The specific application contained in this contribution is in mammography, an area in which it is difficult to discern the appropriate features. The paper describes the fundamental issues of the various components of the approach. The results of the entire texture modelling, classification and segmentation scheme contained in this paper are very encouraging. 7 refs, 2 figs.

  19. Finite element solution of two dimensional time dependent heat equation

    International Nuclear Information System (INIS)

    Maaz

    1999-01-01

    A Microsoft Windows based computer code, named FHEAT, has been developed for solving two dimensional heat problems in Cartesian and Cylindrical geometries. The programming language is Microsoft Visual Basic 3.0. The code makes use of Finite element formulation for spatial domain and Finite difference formulation for time domain. Presently the code is capable of solving two dimensional steady state and transient problems in xy- and rz-geometries. The code is capable excepting both triangular and rectangular elements. Validation and benchmarking was done against hand calculations and published results. (author)

  20. Chaotic dynamics in two-dimensional noninvertible maps

    CERN Document Server

    Mira, Christian; Cathala, Jean-Claude; Gardini, Laura

    1996-01-01

    This book is essentially devoted to complex properties (Phase plane structure and bifurcations) of two-dimensional noninvertible maps, i.e. maps having either a non-unique inverse, or no real inverse, according to the plane point. They constitute models of sets of discrete dynamical systems encountered in Engineering (Control, Signal Processing, Electronics), Physics, Economics, Life Sciences. Compared to the studies made in the one-dimensional case, the two-dimensional situation remained a long time in an underdeveloped state. It is only since these last years that the interest for this resea