Variance change point detection for fractional Brownian motion based on the likelihood ratio test

NASA Astrophysics Data System (ADS)

Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz

2018-01-01

Fractional Brownian motion is one of the main stochastic processes used for describing the long-range dependence phenomenon for self-similar processes. It appears that for many real time series, characteristics of the data change significantly over time. Such behaviour one can observe in many applications, including physical and biological experiments. In this paper, we present a new technique for the critical change point detection for cases where the data under consideration are driven by fractional Brownian motion with a time-changed diffusion coefficient. The proposed methodology is based on the likelihood ratio approach and represents an extension of a similar methodology used for Brownian motion, the process with independent increments. Here, we also propose a statistical test for testing the significance of the estimated critical point. In addition to that, an extensive simulation study is provided to test the performance of the proposed method.

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

PubMed

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.

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

NASA Astrophysics Data System (ADS)

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.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hiotelis, Nicos; Popolo, Antonino Del, E-mail: adelpopolo@oact.inaf.it, E-mail: hiotelis@ipta.demokritos.gr

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 aremore » 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.« less

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

NASA Astrophysics Data System (ADS)

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.

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

Wang, Lu; Zhang, Rong; Yang, Lin; Su, Yang; Ma, Feng

2018-03-01

In this paper, we explore the pricing of the assets of Asian rainbow options under the condition that the assets have self-similar and long-range dependence characteristics. Based on the principle of no arbitrage, stochastic differential equation, and partial differential equation, we obtain the pricing formula for two-asset rainbow options under fractional Brownian motion. Next, our Monte Carlo simulation experiments show that the derived pricing formula is accurate and effective. Finally, our sensitivity analysis of the influence of important parameters, such as the risk-free rate, Hurst exponent, and correlation coefficient, on the prices of Asian rainbow options further illustrate the rationality of our pricing model.

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

NASA Astrophysics Data System (ADS)

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.

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

PubMed

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.

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

PubMed Central

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. PMID:27433525

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

NASA Astrophysics Data System (ADS)

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.

Local times for grey Brownian motion

NASA Astrophysics Data System (ADS)

da Silva, J. L.

2015-01-01

In this paper we study the grey Brownian motion, namely its representation and local time. First it is shown that grey Brownian motion may be represented in terms of a standard Brownian motion and then using a criterium of S. Berman, Trans. Amer. Math. Soc., 137, 277-299 (1969), we show that grey Brownian motion admits a λ-square integrable local time almost surely (λ denotes the Lebesgue measure). As a consequence we obtain the occupation formula and state possible generalizations of these results.

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

PubMed

Katori, Makoto

2011-12-01

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.

O'Connell's process as a vicious Brownian motion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Katori, Makoto

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 themore » 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.« less

111 years of Brownian motion.

PubMed

Bian, Xin; Kim, Changho; Karniadakis, George Em

2016-08-14

We consider the Brownian motion of a particle and present a tutorial review over the last 111 years since Einstein's paper in 1905. We describe Einstein's model, Langevin's model and the hydrodynamic models, with increasing sophistication on the hydrodynamic interactions between the particle and the fluid. In recent years, the effects of interfaces on the nearby Brownian motion have been the focus of several investigations. We summarize various results and discuss some of the controversies associated with new findings about the changes in Brownian motion induced by the interface.

111 years of Brownian motion

PubMed Central

Kim, Changho

2017-01-01

We consider the Brownian motion of a particle and present a tutorial review over the last 111 years since Einstein’s paper in 1905. We describe Einstein’s model, Langevin’s model and the hydrodynamic models, with increasing sophistication on the hydrodynamic interactions between the particle and the fluid. In recent years, the effects of interfaces on the nearby Brownian motion have been the focus of several investigations. We summarize various results and discuss some of the controversies associated with new findings about the changes in Brownian motion induced by the interface. PMID:27396746

Fractional Brownian motion and the critical dynamics of zipping polymers.

PubMed

Walter, J-C; Ferrantini, A; Carlon, E; Vanderzande, C

2012-03-01

We consider two complementary polymer strands of length L attached by a common-end monomer. The two strands bind through complementary monomers and at low temperatures form a double-stranded conformation (zipping), while at high temperature they dissociate (unzipping). This is a simple model of DNA (or RNA) hairpin formation. Here we investigate the dynamics of the strands at the equilibrium critical temperature T=T(c) using Monte Carlo Rouse dynamics. We find that the dynamics is anomalous, with a characteristic time scaling as τ∼L(2.26(2)), exceeding the Rouse time ∼L(2.18). We investigate the probability distribution function, velocity autocorrelation function, survival probability, and boundary behavior of the underlying stochastic process. These quantities scale as expected from a fractional Brownian motion with a Hurst exponent H=0.44(1). We discuss similarities to and differences from unbiased polymer translocation.

Brownian motion of graphene.

PubMed

Maragó, Onofrio M; Bonaccorso, Francesco; Saija, Rosalba; Privitera, Giulia; Gucciardi, Pietro G; Iatì, Maria Antonia; Calogero, Giuseppe; Jones, Philip H; Borghese, Ferdinando; Denti, Paolo; Nicolosi, Valeria; Ferrari, Andrea C

2010-12-28

Brownian motion is a manifestation of the fluctuation-dissipation theorem of statistical mechanics. It regulates systems in physics, biology, chemistry, and finance. We use graphene as prototype material to unravel the consequences of the fluctuation-dissipation theorem in two dimensions, by studying the Brownian motion of optically trapped graphene flakes. These orient orthogonal to the light polarization, due to the optical constants anisotropy. We explain the flake dynamics in the optical trap and measure force and torque constants from the correlation functions of the tracking signals, as well as comparing experiments with a full electromagnetic theory of optical trapping. The understanding of optical trapping of two-dimensional nanostructures gained through our Brownian motion analysis paves the way to light-controlled manipulation and all-optical sorting of biological membranes and anisotropic macromolecules.

Perturbation theory for fractional Brownian motion in presence of absorbing boundaries.

PubMed

Wiese, Kay Jörg; Majumdar, Satya N; Rosso, Alberto

2011-06-01

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations (x(t(1))x(t(2)))=D(t(1)(2H)+t(2)(2H)-|t(1)-t(2)|(2H)), where H, with 0Brownian motion, while for H≠1/2, x(t) is a non-Markovian process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P(+)(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P(+)(x,t)~t(-H)R(+)(x/t(H)). Our objective is to compute the scaling function R(+)(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H=1/2+ε, to calculate the scaling function R(+)(y) to first order in ε. We find that R(+)(y) behaves as R(+)(y)~y(ϕ) as y→0 (near the absorbing boundary), while R(+)(y)~y(γ)exp(-y(2)/2) as y→∞, with ϕ=1-4ε+O(ε(2)) and γ=1-2ε+O(ε(2)). Our ε-expansion result confirms the scaling relation ϕ=(1-H)/H proposed in Zoia, Rosso, and Majumdar [Phys. Rev. Lett. 102, 120602 (2009)]. We verify our findings via numerical simulations for H=2/3. The tools developed here are versatile, powerful, and adaptable to different situations.

Entropic forces in Brownian motion

NASA Astrophysics Data System (ADS)

Roos, Nico

2014-12-01

Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.

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

NASA Astrophysics Data System (ADS)

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)), 0<α<1, here dX(τ)=μX(τ)(2H+σX(τ)dBH(τ), as a model of asset prices, which captures the subdiffusive characteristic of financial markets. We find the corresponding subdiffusive Black-Scholes equation and the Black-Scholes formula for the fair prices of European option, the turnover and transaction costs of replicating strategies. We also give the total transaction costs.

NMR signals within the generalized Langevin model for fractional Brownian motion

NASA Astrophysics Data System (ADS)

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.

Broadband boundary effects on Brownian motion.

PubMed

Mo, Jianyong; Simha, Akarsh; Raizen, Mark G

2015-12-01

Brownian motion of particles in confined fluids is important for many applications, yet the effects of the boundary over a wide range of time scales are still not well understood. We report high-bandwidth, comprehensive measurements of Brownian motion of an optically trapped micrometer-sized silica sphere in water near an approximately flat wall. At short distances we observe anisotropic Brownian motion with respect to the wall. We find that surface confinement not only occurs in the long time scale diffusive regime but also in the short time scale ballistic regime, and the velocity autocorrelation function of the Brownian particle decays faster than that of a particle in bulk fluid. Furthermore, at low frequencies the thermal force loses its color due to the reflected flow from the no-slip boundary. The power spectrum of the thermal force on the particle near a no-slip boundary becomes flat at low frequencies. This detailed understanding of boundary effects on Brownian motion opens a door to developing a 3D microscope using particles as remote sensors.

Swarms with canonical active Brownian motion.

PubMed

Glück, Alexander; Hüffel, Helmuth; Ilijić, Saša

2011-05-01

We present a swarm model of Brownian particles with harmonic interactions, where the individuals undergo canonical active Brownian motion, i.e., each Brownian particle can convert internal energy to mechanical energy of motion. We assume the existence of a single global internal energy of the system. Numerical simulations show amorphous swarming behavior as well as static configurations. Analytic understanding of the system is provided by studying stability properties of equilibria.

Brownian motion from Boltzmann's equation.

NASA Technical Reports Server (NTRS)

Montgomery, D.

1971-01-01

Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.

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

NASA Astrophysics Data System (ADS)

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.

Representation of Reserves Through a Brownian Motion Model

NASA Astrophysics Data System (ADS)

Andrade, M.; Ferreira, M. A. M.; Filipe, J. A.

2012-11-01

The Brownian Motion is commonly used as an approximation for some Random Walks and also for the Classic Risk Process. As the Random Walks and the Classic Risk Process are used frequently as stochastic models to represent reserves, it is natural to consider the Brownian Motion with the same purpose. In this study a model, based on the Brownian Motion, is presented to represent reserves. The Brownian Motion is used in this study to estimate the ruin probability of a fund. This kind of models is considered often in the study of pensions funds.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Brownian Motion.

ERIC Educational Resources Information Center

Lavenda, Bernard H.

1985-01-01

Explains the phenomenon of Brownian motion, which serves as a mathematical model for random processes. Topics addressed include kinetic theory, Einstein's theory, particle displacement, and others. Points out that observations of the random course of a particle suspended in fluid led to the first accurate measurement of atomic mass. (DH)

Universal Algorithm for Identification of Fractional Brownian Motion. A Case of Telomere Subdiffusion

PubMed Central

Burnecki, Krzysztof; Kepten, Eldad; Janczura, Joanna; Bronshtein, Irena; Garini, Yuval; Weron, Aleksander

2012-01-01

We present a systematic statistical analysis of the recently measured individual trajectories of fluorescently labeled telomeres in the nucleus of living human cells. The experiments were performed in the U2OS cancer cell line. We propose an algorithm for identification of the telomere motion. By expanding the previously published data set, we are able to explore the dynamics in six time orders, a task not possible earlier. As a result, we establish a rigorous mathematical characterization of the stochastic process and identify the basic mathematical mechanisms behind the telomere motion. We find that the increments of the motion are stationary, Gaussian, ergodic, and even more chaotic—mixing. Moreover, the obtained memory parameter estimates, as well as the ensemble average mean square displacement reveal subdiffusive behavior at all time spans. All these findings statistically prove a fractional Brownian motion for the telomere trajectories, which is confirmed by a generalized p-variation test. Taking into account the biophysical nature of telomeres as monomers in the chromatin chain, we suggest polymer dynamics as a sufficient framework for their motion with no influence of other models. In addition, these results shed light on other studies of telomere motion and the alternative telomere lengthening mechanism. We hope that identification of these mechanisms will allow the development of a proper physical and biological model for telomere subdynamics. This array of tests can be easily implemented to other data sets to enable quick and accurate analysis of their statistical characteristics. PMID:23199912

Geometric Brownian Motion with Tempered Stable Waiting Times

NASA Astrophysics Data System (ADS)

Gajda, Janusz; Wyłomańska, Agnieszka

2012-08-01

One of the earliest system that was used to asset prices description is Black-Scholes model. It is based on geometric Brownian motion and was used as a tool for pricing various financial instruments. However, when it comes to data description, geometric Brownian motion is not capable to capture many properties of present financial markets. One can name here for instance periods of constant values. Therefore we propose an alternative approach based on subordinated tempered stable geometric Brownian motion which is a combination of the popular geometric Brownian motion and inverse tempered stable subordinator. In this paper we introduce the mentioned process and present its main properties. We propose also the estimation procedure and calibrate the analyzed system to real data.

Ergodicity convergence test suggests telomere motion obeys fractional dynamics

NASA Astrophysics Data System (ADS)

Kepten, E.; Bronshtein, I.; Garini, Y.

2011-04-01

Anomalous diffusion, observed in many biological processes, is a generalized description of a wide variety of processes, all obeying the same law of mean-square displacement. Identifying the basic mechanisms of these observations is important for deducing the nature of the biophysical systems measured. We implement a previously suggested method for distinguishing between fractional Langevin dynamics, fractional Brownian motion, and continuous time random walk based on the ergodic nature of the data. We apply the method together with the recently suggested P-variation test and the displacement correlation to the lately measured dynamics of telomeres in the nucleus of mammalian cells and find strong evidence that the telomeres motion obeys fractional dynamics. The ergodic dynamics are observed experimentally to fit fractional Brownian or Langevin dynamics.

Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion.

PubMed

Burnecki, Krzysztof; Kepten, Eldad; Janczura, Joanna; Bronshtein, Irena; Garini, Yuval; Weron, Aleksander

2012-11-07

We present a systematic statistical analysis of the recently measured individual trajectories of fluorescently labeled telomeres in the nucleus of living human cells. The experiments were performed in the U2OS cancer cell line. We propose an algorithm for identification of the telomere motion. By expanding the previously published data set, we are able to explore the dynamics in six time orders, a task not possible earlier. As a result, we establish a rigorous mathematical characterization of the stochastic process and identify the basic mathematical mechanisms behind the telomere motion. We find that the increments of the motion are stationary, Gaussian, ergodic, and even more chaotic--mixing. Moreover, the obtained memory parameter estimates, as well as the ensemble average mean square displacement reveal subdiffusive behavior at all time spans. All these findings statistically prove a fractional Brownian motion for the telomere trajectories, which is confirmed by a generalized p-variation test. Taking into account the biophysical nature of telomeres as monomers in the chromatin chain, we suggest polymer dynamics as a sufficient framework for their motion with no influence of other models. In addition, these results shed light on other studies of telomere motion and the alternative telomere lengthening mechanism. We hope that identification of these mechanisms will allow the development of a proper physical and biological model for telomere subdynamics. This array of tests can be easily implemented to other data sets to enable quick and accurate analysis of their statistical characteristics. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Brownian motion probe for water-ethanol inhomogeneous mixtures

NASA Astrophysics Data System (ADS)

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.

Brownian motion probe for water-ethanol inhomogeneous mixtures.

PubMed

Furukawa, Kazuki; Judai, Ken

2017-12-28

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.

Arbitrage with fractional Gaussian processes

NASA Astrophysics Data System (ADS)

Zhang, Xili; Xiao, Weilin

2017-04-01

While the arbitrage opportunity in the Black-Scholes model driven by fractional Brownian motion has a long history, the arbitrage strategy in the Black-Scholes model driven by general fractional Gaussian processes is in its infancy. The development of stochastic calculus with respect to fractional Gaussian processes allowed us to study such models. In this paper, following the idea of Shiryaev (1998), an arbitrage strategy is constructed for the Black-Scholes model driven by fractional Gaussian processes, when the stochastic integral is interpreted in the Riemann-Stieltjes sense. Arbitrage opportunities in some fractional Gaussian processes, including fractional Brownian motion, sub-fractional Brownian motion, bi-fractional Brownian motion, weighted-fractional Brownian motion and tempered fractional Brownian motion, are also investigated.

Stock price prediction using geometric Brownian motion

NASA Astrophysics Data System (ADS)

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%.

Effect of interfaces on the nearby Brownian motion

PubMed Central

Huang, Kai; Szlufarska, Izabela

2015-01-01

Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, owing to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here we report a computational study of this effect using μs-long large-scale molecular dynamics simulations and our newly developed Green–Kubo relation for friction at the liquid–solid interface. Our computer experiment unambiguously reveals that the t−3/2 long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t−5/2 decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle-based micro-/nanosonar to probe the local wettability of liquid–solid interfaces. PMID:26438034

Effect of interfaces on the nearby Brownian motion.

PubMed

Huang, Kai; Szlufarska, Izabela

2015-10-06

Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, owing to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here we report a computational study of this effect using μs-long large-scale molecular dynamics simulations and our newly developed Green-Kubo relation for friction at the liquid-solid interface. Our computer experiment unambiguously reveals that the t(-3/2) long-time decay of the velocity autocorrelation function of a Brownian particle in bulk liquid is replaced by a t(-5/2) decay near a boundary. We discover a general breakdown of traditional no-slip boundary condition at short time scales and we show that this breakdown has a profound impact on the near-boundary Brownian motion. Our results demonstrate the potential of Brownian-particle-based micro-/nanosonar to probe the local wettability of liquid-solid interfaces.

Brownian motion as a new probe of wettability.

PubMed

Mo, Jianyong; Simha, Akarsh; Raizen, Mark G

2017-04-07

Understanding wettability is crucial for optimizing oil recovery, semiconductor manufacturing, pharmaceutical industry, and electrowetting. In this letter, we study the effects of wettability on Brownian motion. We consider the cases of a sphere in an unbounded fluid medium, as well as a sphere placed in the vicinity of a plane wall. For the first case, we show the effects of wettability on the statistical properties of the particles' motion, such as velocity autocorrelation, velocity, and thermal force power spectra over a large range of time scales. We also propose a new method to measure wettability based on the particles' Brownian motion. In addition, we compare the boundary effects on Brownian motion imposed by both no-slip and perfect-slip flat walls. We emphasize the surprising boundary effects on Brownian motion imposed by a perfect-slip wall in the parallel direction, such as a higher particle mobility parallel to a perfect flat wall compared to that in the absence of the wall, as well as compared to a particle near a no-slip flat wall.

Brownian Motion and the Temperament of Living Cells

NASA Astrophysics Data System (ADS)

Tsekov, Roumen; Lensen, Marga C.

2013-07-01

The migration of living cells usually obeys the laws of Brownian motion. While the latter is due to the thermal motion of the surrounding matter, the locomotion of cells is generally associated with their vitality. We study what drives cell migration and how to model memory effects in the Brownian motion of cells. The concept of temperament is introduced as an effective biophysical parameter driving the motion of living biological entities in analogy with the physical parameter of temperature, which dictates the movement of lifeless physical objects. The locomemory of cells is also studied via the generalized Langevin equation. We explore the possibility of describing cell locomemory via the Brownian self-similarity concept. An heuristic expression for the diffusion coefficient of cells on structured surfaces is derived.

Active Brownian motion tunable by light.

PubMed

Buttinoni, Ivo; Volpe, Giovanni; Kümmel, Felix; Volpe, Giorgio; Bechinger, Clemens

2012-07-18

Active Brownian particles are capable of taking up energy from their environment and converting it into directed motion; examples range from chemotactic cells and bacteria to artificial micro-swimmers. We have recently demonstrated that Janus particles, i.e. gold-capped colloidal spheres, suspended in a critical binary liquid mixture perform active Brownian motion when illuminated by light. In this paper, we investigate in more detail their swimming mechanism, leading to active Brownian motion. We show that the illumination-borne heating induces a local asymmetric demixing of the binary mixture, generating a spatial chemical concentration gradient which is responsible for the particle's self-diffusiophoretic motion. We study this effect as a function of the functionalization of the gold cap, the particle size and the illumination intensity: the functionalization determines what component of the binary mixture is preferentially adsorbed at the cap and the swimming direction (towards or away from the cap); the particle size determines the rotational diffusion and, therefore, the random reorientation of the particle; and the intensity tunes the strength of the heating and, therefore, of the motion. Finally, we harness this dependence of the swimming strength on the illumination intensity to investigate the behavior of a micro-swimmer in a spatial light gradient, where its swimming properties are space-dependent.

Amplified effect of Brownian motion in bacterial near-surface swimming

PubMed Central

Li, Guanglai; Tam, Lick-Kong; Tang, Jay X.

2008-01-01

Brownian motion influences bacterial swimming by randomizing displacement and direction. Here, we report that the influence of Brownian motion is amplified when it is coupled to hydrodynamic interaction. We examine swimming trajectories of the singly flagellated bacterium Caulobacter crescentus near a glass surface with total internal reflection fluorescence microscopy and observe large fluctuations over time in the distance of the cell from the solid surface caused by Brownian motion. The observation is compared with computer simulation based on analysis of relevant physical factors, including electrostatics, van der Waals force, hydrodynamics, and Brownian motion. The simulation reproduces the experimental findings and reveals contribution from fluctuations of the cell orientation beyond the resolution of present observation. Coupled with hydrodynamic interaction between the bacterium and the boundary surface, the fluctuations in distance and orientation subsequently lead to variation of the swimming speed and local radius of curvature of swimming trajectory. These results shed light on the fundamental roles of Brownian motion in microbial motility, nutrient uptake, and adhesion. PMID:19015518

Langevin Theory of Anomalous Brownian Motion Made Simple

ERIC Educational Resources Information Center

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

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…

Nonequilibrium Brownian Motion beyond the Effective Temperature

PubMed Central

Gnoli, Andrea; Puglisi, Andrea; Sarracino, Alessandro; Vulpiani, Angelo

2014-01-01

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein’s relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own “effective” temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT) applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein’s relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased. PMID:24714671

Nonequilibrium Brownian motion beyond the effective temperature.

PubMed

Gnoli, Andrea; Puglisi, Andrea; Sarracino, Alessandro; Vulpiani, Angelo

2014-01-01

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of thermal equilibrium resulting in at least two main scenarios. With well separated timescales, as in aging glassy systems, equilibrium Fluctuation-Dissipation Theorem applies at each scale with its own "effective" temperature. With mixed timescales, as for example in active or granular fluids or in turbulence, temperature is no more well-defined, the dynamical nature of fluctuations fully emerges and a Generalized Fluctuation-Dissipation Theorem (GFDT) applies. Here, we study experimentally the mixed timescale regime by studying fluctuations and linear response in the Brownian motion of a rotating intruder immersed in a vibro-fluidized granular medium. Increasing the packing fraction, the system is moved from a dilute single-timescale regime toward a denser multiple-timescale stage. Einstein's relation holds in the former and is violated in the latter. The violation cannot be explained in terms of effective temperatures, while the GFDT is able to impute it to the emergence of a strong coupling between the intruder and the surrounding fluid. Direct experimental measurements confirm the development of spatial correlations in the system when the density is increased.

Experimental Study of Short-Time Brownian Motion

NASA Astrophysics Data System (ADS)

Mo, Jianyong; Simha, Akarsh; Riegler, David; Raizen, Mark

2015-03-01

We report our progress on the study of short-time Brownian motion of optically-trapped microspheres. In earlier work, we observed the instantaneous velocity of microspheres in gas and in liquid, verifying a prediction by Albert Einstein from 1907. We now report a more accurate test of the energy equipartition theorem for a particle in liquid. We also observe boundary effects on Brownian motion in liquid by setting a wall near the trapped particle, which changes the dynamics of the motion. We find that the velocity autocorrelation of the particle decreases faster as the particle gets closer to the wall.

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion.

PubMed

Jeon, Jae-Hyung; Chechkin, Aleksei V; Metzler, Ralf

2014-08-14

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is 〈x(2)(t)〉 ≃ 2K(t)t with K(t) ≃ t(α-1) for 0 < α < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.

Aging scaled Brownian motion

NASA Astrophysics Data System (ADS)

Safdari, Hadiseh; Chechkin, Aleksei V.; Jafari, Gholamreza R.; Metzler, Ralf

2015-04-01

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Aging scaled Brownian motion.

PubMed

Safdari, Hadiseh; Chechkin, Aleksei V; Jafari, Gholamreza R; Metzler, Ralf

2015-04-01

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Fractional Brownian motion time-changed by gamma and inverse gamma process

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S.

2017-02-01

Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian. Therefore there is need to consider new classes of systems to model these kinds of empirical behavior. Motivated by this fact in this paper we analyze two processes which exhibit long range dependence property and have additional interesting characteristics which may be observed in real phenomena. Both of them are constructed as the superposition of fractional Brownian motion (FBM) and other process. In the first case the internal process, which plays role of the time, is the gamma process while in the second case the internal process is its inverse. We present in detail their main properties paying main attention to the long range dependence property. Moreover, we show how to simulate these processes and estimate their parameters. We propose to use a novel method based on rescaled modified cumulative distribution function for estimation of parameters of the second considered process. This method is very useful in description of rounded data, like waiting times of subordinated processes delayed by inverse subordinators. By using the Monte Carlo method we show the effectiveness of proposed estimation procedures. Finally, we present the applications of proposed models to real time series.

Brownian Motion--a Laboratory Experiment.

ERIC Educational Resources Information Center

Kruglak, Haym

1988-01-01

Introduces an experiment involving the observation of Brownian motion for college students. Describes the apparatus, experimental procedures, data analysis and results, and error analysis. Lists experimental techniques used in the experiment. Provides a circuit diagram, typical data, and graphs. (YP)

Synergic co-activation of muscles in elbow flexion via fractional Brownian motion.

PubMed

Chang, Shyang; Hsyu, Ming-Chun; Cheng, Hsiu-Yao; Hsieh, Sheng-Hwu

2008-12-31

In reflex and volitional actions, co-activations of agonist and antagonist muscles are believed to be present. Recent studies indicate that such co-activations can be either synergic or dyssynergic. The aim of this paper is to investigate if the co-activations of biceps brachii, brachialis, and triceps brachii during volitional elbow flexion are in the synergic or dyssynergic state. In this study, two groups with each containing six healthy male volunteers participated. Each person of the first group performed 30 trials of volitional elbow flexion while each of the second group performed 30 trials of passive elbow flexion as control experiments. Based on the model of fractional Brownian motion, the intensity and frequency information of the surface electromyograms (EMGs) could be extracted simultaneously. No statistically significant changes were found in the control group. As to the other group, results indicated that the surface EMGs of all five muscle groups were temporally synchronized in frequencies with persistent intensities during each elbow flexion. In addition, the mean values of fractal dimensions for rest and volitional flexion states revealed significant differences with P < 0.01. The obtained positive results suggest that these muscle groups work together synergically to facilitate elbow flexion during the co-activations.

Brownian motion of a particle with arbitrary shape.

PubMed

Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz

2015-06-07

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the Smoluchowski equation. The role of the particle mobility center is determined and discussed.

Tested Demonstrations. Brownian Motion: A Classroom Demonstration and Student Experiment.

ERIC Educational Resources Information Center

Kirksey, H. Graden; Jones, Richard F.

1988-01-01

Shows how video recordings of the Brownian motion of tiny particles may be made. Describes a classroom demonstration and cites a reported experiment designed to show the random nature of Brownian motion. Suggests a student experiment to discover the distance a tiny particle travels as a function of time. (MVL)

Brownian motion and its descendants according to Schrödinger

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr; Vigier, Jean-Pierre

1992-08-01

We revisit Schrödinger's original suggestion of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of Brownian motion. Our principal goal is to clarify the physical nature of links connecting the realistic Brownian motion with the abstract mathematical formalism of Nelson and Bernstein diffusions.

Simulations of magnetic nanoparticle Brownian motion

PubMed Central

Reeves, Daniel B.; Weaver, John B.

2012-01-01

Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead to advances in imaging directly in magnetic particle imaging or through enhanced MRI contrast and is essential for nanoparticle sensing as in magnetic spectroscopy of Brownian motion. Moreover, therapeutic techniques like hyperthermia require information about particle dynamics for effective, safe, and reliable use in the clinic. To that end, we have developed and validated a stochastic dynamical model of rotating Brownian nanoparticles from a Langevin equation approach. With no field, the relaxation time toward equilibrium matches Einstein's model of Brownian motion. In a static field, the equilibrium magnetization agrees with the Langevin function. For high frequency or low amplitude driving fields, behavior characteristic of the linearized Debye approximation is reproduced. In a higher field regime where magnetic saturation occurs, the magnetization and its harmonics compare well with the effective field model. On another level, the model has been benchmarked against experimental results, successfully demonstrating that harmonics of the magnetization carry enough information to infer environmental parameters like viscosity and temperature. PMID:23319830

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

NASA Astrophysics Data System (ADS)

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.

Nonisothermal fluctuating hydrodynamics and Brownian motion

NASA Astrophysics Data System (ADS)

Falasco, G.; Kroy, K.

2016-03-01

The classical theory of Brownian dynamics follows from coarse graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally nonisothermal conditions, requiring only a local thermal equilibration of the solvent. Starting from the conservation laws, we establish the stochastic equations of motion for the fluid momentum fluctuations in the presence of a suspended Brownian particle. These are then contracted to the nonisothermal generalized Langevin description of the suspended particle alone, for which the coupling to stochastic temperature fluctuations is found to be negligible under typical experimental conditions.

Study of Submicron Particle Size Distributions by Laser Doppler Measurement of Brownian Motion.

DTIC Science & Technology

1984-10-29

o ..... . 5-1 A.S *6NEW DISCOVERIES OR INVENTIONS .. o......... ......... 6-1 APPENDIX: COMPUTER SIMULATION OF THE BROWNIAN MOTION SENSOR SIGNALS...scattering regime by analysis of the scattered light intensity and particle mass (size) obtained using the Brownian motion sensor . 9 Task V - By application...of the Brownian motion sensor in a flat-flame burner, the contractor shall assess the application of this technique for In-situ sizing of submicron

Brownian motion of tethered nanowires.

PubMed

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.

Resonances arising from hydrodynamic memory in Brownian motion.

PubMed

Franosch, Thomas; Grimm, Matthias; Belushkin, Maxim; Mor, Flavio M; Foffi, Giuseppe; Forró, László; Jeney, Sylvia

2011-10-05

Observation of the Brownian motion of a small probe interacting with its environment provides one of the main strategies for characterizing soft matter. Essentially, two counteracting forces govern the motion of the Brownian particle. First, the particle is driven by rapid collisions with the surrounding solvent molecules, referred to as thermal noise. Second, the friction between the particle and the viscous solvent damps its motion. Conventionally, the thermal force is assumed to be random and characterized by a Gaussian white noise spectrum. The friction is assumed to be given by the Stokes drag, suggesting that motion is overdamped at long times in particle tracking experiments, when inertia becomes negligible. However, as the particle receives momentum from the fluctuating fluid molecules, it also displaces the fluid in its immediate vicinity. The entrained fluid acts back on the particle and gives rise to long-range correlations. This hydrodynamic 'memory' translates to thermal forces, which have a coloured, that is, non-white, noise spectrum. One hundred years after Perrin's pioneering experiments on Brownian motion, direct experimental observation of this colour is still elusive. Here we measure the spectrum of thermal noise by confining the Brownian fluctuations of a microsphere in a strong optical trap. We show that hydrodynamic correlations result in a resonant peak in the power spectral density of the sphere's positional fluctuations, in strong contrast to overdamped systems. Furthermore, we demonstrate different strategies to achieve peak amplification. By analogy with microcantilever-based sensors, our results reveal that the particle-fluid-trap system can be considered a nanomechanical resonator in which the intrinsic hydrodynamic backflow enhances resonance. Therefore, instead of being treated as a disturbance, details in thermal noise could be exploited for the development of new types of sensor and particle-based assay in lab

Transport properties of elastically coupled fractional Brownian motors

NASA Astrophysics Data System (ADS)

Lv, Wangyong; Wang, Huiqi; Lin, Lifeng; Wang, Fei; Zhong, Suchuan

2015-11-01

Under the background of anomalous diffusion, which is characterized by the sub-linear or super-linear mean-square displacement in time, we proposed the coupled fractional Brownian motors, in which the asymmetrical periodic potential as ratchet is coupled mutually with elastic springs, and the driving source is the external harmonic force and internal thermal fluctuations. The transport mechanism of coupled particles in the overdamped limit is investigated as the function of the temperature of baths, coupling constant and natural length of the spring, the amplitude and frequency of driving force, and the asymmetry of ratchet potential by numerical stimulations. The results indicate that the damping force involving the information of historical velocity leads to the nonlocal memory property and blocks the traditional dissipative motion behaviors, and it even plays a cooperative role of driving force in drift motion of the coupled particles. Thus, we observe various non-monotonic resonance-like behaviors of collective directed transport in the mediums with different diffusion exponents.

Coupling of Lever Arm Swing and Biased Brownian Motion in Actomyosin

PubMed Central

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

2014-01-01

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. PMID:24762409

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

PubMed

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

2014-04-01

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

Brownian motion of arbitrarily shaped particles in two dimensions.

PubMed

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

2014-11-25

We implement microfabricated boomerang particles with unequal arm lengths as a model for nonsymmetric particles and study their Brownian motion in a quasi-two-dimensional geometry by using high-precision single-particle motion tracking. We show that because of the coupling between translation and rotation, the mean squared displacements of a single asymmetric boomerang particle exhibit a nonlinear crossover from short-time faster to long-time slower diffusion, and the mean displacements for fixed initial orientation are nonzero and saturate out at long times. The measured anisotropic diffusion coefficients versus the tracking point position indicate that there exists one unique point, i.e., the center of hydrodynamic stress (CoH), at which all coupled diffusion coefficients vanish. This implies that in contrast to motion in three dimensions where the CoH exists only for high-symmetry particles, the CoH always exists for Brownian motion in two dimensions. We develop an analytical model based on Langevin theory to explain the experimental results and show that among the six anisotropic diffusion coefficients only five are independent because the translation-translation coupling originates from the translation-rotation coupling. Finally, we classify the behavior of two-dimensional Brownian motion of arbitrarily shaped particles into four groups based on the particle shape symmetry group and discussed potential applications of the CoH in simplifying understanding of the circular motions of microswimmers.

Quantum Brownian motion model for the stock market

NASA Astrophysics Data System (ADS)

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.

Brownian motion of boomerang colloidal particles.

PubMed

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

2013-10-18

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

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2013-10-01

We investigate 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.

A law of iterated logarithm for the subfractional Brownian motion and an application.

PubMed

Qi, Hongsheng; Yan, Litan

2018-01-01

Let [Formula: see text] be a sub-fractional Brownian motion with Hurst index [Formula: see text]. In this paper, we give a local law of the iterated logarithm of the form [Formula: see text] almost surely, for all [Formula: see text], where [Formula: see text] for [Formula: see text]. As an application, we introduce the [Formula: see text]-variation of [Formula: see text] driven by [Formula: see text] [Formula: see text] with [Formula: see text].

Suppressing Brownian motion of individual biomolecules in solution

PubMed Central

Cohen, Adam E.; Moerner, W. E.

2006-01-01

Single biomolecules in free solution have long been of interest for detailed study by optical methods, but Brownian motion prevents the observation of one single molecule for extended periods. We have used an anti-Brownian electrokinetic (ABEL) trap to trap individual protein molecules in free solution, under ambient conditions, without requiring any attachment to beads or surfaces. We also demonstrate trapping and manipulation of single virus particles, lipid vesicles, and fluorescent semiconductor nanocrystals. PMID:16537418

Brownian motion of a self-propelled particle.

PubMed

ten Hagen, B; van Teeffelen, S; Löwen, H

2011-05-18

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the 'active' particle is driven along its internal orientation axis. We calculate the first four moments of the probability distribution function for displacements as a function of time for a spherical particle with isotropic translational diffusion, as well as for an anisotropic ellipsoidal particle. In both cases the translational and rotational motion is either unconfined or confined to one or two dimensions. A significant non-Gaussian behaviour at finite times t is signalled by a non-vanishing kurtosis γ(t). To delimit the super-diffusive regime, which occurs at intermediate times, two timescales are identified. For certain model situations a characteristic t(3) behaviour of the mean-square displacement is observed. Comparing the dynamics of real and artificial microswimmers, like bacteria or catalytically driven Janus particles, to our analytical expressions reveals whether their motion is Brownian or not.

Influence of Brownian Motion on Blood Platelet Flow Behavior and Adhesive Dynamics near a Planar Wall

PubMed Central

Mody, Nipa A.; King, Michael R.

2008-01-01

We used the Platelet Adhesive Dynamics computational method to study the influence of Brownian motion of a platelet on its flow characteristics near a surface in the creeping flow regime. Two important characterizations were done in this regard: (1) quantification of the platelet’s ability to contact the surface by virtue of the Brownian forces and torques acting on it, and (2) determination of the relative importance of Brownian motion in promoting surface encounters in the presence of shear flow. We determined the Peclet number for a platelet undergoing Brownian motion in shear flow, which could be expressed as a simple linear function of height of the platelet centroid, H from the surface Pe (platelet) = γ. · (1.56H + 0.66) for H > 0.3 μm. Our results demonstrate that at timescales relevant to shear flow in blood, Brownian motion plays an insignificant role in influencing platelet motion or creating further opportunities for platelet-surface contact. The platelet Peclet number at shear rates > 100 s-1 is large enough (> 200) to neglect platelet Brownian motion in computational modeling of flow in arteries and arterioles for most practical purposes even at very close distances from the surface. We also conducted adhesive dynamics simulations to determine the effects of platelet Brownian motion on GPIbα-vWF-A1 single-bond dissociation dynamics. Brownian motion was found to have little effect on bond lifetime and caused minimal bond stressing as bond rupture forces were calculated to be less than 0.005 pN. We conclude from our results that for the case of platelet-shaped cells, Brownian motion is not expected to play an important role in influencing flow characteristics, platelet-surface contact frequency and dissociative binding phenomena under flow at physiological shear rates (> 50 s-1). PMID:17417890

Influence of Brownian motion on blood platelet flow behavior and adhesive dynamics near a planar wall.

PubMed

Mody, Nipa A; King, Michael R

2007-05-22

We used the platelet adhesive dynamics computational method to study the influence of Brownian motion of a platelet on its flow characteristics near a surface in the creeping flow regime. Two important characterizations were done in this regard: (1) quantification of the platelet's ability to contact the surface by virtue of the Brownian forces and torques acting on it, and (2) determination of the relative importance of Brownian motion in promoting surface encounters in the presence of shear flow. We determined the Peclet number for a platelet undergoing Brownian motion in shear flow, which could be expressed as a simple linear function of height of the platelet centroid, H from the surface Pe (platelet) = . (1.56H + 0.66) for H > 0.3 microm. Our results demonstrate that at timescales relevant to shear flow in blood Brownian motion plays an insignificant role in influencing platelet motion or creating further opportunities for platelet-surface contact. The platelet Peclet number at shear rates >100 s-1 is large enough (>200) to neglect platelet Brownian motion in computational modeling of flow in arteries and arterioles for most practical purposes even at very close distances from the surface. We also conducted adhesive dynamics simulations to determine the effects of platelet Brownian motion on GPIbalpha-vWF-A1 single-bond dissociation dynamics. Brownian motion was found to have little effect on bond lifetime and caused minimal bond stressing as bond rupture forces were calculated to be less than 0.005 pN. We conclude from our results that, for the case of platelet-shaped cells, Brownian motion is not expected to play an important role in influencing flow characteristics, platelet-surface contact frequency, and dissociative binding phenomena under flow at physiological shear rates (>50 s(-1)).

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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.

Minimum-variance Brownian motion control of an optically trapped probe.

PubMed

Huang, Yanan; Zhang, Zhipeng; Menq, Chia-Hsiang

2009-10-20

This paper presents a theoretical and experimental investigation of the Brownian motion control of an optically trapped probe. The Langevin equation is employed to describe the motion of the probe experiencing random thermal force and optical trapping force. Since active feedback control is applied to suppress the probe's Brownian motion, actuator dynamics and measurement delay are included in the equation. The equation of motion is simplified to a first-order linear differential equation and transformed to a discrete model for the purpose of controller design and data analysis. The derived model is experimentally verified by comparing the model prediction to the measured response of a 1.87 microm trapped probe subject to proportional control. It is then employed to design the optimal controller that minimizes the variance of the probe's Brownian motion. Theoretical analysis is derived to evaluate the control performance of a specific optical trap. Both experiment and simulation are used to validate the design as well as theoretical analysis, and to illustrate the performance envelope of the active control. Moreover, adaptive minimum variance control is implemented to maintain the optimal performance in the case in which the system is time varying when operating the actively controlled optical trap in a complex environment.

Brownian motion of solitons in a Bose-Einstein condensate.

PubMed

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.

Brownian motion of solitons in a Bose–Einstein condensate

PubMed Central

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

2017-01-01

We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated Rb87 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. PMID:28196896

On modeling animal movements using Brownian motion with measurement error.

PubMed

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.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

PubMed

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.

Quantum power source: putting in order of a Brownian motion without Maxwell's demon

NASA Astrophysics Data System (ADS)

Aristov, Vitaly V.; Nikulov, A. V.

2003-07-01

The problem of possible violation of the second law of thermodynamics is discussed. It is noted that the task of the well known challenge to the second law called Maxwell's demon is put in order a chaotic perpetual motion and if any ordered Brownian motion exists then the second law can be broken without this hypothetical intelligent entity. The postulate of absolute randomness of any Brownian motion saved the second law in the beginning of the 20th century when it was realized as perpetual motion. This postulate can be proven in the limits of classical mechanics but is not correct according to quantum mechanics. Moreover some enough known quantum phenomena, such as the persistent current at non-zero resistance, are an experimental evidence of the non-chaotic Brownian motion with non-zero average velocity. An experimental observation of a dc quantum power soruce is interperted as evidence of violation of the second law.

Brownian motion model with stochastic parameters for asset prices

NASA Astrophysics Data System (ADS)

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.

Turning Passive Brownian Motion Into Active Motion

NASA Astrophysics Data System (ADS)

Sevilla, Francisco J.; VáSquez-Arzola, Alejandro; Puga-Cital, Enrique

We consider out-of-equilibrium phenomena, specifically, the pattern of motion of active particles. These particles absorb energy from the environment and transform it into self-locomotion, generally, through complex mechanisms. Though the out-of-equilibrium nature of on the motion of these systems is well recognized, is generally difficult to pinpoint how far from equilibrium these systems are. In this work we elucidate the out-of-equilibrium nature of non-interacting, trapped, active particles, whose pattern of motion is described by a run-and-tumble dynamics. We show that the stationary distributions of these run-and-tumble particles, moving under the effects of an external potential, is equivalent to the stationary distribution of non-interacting, passive Brownian particles moving in the same potential but in an inhomogeneous source of heat. The interest in this topic has recently regrown due to the experimental possibility to design man-made active particles that emulate the ones that exist in the biological realm. F.J.S kindly acknowledges support from Grant UNAM-DGAPA-PAPIIT-IN113114.

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.

PubMed

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 (< 10 μm vs. <400 nm). We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz) signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells

PubMed Central

Muller, Mees; Heeck, Kier

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 (< 10 μm vs. <400 nm). We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz) signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC. PMID:27448330

Directed motion of a Brownian motor in a temperature gradient

NASA Astrophysics Data System (ADS)

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.

Numerical Solution of Dyson Brownian Motion and a Sampling Scheme for Invariant Matrix Ensembles

NASA Astrophysics Data System (ADS)

Li, Xingjie Helen; Menon, Govind

2013-12-01

The Dyson Brownian Motion (DBM) describes the stochastic evolution of N points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler scheme to numerically solve the Dyson Brownian motion and sample the equilibrium measure for non-quadratic potentials. The Coulomb repulsion is too singular for the SDE to satisfy the hypotheses of rigorous convergence proofs for tamed Euler schemes (Hutzenthaler et al. in Ann. Appl. Probab. 22(4):1611-1641, 2012). Nevertheless, in practice the scheme is observed to be stable for time steps of O(1/ N 2) and to relax exponentially fast to the equilibrium measure with a rate constant of O(1) independent of N. Further, this convergence rate appears to improve with N in accordance with O(1/ N) relaxation of local statistics of the Dyson Brownian motion. This allows us to use the Dyson Brownian motion to sample N× N Hermitian matrices from the invariant ensembles. The computational cost of generating M independent samples is O( MN 4) with a naive scheme, and O( MN 3log N) when a fast multipole method is used to evaluate the Coulomb interaction.

Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-positive patients.

PubMed

Stirrup, Oliver T; Babiker, Abdel G; Carpenter, James R; Copas, Andrew J

2016-04-30

Longitudinal data are widely analysed using linear mixed models, with 'random slopes' models particularly common. However, when modelling, for example, longitudinal pre-treatment CD4 cell counts in HIV-positive patients, the incorporation of non-stationary stochastic processes such as Brownian motion has been shown to lead to a more biologically plausible model and a substantial improvement in model fit. In this article, we propose two further extensions. Firstly, we propose the addition of a fractional Brownian motion component, and secondly, we generalise the model to follow a multivariate-t distribution. These extensions are biologically plausible, and each demonstrated substantially improved fit on application to example data from the Concerted Action on SeroConversion to AIDS and Death in Europe study. We also propose novel procedures for residual diagnostic plots that allow such models to be assessed. Cohorts of patients were simulated from the previously reported and newly developed models in order to evaluate differences in predictions made for the timing of treatment initiation under different clinical management strategies. A further simulation study was performed to demonstrate the substantial biases in parameter estimates of the mean slope of CD4 decline with time that can occur when random slopes models are applied in the presence of censoring because of treatment initiation, with the degree of bias found to depend strongly on the treatment initiation rule applied. Our findings indicate that researchers should consider more complex and flexible models for the analysis of longitudinal biomarker data, particularly when there are substantial missing data, and that the parameter estimates from random slopes models must be interpreted with caution. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Proteins as micro viscosimeters: Brownian motion revisited.

PubMed

Lavalette, Daniel; Hink, Mark A; Tourbez, Martine; Tétreau, Catherine; Visser, Antonie J

2006-08-01

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 laws of Brownian motion and diffusion. Rotational and translational motions experience different micro viscosities and both become a function of the size ratio of protein and macromolecular co-solute. Possible consequences upon fluorescence spectroscopy observations of diffusing proteins within living cells are discussed.

Observation of Brownian motion in liquids at short times: instantaneous velocity and memory loss.

PubMed

Kheifets, Simon; Simha, Akarsh; Melin, Kevin; Li, Tongcang; Raizen, Mark G

2014-03-28

Measurement of the instantaneous velocity of Brownian motion of suspended particles in liquid probes the microscopic foundations of statistical mechanics in soft condensed matter. However, instantaneous velocity has eluded experimental observation for more than a century since Einstein's prediction of the small length and time scales involved. We report shot-noise-limited, high-bandwidth measurements of Brownian motion of micrometer-sized beads suspended in water and acetone by an optical tweezer. We observe the hydrodynamic instantaneous velocity of Brownian motion in a liquid, which follows a modified energy equipartition theorem that accounts for the kinetic energy of the fluid displaced by the moving bead. We also observe an anticorrelated thermal force, which is conventionally assumed to be uncorrelated.

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

PubMed

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.

Brownian motion with adaptive drift for remaining useful life prediction: Revisited

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

Linear Brownian motion with constant drift is widely used in remaining useful life predictions because its first hitting time follows the inverse Gaussian distribution. State space modelling of linear Brownian motion was proposed to make the drift coefficient adaptive and incorporate on-line measurements into the first hitting time distribution. Here, the drift coefficient followed the Gaussian distribution, and it was iteratively estimated by using Kalman filtering once a new measurement was available. Then, to model nonlinear degradation, linear Brownian motion with adaptive drift was extended to nonlinear Brownian motion with adaptive drift. However, in previous studies, an underlying assumption used in the state space modelling was that in the update phase of Kalman filtering, the predicted drift coefficient at the current time exactly equalled the posterior drift coefficient estimated at the previous time, which caused a contradiction with the predicted drift coefficient evolution driven by an additive Gaussian process noise. In this paper, to alleviate such an underlying assumption, a new state space model is constructed. As a result, in the update phase of Kalman filtering, the predicted drift coefficient at the current time evolves from the posterior drift coefficient at the previous time. Moreover, the optimal Kalman filtering gain for iteratively estimating the posterior drift coefficient at any time is mathematically derived. A discussion that theoretically explains the main reasons why the constructed state space model can result in high remaining useful life prediction accuracies is provided. Finally, the proposed state space model and its associated Kalman filtering gain are applied to battery prognostics.

Ergodicity Breaking in Geometric Brownian Motion

NASA Astrophysics Data System (ADS)

Peters, O.; Klein, W.

2013-03-01

Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by nonergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time average. A common tactic for bringing time averages closer to ensemble averages is diversification. In this Letter, we study the effects of diversification using the concept of ergodicity breaking.

A Simplified Treatment of Brownian Motion and Stochastic Differential Equations Arising in Financial Mathematics

ERIC Educational Resources Information Center

Parlar, Mahmut

2004-01-01

Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…

Active Brownian motion models and applications to ratchets

NASA Astrophysics Data System (ADS)

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.

Extreme fluctuations of active Brownian motion

NASA Astrophysics Data System (ADS)

Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo

2016-05-01

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and identify its universal properties using large deviation theory. The limits of slow and fast internal dynamics give rise to a kink-like and parabolic behavior of the corresponding rate functions, respectively. For dipolar Janus particles in two- and three-dimensions interacting with a field, we predict a novel symmetry akin to, but different from, the one related to entropy production. Measurements of these extreme fluctuations could thus be used to infer properties of the underlying, often hidden, network of states.

Effective temperatures of hot Brownian motion.

PubMed

Falasco, G; Gnann, M V; Rings, D; Kroy, K

2014-09-01

We derive generalized Langevin equations for the translational and rotational motion of a heated Brownian particle from the fluctuating hydrodynamics of its nonisothermal solvent. The temperature gradient around the particle couples to the hydrodynamic modes excited by the particle itself so that the resulting noise spectrum is governed by a frequency-dependent temperature. We show how the effective temperatures at which the particle coordinates and (angular) velocities appear to be thermalized emerge from this central quantity.

Coherent random lasing controlled by Brownian motion of the active scatterer

NASA Astrophysics Data System (ADS)

Liang, Shuofeng; Yin, Leicheng; Zhang, ZhenZhen; Xia, Jiangying; Xie, Kang; Zou, Gang; Hu, Zhijia; Zhang, Qijin

2018-05-01

The stability of the scattering loop is fundamental for coherent random lasing in a dynamic scattering system. In this work, fluorescence of DPP (N, N-di [3-(isobutyl polyhedral oligomeric silsesquioxanes) propyl] perylene diimide) is scattered to produce RL and we realize the transition from incoherent RL to coherent RL by controlling the Brownian motion of the scatterers (dimer aggregates of DPP) and the stability of scattering loop. To produce coherent random lasers, the loop needs to maintain a stable state within the loop-stable time, which can be determined through controlled Brownian motion of scatterers in the scattering system. The result shows that the loop-stable time is within 5.83 × 10‑5 s to 1.61 × 10‑4 s based on the transition from coherent to incoherent random lasing. The time range could be tuned by finely controlling the viscosity of the solution. This work not only develops a method to predict the loop-stable time, but also develops the study between Brownian motion and random lasers, which opens the road to a variety of novel interdisciplinary investigations involving modern statistical mechanics and disordered photonics.

Quantum Darwinism in Quantum Brownian Motion

NASA Astrophysics Data System (ADS)

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.

Quantum Darwinism in quantum Brownian motion.

PubMed

Blume-Kohout, Robin; Zurek, Wojciech H

2008-12-12

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.

Quantum Brownian motion with inhomogeneous damping and diffusion

NASA Astrophysics Data System (ADS)

Massignan, Pietro; Lampo, Aniello; Wehr, Jan; Lewenstein, Maciej

2015-03-01

We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear function of the position of the particle. Physically, this corresponds to a configuration in which damping and diffusion are spatially inhomogeneous. We derive systematically the quantum master equation for the Brownian particle in the Born-Markov approximation and we discuss the appearance of additional terms, for various polynomials forms of the coupling. We discuss the cases of linear and quadratic coupling in great detail and we derive, using Wigner function techniques, the stationary solutions of the master equation for a Brownian particle in a harmonic trapping potential. We predict quite generally Gaussian stationary states, and we compute the aspect ratio and the spread of the distributions. In particular, we find that these solutions may be squeezed (superlocalized) with respect to the position of the Brownian particle. We analyze various restrictions to the validity of our theory posed by non-Markovian effects and by the Heisenberg principle. We further study the dynamical stability of the system, by applying a Gaussian approximation to the time-dependent Wigner function, and we compute the decoherence rates of coherent quantum superpositions in position space. Finally, we propose a possible experimental realization of the physics discussed here, by considering an impurity particle embedded in a degenerate quantum gas.

Anomalous versus Slowed-Down Brownian Diffusion in the Ligand-Binding Equilibrium

PubMed Central

Soula, Hédi; Caré, Bertrand; Beslon, Guillaume; Berry, Hugues

2013-01-01

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) that converges back to a Brownian motion with reduced diffusion coefficient at long times after the anomalous diffusion regime. Therefore, slowed-down Brownian motion could be considered the macroscopic limit of transient anomalous diffusion. On the other hand, membranes are also heterogeneous media in which Brownian motion may be locally slowed down due to variations in lipid composition. Here, we investigate whether both situations lead to a similar behavior for the reversible ligand-binding reaction in two dimensions. We compare the (long-time) equilibrium properties obtained with transient anomalous diffusion due to obstacle hindrance or power-law-distributed residence times (continuous-time random walks) to those obtained with space-dependent slowed-down Brownian motion. Using theoretical arguments and Monte Carlo simulations, we show that these three scenarios have distinctive effects on the apparent affinity of the reaction. Whereas continuous-time random walks decrease the apparent affinity of the reaction, locally slowed-down Brownian motion and local hindrance by obstacles both improve it. However, only in the case of slowed-down Brownian motion is the affinity maximal when the slowdown is restricted to a subregion of the available space. Hence, even at long times (equilibrium), these processes are different and exhibit irreconcilable behaviors when the area fraction of reduced mobility changes. PMID:24209851

Coiled to diffuse: Brownian motion of a helical bacterium.

PubMed

Butenko, Alexander V; Mogilko, Emma; Amitai, Lee; Pokroy, Boaz; Sloutskin, Eli

2012-09-11

We employ real-time three-dimensional confocal microscopy to follow the Brownian motion of a fixed helically shaped Leptospira interrogans (LI) bacterium. We extract from our measurements the translational and the rotational diffusion coefficients of this bacterium. A simple theoretical model is suggested, perfectly reproducing the experimental diffusion coefficients, with no tunable parameters. An older theoretical model, where edge effects are neglected, dramatically underestimates the observed rates of translation. Interestingly, the coiling of LI increases its rotational diffusion coefficient by a factor of 5, compared to a (hypothetical) rectified bacterium of the same contour length. Moreover, the translational diffusion coefficients would have decreased by a factor of ~1.5, if LI were rectified. This suggests that the spiral shape of the spirochaete bacteria, in addition to being employed for their active twisting motion, may also increase the ability of these bacteria to explore the surrounding fluid by passive Brownian diffusion.

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

We investigate the stationary swarming motion of active Brownian particles in parabolic external potential and coupled to its mass center. Using Monte Carlo simulation we first show that the mass center approaches to rest after a sufficient long period of time. Thus, all the particles of a swarm have identical stationary motion relative to the mass center. Then the stationary probability density obtained by using the stochastic averaging method for quasi integrable Hamiltonian systems in our previous paper for the motion in 4-dimensional phase space of single active Brownian particle with Rayleigh friction model in parabolic potential is used to describe the relative stationary motion of each particle of the swarm and to obtain more probability densities including that for the total energy of the swarm. The analytical results are confirmed by comparing with those from simulation and also shown to be consistent with the existing deterministic exact steady-state solution.

The rate of collisions due to Brownian or gravitational motion of small drops

NASA Technical Reports Server (NTRS)

Zhang, Xiaoguang; Davis, Robert H.

1991-01-01

Quantitative predictions of the collision rate of two spherical drops undergoing Brownian diffusion or gravitational sedimentation are presented. The diffusion equation for relative Brownian motion of two drops is derived, and the relative motion of pairs of drops in gravitational sedimentation is traced via a trajectory analysis in order to develop theoretical models to determine the collision efficiencies, both with and without interparticle forces applied between the drops. It is concluded that finite collision rates between nondeforming fluid drops are possible for Brownian diffusion or gravitational sedimentation in the absence of attractive forces, in stark contrast to the prediction that lubrication forces prevent rigid spheres from contacting each other unless an attractive force that becomes infinite as the separation approaches zero is applied. Collision rates are shown to increase as the viscosity of the drop-phase decreases. In general, hydrodynamic interactions reduce the collision rates more for gravitational collisions than for Brownian collisions.

Simultaneous sizing and electrophoretic mobility measurement of sub-micron particles using Brownian motion

PubMed Central

Palanisami, Akilan; Miller, John H.

2011-01-01

The size and surface chemistry of micron scale particles are of fundamental importance in studies of biology and air particulate pollution. However, typical electrophoretic measurements of these and other sub-micron scale particles (300 nm – 1 μm) cannot resolve size information within heterogeneous mixtures unambiguously. Using optical microscopy, we monitor electrophoretic motion together with the Brownian velocity fluctuations—using the latter to measure size by either the Green-Kubo relation or by calibration from known size standards. Particle diameters are resolved to ±12% with 95% confidence. Strikingly, the size resolution improves as particle size decreases due to the increased Brownian motion. The sizing ability of the Brownian assessed electrophoresis method described here complements the electrophoretic mobility resolution of traditional capillary electrophoresis. PMID:20882556

Controlling Brownian motion of single protein molecules and single fluorophores in aqueous buffer.

PubMed

Cohen, Adam E; Moerner, W E

2008-05-12

We present an Anti-Brownian Electrokinetic trap (ABEL trap) capable of trapping individual fluorescently labeled protein molecules in aqueous buffer. The ABEL trap operates by tracking the Brownian motion of a single fluorescent particle in solution, and applying a time-dependent electric field designed to induce an electrokinetic drift that cancels the Brownian motion. The trapping strength of the ABEL trap is limited by the latency of the feedback loop. In previous versions of the trap, this latency was set by the finite frame rate of the camera used for video-tracking. In the present system, the motion of the particle is tracked entirely in hardware (without a camera or image-processing software) using a rapidly rotating laser focus and lock-in detection. The feedback latency is set by the finite rate of arrival of photons. We demonstrate trapping of individual molecules of the protein GroEL in buffer, and we show confinement of single fluorophores of the dye Cy3 in water.

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

NASA Astrophysics Data System (ADS)

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.

The open quantum Brownian motions

NASA Astrophysics Data System (ADS)

Bauer, Michel; Bernard, Denis; Tilloy, Antoine

2014-09-01

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\\otimesH_c : system Hilbert space H_p : probe (or quantum coin) Hilbert space, H_p={C}^2 \\rho^tot_t : density matrix for the total system (walker + internal spin + quantum coins) \\bar \\rho_t : reduced density matrix on H_sys : \\bar\\rho_t=\\int dxdy\\, \\bar\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | \\hat \\rho_t : system density matrix in a quantum trajectory: \\hat\\rho_t=\\int dxdy\\, \\hat\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | . If diagonal and localized in position: \\hat \\rho_t=\\rho_t\\otimes| X_t \\rangle _z\\langle X_t | ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, \\xi_t^\\dagger : quantum noises

Brownian Motion and its Conditional Descendants

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr

It happened before [1] that I have concluded my publication with a special dedication to John R. Klauder. Then, the reason was John's PhD thesis [2] and the questions (perhaps outdated in the eyes of the band-wagon jumpers, albeit still retaining their full vitality [3]): (i) What are the uses of the classical (c-number, non-Grassmann) spinor fields, especially nonlinear ones, what are they for at all ? (ii) What are, if any, the classical partners for Fermi models and fields in particular ? The present dedication, even if not as conspicuously motivated as the previous one by John's research, nevertheless pertains to investigations pursued by John through the years and devoted to the analysis of random noise. Sometimes, re-reading old papers and re-analysing old, frequently forgotten ideas might prove more rewarding than racing the fashions. Following this attitude, let us take as the departure point Schrödinger's original suggestion [4] of the existence of a special class of random processes, which have their origin in the Einstein-Smoluchowski theory of the Brownian motion and its Wiener's codification. The original analysis due to Schrodinger of the probabilistic significance of the heat equation and of its time adjoint in parallel, remained unnoticed by the physics community, and since then forgotten. It reappeared however in the mathematical literature as an inspiration to generalise the concept of Markovian diffusions to the case of Bernstein stochastic processes. But, it stayed without consequences for a deeper understanding of the possible physical phenomena which might underly the corresponding abstract formalism. Schrödinger's objective was to initiate investigations of possible links between quantum theory and the theory of Brownian motion, an attempt which culminated later in the so-called Nelson's stochastic mechanics [8] and its encompassing formalism [7] in which the issue of the Brownian implementation of quantum dynamics is placed in the

Accumulation of microswimmers near a surface mediated by collision and rotational Brownian motion.

PubMed

Li, Guanglai; Tang, Jay X

2009-08-14

In this Letter we propose a kinematic model to explain how collisions with a surface and rotational Brownian motion give rise to accumulation of microswimmers near a surface. In this model, an elongated microswimmer invariably travels parallel to the surface after hitting it from an oblique angle. It then swims away from the surface, facilitated by rotational Brownian motion. Simulations based on this model reproduce the density distributions measured for the small bacteria E. coli and Caulobacter crescentus, as well as for the much larger bull spermatozoa swimming between two walls.

Anomalous versus slowed-down Brownian diffusion in the ligand-binding equilibrium.

PubMed

Soula, Hédi; Caré, Bertrand; Beslon, Guillaume; Berry, Hugues

2013-11-05

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) that converges back to a Brownian motion with reduced diffusion coefficient at long times after the anomalous diffusion regime. Therefore, slowed-down Brownian motion could be considered the macroscopic limit of transient anomalous diffusion. On the other hand, membranes are also heterogeneous media in which Brownian motion may be locally slowed down due to variations in lipid composition. Here, we investigate whether both situations lead to a similar behavior for the reversible ligand-binding reaction in two dimensions. We compare the (long-time) equilibrium properties obtained with transient anomalous diffusion due to obstacle hindrance or power-law-distributed residence times (continuous-time random walks) to those obtained with space-dependent slowed-down Brownian motion. Using theoretical arguments and Monte Carlo simulations, we show that these three scenarios have distinctive effects on the apparent affinity of the reaction. Whereas continuous-time random walks decrease the apparent affinity of the reaction, locally slowed-down Brownian motion and local hindrance by obstacles both improve it. However, only in the case of slowed-down Brownian motion is the affinity maximal when the slowdown is restricted to a subregion of the available space. Hence, even at long times (equilibrium), these processes are different and exhibit irreconcilable behaviors when the area fraction of reduced mobility changes. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.

2014-12-01

Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.

Suspended particle transport through constriction channel with Brownian motion

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Walther, Jens H.

2017-08-01

It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.

Suspended particle transport through constriction channel with Brownian motion.

PubMed

Hanasaki, Itsuo; Walther, Jens H

2017-08-01

It is well known that translocation events of a polymer or rod through pores or narrower parts of micro- and nanochannels have a stochastic nature due to the Brownian motion. However, it is not clear whether the objects of interest need to have a larger size than the entrance to exhibit the deviation from the dynamics of the surrounding fluid. We show by numerical analysis that the particle injection into the narrower part of the channel is affected by thermal fluctuation, where the particles have spherical symmetry and are smaller than the height of the constriction. The Péclet number (Pe) is the order parameter that governs the phenomena, which clarifies the spatio-temporal significance of Brownian motion compared to hydrodynamics. Furthermore, we find that there exists an optimal condition of Pe to attain the highest flow rate of particles relative to the dispersant fluid flow. Our finding is important in science and technology from nanopore DNA sequencers and lab-on-a-chip devices to filtration by porous materials and chromatography.

Theory of relativistic Brownian motion: the (1+3) -dimensional case.

PubMed

Dunkel, Jörn; Hänggi, Peter

2005-09-01

A theory for (1+3) -dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the relativistic stochastic dynamics of a forced Brownian particle. The corresponding Fokker-Planck equations are studied in the laboratory frame coordinates. In particular, the stochastic integration prescription--i.e., the discretization rule dilemma--is elucidated (prepoint discretization rule versus midpoint discretization rule versus postpoint discretization rule). Remarkably, within our relativistic scheme we find that the postpoint rule (or the transport form) yields the only Fokker-Planck dynamics from which the relativistic Maxwell-Boltzmann statistics is recovered as the stationary solution. The relativistic velocity effects become distinctly more pronounced by going from one to three spatial dimensions. Moreover, we present numerical results for the asymptotic mean-square displacement of a free relativistic Brownian particle moving in 1+3 dimensions.

Tempered fractional calculus

NASA Astrophysics Data System (ADS)

Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua

2015-07-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

Tempered fractional calculus

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sabzikar, Farzad, E-mail: sabzika2@stt.msu.edu; Meerschaert, Mark M., E-mail: mcubed@stt.msu.edu; Chen, Jinghua, E-mail: cjhdzdz@163.com

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a temperedmore » fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.« less

Nanoparticle Brownian motion and hydrodynamic interactions in the presence of flow fields

PubMed Central

Uma, B.; Swaminathan, T. N.; Radhakrishnan, R.; Eckmann, D. M.; Ayyaswamy, P. S.

2011-01-01

We consider the Brownian motion of a nanoparticle in an incompressible Newtonian fluid medium (quiescent or fully developed Poiseuille flow) with the fluctuating hydrodynamics approach. The formalism considers situations where both the Brownian motion and the hydrodynamic interactions are important. The flow results have been modified to account for compressibility effects. Different nanoparticle sizes and nearly neutrally buoyant particle densities are also considered. Tracked particles are initially located at various distances from the bounding wall to delineate wall effects. The results for thermal equilibrium are validated by comparing the predictions for the temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical and experimental results where available. The equipartition theorem for a Brownian particle in Poiseuille flow is verified for a range of low Reynolds numbers. Numerical predictions of wall interactions with the particle in terms of particle diffusivities are consistent with results, where available. PMID:21918592

Two-dimensional motion of Brownian swimmers in linear flows.

PubMed

Sandoval, Mario; Jimenez, Alonso

2016-03-01

The motion of viruses and bacteria and even synthetic microswimmers can be affected by thermal fluctuations and by external flows. In this work, we study the effect of linear external flows and thermal fluctuations on the diffusion of those swimmers modeled as spherical active (self-propelled) particles moving in two dimensions. General formulae for their mean-square displacement under a general linear flow are presented. We also provide, at short and long times, explicit expressions for the mean-square displacement of a swimmer immersed in three canonical flows, namely, solid-body rotation, shear and extensional flows. These expressions can now be used to estimate the effect of external flows on the displacement of Brownian microswimmers. Finally, our theoretical results are validated by using Brownian dynamics simulations.

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

Benson, David A.; Meerschaert, Mark M.; Revielle, Jordan

2013-01-01

Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. PMID:23524449

Characterization of turbulence stability through the identification of multifractional Brownian motions

NASA Astrophysics Data System (ADS)

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.

TEMPERED FRACTIONAL CALCULUS.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad; Chen, Jinghua

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

TEMPERED FRACTIONAL CALCULUS

PubMed Central

MEERSCHAERT, MARK M.; SABZIKAR, FARZAD; CHEN, JINGHUA

2014-01-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series. PMID:26085690

Fractional Brownian motors and stochastic resonance

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Kharchenko, Vasyl

2012-05-01

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.

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

PubMed

Böttcher, Björn

2010-12-03

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

Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond

PubMed Central

Böttcher, Björn

2010-01-01

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. PMID:21151931

Brownian motion of massive black hole binaries and the final parsec problem

NASA Astrophysics Data System (ADS)

Bortolas, E.; Gualandris, A.; Dotti, M.; Spera, M.; Mapelli, M.

2016-09-01

Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. Here we study the significance of Brownian motion of BHBs in merger remnants in the context of the final parsec problem. We simulate mergers with various particle numbers (from 8k to 1M) and with several density profiles. Moreover, we compare simulations where the BHB is fixed at the centre of the merger remnant with simulations where the BHB is free to random walk. We find that Brownian motion does not significantly affect the evolution of BHBs in simulations with particle numbers in excess of one million, and that the hardening measured in merger simulations is due to collisionless loss cone refilling.

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

The present paper provides the results of molecular dynamics calculations on a Na(+) ion in aqueous solution. Attention is given to the sodium-oxygen and sodium-hydrogen radial distribution functions, the velocity autocorrelation function for the Na(+) ion, the autocorrelation function of the force on the stationary ion, and the accuracy of Brownian motion assumptions which are basic to hydrodynamic models of ion dyanmics in solution. It is pointed out that the presented calculations provide accurate data for testing theories of ion dynamics in solution. The conducted tests show that it is feasible to calculate Brownian friction constants for ions in aqueous solutions. It is found that for Na(+) under the considered conditions the Brownian mobility is in error by only 60 percent.

Brownian Motion in a Speckle Light Field: Tunable Anomalous Diffusion and Selective Optical Manipulation

PubMed Central

Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

2014-01-01

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical potential associated to a speckle pattern, i.e., a complex interference pattern generated by the scattering of coherent light by a random medium, provides an ideal model system to study such phenomena. Here, we derive a theory for the motion of a Brownian particle in a speckle field and, in particular, we identify its universal characteristic timescale. Based on this theoretical insight, we show how speckle light fields can be used to control the anomalous diffusion of a Brownian particle and to perform some basic optical manipulation tasks such as guiding and sorting. Our results might broaden the perspectives of optical manipulation for real-life applications. PMID:24496461

Anomalous Brownian motion discloses viscoelasticity in the ear's mechanoelectrical-transduction apparatus.

PubMed

Kozlov, Andrei S; Andor-Ardó, Daniel; Hudspeth, A J

2012-02-21

The ear detects sounds so faint that they produce only atomic-scale displacements in the mechanoelectrical transducer, yet thermal noise causes fluctuations larger by an order of magnitude. Explaining how hearing can operate when the magnitude of the noise greatly exceeds that of the signal requires an understanding both of the transducer's micromechanics and of the associated noise. Using microrheology, we characterize the statistics of this noise; exploiting the fluctuation-dissipation theorem, we determine the associated micromechanics. The statistics reveal unusual Brownian motion in which the mean square displacement increases as a fractional power of time, indicating that the mechanisms governing energy dissipation are related to those of energy storage. This anomalous scaling contradicts the canonical model of mechanoelectrical transduction, but the results can be explained if the micromechanics incorporates viscoelasticity, a salient characteristic of biopolymers. We amend the canonical model and demonstrate several consequences of viscoelasticity for sensory coding.

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

PubMed

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

Biased and flow driven Brownian motion in periodic channels

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

The Diffusion Process in Small Particles and Brownian Motion

NASA Astrophysics Data System (ADS)

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.

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

NASA Astrophysics Data System (ADS)

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.

First passage times for a tracer particle in single file diffusion and fractional Brownian motion.

PubMed

Sanders, Lloyd P; Ambjörnsson, Tobias

2012-05-07

We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles having the same diffusion constant and (ii) heterogeneous, with diffusion constants drawn from a heavy-tailed power-law distribution. In parallel, the full FPTD for fractional Brownian motion [fBm-defined by the Hurst parameter, H ∈ (0, 1)] is studied, of interest here as fBm and SFD systems belong to the same universality class. Extensive stochastic (non-Markovian) SFD and fBm simulations are performed and compared to two analytical Markovian techniques: the method of images approximation (MIA) and the Willemski-Fixman approximation (WFA). We find that the MIA cannot approximate well any temporal scale of the SFD FPTD. Our exact inversion of the Willemski-Fixman integral equation captures the long-time power-law exponent, when H ≥ 1/3, as predicted by Molchan [Commun. Math. Phys. 205, 97 (1999)] for fBm. When H < 1/3, which includes homogeneous SFD (H = 1/4), and heterogeneous SFD (H < 1/4), the WFA fails to agree with any temporal scale of the simulations and Molchan's long-time result. SFD systems are compared to their fBm counter parts; and in the homogeneous system both scaled FPTDs agree on all temporal scales including also, the result by Molchan, thus affirming that SFD and fBm dynamics belong to the same universality class. In the heterogeneous case SFD and fBm results for heterogeneity-averaged FPTDs agree in the asymptotic time limit. The non-averaged heterogeneous SFD systems display a lack of self-averaging. An exponential with a power-law argument, multiplied by a power-law pre-factor is shown to describe well the FPTD for all times for homogeneous SFD and sub-diffusive fBm systems.

Brownian Motion with Active Fluctuations

NASA Astrophysics Data System (ADS)

Romanczuk, Pawel; Schimansky-Geier, Lutz

2011-06-01

We study the effect of different types of fluctuation on the motion of self-propelled particles in two spatial dimensions. We distinguish between passive and active fluctuations. Passive fluctuations (e.g., thermal fluctuations) are independent of the orientation of the particle. In contrast, active ones point parallel or perpendicular to the time dependent orientation of the particle. We derive analytical expressions for the speed and velocity probability density for a generic model of active Brownian particles, which yields an increased probability of low speeds in the presence of active fluctuations in comparison to the case of purely passive fluctuations. As a consequence, we predict sharply peaked Cartesian velocity probability densities at the origin. Finally, we show that such a behavior may also occur in non-Gaussian active fluctuations and discuss briefly correlations of the fluctuating stochastic forces.

Brownian motion and entropic torque driven motion of domain walls in antiferromagnets

NASA Astrophysics Data System (ADS)

Yan, Zhengren; Chen, Zhiyuan; Qin, Minghui; Lu, Xubing; Gao, Xingsen; Liu, Junming

2018-02-01

We study the spin dynamics in antiferromagnetic nanowire under an applied temperature gradient using micromagnetic simulations on a classical spin model with a uniaxial anisotropy. The entropic torque driven domain-wall motion and the Brownian motion are discussed in detail, and their competition determines the antiferromagnetic wall motion towards the hotter or colder region. Furthermore, the spin dynamics in an antiferromagnet can be well tuned by the anisotropy and the temperature gradient. Thus, this paper not only strengthens the main conclusions obtained in earlier works [Kim et al., Phys. Rev. B 92, 020402(R) (2015), 10.1103/PhysRevB.92.020402; Selzer et al., Phys. Rev. Lett. 117, 107201 (2016), 10.1103/PhysRevLett.117.107201], but more importantly gives the concrete conditions under which these conclusions apply, respectively. Our results may provide useful information on the antiferromagnetic spintronics for future experiments and storage device design.

Brownian motion of non-wetting droplets held on a flat solid by gravity

NASA Astrophysics Data System (ADS)

Pomeau, Yves

2013-12-01

At equilibrium a small liquid droplet standing on a solid (dry) horizontal surface it does not wet rests on this surface on a small disc. As predicted and observed if such a droplet is in a low-viscosity vapor the main source of drag for a motion along the surface is the viscous dissipation in the liquid near the disc of contact. This dissipation is minimized by a Huygens-like motion coupling rolling and translation in such a way that the fluid near the disc of contact is almost motionless with respect to the solid. Because of this reduced drag and the associated large mobility the coefficient of Brownian diffusion is much larger than its standard Stokes-Enstein value. This is correct if the weight of the droplet is sufficient to keep it on the solid, instead of being lifted by thermal noise. The coupling between translation along the surface and rotation could be measured by correlated random angular deviations and horizontal displacement in this Brownian motion.

Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

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

NASA Astrophysics Data System (ADS)

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.

Modeling stock prices in a portfolio using multidimensional geometric brownian motion

NASA Astrophysics Data System (ADS)

Maruddani, Di Asih I.; Trimono

2018-05-01

Modeling and forecasting stock prices of public corporates are important studies in financial analysis, due to their stock price characteristics. Stocks investments give a wide variety of risks. Taking a portfolio of several stocks is one way to minimize risk. Stochastic process of single stock price movements model can be formulated in Geometric Brownian Motion (GBM) model. But for a portfolio that consist more than one corporate stock, we need an expansion of GBM Model. In this paper, we use multidimensional Geometric Brownian Motion model. This paper aims to model and forecast two stock prices in a portfolio. These are PT. Matahari Department Store Tbk and PT. Telekomunikasi Indonesia Tbk on period January 4, 2016 until April 21, 2017. The goodness of stock price forecast value is based on Mean Absolute Percentage Error (MAPE). As the results, we conclude that forecast two stock prices in a portfolio using multidimensional GBM give less MAPE than using GBM for single stock price respectively. We conclude that multidimensional GBM is more appropriate for modeling stock prices, because the price of each stock affects each other.

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

PubMed Central

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

2010-01-01

Abstract 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. PMID:20409479

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

PubMed

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

2010-04-21

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

Quantum Brownian motion under generalized position measurements: a converse Zeno scenario

NASA Astrophysics Data System (ADS)

Magazzù, Luca; Talkner, Peter; Hänggi, Peter

2018-03-01

We study the quantum Brownian motion of a harmonic oscillator undergoing a sequence of generalized position measurements. Our exact analytical results capture the interplay of the measurement backaction and dissipation. Here we demonstrate that no freeze-in Zeno effect occurs upon increasing the monitoring frequency. A similar behavior is also found in the presence of generalized momentum measurements.

Brownian motion in inhomogeneous suspensions.

PubMed

Yang, Mingcheng; Ripoll, Marisol

2013-06-01

The Langevin description of Brownian motion in inhomogeneous suspensions is here revisited. Inhomogeneous suspensions are characterized by a position-dependent friction coefficient, which can significantly influence the dynamics of the suspended particles. Outstanding examples are suspensions in confinement or in the presence of a temperature gradient. The Langevin approach in inhomogeneous systems encounters a fundamental difficulty related to the interpretation of the multiplicative noise induced by the position-dependent friction. We show that the so-called Ito-Stratonovich dilemma is originated by the violation of the macroscopic force balance condition in the traditional procedure of eliminating the fast variables. Repairing this deficit, we rederive the extended overdamped Langevin equation directly from the infradamped Langevin equation. This is without invoking the Fokker-Planck formalism, such that the self-completeness of the Langevin framework is restored. Furthermore, we derive the generalized forms of the drift-force relation and the Smoluchowski equation for inhomogeneous suspensions in a straightforward manner.

Collective motion of active Brownian particles with polar alignment.

PubMed

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.

Magneto hall effect on unsteady elastico-viscous nanofluid slip flow in a channel in presence of thermal radiation and heat generation with Brownian motion

NASA Astrophysics Data System (ADS)

Karim, M. Enamul; Samad, M. Abdus; Ferdows, M.

2017-06-01

The present note investigates the magneto hall effect on unsteady flow of elastico-viscous nanofluid in a channel with slip boundary considering the presence of thermal radiation and heat generation with Brownian motion. Numerical results are achieved by solving the governing equations by the implicit Finite Difference Method (FDM) obtaining primary and secondary velocities, temperature, nanoparticles volume fraction and concentration distributions within the boundary layer entering into the problem. The influences of several interesting parameters such as elastico-viscous parameter, magnetic field, hall parameter, heat generation, thermal radiation and Brownian motion parameters on velocity, heat and mass transfer characteristics of the fluid flow are discussed with the help of graphs. Also the effects of the pertinent parameters, which are of physical and engineering interest, such as Skin friction parameter, Nusselt number and Sherwood number are sorted out. It is found that the flow field and other quantities of physical concern are significantly influenced by these parameters.

Parallel Molecular Distributed Detection With Brownian Motion.

PubMed

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.

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

NASA Astrophysics Data System (ADS)

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.

Anomalous Brownian motion discloses viscoelasticity in the ear’s mechanoelectrical-transduction apparatus

PubMed Central

Kozlov, Andrei S.; Andor-Ardó, Daniel; Hudspeth, A. J.

2012-01-01

The ear detects sounds so faint that they produce only atomic-scale displacements in the mechanoelectrical transducer, yet thermal noise causes fluctuations larger by an order of magnitude. Explaining how hearing can operate when the magnitude of the noise greatly exceeds that of the signal requires an understanding both of the transducer’s micromechanics and of the associated noise. Using microrheology, we characterize the statistics of this noise; exploiting the fluctuation-dissipation theorem, we determine the associated micromechanics. The statistics reveal unusual Brownian motion in which the mean square displacement increases as a fractional power of time, indicating that the mechanisms governing energy dissipation are related to those of energy storage. This anomalous scaling contradicts the canonical model of mechanoelectrical transduction, but the results can be explained if the micromechanics incorporates viscoelasticity, a salient characteristic of biopolymers. We amend the canonical model and demonstrate several consequences of viscoelasticity for sensory coding. PMID:22328158

On Certain Functionals of the Maximum of Brownian Motion and Their Applications

NASA Astrophysics Data System (ADS)

Perret, Anthony; Comtet, Alain; Majumdar, Satya N.; Schehr, Grégory

2015-12-01

We consider a Brownian motion (BM) x(τ ) and its maximal value x_{max } = max _{0 ≤ τ ≤ t} x(τ ) on a fixed time interval [0, t]. We study functionals of the maximum of the BM, of the form {O}_{max }(t)=int _0^t V(x_{max } - x(τ )) {d}τ where V( x) can be any arbitrary function and develop various analytical tools to compute their statistical properties. These tools rely in particular on (i) a "counting paths" method and (ii) a path-integral approach. In particular, we focus on the case where V(x) = δ (x-r), with r a real parameter, which is relevant to study the density of near-extreme values of the BM (the so called density of states), ρ (r,t), which is the local time of the BM spent at given distance r from the maximum. We also provide a thorough analysis of the family of functionals {T}_{α }(t)=int _0^t (x_{max } - x(τ ))^α {{d}}τ corresponding to V(x) = x^α with α real. As α is varied, T_α (t) interpolates between different interesting observables. For instance, for α =1, T_{α = 1}(t) is a random variable of the "area", or "Airy", type while for α =-1/2 it corresponds to the maximum time spent by a ballistic particle through a Brownian random potential. On the other hand, for α = -1, it corresponds to the cost of the optimal algorithm to find the maximum of a discrete random walk, proposed by Odlyzko. We revisit here, using tools of theoretical physics, the statistical properties of this algorithm which had been studied before using probabilistic methods. Finally, we extend our methods to constrained BM, including in particular the Brownian bridge, i.e., the Brownian motion starting and ending at the origin.

The effective temperature for the thermal fluctuations in hot Brownian motion

NASA Astrophysics Data System (ADS)

Srivastava, Mayank; Chakraborty, Dipanjan

2018-05-01

We revisit the effective parameter description of hot Brownian motion—a scenario where a colloidal particle is kept at an elevated temperature than the ambient fluid. Due to the time scale separation between heat diffusion and particle motion, a stationary halo of hot fluid is carried along with the particle resulting in a spatially varying comoving temperature and viscosity profile. The resultant Brownian motion in the overdamped limit can be well described by a Langevin equation with effective parameters such as effective temperature THBM and friction coefficient ζHBM that quantifies the thermal fluctuations and the diffusivity of the particle. These parameters can exactly be calculated using the framework of fluctuating hydrodynamics and require the knowledge of the complete flow field and the temperature field around the particle. Additionally, it was also observed that configurational and kinetic degrees of freedom admit to different effective temperatures, THB M x and THB M v, respectively, with the former predicted accurately from fluctuating hydrodynamics. A more rigorous calculation by Falasco et al. [Phys. Rev. E 90, 032131-10 (2014)] extends the overdamped description to a generalized Langevin equation where the effective temperature becomes frequency dependent and consequently, for any temperature measurement from a Brownian trajectory requires the knowledge of this frequency dependence. We use this framework to expand on the earlier work and look at the first order correction to the limiting values in the hydrodynamic limit and the kinetic limit. We use the linearized Stokes equation and a constant viscosity approximation to calculate the dissipation function in the fluid. The effective temperature is calculated from the weighted average of the temperature field with the dissipation function. Further, we provide a closed form analytical result for effective temperature in the small as well as high frequency limit. Since hot Brownian motion can be

Effective conductivity of suspensions of hard spheres by Brownian motion simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chan Kim, I.; Torquato, S.

1991-02-15

A generalized Brownian motion simulation technique developed by Kim and Torquato (J. Appl. Phys. {bold 68}, 3892 (1990)) is applied to compute exactly'' the effective conductivity {sigma}{sub {ital e}} of heterogeneous media composed of regular and random distributions of hard spheres of conductivity {sigma}{sub 2} in a matrix of conductivity {sigma}{sub 1} for virtually the entire volume fraction range and for several values of the conductivity ratio {alpha}={sigma}{sub 2}/{sigma}{sub 1}, including superconducting spheres ({alpha}={infinity}) and perfectly insulating spheres ({alpha}=0). A key feature of the procedure is the use of {ital first}-{ital passage}-{ital time} equations in the two homogeneous phases andmore » at the two-phase interface. The method is shown to yield {sigma}{sub {ital e}} accurately with a comparatively fast execution time. The microstructure-sensitive analytical approximation of {sigma}{sub {ital e}} for dispersions derived by Torquato (J. Appl. Phys. {bold 58}, 3790 (1985)) is shown to be in excellent agreement with our data for random suspensions for the wide range of conditions reported here.« less

Local discretization method for overdamped Brownian motion on a potential with multiple deep wells.

PubMed

Nguyen, P T T; Challis, K J; Jack, M W

2016-11-01

We present a general method for transforming the continuous diffusion equation describing overdamped Brownian motion on a time-independent potential with multiple deep wells to a discrete master equation. The method is based on an expansion in localized basis states of local metastable potentials that match the full potential in the region of each potential well. Unlike previous basis methods for discretizing Brownian motion on a potential, this approach is valid for periodic potentials with varying multiple deep wells per period and can also be applied to nonperiodic systems. We apply the method to a range of potentials and find that potential wells that are deep compared to five times the thermal energy can be associated with a discrete localized state while shallower wells are better incorporated into the local metastable potentials of neighboring deep potential wells.

Local discretization method for overdamped Brownian motion on a potential with multiple deep wells

NASA Astrophysics Data System (ADS)

Nguyen, P. T. T.; Challis, K. J.; Jack, M. W.

2016-11-01

We present a general method for transforming the continuous diffusion equation describing overdamped Brownian motion on a time-independent potential with multiple deep wells to a discrete master equation. The method is based on an expansion in localized basis states of local metastable potentials that match the full potential in the region of each potential well. Unlike previous basis methods for discretizing Brownian motion on a potential, this approach is valid for periodic potentials with varying multiple deep wells per period and can also be applied to nonperiodic systems. We apply the method to a range of potentials and find that potential wells that are deep compared to five times the thermal energy can be associated with a discrete localized state while shallower wells are better incorporated into the local metastable potentials of neighboring deep potential wells.

The flashing Brownian ratchet and Parrondo's paradox.

PubMed

Ethier, S N; Lee, Jiyeon

2018-01-01

A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, producing directed motion. These processes have been of interest to physicists and biologists for nearly 25 years. The flashing Brownian ratchet is the process that motivated Parrondo's paradox, in which two fair games of chance, when alternated, produce a winning game. Parrondo's games are relatively simple, being discrete in time and space. The flashing Brownian ratchet is rather more complicated. We show how one can study the latter process numerically using a random walk approximation.

High-resolution detection of Brownian motion for quantitative optical tweezers experiments.

PubMed

Grimm, Matthias; Franosch, Thomas; Jeney, Sylvia

2012-08-01

We have developed an in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are recorded with a high-bandwidth photodetector. We compute the mean-square displacement, as well as the velocity autocorrelation function of the sphere, and compare it to the theory of Brownian motion including hydrodynamic memory effects. A careful measurement and analysis of the time scales characterizing the dynamics of the harmonically bound sphere fluctuating in a viscous medium directly yields all relevant parameters. Finally, we test the method for different optical trap strengths, with different bead sizes and in different fluids, and we find excellent agreement with the values provided by the manufacturers. The proposed approach overcomes the most commonly encountered limitations in precision when analyzing the power spectrum of position fluctuations in the region around the corner frequency. These low frequencies are usually prone to errors due to drift, limitations in the detection, and trap linearity as well as short acquisition times resulting in poor statistics. Furthermore, the strategy can be generalized to Brownian motion in more complex environments, provided the adequate theories are available.

Diffusion in different models of active Brownian motion

NASA Astrophysics Data System (ADS)

Lindner, B.; Nicola, E. M.

2008-04-01

Active Brownian particles (ABP) have served as phenomenological models of self-propelled motion in biology. We study the effective diffusion coefficient of two one-dimensional ABP models (simplified depot model and Rayleigh-Helmholtz model) differing in their nonlinear friction functions. Depending on the choice of the friction function the diffusion coefficient does or does not attain a minimum as a function of noise intensity. We furthermore discuss the case of an additional bias breaking the left-right symmetry of the system. We show that this bias induces a drift and that it generally reduces the diffusion coefficient. For a finite range of values of the bias, both models can exhibit a maximum in the diffusion coefficient vs. noise intensity.

Reconfigurable paramagnetic microswimmers: Brownian motion affects non-reciprocal actuation.

PubMed

Du, Di; Hilou, Elaa; Biswal, Sibani Lisa

2018-05-09

Swimming at low Reynolds number is typically dominated by a large viscous drag, therefore microscale swimmers require non-reciprocal body deformation to generate locomotion. Purcell described a simple mechanical swimmer at the microscale consisting of three rigid components connected together with two hinges. Here we present a simple microswimmer consisting of two rigid paramagnetic particles with different sizes. When placed in an eccentric magnetic field, this simple microswimmer exhibits non-reciprocal body motion and its swimming locomotion can be directed in a controllable manner. Additional components can be added to create a multibody microswimmer, whereby the particles act cooperatively and translate in a given direction. For some multibody swimmers, the stochastic thermal forces fragment the arm, which therefore modifies the swimming strokes and changes the locomotive speed. This work offers insight into directing the motion of active systems with novel time-varying magnetic fields. It also reveals that Brownian motion not only affects the locomotion of reciprocal swimmers that are subject to the Scallop theorem, but also affects that of non-reciprocal swimmers.

From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index {{alpha} {in} ((1)/(8),(1)/(4))}

NASA Astrophysics Data System (ADS)

Magnen, Jacques; Unterberger, Jérémie

2012-03-01

{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\\alpha<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low H\\"older regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \\cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\\'evy area.

Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion

PubMed Central

Bodrova, Anna S.; Chechkin, Aleksei V.; Cherstvy, Andrey G.; Safdari, Hadiseh; Sokolov, Igor M.; Metzler, Ralf

2016-01-01

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases. PMID:27462008

Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion.

PubMed

Bodrova, Anna S; Chechkin, Aleksei V; Cherstvy, Andrey G; Safdari, Hadiseh; Sokolov, Igor M; Metzler, Ralf

2016-07-27

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.

Near-Field, On-Chip Optical Brownian Ratchets.

PubMed

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.

Large-displacement statistics of the rightmost particle of the one-dimensional branching Brownian motion.

PubMed

Derrida, Bernard; Meerson, Baruch; Sasorov, Pavel V

2016-04-01

Consider a one-dimensional branching Brownian motion and rescale the coordinate and time so that the rates of branching and diffusion are both equal to 1. If X_{1}(t) is the position of the rightmost particle of the branching Brownian motion at time t, the empirical velocity c of this rightmost particle is defined as c=X_{1}(t)/t. Using the Fisher-Kolmogorov-Petrovsky-Piscounov equation, we evaluate the probability distribution P(c,t) of this empirical velocity c in the long-time t limit for c>2. It is already known that, for a single seed particle, P(c,t)∼exp[-(c^{2}/4-1)t] up to a prefactor that can depend on c and t. Here we show how to determine this prefactor. The result can be easily generalized to the case of multiple seed particles and to branching random walks associated with other traveling-wave equations.

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-07

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

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

PubMed

Craven, Galen T; Nitzan, Abraham

2018-01-28

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.

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

NASA Astrophysics Data System (ADS)

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.

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

NASA Astrophysics Data System (ADS)

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.

The flashing Brownian ratchet and Parrondo’s paradox

PubMed Central

Ethier, S. N.

2018-01-01

A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, producing directed motion. These processes have been of interest to physicists and biologists for nearly 25 years. The flashing Brownian ratchet is the process that motivated Parrondo’s paradox, in which two fair games of chance, when alternated, produce a winning game. Parrondo’s games are relatively simple, being discrete in time and space. The flashing Brownian ratchet is rather more complicated. We show how one can study the latter process numerically using a random walk approximation. PMID:29410868

Brownian trail rectified

NASA Astrophysics Data System (ADS)

Hurd, Alan J.; Ho, Pauline

The experiments described here indicate when one of Nature's best fractals -- the Brownian trail -- becomes nonfractal. In most ambient fluids, the trail of a Brownian particle is self-similar over many decades of length. For example, the trail of a submicron particle suspended in an ordinary liquid, recorded at equal time intervals, exhibits apparently discontinuous changes in velocity from macroscopic lengths down to molecular lengths: the trail is a random walk with no velocity memory from one step to the next. In ideal Brownian motion, the kinks in the trail persist to infinitesimal time intervals, i.e., it is a curve without tangents. Even in real Brownian motion in a liquid, the time interval must be shortened to approximately 10(-8) s before the velocity appears continuous. In sufficiently rarefied environments, this time resolution at which a Brownian trail is rectified from a curve without tangents to a smoothly varying trajectory is greatly lengthened, making it possible to study the kinetic regime by dynamic light scattering. Our recent experiments with particles in a plasma have demonstrated this capability. In this regime, the particle velocity persists over a finite step length allowing an analogy to an ideal gas with Maxwell-Boltzmann velocities; the particle mass could be obtained from equipartition. The crossover from ballistic flight to hydrodynamic diffusion was also seen.

Random functions via Dyson Brownian Motion: progress and problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Gaoyuan; Battefeld, Thorsten

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 hocmore » modification of DBM that suppresses this growth to some degree.« less

Mackey-Glass equation driven by fractional Brownian motion

NASA Astrophysics Data System (ADS)

Nguyen, Dung Tien

2012-11-01

In this paper we introduce a fractional stochastic version of the Mackey-Glass model which is a potential candidate to model objects in biology and finance. By a semi-martingale approximate approach we find an semi-analytical expression for the solution.

Probing short-range protein Brownian motion in the cytoplasm of living cells.

PubMed

Di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco

2014-12-23

The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes.

Probing short-range protein Brownian motion in the cytoplasm of living cells

PubMed Central

Di Rienzo, Carmine; Piazza, Vincenzo; Gratton, Enrico; Beltram, Fabio; Cardarelli, Francesco

2014-01-01

The translational motion of molecules in cells deviates from what is observed in dilute solutions. Theoretical models provide explanations for this effect but with predictions that drastically depend on the nanoscale organization assumed for macromolecular crowding agents. A conclusive test of the nature of the translational motion in cells is missing owing to the lack of techniques capable of probing crowding with the required temporal and spatial resolution. Here we show that fluorescence-fluctuation analysis of raster scans at variable timescales can provide this information. By using green fluorescent proteins in cells, we measure protein motion at the unprecedented timescale of 1 μs, unveiling unobstructed Brownian motion from 25 to 100 nm, and partially suppressed diffusion above 100 nm. Furthermore, experiments on model systems attribute this effect to the presence of relatively immobile structures rather than to diffusing crowding agents. We discuss the implications of these results for intracellular processes. PMID:25532887

Unidirectional Brownian motion observed in an in silico single molecule experiment of an actomyosin motor.

PubMed

Takano, Mitsunori; Terada, Tomoki P; Sasai, Masaki

2010-04-27

The actomyosin molecular motor, the motor composed of myosin II and actin filament, is responsible for muscle contraction, converting chemical energy into mechanical work. Although recent single molecule and structural studies have shed new light on the energy-converting mechanism, the physical basis of the molecular-level mechanism remains unclear because of the experimental limitations. To provide a clue to resolve the controversy between the lever-arm mechanism and the Brownian ratchet-like mechanism, we here report an in silico single molecule experiment of an actomyosin motor. When we placed myosin on an actin filament and allowed myosin to move along the filament, we found that myosin exhibits a unidirectional Brownian motion along the filament. This unidirectionality was found to arise from the combination of a nonequilibrium condition realized by coupling to the ATP hydrolysis and a ratchet-like energy landscape inherent in the actin-myosin interaction along the filament, indicating that a Brownian ratchet-like mechanism contributes substantially to the energy conversion of this molecular motor.

Diffusion limit of Lévy-Lorentz gas is Brownian motion

NASA Astrophysics Data System (ADS)

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.

Monitoring autocorrelated process: A geometric Brownian motion process approach

NASA Astrophysics Data System (ADS)

Li, Lee Siaw; Djauhari, Maman A.

2013-09-01

Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other models and then to conduct process control operation based on the residuals. In this paper we show that many time series are governed by a geometric Brownian motion (GBM) process. Therefore, in this case, by using the properties of a GBM process, we only need an appropriate transformation and model the transformed data to come up with the condition needs in traditional process control. An industrial example of cocoa powder production process in a Malaysian company will be presented and discussed to illustrate the advantages of the GBM approach.

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

PubMed

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.

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

NASA Astrophysics Data System (ADS)

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.

Influence of internal viscoelastic modes on the Brownian motion of a λ-DNA coated colloid.

PubMed

Yanagishima, Taiki; Laohakunakorn, Nadanai; Keyser, Ulrich F; Eiser, Erika; Tanaka, Hajime

2014-03-21

We study the influence of grafted polymers on the diffusive behaviour of a colloidal particle. Our work demonstrates how such additional degrees of freedom influence the Brownian motion of the particle, focusing on internal viscoelastic coupling between the polymer and colloid. Specifically, we study the mean-squared displacements (MSDs) of λ-DNA grafted colloids using Brownian dynamics simulation. Our simulations reveal the non-trivial effect of internal modes, which gives rise to a crossover from the short-time viscoelastic to long-time diffusional behaviour. We also show that basic features can be captured by a simple theoretical model considering the relative motion of a colloid to a part of the polymer corona. This model describes well a MSD calculated from an extremely long trajectory of a single λ-DNA coated colloid from experiment and allows characterisation of the λ-DNA hairs. Our study suggests that the access to the internal relaxation modes via the colloid trajectory offers a novel method for the characterisation of soft attachments to a colloid.

Separation of superparamagnetic particles through ratcheted Brownian motion and periodically switching magnetic fields.

PubMed

Liu, Fan; Jiang, Li; Tan, Huei Ming; Yadav, Ashutosh; Biswas, Preetika; van der Maarel, Johan R C; Nijhuis, Christian A; van Kan, Jeroen A

2016-11-01

Brownian ratchet based particle separation systems for application in lab on chip devices have drawn interest and are subject to ongoing theoretical and experimental investigations. We demonstrate a compact microfluidic particle separation chip, which implements an extended on-off Brownian ratchet scheme that actively separates and sorts particles using periodically switching magnetic fields, asymmetric sawtooth channel sidewalls, and Brownian motion. The microfluidic chip was made with Polydimethylsiloxane (PDMS) soft lithography of SU-8 molds, which in turn was fabricated using Proton Beam Writing. After bonding of the PDMS chip to a glass substrate through surface activation by oxygen plasma treatment, embedded electromagnets were cofabricated by the injection of InSn metal into electrode channels. This fabrication process enables rapid production of high resolution and high aspect ratio features, which results in parallel electrodes accurately aligned with respect to the separation channel. The PDMS devices were tested with mixtures of 1.51  μ m, 2.47  μ m, and 2.60  μ m superparamagnetic particles suspended in water. Experimental results show that the current device design has potential for separating particles with a size difference around 130 nm. Based on the promising results, we will be working towards extending this design for the separation of cells or biomolecules.

Separation of superparamagnetic particles through ratcheted Brownian motion and periodically switching magnetic fields

PubMed Central

Liu, Fan; Jiang, Li; Tan, Huei Ming; Yadav, Ashutosh; Biswas, Preetika; van der Maarel, Johan R. C.; Nijhuis, Christian A.; van Kan, Jeroen A.

2016-01-01

Brownian ratchet based particle separation systems for application in lab on chip devices have drawn interest and are subject to ongoing theoretical and experimental investigations. We demonstrate a compact microfluidic particle separation chip, which implements an extended on-off Brownian ratchet scheme that actively separates and sorts particles using periodically switching magnetic fields, asymmetric sawtooth channel sidewalls, and Brownian motion. The microfluidic chip was made with Polydimethylsiloxane (PDMS) soft lithography of SU-8 molds, which in turn was fabricated using Proton Beam Writing. After bonding of the PDMS chip to a glass substrate through surface activation by oxygen plasma treatment, embedded electromagnets were cofabricated by the injection of InSn metal into electrode channels. This fabrication process enables rapid production of high resolution and high aspect ratio features, which results in parallel electrodes accurately aligned with respect to the separation channel. The PDMS devices were tested with mixtures of 1.51 μm, 2.47 μm, and 2.60 μm superparamagnetic particles suspended in water. Experimental results show that the current device design has potential for separating particles with a size difference around 130 nm. Based on the promising results, we will be working towards extending this design for the separation of cells or biomolecules. PMID:27917252

Emergence of Collective Motion in a Model of Interacting Brownian Particles.

PubMed

Dossetti, Victor; Sevilla, Francisco J

2015-07-31

By studying a system of Brownian particles that interact among themselves only through a local velocity-alignment force that does not affect their speed, we show that self-propulsion is not a necessary feature for the flocking transition to take place as long as underdamped particle dynamics can be guaranteed. Moreover, the system transits from stationary phases close to thermal equilibrium, with no net flux of particles, to far-from-equilibrium ones exhibiting collective motion, phase coexistence, long-range order, and giant number fluctuations, features typically associated with ordered phases of models where self-propelled particles with overdamped dynamics are considered.

Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process.

PubMed

Donado, F; Moctezuma, R E; López-Flores, L; Medina-Noyola, M; Arauz-Lara, J L

2017-10-03

The Ornstein-Uhlenbeck stochastic process is an exact mathematical model providing accurate representations of many real dynamic processes in systems in a stationary state. When applied to the description of random motion of particles such as that of Brownian particles, it provides exact predictions coinciding with those of the Langevin equation but not restricted to systems in thermal equilibrium but only conditioned to be stationary. Here, we investigate experimentally single particle motion in a two-dimensional granular system in a stationary state, consisting of 1 mm stainless balls on a plane circular surface. The motion of the particles is produced by an alternating magnetic field applied perpendicular to the surface of the container. The mean square displacement of the particles is measured for a range of low concentrations and it is found that following an appropriate scaling of length and time, the short-time experimental curves conform a master curve covering the range of particle motion from ballistic to diffusive in accordance with the description of the Ornstein-Uhlenbeck model.

Detection of Brownian Torque in a Magnetically-Driven Rotating Microsystem

PubMed Central

Romodina, Maria N.; Lyubin, Evgeny V.; Fedyanin, Andrey A.

2016-01-01

Thermal fluctuations significantly affect the behavior of microscale systems rotating in shear flow, such as microvortexes, microbubbles, rotating micromotors, microactuators and other elements of lab-on-a-chip devices. The influence of Brownian torque on the motion of individual magnetic microparticles in a rotating magnetic field is experimentally determined using optical tweezers. Rotational Brownian motion induces the flattening of the breakdown transition between the synchronous and asynchronous modes of microparticle rotation. The experimental findings regarding microparticle rotation in the presence of Brownian torque are compared with the results of numerical Brownian dynamics simulations. PMID:26876334

Unidirectional Brownian motion observed in an in silico single molecule experiment of an actomyosin motor

PubMed Central

Takano, Mitsunori; Terada, Tomoki P.; Sasai, Masaki

2010-01-01

The actomyosin molecular motor, the motor composed of myosin II and actin filament, is responsible for muscle contraction, converting chemical energy into mechanical work. Although recent single molecule and structural studies have shed new light on the energy-converting mechanism, the physical basis of the molecular-level mechanism remains unclear because of the experimental limitations. To provide a clue to resolve the controversy between the lever-arm mechanism and the Brownian ratchet-like mechanism, we here report an in silico single molecule experiment of an actomyosin motor. When we placed myosin on an actin filament and allowed myosin to move along the filament, we found that myosin exhibits a unidirectional Brownian motion along the filament. This unidirectionality was found to arise from the combination of a nonequilibrium condition realized by coupling to the ATP hydrolysis and a ratchet-like energy landscape inherent in the actin-myosin interaction along the filament, indicating that a Brownian ratchet-like mechanism contributes substantially to the energy conversion of this molecular motor. PMID:20385833

Modelling the Burstiness of Complex Space Plasmas Using Linear Fractional Stable Motion

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Rosenberg, S. J.; Chapman, S. C.; Sanchez, R.; Credgington, D.

2009-12-01

The Earth's magnetosphere is quite clearly “complex" in the everyday sense of the word. However, in the last 15 to 20 years there has been a growing thread in space physics (e.g. Freeman & Watkins [Science, 2002] , Chapman & Watkins [Space Science Reviews, 2001]) using and developing some of the emerging science of complex systems (e.g. Sornette, 2nd Edition, 2004). A particularly well-studied set of system properties has been derived from those used in the study of critical phenomena, notably correlation functions, power spectra, distributions of bursts above a threshold, and so on (e.g. Watkins [Nonlinear Processes in Geophysics, 2002]). These have revealed behaviours familiar from many other complex systems, such as burstiness, long range dependence, heavy tailed probability distributions and so forth. The results of these studies are typically interpreted within existing paradigms, most notably self-organised criticality. However, just as in other developing areas of complexity science (Sornette, op. cit.; Watkins & Freeman [Science, 2008]), it is increasingly being realised that the diagnostics in use have not been extensively studied outside the context in which they were originally proposed. This means that, for example, it is not well established what the expected distribution of bursts above a fixed threshold will be for time series other than Brownian (or fractional Brownian) motion. We will describe some preliminary investigations (Watkins et al [Physical Review E, 2009]) into the burst distribution problem, using Linear Fractional Stable Motion as a controllable toy model of a process exhibiting both long-range dependence and heavy tails. A by product of the work was a differential equation for LFSM (Watkins et al, op cit), which we also briefly discuss. Current and future work will also focus on the thorny problem of distinguishing turbulence from SOC in natural datasets (Watkins et al; Uritsky et al [Physical Review Letters, 2009]) with limited

Dispersion of aerosol particles undergoing Brownian motion

NASA Astrophysics Data System (ADS)

Alonso, Manuel; Endo, Yoshiyuki

2001-12-01

The variance of the position distribution for a Brownian particle is derived in the general case where the particle is suspended in a flowing medium and, at the same time, is acted upon by an external field of force. It is shown that, for uniform force and flow fields, the variance is equal to that for a free particle. When the force field is not uniform but depends on spatial location, the variance can be larger or smaller than that for a free particle depending on whether the average motion of the particles takes place toward, respectively, increasing or decreasing absolute values of the field strength. A few examples concerning aerosol particles are discussed, with especial attention paid to the mobility classification of charged aerosols by a non-uniform electric field. As a practical application of these ideas, a new design of particle-size electrostatic classifier differential mobility analyser (DMA) is proposed in which the aerosol particles migrate between the electrodes in a direction opposite to that for a conventional DMA, thereby improving the resolution power of the instrument.

First-passage time of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-02-01

We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction decompositions on the one hand and on the backward Kolmogorov equation on the other. For the simple case containing only dry friction, a phase-transition phenomenon in the spectrum is found which relates to the position of the exit point, and which affects the tail of the FPT distribution. For the model containing as well a driving force and viscous friction the impact of the corresponding stick-slip transition and of the transition to ballistic exit is evaluated quantitatively. The proposed model is one of the very few cases where FPT properties are accessible by analytical means.

Anisotropic Brownian motion in ordered phases of DNA fragments.

PubMed

Dobrindt, J; Rodrigo Teixeira da Silva, E; Alves, C; Oliveira, C L P; Nallet, F; Andreoli de Oliveira, E; Navailles, L

2012-01-01

Using Fluorescence Recovery After Photobleaching, we investigate the Brownian motion of DNA rod-like fragments in two distinct anisotropic phases with a local nematic symmetry. The height of the measurement volume ensures the averaging of the anisotropy of the in-plane diffusive motion parallel or perpendicular to the local nematic director in aligned domains. Still, as shown in using a model specifically designed to handle such a situation and predicting a non-Gaussian shape for the bleached spot as fluorescence recovery proceeds, the two distinct diffusion coefficients of the DNA particles can be retrieved from data analysis. In the first system investigated (a ternary DNA-lipid lamellar complex), the magnitude and anisotropy of the diffusion coefficient of the DNA fragments confined by the lipid bilayers are obtained for the first time. In the second, binary DNA-solvent system, the magnitude of the diffusion coefficient is found to decrease markedly as DNA concentration is increased from isotropic to cholesteric phase. In addition, the diffusion coefficient anisotropy measured within cholesteric domains in the phase coexistence region increases with concentration, and eventually reaches a high value in the cholesteric phase.

Magnetic microstructures for regulating Brownian motion

NASA Astrophysics Data System (ADS)

Sooryakumar, Ratnasingham

2013-03-01

Nature has proven that it is possible to engineer complex nanoscale machines in the presence of thermal fluctuations. These biological complexes, which harness random thermal energy to provide functionality, yield a framework to develop related artificial, i.e., nonbiological, phenomena and devices. A major challenge to achieving positional control of fluid-borne submicron sized objects is regulating their Brownian fluctuations. In this talk a magnetic-field-based trap that regulates the thermal fluctuations of superparamagnetic beads in suspension will be presented. Local domain-wall fields originating from patterned magnetic wires, whose strength and profile are tuned by weak external fields, enable bead trajectories within the trap to be managed and easily varied between strong confinements and delocalized spatial excursions. Moreover, the frequency spectrum of the trapped bead responds to fields as a power-law function with a tunable, non-integer exponent. When extended to a cluster of particles, the trapping landscape preferentially stabilizes them into formations of 5-fold symmetry, while their Brownian fluctuations result in frequent transitions between different cluster configurations. The quantitative understanding of the Brownian dynamics together with the ability to tune the extent of the fluctuations enables the wire-based platform to serve as a model system to investigate the competition between random and deterministic forces. Funding from the U.S. Army Research Office under contract W911NF-10-1-0353 is acknowledged.

Brownian motion on random dynamical landscapes

NASA Astrophysics Data System (ADS)

Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja

2016-03-01

We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.

Evaluation of Proteins' Rotational Diffusion Coefficients from Simulations of Their Free Brownian Motion in Volume-Occupied Environments.

PubMed

Długosz, Maciej; Antosiewicz, Jan M

2014-01-14

We have investigated the rotational dynamics of hen egg white lysozyme in monodisperse aqueous solutions of concentrations up to 250 mg/mL, using a rigid-body Brownian dynamics method that accurately accounts for anisotropies of diffusing objects. We have examined the validity of the free diffusion concept in the analysis of computer simulations of volume-occupied molecular solutions. We have found that, when as the only intermolecular interaction, the excluded volume effect is considered, rotational diffusion of molecules adheres to the free diffusion model. Further, we present a method based on the exact (in the case of the free diffusion) analytic forms of autocorrelation functions of particular vectors rigidly attached to diffusing objects, which allows one to obtain from results of molecular simulations the three principal rotational diffusion coefficients characterizing rotational Brownian motion of an arbitrarily shaped rigid particle for an arbitrary concentration of crowders. We have applied this approach to trajectories resulting from Brownian dynamics simulations of hen egg white lysozyme solutions. We show that the apparent anisotropy of proteins' rotational motions increases with an increasing degree of crowding. Finally, we demonstrate that even if the hydrodynamic anisotropy of molecules is neglected and molecules are simulated using their average translational and rotational diffusion coefficients, excluded volume effects still lead to their anisotropic rotational dynamics.

Marker-free detection of progenitor cell differentiation by analysis of Brownian motion in micro-wells.

PubMed

Sekhavati, Farzad; Endele, Max; Rappl, Susanne; Marel, Anna-Kristina; Schroeder, Timm; Rädler, Joachim O

2015-02-01

The kinetics of stem and progenitor cell differentiation at the single-cell level provides essential clues to the complexity of the underlying decision-making circuits. In many hematopoietic progenitor cells, differentiation is accompanied by the expression of lineage-specific markers and by a transition from a non-adherent to an adherent state. Here, using the granulocyte-macrophage progenitor (GMP) as a model, we introduce a label-free approach that allows one to follow the course of this transition in hundreds of single cells in parallel. We trap single cells in patterned arrays of micro-wells and use phase-contrast time-lapse movies to distinguish non-adherent from adherent cells by an analysis of Brownian motion. This approach allowed us to observe the kinetics of induced differentiation of primary bone-marrow-derived GMPs into macrophages. The time lapse started 2 hours after addition of the cytokine M-CSF, and nearly 80% of the population had accomplished the transition within the first 20 h. The analysis of Brownian motion proved to be a sensitive and robust tool for monitoring the transition, and thus provides a high-throughput method for the study of cell differentiation at the single-cell level.

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

To, Kiwing; Peng, Zheng

2016-11-01

We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments of tilted channel, is found to be consistent to those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energies transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

Peng, Zheng; To, Kiwing

2016-08-01

We study Brownian motion of a single millimeter size bead confined in a quasi-two-dimensional horizontal channel with built-in anisotropy and asymmetry. Channel asymmetry is implemented by ratchet walls while anisotropy is introduced using a channel base that is grooved along the channel axis so that a bead can acquire a horizontal impulse perpendicular to the longitudinal direction when it collides with the base. When energy is injected to the channel by vertical vibration, the combination of asymmetric walls and anisotropic base induces an effective force which drives the bead into biased diffusive motion along the channel axis with diffusivity and drift velocity increase with vibration strength. The magnitude of this driving force, which can be measured in experiments on a tilted channel, is found to be consistent with those obtained from dynamic mobility and position probability distribution measurements. These results are explained by a simple collision model that suggests the random kinetic energy transfer between different translational degrees of freedom may be turned into useful work in the presence of asymmetry and anisotropy.

On the theory of Brownian motion with the Alder-Wainwright effect

NASA Astrophysics Data System (ADS)

Okabe, Yasunori

1986-12-01

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, we 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. We are interested in whether or not it can be measured experimentally.

Limitations of differential electrophoresis for measuring colloidal forces: a Brownian dynamics study.

PubMed

Holtzer, Gretchen L; Velegol, Darrell

2005-10-25

Differential electrophoresis experiments are often used to measure subpiconewton forces between two spheres of a heterodoublet. The experiments have been interpreted by solving the electrokinetic equations to obtain a simple Stokes law-type equation. However, for nanocolloids, the effects of Brownian motion alter the interpretation: (1) Brownian translation changes the rate of axial separation. (2) Brownian rotation reduces the alignment of the doublet with the applied electric field. (3) Particles can reaggregate by Brownian motion after they break, forming either heterodoublets or homodoublets, and because homodoublets cannot be broken by differential electrophoresis, this effectively terminates the experiment. We tackle points 1 and 2 using Brownian dynamics simulations (BDS) with electrophoresis as an external force, accounting for convective translation and rotation as well as Brownian translation and rotation. Our simulations identify the lower particle size limit of differential electrophoresis to be about 1 microm for desired statistical accuracy. Furthermore, our simulations predict that particles around 10 nm in size and at ambient conditions will break primarily by Brownian motion, with a negligible effect due to the electric field.

Survival of Near-Critical Branching Brownian Motion

NASA Astrophysics Data System (ADS)

Berestycki, Julien; Berestycki, Nathanaël; Schweinsberg, Jason

2011-06-01

Consider a system of particles performing branching Brownian motion with negative drift μ= sqrt{2 - \\varepsilon} and killed upon hitting zero. Initially there is one particle at x>0. Kesten (Stoch. Process. Appl. 7:9-47, 1978) showed that the process survives with positive probability if and only if ɛ>0. Here we are interested in the asymptotics as ɛ→0 of the survival probability Q μ ( x). It is proved that if L=π/sqrt{\\varepsilon} then for all x∈ℝ, lim ɛ→0 Q μ ( L+ x)= θ( x)∈(0,1) exists and is a traveling wave solution of the Fisher-KPP equation. Furthermore, we obtain sharp asymptotics of the survival probability when x< L and L- x→∞. The proofs rely on probabilistic methods developed by the authors in (Berestycki et al. in arXiv: 1001.2337, 2010). This completes earlier work by Harris, Harris and Kyprianou (Ann. Inst. Henri Poincaré Probab. Stat. 42:125-145, 2006) and confirms predictions made by Derrida and Simon (Europhys. Lett. 78:60006, 2007), which were obtained using nonrigorous PDE methods.

Inter-fraction variations in respiratory motion models

NASA Astrophysics Data System (ADS)

McClelland, J. R.; Hughes, S.; Modat, M.; Qureshi, A.; Ahmad, S.; Landau, D. B.; Ourselin, S.; Hawkes, D. J.

2011-01-01

Respiratory motion can vary dramatically between the planning stage and the different fractions of radiotherapy treatment. Motion predictions used when constructing the radiotherapy plan may be unsuitable for later fractions of treatment. This paper presents a methodology for constructing patient-specific respiratory motion models and uses these models to evaluate and analyse the inter-fraction variations in the respiratory motion. The internal respiratory motion is determined from the deformable registration of Cine CT data and related to a respiratory surrogate signal derived from 3D skin surface data. Three different models for relating the internal motion to the surrogate signal have been investigated in this work. Data were acquired from six lung cancer patients. Two full datasets were acquired for each patient, one before the course of radiotherapy treatment and one at the end (approximately 6 weeks later). Separate models were built for each dataset. All models could accurately predict the respiratory motion in the same dataset, but had large errors when predicting the motion in the other dataset. Analysis of the inter-fraction variations revealed that most variations were spatially varying base-line shifts, but changes to the anatomy and the motion trajectories were also observed.

Optimal dividends in the Brownian motion risk model with interest

NASA Astrophysics Data System (ADS)

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.

Differential dynamic microscopy to characterize Brownian motion and bacteria motility

NASA Astrophysics Data System (ADS)

Germain, David; Leocmach, Mathieu; Gibaud, Thomas

2016-03-01

We have developed a lab module for undergraduate students, which involves the process of quantifying the dynamics of a suspension of microscopic particles using Differential Dynamic Microscopy (DDM). DDM is a relatively new technique that constitutes an alternative method to more classical techniques such as dynamic light scattering (DLS) or video particle tracking (VPT). The technique consists of imaging a particle dispersion with a standard light microscope and a camera and analyzing the images using a digital Fourier transform to obtain the intermediate scattering function, an autocorrelation function that characterizes the dynamics of the dispersion. We first illustrate DDM in the textbook case of colloids under Brownian motion, where we measure the diffusion coefficient. Then we show that DDM is a pertinent tool to characterize biological systems such as motile bacteria.

Brownian microhydrodynamics of active filaments.

PubMed

Laskar, Abhrajit; Adhikari, R

2015-12-21

Slender bodies capable of spontaneous motion in the absence of external actuation in an otherwise quiescent fluid are common in biological, physical and technological contexts. The interplay between the spontaneous fluid flow, Brownian motion, and the elasticity of the body presents a challenging fluid-structure interaction problem. Here, we model this problem by approximating the slender body as an elastic filament that can impose non-equilibrium velocities or stresses at the fluid-structure interface. We derive equations of motion for such an active filament by enforcing momentum conservation in the fluid-structure interaction and assuming slow viscous flow in the fluid. The fluid-structure interaction is obtained, to any desired degree of accuracy, through the solution of an integral equation. A simplified form of the equations of motion, which allows for efficient numerical solutions, is obtained by applying the Kirkwood-Riseman superposition approximation to the integral equation. We use this form of equation of motion to study dynamical steady states in free and hinged minimally active filaments. Our model provides the foundation to study collective phenomena in momentum-conserving, Brownian, active filament suspensions.

Fractional phenomenology of cosmic ray anomalous diffusion

NASA Astrophysics Data System (ADS)

Uchaikin, V. V.

2013-11-01

We review the evolution of the cosmic ray diffusion concept from the ordinary (Einstein) model of Brownian motion to the fractional models that appeared in the last decade. The mathematical and physical foundations of these models are discussed, as are their consequences, related problems, and prospects for further development.

New weight factor for Brownian force exerted on micro/nano-particles in air flow

NASA Astrophysics Data System (ADS)

Zhang, Peijie; Lin, Jianzhong; Ku, Xiaoke

2018-05-01

In order to effectively describe the effect of Brownian force exerted on the micro/nano-particles in air flow, a new weight factor, which is defined as the ratio of the characteristic velocity of the Brownian motion to the macroscopic velocity, is proposed and applied to the particle settlement under gravity. Results show that the weight factor can quantitatively evaluate the effect of Brownian force on the particle motion. Moreover, the value of the weight factor can also be used to judge the particle motion pattern and determine whether the Brownian force should be taken into account.

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

NASA Astrophysics Data System (ADS)

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.

A simple microviscometric approach based on Brownian motion tracking.

PubMed

Hnyluchová, Zuzana; Bjalončíková, Petra; Karas, Pavel; Mravec, Filip; Halasová, Tereza; Pekař, Miloslav; Kubala, Lukáš; Víteček, Jan

2015-02-01

Viscosity-an integral property of a liquid-is traditionally determined by mechanical instruments. The most pronounced disadvantage of such an approach is the requirement of a large sample volume, which poses a serious obstacle, particularly in biology and biophysics when working with limited samples. Scaling down the required volume by means of microviscometry based on tracking the Brownian motion of particles can provide a reasonable alternative. In this paper, we report a simple microviscometric approach which can be conducted with common laboratory equipment. The core of this approach consists in a freely available standalone script to process particle trajectory data based on a Newtonian model. In our study, this setup allowed the sample to be scaled down to 10 μl. The utility of the approach was demonstrated using model solutions of glycerine, hyaluronate, and mouse blood plasma. Therefore, this microviscometric approach based on a newly developed freely available script can be suggested for determination of the viscosity of small biological samples (e.g., body fluids).

Constrained diffusion or immobile fraction on cell surfaces: a new interpretation.

PubMed Central

Feder, T J; Brust-Mascher, I; Slattery, J P; Baird, B; Webb, W W

1996-01-01

Protein lateral mobility in cell membranes is generally measured using fluorescence photobleaching recovery (FPR). Since the development of this technique, the data have been interpreted by assuming free Brownian diffusion of cell surface receptors in two dimensions, an interpretation that requires that a subset of the diffusing species remains immobile. The origin of this so-called immobile fraction remains a mystery. In FPR, the motions of thousands of particles are inherently averaged, inevitably masking the details of individual motions. Recently, tracking of individual cell surface receptors has identified several distinct types of motion (Gross and Webb, 1988; Ghosh and Webb, 1988, 1990, 1994; Kusumi et al. 1993; Qian et al. 1991; Slattery, 1995), thereby calling into question the classical interpretation of FPR data as free Brownian motion of a limited mobile fraction. We have measured the motion of fluorescently labeled immunoglobulin E complexed to high affinity receptors (Fc epsilon RI) on rat basophilic leukemia cells using both single particle tracking and FPR. As in previous studies, our tracking results show that individual receptors may diffuse freely, or may exhibit restricted, time-dependent (anomalous) diffusion. Accordingly, we have analyzed FPR data by a new model to take this varied motion into account, and we show that the immobile fraction may be due to particles moving with the anomalous subdiffusion associated with restricted lateral mobility. Anomalous subdiffusion denotes random molecular motion in which the mean square displacements grow as a power law in time with a fractional positive exponent less than one. These findings call for a new model of cell membrane structure. PMID:8744314

On extreme events for non-spatial and spatial branching Brownian motions

NASA Astrophysics Data System (ADS)

Avan, Jean; Grosjean, Nicolas; Huillet, Thierry

2015-04-01

We study the impact of having a non-spatial branching mechanism with infinite variance on some parameters (height, width and first hitting time) of an underlying Bienaymé-Galton-Watson branching process. Aiming at providing a comparative study of the spread of an epidemics whose dynamics is given by the modulus of a branching Brownian motion (BBM) we then consider spatial branching processes in dimension d, not necessarily integer. The underlying branching mechanism is either a binary branching model or one presenting infinite variance. In particular we evaluate the chance p(x) of being hit if the epidemics started away at distance x. We compute the large x tail probabilities of this event, both when the branching mechanism is regular and when it exhibits very large fluctuations.

Magnetic spectroscopy of nanoparticle Brownian motion measurement of microenvironment matrix rigidity.

PubMed

Weaver, John B; Rauwerdink, Kristen M; Rauwerdink, Adam M; Perreard, Irina M

2013-12-01

The rigidity of the extracellular matrix and of the integrin links to the cytoskeleton regulates signaling cascades, controlling critical aspects of cancer progression including metastasis and angiogenesis. We demonstrate that the matrix stiffness can be monitored using magnetic spectroscopy of nanoparticle Brownian motion (MSB). We measured the MSB signal from nanoparticles bound to large dextran polymers. The number of glutaraldehyde induced cross-links was used as a surrogate for material stiffness. There was a highly statistically significant change in the MSB signal with the number of cross-links especially prominent at higher frequencies. The p-values were all highly significant. We conclude that the MSB signal can be used to identify and monitor changes in the stiffness of the local matrix to which the nanoparticles are bound.

Time since maximum of Brownian motion and asymmetric Lévy processes

NASA Astrophysics Data System (ADS)

Martin, R. J.; Kearney, M. J.

2018-07-01

Motivated by recent studies of record statistics in relation to strongly correlated time series, we consider explicitly the drawdown time of a Lévy process, which is defined as the time since it last achieved its running maximum when observed over a fixed time period . We show that the density function of this drawdown time, in the case of a completely asymmetric jump process, may be factored as a function of t multiplied by a function of T  ‑  t. This extends a known result for the case of pure Brownian motion. We state the factors explicitly for the cases of exponential down-jumps with drift, and for the downward inverse Gaussian Lévy process with drift.

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

PubMed

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.

Brownian motion and gambling: from ratchets to paradoxical games

NASA Astrophysics Data System (ADS)

Parrondo, J. M. R.; Dinís, Luis

2004-02-01

Two losing gambling games, when alternated in a periodic or random fashion, can produce a winning game. This paradox has been inspired by certain physical systems capable of rectifying fluctuations: the so-called Brownian ratchets. In this paper we review this paradox, from Brownian ratchets to the most recent studies on collective games, providing some intuitive explanations of the unexpected phenomena that we will find along the way.

Entropy production of a Brownian ellipsoid in the overdamped limit.

PubMed

Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

2016-01-01

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

Irreversible Brownian Heat Engine

NASA Astrophysics Data System (ADS)

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.

The Kardar-Parisi-Zhang Equation as Scaling Limit of Weakly Asymmetric Interacting Brownian Motions

NASA Astrophysics Data System (ADS)

Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas

2017-09-01

We consider a system of infinitely many interacting Brownian motions that models the height of a one-dimensional interface between two bulk phases. We prove that the large scale fluctuations of the system are well approximated by the solution to the KPZ equation provided the microscopic interaction is weakly asymmetric. The proof is based on the martingale solutions of Gonçalves and Jara (Arch Ration Mech Anal 212(2):597-644, 2014) and the corresponding uniqueness result of Gubinelli and Perkowski (Energy solutions of KPZ are unique, 2015).

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dettmer, Simon L.; Keyser, Ulrich F.; Pagliara, Stefano

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 thesemore » 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.« less

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

PubMed

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.

Displacements Of Brownian Particles In Terms Of Marian Von Smoluchowski's Heuristic Model

ERIC Educational Resources Information Center

Klein, Hermann; Woermann, Dietrich

2005-01-01

Albert Einstein's theory of the Brownian motion, Marian von Smoluchowski's heuristic model, and Perrin's experimental results helped to bring the concept of molecules from a state of being a useful hypothesis in chemistry to objects existing in reality. Central to the theory of Brownian motion is the relation between mean particle displacement and…

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

NASA Astrophysics Data System (ADS)

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.

An analogy of the charge distribution on Julia sets with the Brownian motion

NASA Astrophysics Data System (ADS)

Lopes, Artur O.

1989-09-01

A way to compute the entropy of an invariant measure of a hyperbolic rational map from the information given by a Ruelle-Perron-Frobenius operator of a generic Holder-continuous function will be shown. This result was motivated by an analogy of the Brownian motion with the dynamical system given by a rational map and the maximal measure. In the case the rational map is a polynomial, then the maximal measure is the charge distribution in the Julia set. The main theorem of this paper can be seen as a large deviation result. It is a kind of Donsker-Varadhan formula for dynamical systems.

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

NASA Astrophysics Data System (ADS)

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.

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

PubMed

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

2017-10-28

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.

Analyzing animal movements using Brownian bridges.

PubMed

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.

Microscopic theory of Brownian motion revisited: The Rayleigh model

NASA Astrophysics Data System (ADS)

Kim, Changho; Karniadakis, George Em

2013-03-01

We investigate three force autocorrelation functions , , and and the friction coefficient γ for the Rayleigh model (a massive particle in an ideal gas) by analytic methods and molecular-dynamics (MD) simulations. Here, F and F+ are the total force and the Mori fluctuating force, respectively, whereas F0 is the force on the Brownian particle under the frozen dynamics, where the Brownian particle is held fixed and the solvent particles move under the external potential due to the presence of the Brownian particle. By using ensemble averaging and the ray representation approach, we obtain two expressions for in terms of the one-particle trajectory and corresponding expressions for γ by the time integration of these expressions. Performing MD simulations of the near-Brownian-limit (NBL) regime, we investigate the convergence of and and compare them with . We show that for a purely repulsive potential between the Brownian particle and a solvent particle, both expressions for produce in the NBL regime. On the other hand, for a potential containing an attractive component, the ray representation expression produces only the contribution of the nontrapped solvent particles. However, we show that the net contribution of the trapped particles to γ disappears, and hence we confirm that both the ensemble-averaged expression and the ray representation expression for γ are valid even if the potential contains an attractive component. We also obtain a closed-form expression of γ for the square-well potential. Finally, we discuss theoretical and practical aspects for the evaluation of and γ.

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

PubMed

Puchkov, Evgeny O

2010-06-01

In the vacuoles of Saccharomyces cerevisiae yeast cells, vividly moving insoluble polyphosphate complexes (IPCs) <1 microm size, stainable by a fluorescent dye, 4',6-diamidino-2-phenylindole (DAPI), may appear under some growth conditions. The aim of this study was to quantitatively characterize the 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.

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

PubMed

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

2018-03-30

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.

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

NASA Astrophysics Data System (ADS)

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.

Quantum Brownian motion and its conflict with the second law

NASA Astrophysics Data System (ADS)

Nieuwenhuizen, Theo M.; Allahverdyan, Armen E.

2002-11-01

The Brownian motion of a harmonically bound quantum particle and coupled to a harmonic quantum bath is exactly solvable. At low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. This happens when a cloud of bath modes around the particle is formed. Equilibrium thermodynamics for particle plus bath together, does not imply standard thermodynamics for the particle itself at low T. Various formulations of the second law are then invalid. First, the Clausius inequality can be violated. Second, when the width of the confining potential is suddenly changed, there occurs a relaxation to equilibrium during which the rate of entropy production is partly negative. Third, for non-adiabatic changes of system parameters the rate of energy dissipation can be negative, and, out of equilibrium, cyclic processes are possible which extract work from the bath. Conditions are put forward under which perpetuum mobile of the second kind, having several work extraction cycles, enter the realm of condensed matter physics.

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

On the use of reverse Brownian motion to accelerate hybrid simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

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

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 strategiesmore » 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.« less

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

PubMed

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.

Entropic Approach to Brownian Movement.

ERIC Educational Resources Information Center

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)

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

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.

PubMed

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

2014-03-07

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

Fractional Gaussian noise-enhanced information capacity of a nonlinear neuron model with binary signal input

NASA Astrophysics Data System (ADS)

Gao, Feng-Yin; Kang, Yan-Mei; Chen, Xi; Chen, Guanrong

2018-05-01

This paper reveals the effect of fractional Gaussian noise with Hurst exponent H ∈(1 /2 ,1 ) on the information capacity of a general nonlinear neuron model with binary signal input. The fGn and its corresponding fractional Brownian motion exhibit long-range, strong-dependent increments. It extends standard Brownian motion to many types of fractional processes found in nature, such as the synaptic noise. In the paper, for the subthreshold binary signal, sufficient conditions are given based on the "forbidden interval" theorem to guarantee the occurrence of stochastic resonance, while for the suprathreshold binary signal, the simulated results show that additive fGn with Hurst exponent H ∈(1 /2 ,1 ) could increase the mutual information or bits count. The investigation indicated that the synaptic noise with the characters of long-range dependence and self-similarity might be the driving factor for the efficient encoding and decoding of the nervous system.

Volume fraction instability in an oscillating non-Brownian iso-dense suspension.

NASA Astrophysics Data System (ADS)

Roht, Y. L.; Gauthier, G.; Hulin, J. P.; Salin, D.; Chertcoff, R.; Auradou, H.; Ippolito, I.

2017-06-01

The instability of an iso-dense non-Brownian suspension of polystyrene beads of diameter 40 μm dispersed in a water-glycerol mixture submitted to a periodic square wave oscillating flow in a Hele-Shaw cell is studied experimentally. The instability gives rise to stationary bead concentration waves transverse to the flow. It has been observed for average particle volume fractions between 0.25 and 0.4, for periods of the square wave flow variation between 0.4 and 10 s and in finite intervals of the amplitude of the fluid displacement. The study shows that the wavelength λ increases roughly linearly with the amplitude of the oscillatory flow; on the other hand, λ is independent of the particle concentration and of the period of oscillation of the flow although the minimum threshold amplitude for observing the instability increases with the period.

A Mechanical Model of Brownian Motion for One Massive Particle Including Slow Light Particles

NASA Astrophysics Data System (ADS)

Liang, Song

2018-01-01

We provide a connection between Brownian motion and a classical mechanical system. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random mechanical principles, via interaction potentials, without any assumption requiring that the initial velocities of the environmental particles should be restricted to be "fast enough". We prove the convergence of the (position, velocity)-process of the massive particle under a certain scaling limit, such that the mass of the environmental particles converges to 0 while the density and the velocities of them go to infinity, and give the precise expression of the limiting process, a diffusion process.

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

PubMed

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."

Fractional noise destroys or induces a stochastic bifurcation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Qigui, E-mail: qgyang@scut.edu.cn; Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640

2013-12-15

Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

Nanoblinker: Brownian Motion Powered Bio-Nanomachine for FRET Detection of Phagocytic Phase of Apoptosis

PubMed Central

Minchew, Candace L.; Didenko, Vladimir V.

2014-01-01

We describe a new type of bio-nanomachine which runs on thermal noise. The machine is solely powered by the random motion of water molecules in its environment and does not ever require re-fuelling. The construct, which is made of DNA and vaccinia virus topoisomerase protein, can detect DNA damage by employing fluorescence. It uses Brownian motion as a cyclic motor to continually separate and bring together two types of fluorescent hairpins participating in FRET. This bio-molecular oscillator is a fast and specific sensor of 5′OH double-strand DNA breaks present in phagocytic phase of apoptosis. The detection takes 30 s in solution and 3 min in cell suspensions. The phagocytic phase is critical for the effective execution of apoptosis as it ensures complete degradation of the dying cells’ DNA, preventing release of pathological, viral and tumor DNA and self-immunization. The construct can be used as a smart FRET probe in studies of cell death and phagocytosis. PMID:25268504

Rapid Brownian Motion Primes Ultrafast Reconstruction of Intrinsically Disordered Phe-Gly Repeats Inside the Nuclear Pore Complex

PubMed Central

Moussavi-Baygi, R.; Mofrad, M. R. K.

2016-01-01

Conformational behavior of intrinsically disordered proteins, such as Phe-Gly repeat domains, alters drastically when they are confined in, and tethered to, nan channels. This has challenged our understanding of how they serve to selectively facilitate translocation of nuclear transport receptor (NTR)-bearing macromolecules. Heterogeneous FG-repeats, tethered to the NPC interior, nonuniformly fill the channel in a diameter-dependent manner and adopt a rapid Brownian motion, thereby forming a porous and highly dynamic polymeric meshwork that percolates in radial and axial directions and features two distinguishable zones: a dense hydrophobic rod-like zone located in the center, and a peripheral low-density shell-like zone. The FG-meshwork is locally disrupted upon interacting with NTR-bearing macromolecules, but immediately reconstructs itself between 0.44 μs and 7.0 μs, depending on cargo size and shape. This confers a perpetually-sealed state to the NPC, and is solely due to rapid Brownian motion of FG-repeats, not FG-repeat hydrophobic bonds. Elongated-shaped macromolecules, both in the presence and absence of NTRs, penetrate more readily into the FG-meshwork compared to their globular counterparts of identical volume and surface chemistry, highlighting the importance of the shape effects in nucleocytoplasmic transport. These results can help our understanding of geometrical effects in, and the design of, intelligent and responsive biopolymer-based materials in nanofiltration and artificial nanopores. PMID:27470900

Rapid Brownian Motion Primes Ultrafast Reconstruction of Intrinsically Disordered Phe-Gly Repeats Inside the Nuclear Pore Complex.

PubMed

Moussavi-Baygi, R; Mofrad, M R K

2016-07-29

Conformational behavior of intrinsically disordered proteins, such as Phe-Gly repeat domains, alters drastically when they are confined in, and tethered to, nan channels. This has challenged our understanding of how they serve to selectively facilitate translocation of nuclear transport receptor (NTR)-bearing macromolecules. Heterogeneous FG-repeats, tethered to the NPC interior, nonuniformly fill the channel in a diameter-dependent manner and adopt a rapid Brownian motion, thereby forming a porous and highly dynamic polymeric meshwork that percolates in radial and axial directions and features two distinguishable zones: a dense hydrophobic rod-like zone located in the center, and a peripheral low-density shell-like zone. The FG-meshwork is locally disrupted upon interacting with NTR-bearing macromolecules, but immediately reconstructs itself between 0.44 μs and 7.0 μs, depending on cargo size and shape. This confers a perpetually-sealed state to the NPC, and is solely due to rapid Brownian motion of FG-repeats, not FG-repeat hydrophobic bonds. Elongated-shaped macromolecules, both in the presence and absence of NTRs, penetrate more readily into the FG-meshwork compared to their globular counterparts of identical volume and surface chemistry, highlighting the importance of the shape effects in nucleocytoplasmic transport. These results can help our understanding of geometrical effects in, and the design of, intelligent and responsive biopolymer-based materials in nanofiltration and artificial nanopores.

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

PubMed

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.

Spatial extent of branching Brownian motion.

PubMed

Ramola, Kabir; Majumdar, Satya N; Schehr, Grégory

2015-04-01

We study the one-dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost (X(max)≥0) and leftmost (X(min)≤0) visited sites up to time t. At each time step the existing particles in the system either diffuse (with diffusion constant D), die (with rate a), or split into two particles (with rate b). We focus on the regime b≤a where these two extreme values X(max) and X(min) are strongly correlated. We show that at large time t, the joint probability distribution function (PDF) of the two extreme points becomes stationary P(X,Y,t→∞)→p(X,Y). Our exact results for p(X,Y) demonstrate that the correlation between X(max) and X(min) is nonzero, even in the stationary state. From this joint PDF, we compute exactly the stationary PDF p(ζ) of the (dimensionless) span ζ=(X(max)-X(min))/√[D/b], which is the distance between the rightmost and leftmost visited sites. This span distribution is characterized by a linear behavior p(ζ)∼1/2(1+Δ)ζ for small spans, with Δ=(a/b-1). In the critical case (Δ=0) this distribution has a nontrivial power law tail p(ζ)∼8π√[3]/ζ(3) for large spans. On the other hand, in the subcritical case (Δ>0), we show that the span distribution decays exponentially as p(ζ)∼(A(2)/2)ζexp(-√[Δ]ζ) for large spans, where A is a nontrivial function of Δ, which we compute exactly. We show that these asymptotic behaviors carry the signatures of the correlation between X(max) and X(min). Finally we verify our results via direct Monte Carlo simulations.

Spatial extent of branching Brownian motion

NASA Astrophysics Data System (ADS)

Ramola, Kabir; Majumdar, Satya N.; Schehr, Grégory

2015-04-01

We study the one-dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost (Xmax≥0 ) and leftmost (Xmin≤0 ) visited sites up to time t . At each time step the existing particles in the system either diffuse (with diffusion constant D ), die (with rate a ), or split into two particles (with rate b ). We focus on the regime b ≤a where these two extreme values Xmax and Xmin are strongly correlated. We show that at large time t , the joint probability distribution function (PDF) of the two extreme points becomes stationary P (X ,Y ,t →∞ )→p (X ,Y ) . Our exact results for p (X ,Y ) demonstrate that the correlation between Xmax and Xmin is nonzero, even in the stationary state. From this joint PDF, we compute exactly the stationary PDF p (ζ ) of the (dimensionless) span ζ =(Xmax-Xmin) /√{D /b } , which is the distance between the rightmost and leftmost visited sites. This span distribution is characterized by a linear behavior p (ζ ) ˜1/2 (1 +Δ ) ζ for small spans, with Δ =(a/b -1 ) . In the critical case (Δ =0 ) this distribution has a nontrivial power law tail p (ζ ) ˜8 π √{3 }/ζ3 for large spans. On the other hand, in the subcritical case (Δ >0 ), we show that the span distribution decays exponentially as p (ζ ) ˜(A2/2 ) ζ exp(-√{Δ }ζ ) for large spans, where A is a nontrivial function of Δ , which we compute exactly. We show that these asymptotic behaviors carry the signatures of the correlation between Xmax and Xmin. Finally we verify our results via direct Monte Carlo simulations.

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

NASA Astrophysics Data System (ADS)

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 .

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

PubMed

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 ε, at least 2k_{B}T/ε^{2} 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 (σ_{q}^{2}) increases with its mean (μ_{q}), and it cannot be smaller than 2k_{B}Tμ_{q}.

Brownian motion in time-dependent logarithmic potential: Exact results for dynamics and first-passage properties.

PubMed

Ryabov, Artem; Berestneva, Ekaterina; Holubec, Viktor

2015-09-21

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, U(x, t) = g(t)log(x), subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of diffusion-controlled reactions of charged molecules or escape of Brownian particles over a time-dependent entropic barrier at the end of a biological pore. We present a simple asymptotic theory which yields the long-time behavior of both the survival probability (first-passage properties) and the moments of the particle position (dynamics). The asymptotic survival probability, i.e., the probability that the particle will not hit the origin before a given time, is a functional of the potential strength. As such, it exhibits a rather varied behavior for different functions g(t). The latter can be grouped into three classes according to the regime of the asymptotic decay of the survival probability. We distinguish 1. the regular (power-law decay), 2. the marginal (power law times a slow function of time), and 3. the regime of enhanced absorption (decay faster than the power law, e.g., exponential). Results of the asymptotic theory show good agreement with numerical simulations.

Multibuilding Block Janus Synthesized by Seed-Mediated Self-Assembly for Enhanced Photothermal Effects and Colored Brownian Motion in an Optical Trap.

PubMed

Sansanaphongpricha, Kanokwan; DeSantis, Michael C; Chen, Hongwei; Cheng, Wei; Sun, Kai; Wen, Bo; Sun, Duxin

2017-02-01

The asymmetrical features and unique properties of multibuilding block Janus nanostructures (JNSs) provide superior functions for biomedical applications. However, their production process is very challenging. This problem has hampered the progress of JNS research and the exploration of their applications. In this study, an asymmetrical multibuilding block gold/iron oxide JNS has been generated to enhance photothermal effects and display colored Brownian motion in an optical trap. JNS is formed by seed-mediated self-assembly of nanoparticle-loaded thermocleavable micelles, where the hydrophobic backbones of the polymer are disrupted at high temperatures, resulting in secondary self-assembly and structural rearrangement. The JNS significantly enhances photothermal effects compared to their homogeneous counterpart after near-infrared (NIR) light irradiation. The asymmetrical distribution of gold and iron oxide within JNS also generates uneven thermophoretic force to display active colored Brownian rotational motion in a single-beam gradient optical trap. These properties indicate that the asymmetrical JNS could be employed as a strong photothermal therapy mediator and a fuel-free nanoscale Janus motor under NIR light. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Communication: translational Brownian motion for particles of arbitrary shape.

PubMed

Cichocki, Bogdan; Ekiel-Jeżewska, Maria L; Wajnryb, Eligiusz

2012-02-21

A single Brownian particle of arbitrary shape is considered. The time-dependent translational mean square displacement W(t) of a reference point at this particle is evaluated from the Smoluchowski equation. It is shown that at times larger than the characteristic time scale of the rotational Brownian relaxation, the slope of W(t) becomes independent of the choice of a reference point. Moreover, it is proved that in the long-time limit, the slope of W(t) is determined uniquely by the trace of the translational-translational mobility matrix μ(tt) evaluated with respect to the hydrodynamic center of mobility. The result is applicable to dynamic light scattering measurements, which indeed are performed in the long-time limit. © 2012 American Institute of Physics

Myosin V is a biological Brownian machine.

PubMed

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

Myosin V is a vesicle transporter that unidirectionally walks along cytoskeletal actin filaments by converting the chemical energy of ATP into mechanical work. Recently, it was found that myosin V force generation is a composition of two processes: a lever-arm swing, which involves a conformational change in the myosin molecule, and a Brownian search-and-catch, which involves a diffusive "search" by the motor domain that is followed by an asymmetric "catch" in the forward actin target such that Brownian motion is rectified. Here we developed a system that combines optical tweezers with DNA nano-material to show that the Brownian search-and-catch mechanism is the energetically dominant process at near stall force, providing 13 kBT of work compared to just 3 kBT by the lever-arm swing. Our result significantly reconsiders the lever-arm swinging model, which assumes the swing dominantly produces work (>10 kBT), and sheds light on the Brownian search-and-catch as a driving process.

Meandering Brownian Donkeys

NASA Astrophysics Data System (ADS)

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.

Brownian versus Newtonian devitrification of hard-sphere glasses

NASA Astrophysics Data System (ADS)

Montero de Hijes, Pablo; Rosales-Pelaez, Pablo; Valeriani, Chantal; Pusey, Peter N.; Sanz, Eduardo

2017-08-01

In a recent molecular dynamics simulation work it has been shown that glasses composed of hard spheres crystallize via cooperative, stochastic particle displacements called avalanches [E. Sanz et al., Proc. Natl. Acad. Sci. USA 111, 75 (2014), 10.1073/pnas.1308338110]. In this Rapid Communication we investigate if such a devitrification mechanism is also present when the dynamics is Brownian rather than Newtonian. The research is motivated in part by the fact that colloidal suspensions, an experimental realization of hard-sphere systems, undergo Brownian motion. We find that Brownian hard-sphere glasses do crystallize via avalanches with very similar characteristics to those found in the Newtonian case. We briefly discuss the implications of these findings for experiments on colloids.

Slow kinetics of Brownian maxima.

PubMed

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.

Intra-fraction motion of the prostate is a random walk

NASA Astrophysics Data System (ADS)

Ballhausen, H.; Li, M.; Hegemann, N.-S.; Ganswindt, U.; Belka, C.

2015-01-01

A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey-Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski-Phillips-Schmidt-Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p < 0.001). The Dickey-Fuller test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski-Phillips-Schmidt-Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to drift away from the

Non-Brownian dynamics and strategy of amoeboid cell locomotion.

PubMed

Nishimura, Shin I; Ueda, Masahiro; Sasai, Masaki

2012-04-01

Amoeboid cells such as Dictyostelium discoideum and Madin-Darby canine kidney cells show the non-Brownian dynamics of migration characterized by the superdiffusive increase of mean-squared displacement. In order to elucidate the physical mechanism of this non-Brownian dynamics, a computational model is developed which highlights a group of inhibitory molecules for actin polymerization. Based on this model, we propose a hypothesis that inhibitory molecules are sent backward in the moving cell to accumulate at the rear of cell. The accumulated inhibitory molecules at the rear further promote cell locomotion to form a slow positive feedback loop of the whole-cell scale. The persistent straightforward migration is stabilized with this feedback mechanism, but the fluctuation in the distribution of inhibitory molecules and the cell shape deformation concurrently interrupt the persistent motion to turn the cell into a new direction. A sequence of switching behaviors between persistent motions and random turns gives rise to the superdiffusive migration in the absence of the external guidance signal. In the complex environment with obstacles, this combined process of persistent motions and random turns drives the simulated amoebae to solve the maze problem in a highly efficient way, which suggests the biological advantage for cells to bear the non-Brownian dynamics.

Enhancement of Brownian motion for a chain of particles in a periodic potential

NASA Astrophysics Data System (ADS)

Dessup, Tommy; Coste, Christophe; Saint Jean, Michel

2018-02-01

The transport of particles in very confined channels in which single file diffusion occurs has been largely studied in systems where the transverse confining potential is smooth. However, in actual physical systems, this potential may exhibit both static corrugations and time fluctuations. Some recent results suggest the important role played by this nonsmoothness of the confining potential. In particular, quite surprisingly, an enhancement of the Brownian motion of the particles has been evidenced in these kinds of systems. We show that this enhancement results from the commensurate effects induced by the underlying potential on the vibrational spectra of the chain of particles, and from the effective temperature associated with its time fluctuations. We will restrict our derivation to the case of low temperatures for which the mean squared displacement of the particles remains smaller than the potential period.

Tight-binding approach to overdamped Brownian motion on a bichromatic periodic potential.

PubMed

Nguyen, P T T; Challis, K J; Jack, M W

2016-02-01

We present a theoretical treatment of overdamped Brownian motion on a time-independent bichromatic periodic potential with spatially fast- and slow-changing components. In our approach, we generalize the Wannier basis commonly used in the analysis of periodic systems to define a basis of S states that are localized at local minima of the potential. We demonstrate that the S states are orthonormal and complete on the length scale of the periodicity of the fast-changing potential, and we use the S-state basis to transform the continuous Smoluchowski equation for the system to a discrete master equation describing hopping between local minima. We identify the parameter regime where the master equation description is valid and show that the interwell hopping rates are well approximated by Kramers' escape rate in the limit of deep potential minima. Finally, we use the master equation to explore the system dynamics and determine the drift and diffusion for the system.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

Colloidal particles equipped with platinum patches can establish chemical gradients in H2O2-enriched solutions and undergo self-propulsion due to local diffusiophoretic migration. In bulk (3D), this class of active particles swim in the direction of the surface heterogeneities introduced by the patches and consequently reorient with the characteristic rotational diffusion time of the colloids. In this article, we present experimental and numerical evidence that planar 2D confinements defy this simple picture. Instead, the motion of active particles both on solid substrates and at flat liquid-liquid interfaces is captured by a 2D active Brownian motion model, in which rotational and translational motion are constrained in the xy-plane. This leads to an active motion that does not follow the direction of the surface heterogeneities and to timescales of reorientation that do not match the free rotational diffusion times. Furthermore, 2D-confinement at fluid-fluid interfaces gives rise to a unique distribution of swimming velocities: the patchy colloids uptake two main orientations leading to two particle populations with velocities that differ up to one order of magnitude. Our results shed new light on the behavior of active colloids in 2D, which is of interest for modeling and applications where confinements are present.

Myosin V is a biological Brownian machine

PubMed Central

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

Myosin V is a vesicle transporter that unidirectionally walks along cytoskeletal actin filaments by converting the chemical energy of ATP into mechanical work. Recently, it was found that myosin V force generation is a composition of two processes: a lever-arm swing, which involves a conformational change in the myosin molecule, and a Brownian search-and-catch, which involves a diffusive “search” by the motor domain that is followed by an asymmetric “catch” in the forward actin target such that Brownian motion is rectified. Here we developed a system that combines optical tweezers with DNA nano-material to show that the Brownian search-and-catch mechanism is the energetically dominant process at near stall force, providing 13 kBT of work compared to just 3 kBT by the lever-arm swing. Our result significantly reconsiders the lever-arm swinging model, which assumes the swing dominantly produces work (>10 kBT), and sheds light on the Brownian search-and-catch as a driving process. PMID:27493501

Model Experiment of Two-Dimentional Brownian Motion by Microcomputer.

ERIC Educational Resources Information Center

Mishima, Nobuhiko; And Others

1980-01-01

Describes the use of a microcomputer in studying a model experiment (Brownian particles colliding with thermal particles). A flow chart and program for the experiment are provided. Suggests that this experiment may foster a deepened understanding through mutual dialog between the student and computer. (SK)

Lagrangian dynamics for classical, Brownian, and quantum mechanical particles

NASA Astrophysics Data System (ADS)

Pavon, Michele

1996-07-01

In the framework of Nelson's stochastic mechanics [E. Nelson, Dynamical Theories of Brownian Motion (Princeton University, Princeton, 1967); F. Guerra, Phys. Rep. 77, 263 (1981); E. Nelson, Quantum Fluctuations (Princeton University, Princeton, 1985)] we seek to develop the particle counterpart of the hydrodynamic results of M. Pavon [J. Math. Phys. 36, 6774 (1995); Phys. Lett. A 209, 143 (1995)]. In particular, a first form of Hamilton's principle is established. We show that this variational principle leads to the correct equations of motion for the classical particle, the Brownian particle in thermodynamical equilibrium, and the quantum particle. In the latter case, the critical process q satisfies a stochastic Newton law. We then introduce the momentum process p, and show that the pair (q,p) satisfies canonical-like equations.

Transport behaviors of locally fractional coupled Brownian motors with fluctuating interactions

NASA Astrophysics Data System (ADS)

Wang, Huiqi; Ni, Feixiang; Lin, Lifeng; Lv, Wangyong; Zhu, Hongqiang

2018-09-01

In some complex viscoelastic mediums, it is ubiquitous that absorbing and desorbing surrounding Brownian particles randomly occur in coupled systems. The conventional method is to model a variable-mass system driven by both multiplicative and additive noises. In this paper, an improved mathematical model is created based on generalized Langevin equations (GLE) to characterize the random interaction with locally fluctuating number of coupled particles in the elastically coupled factional Brownian motors (FBM). By the numerical simulations, the effect of fluctuating interactions on collective transport behaviors is investigated, and some abnormal phenomena, such as cooperative behaviors, stochastic resonance (SR) and anomalous transport, are observed in the regime of sub-diffusion.

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

NASA Astrophysics Data System (ADS)

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.

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

Recently, a modified fractional diffusion equation has been proposed [I. Sokolov, J. Klafter, From diffusion to anomalous diffusion: a century after Einstein's brownian motion, Chaos 15 (2005) 026103; A.V. Chechkin, R. Gorenflo, I.M. Sokolov, V.Yu. Gonchar, Distributed order time fractional diffusion equation, Frac. Calc. Appl. Anal. 6 (3) (2003) 259279; I.M. Sokolov, A.V. Checkin, J. Klafter, Distributed-order fractional kinetics, Acta. Phys. Pol. B 35 (2004) 1323.] for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. In this letter we give the solution of the modified equation on an infinite domain. In contrast to the solution of the traditional fractional diffusion equation, the solution of the modified equation requires an infinite series of Fox functions instead of a single Fox function.

Brownian movement and microscopic irreversibility

NASA Astrophysics Data System (ADS)

Gordon, L. G. M.

1981-02-01

An extension of the hypothetical experiment of Szilard, which involved the action of a one-molecule gas in an isolated isothermal system, is developed to illustrate how irreversibility may arise out of Brownian motion. As this development requires a consideration of nonmolecular components such as wheels and pistons, the thought-experiment is remodeled in molecular terms and appears to function as a perpetuum mobile.

Active Brownian particles escaping a channel in single file.

PubMed

Locatelli, Emanuele; Baldovin, Fulvio; Orlandini, Enzo; Pierno, Matteo

2015-02-01

Active particles may happen to be confined in channels so narrow that they cannot overtake each other (single-file conditions). This interesting situation reveals nontrivial physical features as a consequence of the strong interparticle correlations developed in collective rearrangements. We consider a minimal two-dimensional model for active Brownian particles with the aim of studying the modifications introduced by activity with respect to the classical (passive) single-file picture. Depending on whether their motion is dominated by translational or rotational diffusion, we find that active Brownian particles in single file may arrange into clusters that are continuously merging and splitting (active clusters) or merely reproduce passive-motion paradigms, respectively. We show that activity conveys to self-propelled particles a strategic advantage for trespassing narrow channels against external biases (e.g., the gravitational field).

Active Brownian particles escaping a channel in single file

NASA Astrophysics Data System (ADS)

Locatelli, Emanuele; Baldovin, Fulvio; Orlandini, Enzo; Pierno, Matteo

2015-02-01

Active particles may happen to be confined in channels so narrow that they cannot overtake each other (single-file conditions). This interesting situation reveals nontrivial physical features as a consequence of the strong interparticle correlations developed in collective rearrangements. We consider a minimal two-dimensional model for active Brownian particles with the aim of studying the modifications introduced by activity with respect to the classical (passive) single-file picture. Depending on whether their motion is dominated by translational or rotational diffusion, we find that active Brownian particles in single file may arrange into clusters that are continuously merging and splitting (active clusters) or merely reproduce passive-motion paradigms, respectively. We show that activity conveys to self-propelled particles a strategic advantage for trespassing narrow channels against external biases (e.g., the gravitational field).

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

PubMed

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

Time multiplexing super-resolution nanoscopy based on the Brownian motion of gold nanoparticles

NASA Astrophysics Data System (ADS)

Ilovitsh, Tali; Ilovitsh, Asaf; Wagner, Omer; Zalevsky, Zeev

2017-02-01

Super-resolution localization microscopy can overcome the diffraction limit and achieve a tens of order improvement in resolution. It requires labeling the sample with fluorescent probes followed with their repeated cycles of activation and photobleaching. This work presents an alternative approach that is free from direct labeling and does not require the activation and photobleaching cycles. Fluorescently labeled gold nanoparticles in a solution are distributed on top of the sample. The nanoparticles move in a random Brownian motion, and interact with the sample. By obscuring different areas in the sample, the nanoparticles encode the sub-wavelength features. A sequence of images of the sample is captured and decoded by digital post processing to create the super-resolution image. The achievable resolution is limited by the additive noise and the size of the nanoparticles. Regular nanoparticles with diameter smaller than 100nm are barely seen in a conventional bright field microscope, thus fluorescently labeled gold nanoparticles were used, with proper

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

ERIC Educational Resources Information Center

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)

Joule heating monitoring in a microfluidic channel by observing the Brownian motion of an optically trapped microsphere.

PubMed

Brans, Toon; Strubbe, Filip; Schreuer, Caspar; Vandewiele, Stijn; Neyts, Kristiaan; Beunis, Filip

2015-09-01

Electric fields offer a variety of functionalities to Lab-on-a-Chip devices. The use of these fields often results in significant Joule heating, affecting the overall performance of the system. Precise knowledge of the temperature profile inside a microfluidic device is necessary to evaluate the implications of heat dissipation. This article demonstrates how an optically trapped microsphere can be used as a temperature probe to monitor Joule heating in these devices. The Brownian motion of the bead at room temperature is compared with the motion when power is dissipated in the system. This gives an estimate of the temperature increase at a specific location in a microfluidic channel. We demonstrate this method with solutions of different ionic strengths, and establish a precision of 0.9 K and an accuracy of 15%. Furthermore, it is demonstrated that transient heating processes can be monitored with this technique, albeit with a limited time resolution. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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

PubMed

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 α<1 (subdiffusion). While the detailed mechanisms causing such behaviors are not always elucidated, movement 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.

Theoretical Investigation on Particle Brownian Motion on Micro-air-bubble Characteristic in H2O Solvent

NASA Astrophysics Data System (ADS)

Eka Putri, Irana; Gita Redhyka, Grace

2017-07-01

Micro-air-bubble has a high potential contribution in waste water, farming, and fishery treatment. In this research, submicron scale of micro-air-bubble was observed to determine its stability in H2O solvent. By increasing its stability, it can be used for several applications, such as bio-preservative for medical and food transport. The micro-air-bubble was assumed in spherical shape that in incompressible gas boundary condition. So, the random motion of particle (Brownian motion) can be solved by using Stokes-Einstein approximation. But, Hadamard and Rybczynski equation is promoted to solve for larger bubble (micro scale). While, the effect of physical properties (e.g. diffusion coefficient, density, and flow rate) have taken important role in its characteristics in water. According to the theoretical investigation that have been done, decreasing of bubble velocity indicates that the bubble dissolves away or shrinking to the surface. To obtain longevity bubble in pure water medium, it is recomended to apply some surfactant molecules (e.g. NaCl) in micro-air-bubble medium.

Brownian motion of a circle swimmer in a harmonic trap

NASA Astrophysics Data System (ADS)

Jahanshahi, Soudeh; Löwen, Hartmut; ten Hagen, Borge

2017-02-01

We study the dynamics of a Brownian circle swimmer with a time-dependent self-propulsion velocity in an external temporally varying harmonic potential. For several situations, the noise-free swimming paths, the noise-averaged mean trajectories, and the mean-square displacements are calculated analytically or by computer simulation. Based on our results, we discuss optimal swimming strategies in order to explore a maximum spatial range around the trap center. In particular, we find a resonance situation for the maximum escape distance as a function of the various frequencies in the system. Moreover, the influence of the Brownian noise is analyzed by comparing noise-free trajectories at zero temperature with the corresponding noise-averaged trajectories at finite temperature. The latter reveal various complex self-similar spiral or rosette-like patterns. Our predictions can be tested in experiments on artificial and biological microswimmers under dynamical external confinement.

Thermodynamic laws and equipartition theorem in relativistic Brownian motion.

PubMed

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.

Self-propelled colloidal particle near a planar wall: A Brownian dynamics study

NASA Astrophysics Data System (ADS)

Mozaffari, Ali; Sharifi-Mood, Nima; Koplik, Joel; Maldarelli, Charles

2018-01-01

Miniaturized, self-propelled locomotors use chemo-mechanical transduction mechanisms to convert fuel in the environment to autonomous motion. Recent experimental and theoretical studies demonstrate that these autonomous engines can passively follow the contours of solid boundaries they encounter. Boundary guidance, however, is not necessarily stable: Mechanical disturbances can cause the motor to hydrodynamically depart from the passively guided pathway. Furthermore, given the scaled-down size of micromotors (typically 100 nm to10 μ m ), Brownian thermal fluctuation forces are necessarily important, and these stochastic forces can randomize passively steered trajectories. Here we examine theoretically the stability of boundary-guided motion of micromotors along infinite planar walls to mechanical disturbances and to Brownian forces. Our aim is to understand under what conditions this passively guided motion is stable. We choose a locomotor design in which spherical colloids are partially coated with a catalytic cap that reacts with solute to produce a product. The product is repelled from the particle surface, causing the particle to move with the inert face at the front (autonomous motion via self-diffusiophoresis). When propelled towards a planar wall, deterministic hydrodynamic studies demonstrate that these locomotors can exhibit, for large enough cap sizes, steady trajectories in which the particle either skims unidirectionally along the surface at a constant distance from the wall or becomes stationary. We first investigate the linear hydrodynamic stability of these states by expanding the equations of motion about the states, and we find that linear perturbations decay exponentially in time. We then study the effects of thermal fluctuations by formulating a Langevin equation for the particle motion which includes the Brownian stochastic force. The Péclet number scales the ratio of deterministic to Brownian forces, where Pe =π μ a2v˜c/kBT and a denotes

Molecular sensing with magnetic nanoparticles using magnetic spectroscopy of nanoparticle Brownian motion.

PubMed

Zhang, Xiaojuan; Reeves, Daniel B; Perreard, Irina M; Kett, Warren C; Griswold, Karl E; Gimi, Barjor; Weaver, John B

2013-12-15

Functionalized magnetic nanoparticles (mNPs) have shown promise in biosensing and other biomedical applications. Here we use functionalized mNPs to develop a highly sensitive, versatile sensing strategy required in practical biological assays and potentially in vivo analysis. We demonstrate a new sensing scheme based on magnetic spectroscopy of nanoparticle Brownian motion (MSB) to quantitatively detect molecular targets. MSB uses the harmonics of oscillating mNPs as a metric for the freedom of rotational motion, thus reflecting the bound state of the mNP. The harmonics can be detected in vivo from nanogram quantities of iron within 5s. Using a streptavidin-biotin binding system, we show that the detection limit of the current MSB technique is lower than 150 pM (0.075 pmole), which is much more sensitive than previously reported techniques based on mNP detection. Using mNPs conjugated with two anti-thrombin DNA aptamers, we show that thrombin can be detected with high sensitivity (4 nM or 2 pmole). A DNA-DNA interaction was also investigated. The results demonstrated that sequence selective DNA detection can be achieved with 100 pM (0.05 pmole) sensitivity. The results of using MSB to sense these interactions, show that the MSB based sensing technique can achieve rapid measurement (within 10s), and is suitable for detecting and quantifying a wide range of biomarkers or analytes. It has the potential to be applied in variety of biomedical applications or diagnostic analyses. © 2013 Elsevier B.V. All rights reserved.

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

Koslover, Elena F.; Chan, Caleb K.; Theriot, Julie A.

2016-01-01

We describe a technique for deconvolving the stochastic motion of particles from large-scale fluid flow in a dynamic environment such as that found in living cells. The method leverages the separation of timescales to subtract out the persistent component of motion from single-particle trajectories. The mean-squared displacement of the resulting trajectories is rescaled so as to enable robust extraction of the diffusion coefficient and subdiffusive scaling exponent of the stochastic motion. We demonstrate the applicability of the method for characterizing both diffusive and fractional Brownian motion overlaid by flow and analytically calculate the accuracy of the method in different parameter regimes. This technique is employed to analyze the motion of lysosomes in motile neutrophil-like cells, showing that the cytoplasm of these cells behaves as a viscous fluid at the timescales examined. PMID:26840734

Brownian dynamics without Green's functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu; Usabiaga, Florencio Balboa

2014-04-07

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. Thismore » is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.« less

Ratcheted electrophoresis of Brownian particles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kowalik, Mikołaj; Bishop, Kyle J. M., E-mail: kjmbishop@engr.psu.edu

2016-05-16

The realization of nanoscale machines requires efficient methods by which to rectify unbiased perturbations to perform useful functions in the presence of significant thermal noise. The performance of such Brownian motors often depends sensitively on their operating conditions—in particular, on the relative rates of diffusive and deterministic motions. In this letter, we present a type of Brownian motor that uses contact charge electrophoresis of a colloidal particle within a ratcheted channel to achieve directed transport or perform useful work against an applied load. We analyze the stochastic dynamics of this model ratchet to show that it functions under any operatingmore » condition—even in the limit of strong thermal noise and in contrast to existing ratchets. The theoretical results presented here suggest that ratcheted electrophoresis could provide a basis for electrochemically powered, nanoscale machines capable of transport and actuation of nanoscale components.« less

Local collective motion analysis for multi-probe dynamic imaging and microrheology

NASA Astrophysics Data System (ADS)

Khan, Manas; Mason, Thomas G.

2016-08-01

Dynamical artifacts, such as mechanical drift, advection, and hydrodynamic flow, can adversely affect multi-probe dynamic imaging and passive particle-tracking microrheology experiments. Alternatively, active driving by molecular motors can cause interesting non-Brownian motion of probes in local regions. Existing drift-correction techniques, which require large ensembles of probes or fast temporal sampling, are inadequate for handling complex spatio-temporal drifts and non-Brownian motion of localized domains containing relatively few probes. Here, we report an analytical method based on local collective motion (LCM) analysis of as few as two probes for detecting the presence of non-Brownian motion and for accurately eliminating it to reveal the underlying Brownian motion. By calculating an ensemble-average, time-dependent, LCM mean square displacement (MSD) of two or more localized probes and comparing this MSD to constituent single-probe MSDs, we can identify temporal regimes during which either thermal or athermal motion dominates. Single-probe motion, when referenced relative to the moving frame attached to the multi-probe LCM trajectory, provides a true Brownian MSD after scaling by an appropriate correction factor that depends on the number of probes used in LCM analysis. We show that LCM analysis can be used to correct many different dynamical artifacts, including spatially varying drifts, gradient flows, cell motion, time-dependent drift, and temporally varying oscillatory advection, thereby offering a significant improvement over existing approaches.

Brownian excursions on combs

NASA Astrophysics Data System (ADS)

Dean, David S.; Jansons, Kalvis M.

1993-03-01

In this paper we use techniques from Ito excursion theory to analyze Brownian motion on generalized combs. Ito excursion theory is a little-known area of probability theory and we therefore present a brief introduction for the uninitiated. A general method for analyzing transport along the backbone of the comb is demonstrated and the specific case of a comb whose teeth are scaling branching trees is examined. We then present a recursive method for evaluating the distribution of the first passage times on hierarchical combs.

Brownian motion curve-based textural classification and its application in cancer diagnosis.

PubMed

Mookiah, Muthu Rama Krishnan; Shah, Pratik; Chakraborty, Chandan; Ray, Ajoy K

2011-06-01

To develop an automated diagnostic methodology based on textural features of the oral mucosal epithelium to discriminate normal and oral submucous fibrosis (OSF). A total of 83 normal and 29 OSF images from histopathologic sections of the oral mucosa are considered. The proposed diagnostic mechanism consists of two parts: feature extraction using Brownian motion curve (BMC) and design ofa suitable classifier. The discrimination ability of the features has been substantiated by statistical tests. An error back-propagation neural network (BPNN) is used to classify OSF vs. normal. In development of an automated oral cancer diagnostic module, BMC has played an important role in characterizing textural features of the oral images. Fisher's linear discriminant analysis yields 100% sensitivity and 85% specificity, whereas BPNN leads to 92.31% sensitivity and 100% specificity, respectively. In addition to intensity and morphology-based features, textural features are also very important, especially in histopathologic diagnosis of oral cancer. In view of this, a set of textural features are extracted using the BMC for the diagnosis of OSF. Finally, a textural classifier is designed using BPNN, which leads to a diagnostic performance with 96.43% accuracy. (Anal Quant

On the Small Mass Limit of Quantum Brownian Motion with Inhomogeneous Damping and Diffusion

NASA Astrophysics Data System (ADS)

Lim, Soon Hoe; Wehr, Jan; Lampo, Aniello; García-March, Miguel Ángel; Lewenstein, Maciej

2018-01-01

We study the small mass limit (or: the Smoluchowski-Kramers limit) of a class of quantum Brownian motions with inhomogeneous damping and diffusion. For Ohmic bath spectral density with a Lorentz-Drude cutoff, we derive the Heisenberg-Langevin equations for the particle's observables using a quantum stochastic calculus approach. We set the mass of the particle to equal m = m0 ɛ , the reduced Planck constant to equal \\hbar = ɛ and the cutoff frequency to equal Λ = E_{Λ}/ɛ , where m_0 and E_{Λ} are positive constants, so that the particle's de Broglie wavelength and the largest energy scale of the bath are fixed as ɛ → 0. We study the limit as ɛ → 0 of the rescaled model and derive a limiting equation for the (slow) particle's position variable. We find that the limiting equation contains several drift correction terms, the quantum noise-induced drifts, including terms of purely quantum nature, with no classical counterparts.

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

PubMed

Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

2014-01-01

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

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karzar-Jeddi, Mehdi; Fan, Tai-Hsi, E-mail: thfan@engr.uconn.edu; Tuinier, Remco

2014-06-07

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

Aging underdamped scaled Brownian motion: Ensemble- and time-averaged particle displacements, nonergodicity, and the failure of the overdamping approximation.

PubMed

Safdari, Hadiseh; Cherstvy, Andrey G; Chechkin, Aleksei V; Bodrova, Anna; Metzler, Ralf

2017-01-01

We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.

Aging underdamped scaled Brownian motion: Ensemble- and time-averaged particle displacements, nonergodicity, and the failure of the overdamping approximation

NASA Astrophysics Data System (ADS)

Safdari, Hadiseh; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Bodrova, Anna; Metzler, Ralf

2017-01-01

We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.

Parameter inference from hitting times for perturbed Brownian motion.

PubMed

Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter

2015-07-01

A latent internal process describes the state of some system, e.g. the social tension in a political conflict, the strength of an industrial component or the health status of a person. When this process reaches a predefined threshold, the process terminates and an observable event occurs, e.g. the political conflict finishes, the industrial component breaks down or the person dies. Imagine an intervention, e.g., a political decision, maintenance of a component or a medical treatment, is initiated to the process before the event occurs. How can we evaluate whether the intervention had an effect? To answer this question we describe the effect of the intervention through parameter changes of the law governing the internal process. Then, the time interval between the start of the process and the final event is divided into two subintervals: the time from the start to the instant of intervention, denoted by S, and the time between the intervention and the threshold crossing, denoted by R. The first question studied here is: What is the joint distribution of (S,R)? The theoretical expressions are provided and serve as a basis to answer the main question: Can we estimate the parameters of the model from observations of S and R and compare them statistically? Maximum likelihood estimators are calculated and applied on simulated data under the assumption that the process before and after the intervention is described by the same type of model, i.e. a Brownian motion, but with different parameters. Also covariates and handling of censored observations are incorporated into the statistical model, and the method is illustrated on lung cancer data.

Stable Lévy motion with inverse Gaussian subordinator

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.

Brownian relaxation of an inelastic sphere in air

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bird, G. A., E-mail: gab@gab.com.au

2016-06-15

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

A surface-bound molecule that undergoes optically biased Brownian rotation.

PubMed

Hutchison, James A; Uji-i, Hiroshi; Deres, Ania; Vosch, Tom; Rocha, Susana; Müller, Sibylle; Bastian, Andreas A; Enderlein, Jörg; Nourouzi, Hassan; Li, Chen; Herrmann, Andreas; Müllen, Klaus; De Schryver, Frans; Hofkens, Johan

2014-02-01

Developing molecular systems with functions analogous to those of macroscopic machine components, such as rotors, gyroscopes and valves, is a long-standing goal of nanotechnology. However, macroscopic analogies go only so far in predicting function in nanoscale environments, where friction dominates over inertia. In some instances, ratchet mechanisms have been used to bias the ever-present random, thermally driven (Brownian) motion and drive molecular diffusion in desired directions. Here, we visualize the motions of surface-bound molecular rotors using defocused fluorescence imaging, and observe the transition from hindered to free Brownian rotation by tuning medium viscosity. We show that the otherwise random rotations can be biased by the polarization of the excitation light field, even though the associated optical torque is insufficient to overcome thermal fluctuations. The biased rotation is attributed instead to a fluctuating-friction mechanism in which photoexcitation of the rotor strongly inhibits its diffusion rate.

Active Brownian particles with velocity-alignment and active fluctuations

NASA Astrophysics Data System (ADS)

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

2012-07-01

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

Intra-fraction motion of larynx radiotherapy

NASA Astrophysics Data System (ADS)

Durmus, Ismail Faruk; Tas, Bora

2018-02-01

In early stage laryngeal radiotherapy, movement is an important factor. Thyroid cartilage can move from swallowing, breathing, sound and reflexes. The effects of this motion on the target volume (PTV) during treatment were examined. In our study, the target volume movement during the treatment for this purpose was examined. Thus, setup margins are re-evaluated and patient-based PTV margins are determined. Intrafraction CBCT was scanned in 246 fractions for 14 patients. During the treatment, the amount of deviation which could be lateral, vertical and longitudinal axis was determined. ≤ ± 0.1cm deviation; 237 fractions in the lateral direction, 202 fractions in the longitudinal direction, 185 fractions in the vertical direction. The maximum deviation values were found in the longitudinal direction. Intrafraction guide in laryngeal radiotherapy; we are sure of the correctness of the treatment, the target volume is to adjust the margin and dose more precisely, we control the maximum deviation of the target volume for each fraction. Although the image quality of intrafraction-CBCT scans was lower than the image quality of planning CT, they showed sufficient contrast for this work.

Quantum dynamical framework for Brownian heat engines

NASA Astrophysics Data System (ADS)

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.

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

NASA Astrophysics Data System (ADS)

Schmidt, Christian; Piel, Alexander

2015-10-01

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

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

PubMed

Grančič, Peter; Štěpánek, František

2012-07-01

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

Benoit Mandelbrot in finance

NASA Astrophysics Data System (ADS)

Walter, Christian

2015-03-01

The following sections are included: * Introduction * The Noah and Joseph effects and the non-Gaussian and non-Brownian issues of the financial theory * The first model of Mandelbrot (1962): α-stable motion with paretian tails * The second model of Mandelbrot (1965): fractional brownian motion with aperiodic cycles * The third model of Mandelbrot (1967): time changed Brownian motion with stochastic clock * Appendix: a tale of fat tails * Bibliography

On existence and approximate solutions for stochastic differential equations in the framework of G-Brownian motion

NASA Astrophysics Data System (ADS)

Ullah, Rahman; Faizullah, Faiz

2017-10-01

This investigation aims at studying a Euler-Maruyama (EM) approximate solutions scheme for stochastic differential equations (SDEs) in the framework of G-Brownian motion. Subject to the growth condition, it is shown that the EM solutions Z^q(t) are bounded, in particular, Z^q(t)\\in M_G^2([t_0,T];R^n) . Letting Z( t) as a unique solution to SDEs in the G-framework and utilizing the growth and Lipschitz conditions, the convergence of Z^q(t) to Z( t) is revealed. The Burkholder-Davis-Gundy (BDG) inequalities, Hölder's inequality, Gronwall's inequality and Doobs martingale's inequality are used to derive the results. In addition, without assuming a solution of the stated SDE, we have shown that the Euler-Maruyama approximation sequence {Z^q(t)} is Cauchy in M_G^2([t_0,T];R^n) thus converges to a limit which is a unique solution to SDE in the G-framework.

Self-Consistent Simulation of the Brownian Stage of Dust Growth

NASA Technical Reports Server (NTRS)

Kempf, S.; Pfalzner, S.; Henning, Th.

1996-01-01

It is a widely accepted view that in proto-planetary accretion disks the collision and following sticking of dust particles embedded in the gas eventually leads to the formation of planetesimals (coagulation). For the smallest dust grains, Brownian motion is assumed to be the dominant source of their relative velocities leading to collisions between these dust grains. As the dust grains grow they eventually couple to the turbulent motion of the gas which then drives the coagulation much more efficiently. Many numerical coagulation simulations have been carried out to calculate the fractal dimension of the aggregates, which determines the duration of the ineffective Brownian stage of growth. Predominantly on-lattice and off-lattice methods were used. However, both methods require simplification of the astrophysical conditions. The aggregates found by those methods had a fractal dimension of approximately 2 which is equivalent to a constant, mass-independent friction time. If this value were valid for the conditions in an accretion disk, this would mean that the coagulation process would finally 'freeze out' and the growth of a planetesimal would be impossible within the lifetime of an accretion disk. In order to investigate whether this fractal dimension is model independent, we simulate self-consistently the Brownian stage of the coagulation by an N-particle code. This method has the advantage that no further assumptions about homogeneity of the dust have to be made. In our model, the dust grains are considered as aggregates built up of spheres. The equation of motion of the dust grains is based on the probability density for the diffusive transport within the gas atmosphere. Because of the very low number density of the dust grains, only 2-body-collisions have to be considered. As the Brownian stage of growth is very inefficient, the system is to be simulated over long periods of time. In order to find close particle pairs of the system which are most likely to

SU-E-J-133: Evaluation of Inter- and Intra-Fractional Pancreas Tumor Residual Motions with Abdominal Compression

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Y; Shi, F; Tian, Z

2014-06-01

Purpose: Abdominal compression (AC) has been widely used to reduce pancreas motion due to respiration for pancreatic cancer patients undergoing stereotactic body radiotherapy (SBRT). However, the inter-fractional and intra-fractional patient motions may degrade the treatment. The purpose of this work is to study daily CBCT projections and 4DCT to evaluate the inter-fractional and intra-fractional pancreatic motions. Methods: As a standard of care at our institution, 4D CT scan was performed for treatment planning. At least two CBCT scans were performed for daily treatment. Retrospective studies were performed on patients with implanted internal fiducial markers or surgical clips. The initial motionmore » pattern was obtained by extracting marker positions on every phase of 4D CT images. Daily motions were presented by marker positions on CBCT scan projection images. An adaptive threshold segmentation algorithm was used to extract maker positions. Both marker average positions and motion ranges were compared among three sets of scans, 4D CT, positioning CBCT, and conformal CBCT, for inter-fractional and intra-fractional motion variations. Results: Data from four pancreatic cancer patients were analyzed. These patients had three fiducial markers implanted. All patients were treated by an Elekta Synergy with single fraction SBRT. CBCT projections were acquired by XVI. Markers were successfully detected on most of the projection images. The inter-fractional changes were determined by 4D CT and the first CBCT while the intra-fractional changes were determined by multiple CBCT scans. It is found that the average motion range variations are within 2 mm, however, the average marker positions may drift by 6.5 mm. Conclusion: The patients respiratory motion variation for pancreas SBRT with AC was evaluated by detecting markers from CBCT projections and 4DCT, both the inter-fraction and intra-fraction motion range change is small but the drift of marker positions may be

Non-cooperative Brownian donkeys: A solvable 1D model

NASA Astrophysics Data System (ADS)

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 and negative for F > 0 (absolute negative mobility). Under suitable conditions, the system approaches 100% efficiency when working against the external force F.

Effects of non-Gaussian Brownian motion on direct force optical tweezers measurements of the electrostatic forces between pairs of colloidal particles.

PubMed

Raudsepp, Allan; A K Williams, Martin; B Hall, Simon

2016-07-01

Measurements of the electrostatic force with separation between a fixed and an optically trapped colloidal particle are examined with experiment, simulation and analytical calculation. Non-Gaussian Brownian motion is observed in the position of the optically trapped particle when particles are close and traps weak. As a consequence of this motion, a simple least squares parameterization of direct force measurements, in which force is inferred from the displacement of an optically trapped particle as separation is gradually decreased, contains forces generated by the rectification of thermal fluctuations in addition to those originating directly from the electrostatic interaction between the particles. Thus, when particles are close and traps weak, simply fitting the measured direct force measurement to DLVO theory extracts parameters with modified meanings when compared to the original formulation. In such cases, however, physically meaningful DLVO parameters can be recovered by comparing the measured non-Gaussian statistics to those predicted by solutions to Smoluchowski's equation for diffusion in a potential.

Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

NASA Astrophysics Data System (ADS)

Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

2018-02-01

We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

Dynamics of a magnetic active Brownian particle under a uniform magnetic field.

PubMed

Vidal-Urquiza, Glenn C; Córdova-Figueroa, Ubaldo M

2017-11-01

The dynamics of a magnetic active Brownian particle undergoing three-dimensional Brownian motion, both translation and rotation, under the influence of a uniform magnetic field is investigated. The particle self-propels at a constant speed along its magnetic dipole moment, which reorients due to the interplay between Brownian and magnetic torques, quantified by the Langevin parameter α. In this work, the time-dependent active diffusivity and the crossover time (τ^{cross})-from ballistic to diffusive regimes-are calculated through the time-dependent correlation function of the fluctuations of the propulsion direction. The results reveal that, for any value of α, the particle undergoes a directional (or ballistic) propulsive motion at very short times (t≪τ^{cross}). In this regime, the correlation function decreases linearly with time, and the active diffusivity increases with it. It the opposite time limit (t≫τ^{cross}), the particle moves in a purely diffusive regime with a correlation function that decays asymptotically to zero and an active diffusivity that reaches a constant value equal to the long-time active diffusivity of the particle. As expected in the absence of a magnetic field (α=0), the crossover time is equal to the characteristic time scale for rotational diffusion, τ_{rot}. In the presence of a magnetic field (α>0), the correlation function, the active diffusivity, and the crossover time decrease with increasing α. The magnetic field regulates the regimes of propulsion of the particle. Here, the field reduces the period of time at which the active particle undergoes a directional motion. Consequently, the active particle rapidly reaches a diffusive regime at τ^{cross}≪τ_{rot}. In the limit of weak fields (α≪1), the crossover time decreases quadratically with α, while in the limit of strong fields (α≫1) it decays asymptotically as α^{-1}. The results are in excellent agreement with those obtained by Brownian dynamics

Dynamics of a magnetic active Brownian particle under a uniform magnetic field

NASA Astrophysics Data System (ADS)

Vidal-Urquiza, Glenn C.; Córdova-Figueroa, Ubaldo M.

2017-11-01

The dynamics of a magnetic active Brownian particle undergoing three-dimensional Brownian motion, both translation and rotation, under the influence of a uniform magnetic field is investigated. The particle self-propels at a constant speed along its magnetic dipole moment, which reorients due to the interplay between Brownian and magnetic torques, quantified by the Langevin parameter α . In this work, the time-dependent active diffusivity and the crossover time (τcross)—from ballistic to diffusive regimes—are calculated through the time-dependent correlation function of the fluctuations of the propulsion direction. The results reveal that, for any value of α , the particle undergoes a directional (or ballistic) propulsive motion at very short times (t ≪τcross ). In this regime, the correlation function decreases linearly with time, and the active diffusivity increases with it. It the opposite time limit (t ≫τcross ), the particle moves in a purely diffusive regime with a correlation function that decays asymptotically to zero and an active diffusivity that reaches a constant value equal to the long-time active diffusivity of the particle. As expected in the absence of a magnetic field (α =0 ), the crossover time is equal to the characteristic time scale for rotational diffusion, τrot. In the presence of a magnetic field (α >0 ), the correlation function, the active diffusivity, and the crossover time decrease with increasing α . The magnetic field regulates the regimes of propulsion of the particle. Here, the field reduces the period of time at which the active particle undergoes a directional motion. Consequently, the active particle rapidly reaches a diffusive regime at τcross≪τrot . In the limit of weak fields (α ≪1 ), the crossover time decreases quadratically with α , while in the limit of strong fields (α ≫1 ) it decays asymptotically as α-1. The results are in excellent agreement with those obtained by Brownian dynamics

Model of chromosomal loci dynamics in bacteria as fractional diffusion with intermittent transport

NASA Astrophysics Data System (ADS)

Gherardi, Marco; Calabrese, Ludovico; Tamm, Mikhail; Cosentino Lagomarsino, Marco

2017-10-01

The short-time dynamics of bacterial chromosomal loci is a mixture of subdiffusive and active motion, in the form of rapid relocations with near-ballistic dynamics. While previous work has shown that such rapid motions are ubiquitous, we still have little grasp on their physical nature, and no positive model is available that describes them. Here, we propose a minimal theoretical model for loci movements as a fractional Brownian motion subject to a constant but intermittent driving force, and compare simulations and analytical calculations to data from high-resolution dynamic tracking in E. coli. This analysis yields the characteristic time scales for intermittency. Finally, we discuss the possible shortcomings of this model, and show that an increase in the effective local noise felt by the chromosome associates to the active relocations.

Random-order fractional bistable system and its stochastic resonance

NASA Astrophysics Data System (ADS)

Gao, Shilong; Zhang, Li; Liu, Hui; Kan, Bixia

2017-01-01

In this paper, the diffusion motion of Brownian particles in a viscous liquid suffering from stochastic fluctuations of the external environment is modeled as a random-order fractional bistable equation, and as a typical nonlinear dynamic behavior, the stochastic resonance phenomena in this system are investigated. At first, the derivation process of the random-order fractional bistable system is given. In particular, the random-power-law memory is deeply discussed to obtain the physical interpretation of the random-order fractional derivative. Secondly, the stochastic resonance evoked by random-order and external periodic force is mainly studied by numerical simulation. In particular, the frequency shifting phenomena of the periodical output are observed in SR induced by the excitation of the random order. Finally, the stochastic resonance of the system under the double stochastic excitations of the random order and the internal color noise is also investigated.

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

NASA Astrophysics Data System (ADS)

Aurzada, Frank; Buck, Micha

2018-02-01

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

Mode-selective control of thermal Brownian vibration of micro-resonator (Generation of a thermal no-equilibrium state by mechanical feedback control)

NASA Astrophysics Data System (ADS)

Kawamura, Y.; Kanegae, R.

2017-09-01

Recently, there have been various attempts to dampen the vibration amplitude of the Brownian motion of a microresonator below the thermal vibration amplitude, with the goal of reaching the quantum ground vibration level. To further develop the approach of reaching the quantum ground state, it is essential to clarify whether or not coupling exists between the different vibration modes of the resonator. In this paper, the mode-selective control of thermal Brownian vibration is shown. The first and the second vibration modes of a micro-cantilever moved by a random Brownian motion are cooled selectively and independently below the thermal vibration amplitude, as determined by the statistical thermodynamic theory, using a mechanical feedback control method. This experimental result shows that the thermal no-equilibrium condition was generated by mechanical feedback control.

Conserved linear dynamics of single-molecule Brownian motion.

PubMed

Serag, Maged F; Habuchi, Satoshi

2017-06-06

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

Conserved linear dynamics of single-molecule Brownian motion

PubMed Central

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. PMID:28585925

Conserved linear dynamics of single-molecule Brownian motion

NASA Astrophysics Data System (ADS)

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.

A modified Brownian force for ultrafine particle penetration through building crack modeling

NASA Astrophysics Data System (ADS)

Chen, Chen; Zhao, Bin

2017-12-01

Combustion processes related to industry, traffic, agriculture, and waste treatment and disposal increase the amount of outdoor ultrafine particles (UFPs), which have adverse effects on human health. Given that people spend the majority of their time indoors, it is critical to understand the penetration of outdoor UFPs through building cracks in order to estimate human exposure to outdoor-originated UFPs. Lagrangian tracking is an efficient approach for modeling particle penetration. However, the Brownian motion for Lagrangian tracking in ANSYS Fluent®, a widely used software for particle dispersion modeling, is not able to model UFP dispersion accurately. In this study, we modified the Brownian force by rewriting the Brownian diffusion coefficient and particle integration time step with a user-defined function in ANSYS Fluent® to model particle penetration through building cracks. The results obtained using the modified model agree much better with the experimental results, with the averaged relative error less than 14% for the smooth crack cases and 21% for the rough crack case. We expect the modified Brownian force model proposed herein to be applied for UFP dispersion modeling in more indoor air quality studies.

Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: Derivation of an alternative model

NASA Astrophysics Data System (ADS)

Bhattacharyay, A.

2018-03-01

An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The derivation is done by a simple generalization of the formulation due to Zwanzig for a Brownian particle in homogeneous heat bath. We show that, if the system couples to different number of bath degrees of freedom at different conformations then the alternative model gets derived. We discuss results of an experiment by Faucheux and Libchaber which probably has indicated possible limitation of the Boltzmann distribution as equilibrium distribution of a Brownian particle in inhomogeneous space and propose experimental verification of the present theory using similar methods.

Optimal Control of a Brownian Storage System

DTIC Science & Technology

1976-09-01

subject to the constraint that W(t) = X(t) + Y(t) - Z(t) > 0 for all t > 0 (almost surely). It is the hypothesized structure of costs and rewards that...or a bank account ) whose content evolves as the Brownian Motion X in the absence of any control In particular, X(O.) represents the initial content...however then the controller is obliged to inject material into the system so as to keep the net content positive, and he incurs a cost of k > I

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.

PubMed

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.

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

PubMed

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.

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

PubMed Central

Gautestad, Arild O.

2012-01-01

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. PMID:22456456

Diffusive motion with nonlinear friction: apparently Brownian.

PubMed

Goohpattader, Partho S; Chaudhury, Manoj K

2010-07-14

We study the diffusive motion of a small object placed on a solid support using an inertial tribometer. With an external bias and a Gaussian noise, the object slides accompanied with a fluctuation of displacement that exhibits unique characteristics at different powers of the noise. While it exhibits a fluidlike motion at high powers, a stick-slip motion occurs at a low power. Below a critical power, no motion is observed. The signature of a nonlinear friction is evident in this type of stochastic motion both in the reduced mobility in comparison to that governed by a linear kinematic (Stokes-Einstein-like) friction and in the non-Gaussian probability distribution of the displacement fluctuation. As the power of the noise increases, the effect of the nonlinearity appears to play a lesser role, so that the displacement fluctuation becomes more Gaussian. When the distribution is exponential, it also exhibits an asymmetry with its skewness increasing with the applied bias. A new finding of this study is that the stochastic velocities of the object are so poorly correlated that its diffusivity is much lower than either the linear or the nonlinear friction cases studied by de Gennes [J. Stat. Phys. 119, 953 (2005)]. The mobilities at different powers of the noise together with the estimated variances of velocity fluctuations follow an Einstein-like relation.

Fractional-wrapped branes with rotation, linear motion and background fields

NASA Astrophysics Data System (ADS)

Maghsoodi, Elham; Kamani, Davoud

2017-09-01

We obtain two boundary states corresponding to the two folds of a fractional-wrapped Dp-brane, i.e. the twisted version under the orbifold C2 /Z2 and the untwisted version. The brane has rotation and linear motion, in the presence of the following background fields: the Kalb-Ramond tensor, a U (1) internal gauge potential and a tachyon field. The rotation and linear motion are inside the volume of the brane. The brane lives in the d-dimensional spacetime, with the orbifold-toroidal structure Tn ×R 1 , d - n - 5 ×C2 /Z2 in the twisted sector. Using these boundary states we calculate the interaction amplitude of two parallel fractional Dp-branes with the foregoing setup. Various properties of this amplitude such as the long-range behavior will be analyzed.

The Brownian mean field model

NASA Astrophysics Data System (ADS)

Chavanis, Pierre-Henri

2014-05-01

We discuss the dynamics and thermodynamics of the Brownian mean field (BMF) model which is a system of N Brownian particles moving on a circle and interacting via a cosine potential. It can be viewed as the canonical version of the Hamiltonian mean field (HMF) model. The BMF model displays a second order phase transition from a homogeneous phase to an inhomogeneous phase below a critical temperature T c = 1 / 2. We first complete the description of this model in the mean field approximation valid for N → +∞. In the strong friction limit, the evolution of the density towards the mean field Boltzmann distribution is governed by the mean field Smoluchowski equation. For T < T c , this equation describes a process of self-organization from a non-magnetized (homogeneous) phase to a magnetized (inhomogeneous) phase. We obtain an analytical expression for the temporal evolution of the magnetization close to T c . Then, we take fluctuations (finite N effects) into account. The evolution of the density is governed by the stochastic Smoluchowski equation. From this equation, we derive a stochastic equation for the magnetization and study its properties both in the homogenous and inhomogeneous phase. We show that the fluctuations diverge at the critical point so that the mean field approximation ceases to be valid. Actually, the limits N → +∞ and T → T c do not commute. The validity of the mean field approximation requires N( T - T c ) → +∞ so that N must be larger and larger as T approaches T c . We show that the direction of the magnetization changes rapidly close to T c while its amplitude takes a long time to relax. We also indicate that, for systems with long-range interactions, the lifetime of metastable states scales as e N except close to a critical point. The BMF model shares many analogies with other systems of Brownian particles with long-range interactions such as self-gravitating Brownian particles, the Keller-Segel model describing the chemotaxis

FAST TRACK COMMUNICATION: Semiclassical Klein Kramers and Smoluchowski equations for the Brownian motion of a particle in an external potential

NASA Astrophysics Data System (ADS)

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(planck4) and in the classical limit, planck → 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.

Brownian diffusion and thermophoresis mechanisms in Casson fluid over a moving wedge

NASA Astrophysics Data System (ADS)

Ullah, Imran; Shafie, Sharidan; Khan, Ilyas; Hsiao, Kai Long

2018-06-01

The effect of Brownian diffusion and thermophoresis on electrically conducting mixed convection flow of Casson fluid induced by moving wedge is investigated in this paper. It is assumed that the wedge is saturated in a porous medium and experiences the thermal radiation and chemical reaction effects. The transformed nonlinear governing equations are solved numerically by Keller box scheme. Findings reveal that increase in Casson and magnetic parameters reduced the boundary layer thickness. The effect of Brownian motion and thermophoresis parameters are more pronounced on temperature profile as compared to nanoparticles concentration. The presence of thermal radiation assisted the heat transfer rate significantly. The influence of magnetic parameter is observed less significant on temperature and nanoparticles concentration.

Rapid sampling of stochastic displacements in Brownian dynamics simulations

NASA Astrophysics Data System (ADS)

Fiore, Andrew M.; Balboa Usabiaga, Florencio; Donev, Aleksandar; Swan, James W.

2017-03-01

We present a new method for sampling stochastic displacements in Brownian Dynamics (BD) simulations of colloidal scale particles. The method relies on a new formulation for Ewald summation of the Rotne-Prager-Yamakawa (RPY) tensor, which guarantees that the real-space and wave-space contributions to the tensor are independently symmetric and positive-definite for all possible particle configurations. Brownian displacements are drawn from a superposition of two independent samples: a wave-space (far-field or long-ranged) contribution, computed using techniques from fluctuating hydrodynamics and non-uniform fast Fourier transforms; and a real-space (near-field or short-ranged) correction, computed using a Krylov subspace method. The combined computational complexity of drawing these two independent samples scales linearly with the number of particles. The proposed method circumvents the super-linear scaling exhibited by all known iterative sampling methods applied directly to the RPY tensor that results from the power law growth of the condition number of tensor with the number of particles. For geometrically dense microstructures (fractal dimension equal three), the performance is independent of volume fraction, while for tenuous microstructures (fractal dimension less than three), such as gels and polymer solutions, the performance improves with decreasing volume fraction. This is in stark contrast with other related linear-scaling methods such as the force coupling method and the fluctuating immersed boundary method, for which performance degrades with decreasing volume fraction. Calculations for hard sphere dispersions and colloidal gels are illustrated and used to explore the role of microstructure on performance of the algorithm. In practice, the logarithmic part of the predicted scaling is not observed and the algorithm scales linearly for up to 4 ×106 particles, obtaining speed ups of over an order of magnitude over existing iterative methods, and making the

Fast antibody fragment motion: flexible linkers act as entropic spring

PubMed Central

Stingaciu, Laura R.; Ivanova, Oxana; Ohl, Michael; Biehl, Ralf; Richter, Dieter

2016-01-01

A flexible linker region between three fragments allows antibodies to adjust their binding sites to an antigen or receptor. Using Neutron Spin Echo Spectroscopy we observed fragment motion on a timescale of 7 ns with motional amplitudes of about 1 nm relative to each other. The mechanistic complexity of the linker region can be described by a spring model with Brownian motion of the fragments in a harmonic potential. Displacements, timescale, friction and force constant of the underlying dynamics are accessed. The force constant exhibits a similar strength to an entropic spring, with friction of the fragment matching the unbound state. The observed fast motions are fluctuations in pre-existing equilibrium configurations. The Brownian motion of domains in a harmonic potential is the appropriate model to examine functional hinge motions dependent on the structural topology and highlights the role of internal forces and friction to function. PMID:27020739

Fast antibody fragment motion: flexible linkers act as entropic spring.

PubMed

Stingaciu, Laura R; Ivanova, Oxana; Ohl, Michael; Biehl, Ralf; Richter, Dieter

2016-03-29

A flexible linker region between three fragments allows antibodies to adjust their binding sites to an antigen or receptor. Using Neutron Spin Echo Spectroscopy we observed fragment motion on a timescale of 7 ns with motional amplitudes of about 1 nm relative to each other. The mechanistic complexity of the linker region can be described by a spring model with Brownian motion of the fragments in a harmonic potential. Displacements, timescale, friction and force constant of the underlying dynamics are accessed. The force constant exhibits a similar strength to an entropic spring, with friction of the fragment matching the unbound state. The observed fast motions are fluctuations in pre-existing equilibrium configurations. The Brownian motion of domains in a harmonic potential is the appropriate model to examine functional hinge motions dependent on the structural topology and highlights the role of internal forces and friction to function.

Two-temperature Brownian dynamics of a particle in a confining potential

NASA Astrophysics Data System (ADS)

Mancois, Vincent; Marcos, Bruno; Viot, Pascal; Wilkowski, David

2018-05-01

We consider the two-dimensional motion of a particle in a confining potential, subject to Brownian orthogonal forces associated with two different temperatures. Exact solutions are obtained for an asymmetric harmonic potential in the overdamped and underdamped regimes. For more general confining potentials, a perturbative approach shows that the stationary state exhibits some universal properties. The nonequilibrium stationary state is characterized with a nonzero orthoradial mean current, corresponding to a global rotation of the particle around the center. The rotation is due to two broken symmetries: two different temperatures and a mismatch between the principal axes of the confining asymmetric potential and the temperature axes. We confirm our predictions by performing a Brownian dynamics simulation. Finally, we propose to observe this effect on a laser-cooled atomic gas.

Fractional-calculus diffusion equation

PubMed Central

2010-01-01

Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. Conclusions The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis. PMID:20492677

Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise

PubMed Central

Zeng, Caibin; Yang, Qigui; Cao, Junfei

2014-01-01

This paper deals with the following type of stochastic partial differential equations (SPDEs) perturbed by an infinite dimensional fractional Brownian motion with a suitable volatility coefficient Φ: dX(t) = A(X(t))dt+Φ(t)dB H(t), where A is a nonlinear operator satisfying some monotonicity conditions. Using the variational approach, we prove the existence and uniqueness of variational solutions to such system. Moreover, we prove that this variational solution generates a random dynamical system. The main results are applied to a general type of nonlinear SPDEs and the stochastic generalized p-Laplacian equation. PMID:24574903

Local shear stress and its correlation with local volume fraction in concentrated non-Brownian suspensions: Lattice Boltzmann simulation

NASA Astrophysics Data System (ADS)

Lee, Young Ki; Ahn, Kyung Hyun; Lee, Seung Jong

2014-12-01

The local shear stress of non-Brownian suspensions was investigated using the lattice Boltzmann method coupled with the smoothed profile method. Previous studies have only focused on the bulk rheology of complex fluids because the local rheology of complex fluids was not accessible due to technical limitations. In this study, the local shear stress of two-dimensional solid particle suspensions in Couette flow was investigated with the method of planes to correlate non-Newtonian fluid behavior with the structural evolution of concentrated particle suspensions. Shear thickening was successfully captured for highly concentrated suspensions at high particle Reynolds number, and both the local rheology and local structure of the suspensions were analyzed. It was also found that the linear correlation between the local particle stress and local particle volume fraction was dramatically reduced during shear thickening. These results clearly show how the change in local structure of suspensions influences the local and bulk rheology of the suspensions.

Kinetic nanofriction: a mechanism transition from quasi-continuous to ballistic-like Brownian regime

PubMed Central

2012-01-01

Surface diffusion of mobile adsorbates is not only the key to control the rate of dynamical processes on solid surfaces, e.g. epitaxial growth, but also of fundamental importance for recent technological applications, such as nanoscale electro-mechanical, tribological, and surface probing devices. Though several possible regimes of surface diffusion have been suggested, the nanoscale surface Brownian motion, especially in the technologically important low friction regimes, remains largely unexplored. Using molecular dynamics simulations, we show for the first time, that a C60 admolecule on a graphene substrate exhibits two distinct regimes of nanoscale Brownian motion: a quasi-continuous and a ballistic-like. A crossover between these two regimes is realized by changing the temperature of the system. We reveal that the underlying physical origin for this crossover is a mechanism transition of kinetic nanofriction arising from distinctive ways of interaction between the admolecule and the graphene substrate in these two regimes due to the temperature change. Our findings provide insight into surface mass transport and kinetic friction control at the nanoscale. PMID:22353343

Light scattering and dynamics of interacting Brownian particles

NASA Technical Reports Server (NTRS)

Tsang, T.; Tang, H. T.

1982-01-01

The relative motions of interacting Brownian particles in liquids may be described as radial diffusion in an effective potential of the mean force. By using a harmonic approximation for the effective potential, the intermediate scattering function may also be evaluated. For polystyrene spheres of 250 A mean radius in aqueous environment at 0.00125 g/cu cm concentration, the results for the calculated mean square displacement are in qualitative agreement with experimental data from photon correlation spectroscopy. Because of the interactions, the functions deviate considerably from the exponential forms for the free particles.

Shear thickening regimes of dense non-Brownian suspensions.

PubMed

Ness, Christopher; Sun, Jin

2016-01-21

We propose a unifying rheological framework for dense suspensions of non-Brownian spheres, predicting the onsets of particle friction and particle inertia as distinct shear thickening mechanisms, while capturing quasistatic and soft particle rheology at high volume fractions and shear rates respectively. Discrete element method simulations that take suitable account of hydrodynamic and particle-contact interactions corroborate the model predictions, demonstrating both mechanisms of shear thickening, and showing that they can occur concurrently with carefully selected particle surface properties under certain flow conditions. Microstructural transitions associated with frictional shear thickening are presented. We find very distinctive divergences of both microstructural and dynamic variables with respect to volume fraction in the thickened and non-thickened states.

Fast antibody fragment motion: flexible linkers act as entropic spring

DOE PAGES

Stingaciu, Laura R.; Ivanova, Oxana; Ohl, Michael; ...

2016-03-29

A flexible linker region between three fragments allows antibodies to adjust their binding sites to an antigen or receptor. Using Neutron Spin Echo Spectroscopy we observed fragment motion on a timescale of 7 ns with motional amplitudes of about 1 nm relative to each other. The mechanistic complexity of the linker region can be described by a spring model with Brownian motion of the fragments in a harmonic potential. Displacements, timescale, friction and force constant of the underlying dynamics are accessed. The force constant exhibits a similar strength to an entropic spring, with friction of the fragment matching the unboundmore » state. The observed fast motions are fluctuations in pre-existing equilibrium configurations. In conclusion, the Brownian motion of domains in a harmonic potential is the appropriate model to examine functional hinge motions dependent on the structural topology and highlights the role of internal forces and friction to function.« less

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

PubMed

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.

The Effects of the Interplay between Motor and Brownian Forces on the Rheology of Active Gels.

PubMed

Córdoba, Andrés

2018-04-19

Active gels perform key mechanical roles inside the cell, such as cell division, motion, and force sensing. The unique mechanical properties required to perform such functions arise from the interactions between molecular motors and semiflexible polymeric filaments. Molecular motors can convert the energy released in the hydrolysis of ATP into forces of up to piconewton magnitudes. Moreover, the polymeric filaments that form active gels are flexible enough to respond to Brownian forces but also stiff enough to support the large tensions induced by the motor-generated forces. Brownian forces are expected to have a significant effect especially at motor activities at which stable noncontractile in vitro active gels are prepared for rheological measurements. Here, a microscopic mean-field theory of active gels originally formulated in the limit of motor-dominated dynamics is extended to include Brownian forces. In the model presented here, Brownian forces are included accurately, at real room temperature, even in systems with high motor activity. It is shown that a subtle interplay, or competition, between motor-generated forces and Brownian forces has an important impact on the mass transport and rheological properties of active gels. The model predictions show that at low frequencies the dynamic modulus of active gels is determined mostly by motor protein dynamics. However, Brownian forces significantly increase the breadth of the relaxation spectrum and can affect the shape of the dynamic modulus over a wide frequency range even for ratios of motor to Brownian forces of more than a hundred. Since the ratio between motor and Brownian forces is sensitive to ATP concentration, the results presented here shed some light on how the transient mechanical response of active gels changes with varying ATP concentration.

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

PubMed

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.

Auditory Hair Cell Centrioles Undergo Confined Brownian Motion Throughout the Developmental Migration of the Kinocilium

PubMed Central

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

2013-01-01

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. PMID:23823223

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

PubMed

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.

Quantification of intra-fraction motion in breast radiotherapy using supine magnetic resonance imaging

NASA Astrophysics Data System (ADS)

van Heijst, Tristan C. F.; Philippens, Mariëlle E. P.; Charaghvandi, Ramona K.; den Hartogh, Mariska D.; Lagendijk, Jan J. W.; Desirée van den Bongard, H. J. G.; van Asselen, Bram

2016-02-01

In early-stage breast-cancer patients, accelerated partial-breast irradiation techniques (APBI) and hypofractionation are increasingly implemented after breast-conserving surgery (BCS). For a safe and effective radiation therapy (RT), the influence of intra-fraction motion during dose delivery becomes more important as associated fraction durations increase and targets become smaller. Current image-guidance techniques are insufficient to characterize local target movement in high temporal and spatial resolution for extended durations. Magnetic resonance imaging (MRI) can provide high soft-tissue contrast, allow fast imaging, and acquire images during longer periods. The goal of this study was to quantify intra-fraction motion using MRI scans from 21 breast-cancer patients, before and after BCS, in supine RT position, on two time scales. High-temporal 2-dimensional (2D) MRI scans (cine-MRI), acquired every 0.3 s during 2 min, and three 3D MRI scans, acquired over 20 min, were performed. The tumor (bed) and whole breast were delineated on 3D scans and delineations were transferred to the cine-MRI series. Consecutive scans were rigidly registered and delineations were transformed accordingly. Motion in sub-second time-scale (derived from cine-MRI) was generally regular and limited to a median of 2 mm. Infrequently, large deviations were observed, induced by deep inspiration, but these were temporary. Movement on multi-minute scale (derived from 3D MRI) varied more, although medians were restricted to 2.2 mm or lower. Large whole-body displacements (up to 14 mm over 19 min) were sparsely observed. The impact of motion on standard RT techniques is likely small. However, in novel hypofractionated APBI techniques, whole-body shifts may affect adequate RT delivery, given the increasing fraction durations and smaller targets. Motion management may thus be required. For this, on-line MRI guidance could be provided by a hybrid MRI/RT modality, such as the

Observing conformations of single FoF1-ATP synthases in a fast anti-Brownian electrokinetic trap

NASA Astrophysics Data System (ADS)

Su, Bertram; Düser, Monika G.; Zarrabi, Nawid; Heitkamp, Thomas; Starke, Ilka; Börsch, Michael

2015-03-01

To monitor conformational changes of individual membrane transporters in liposomes in real time, we attach two fluorophores to selected domains of a protein. Sequential distance changes between the dyes are recorded and analyzed by Förster resonance energy transfer (FRET). Using freely diffusing membrane proteins reconstituted in liposomes, observation times are limited by Brownian motion through the confocal detection volume. A. E. Cohen and W. E. Moerner have invented and built microfluidic devices to actively counteract Brownian motion of single nanoparticles in electrokinetic traps (ABELtrap). Here we present a version of an ABELtrap with a laser focus pattern generated by electro-optical beam deflectors and controlled by a programmable FPGA. This ABELtrap could hold single fluorescent nanobeads for more than 100 seconds, increasing the observation times of a single particle more than 1000-fold. Conformational changes of single FRET-labeled membrane enzymes FoF1-ATP synthase can be detected in the ABELtrap.

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

NASA Astrophysics Data System (ADS)

Palanisamy, Duraivelan; den Otter, Wouter K.

2018-05-01

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

Brownian Emitters

NASA Astrophysics Data System (ADS)

Tsekov, Roumen

2016-06-01

A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the Abraham-Lorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is found that for the case of a charged particle moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, equal to roughly 1/18 of the speed of light. The relevant Fokker-Planck and Smoluchowski equations are also derived.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

Three-dimensional nanoscale imaging by plasmonic Brownian microscopy

NASA Astrophysics Data System (ADS)

Labno, Anna; Gladden, Christopher; Kim, Jeongmin; Lu, Dylan; Yin, Xiaobo; Wang, Yuan; Liu, Zhaowei; Zhang, Xiang

2017-12-01

Three-dimensional (3D) imaging at the nanoscale is a key to understanding of nanomaterials and complex systems. While scanning probe microscopy (SPM) has been the workhorse of nanoscale metrology, its slow scanning speed by a single probe tip can limit the application of SPM to wide-field imaging of 3D complex nanostructures. Both electron microscopy and optical tomography allow 3D imaging, but are limited to the use in vacuum environment due to electron scattering and to optical resolution in micron scales, respectively. Here we demonstrate plasmonic Brownian microscopy (PBM) as a way to improve the imaging speed of SPM. Unlike photonic force microscopy where a single trapped particle is used for a serial scanning, PBM utilizes a massive number of plasmonic nanoparticles (NPs) under Brownian diffusion in solution to scan in parallel around the unlabeled sample object. The motion of NPs under an evanescent field is three-dimensionally localized to reconstruct the super-resolution topology of 3D dielectric objects. Our method allows high throughput imaging of complex 3D structures over a large field of view, even with internal structures such as cavities that cannot be accessed by conventional mechanical tips in SPM.

Perpetual Motion with Maxwell's Demon

NASA Astrophysics Data System (ADS)

Gordon, Lyndsay G. M.

2002-11-01

A method for producing a temperature gradient by Brownian motion in an equilibrated isolated system composed of two fluid compartments and a separating adiabatic membrane is discussed. This method requires globular protein molecules, partially embedded in the membrane, to alternate between two conformations which lie on opposite sides of the membrane. The greater part of each conformer is bathed by one of the fluids and rotates in Brownian motion around its axis, perpendicular to the membrane. Rotational energy is transferred through the membrane during conformational changes. Angular momentum is conserved during the transitions. The energy flow becomes asymmetrical when the conformational changes of the protein are sterically hindered by two of its side-chains, the positions of which are affected by the angular velocity of the rotor. The heat flow increases the temperature gradient in contravention of the Second Law. A second hypothetical model which illustrates solute transfer at variance with the Second Law is also discussed.

Motion of particles adhering to the leading lamella of crawling cells

PubMed Central

1981-01-01

Time-lapsed films of particle motion on the leading lamella of chick heart fibroblasts and mouse peritoneal macrophages were analyzed. The particles were composed of powdered glass or powdered aminated polystyrene and were 0.5-1.0 micrometer in radius. Particle motions were described by steps in position from one frame to the time-lapse movies to the next. The statistics of the step-size distribution of the particles were consistent with a particle in Brownian motion subject to a constant force. From the Brownian movement, we have calculated the two-dimensional diffusion coefficient of different particles. These vary by more than an order of magnitude (10(-11)-10(-10) cm2/s) even for particles composed of the same material and located very close to each other on the surface of the cell. This variation was not correlated with particle size but is interpretable as a result of different numbers of adhesive bonds holding the particles to the cells. The constant component of particle movement can be interpreted as a result of a constant force acting on each particle (0.1-1.0 x 10(-8) dyn). Variations in the fractional coefficient for particles close to each other on the cell surface do not yield corresponding differences in velocity, suggesting that the frictional coefficient and the driving force vary together. This is consistent with the hypothesis that the particles are carried by flow of the membrane as a whole or by flow of some submembrane material. The utility of our methods for monitoring cell motile behavior in biologically interesting situations, such as a chemotactic gradient, is discussed. PMID:7309794

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations. PMID:27830719

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

A geometric model for evaluating the effects of inter-fraction rectal motion during prostate radiotherapy

NASA Astrophysics Data System (ADS)

Pavel-Mititean, Luciana M.; Rowbottom, Carl G.; Hector, Charlotte L.; Partridge, Mike; Bortfeld, Thomas; Schlegel, Wolfgang

2004-06-01

A geometric model is presented which allows calculation of the dosimetric consequences of rectal motion in prostate radiotherapy. Variations in the position of the rectum are measured by repeat CT scanning during the courses of treatment of five patients. Dose distributions are calculated by applying the same conformal treatment plan to each imaged fraction and rectal dose-surface histograms produced. The 2D model allows isotropic expansion and contraction in the plane of each CT slice. By summing the dose to specific volume elements tracked by the model, composite dose distributions are produced that explicitly include measured inter-fraction motion for each patient. These are then used to estimate effective dose-surface histograms (DSHs) for the entire treatment. Results are presented showing the magnitudes of the measured target and rectal motion and showing the effects of this motion on the integral dose to the rectum. The possibility of using such information to calculate normal tissue complication probabilities (NTCP) is demonstrated and discussed.

Species and Scale Dependence of Bacterial Motion Dynamics

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Self-propelled Brownian spinning top: dynamics of a biaxial swimmer at low Reynolds numbers.

PubMed

Wittkowski, Raphael; Löwen, Hartmut

2012-02-01

Recently the Brownian dynamics of self-propelled (active) rodlike particles was explored to model the motion of colloidal microswimmers, catalytically driven nanorods, and bacteria. Here we generalize this description to biaxial particles with arbitrary shape and derive the corresponding Langevin equation for a self-propelled Brownian spinning top. The biaxial swimmer is exposed to a hydrodynamic Stokes friction force at low Reynolds numbers, to fluctuating random forces and torques as well as to an external and an internal (effective) force and torque. The latter quantities control its self-propulsion. Due to biaxiality and hydrodynamic translational-rotational coupling, the Langevin equation can only be solved numerically. In the special case of an orthotropic particle in the absence of external forces and torques, the noise-free (zero-temperature) trajectory is analytically found to be a circular helix. This trajectory is confirmed numerically to be more complex in the general case of an arbitrarily shaped particle under the influence of arbitrary forces and torques involving a transient irregular motion before ending up in a simple periodic motion. By contrast, if the external force vanishes, no transient regime is found, and the particle moves on a superhelical trajectory. For orthotropic particles, the noise-averaged trajectory is a generalized concho-spiral. We furthermore study the reduction of the model to two spatial dimensions and classify the noise-free trajectories completely finding circles, straight lines with and without transients, as well as cycloids and arbitrary periodic trajectories. © 2012 American Physical Society

TH-CD-207A-12: Impacts of Inter- and Intra-Fractional Organ Motion for High-Risk Prostate Cancer Stereotactic Body Radiation Therapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hassan Rezaeian, N; Chi, Y; Zhou, Y

2016-06-15

Purpose: We are conducting a clinical trial on stereotactic body radiation therapy (SBRT) for high-risk prostate cancer. Doses to three targets, prostate, intra-prostatic lesion, and pelvic lymph node (PLN) region, are escalated to three different levels via simultaneous integrated boost technique. Inter-/intra-fractional organ motions deteriorate planned dose distribution. This study aims at developing a dose reconstruction system to comprehensively understand the impacts of organ motion in our clinical trial. Methods: A 4D dose reconstruction system has been developed for this study. Using a GPU-based Monte-Carlo dose engine and delivery log file, the system is able to reconstruct dose on staticmore » or dynamic anatomy. For prostate and intra-prostatic targets, intra-fractional motion is the main concern. Motion trajectory acquired from Calypso in previously treated SBRT patients were used to perform 4D dose reconstructions. For pelvic target, inter-fractional motion is one concern. Eight patients, each with four cone beam CTs, were used to derive fractional motion. The delivered dose was reconstructed on the deformed anatomy. Dosimetric parameters for delivered dose distributions of the three targets were extracted and compared with planned levels. Results: For prostate intra-fractional motion, the mean 3D motion amplitude during beam delivery ranged from 1.5mm to 5.0mm and the average among all patients was 2.61mm. Inter-fractional motion for the PLN target was more significant. The average amplitude among patients was 4mm with the largest amplitude up to 9.6mm. The D95% deviation from planned level for prostate PTVs and GTVs are on average less than<0.1% and this deviation for intra-prostatic lesion PTVs and GTVs were more prominent. The dose at PLN was significantly affected with D{sub 95}% reduced by up to 44%. Conclusion: Intra-/inter-fractional organ motion is a concern for high-risk prostate SBRT, particularly for the PLN target. Our dose

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

NASA Astrophysics Data System (ADS)

Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf

2018-04-01

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

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

NASA Astrophysics Data System (ADS)

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.

Bacterial Translocation Ratchets: Shared Physical Principles with Different Molecular Implementations: How bacterial secretion systems bias Brownian motion for efficient translocation of macromolecules.

PubMed

Hepp, Christof; Maier, Berenike

2017-10-01

Secretion systems enable bacteria to import and secrete large macromolecules including DNA and proteins. While most components of these systems have been identified, the molecular mechanisms of macromolecular transport remain poorly understood. Recent findings suggest that various bacterial secretion systems make use of the translocation ratchet mechanism for transporting polymers across the cell envelope. Translocation ratchets are powered by chemical potential differences generated by concentration gradients of ions or molecules that are specific to the respective secretion systems. Bacteria employ these potential differences for biasing Brownian motion of the macromolecules within the conduits of the secretion systems. Candidates for this mechanism include DNA import by the type II secretion/type IV pilus system, DNA export by the type IV secretion system, and protein export by the type I secretion system. Here, we propose that these three secretion systems employ different molecular implementations of the translocation ratchet mechanism. © 2017 The Authors. BioEssays Published by WILEY Periodicals, Inc.

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

PubMed

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.

Motion detection using extended fractional Fourier transform and digital speckle photography.

PubMed

Bhaduri, Basanta; Tay, C J; Quan, C; Sheppard, Colin J R

2010-05-24

Digital speckle photography is a useful tool for measuring the motion of optically rough surfaces from the speckle shift that takes place at the recording plane. A simple correlation based digital speckle photographic system has been proposed that implements two simultaneous optical extended fractional Fourier transforms (EFRTs) of different orders using only a single lens and detector to simultaneously detect both the magnitude and direction of translation and tilt by capturing only two frames: one before and another after the object motion. The dynamic range and sensitivity of the measurement can be varied readily by altering the position of the mirror/s used in the optical setup. Theoretical analysis and experiment results are presented.

Brownian Motion at Lipid Membranes: A Comparison of Hydrodynamic Models Describing and Experiments Quantifying Diffusion within Lipid Bilayers.

PubMed

Block, Stephan

2018-05-22

The capability of lipid bilayers to exhibit fluid-phase behavior is a fascinating property, which enables, for example, membrane-associated components, such as lipids (domains) and transmembrane proteins, to diffuse within the membrane. These diffusion processes are of paramount importance for cells, as they are for example involved in cell signaling processes or the recycling of membrane components, but also for recently developed analytical approaches, which use differences in the mobility for certain analytical purposes, such as in-membrane purification of membrane proteins or the analysis of multivalent interactions. Here, models describing the Brownian motion of membrane inclusions (lipids, peptides, proteins, and complexes thereof) in model bilayers (giant unilamellar vesicles, black lipid membranes, supported lipid bilayers) are summarized and model predictions are compared with the available experimental data, thereby allowing for evaluating the validity of the introduced models. It will be shown that models describing the diffusion in freestanding (Saffman-Delbrück and Hughes-Pailthorpe-White model) and supported bilayers (the Evans-Sackmann model) are well supported by experiments, though only few experimental studies have been published so far for the latter case, calling for additional tests to reach the same level of experimental confirmation that is currently available for the case of freestanding bilayers.

A computational method for estimating the dosimetric effect of intra-fraction motion on step-and-shoot IMRT and compensator plans

NASA Astrophysics Data System (ADS)

Waghorn, Ben J.; Shah, Amish P.; Ngwa, Wilfred; Meeks, Sanford L.; Moore, Joseph A.; Siebers, Jeffrey V.; Langen, Katja M.

2010-07-01

Intra-fraction organ motion during intensity-modulated radiation therapy (IMRT) treatment can cause differences between the planned and the delivered dose distribution. To investigate the extent of these dosimetric changes, a computational model was developed and validated. The computational method allows for calculation of the rigid motion perturbed three-dimensional dose distribution in the CT volume and therefore a dose volume histogram-based assessment of the dosimetric impact of intra-fraction motion on a rigidly moving body. The method was developed and validated for both step-and-shoot IMRT and solid compensator IMRT treatment plans. For each segment (or beam), fluence maps were exported from the treatment planning system. Fluence maps were shifted according to the target position deduced from a motion track. These shifted, motion-encoded fluence maps were then re-imported into the treatment planning system and were used to calculate the motion-encoded dose distribution. To validate the accuracy of the motion-encoded dose distribution the treatment plan was delivered to a moving cylindrical phantom using a programmed four-dimensional motion phantom. Extended dose response (EDR-2) film was used to measure a planar dose distribution for comparison with the calculated motion-encoded distribution using a gamma index analysis (3% dose difference, 3 mm distance-to-agreement). A series of motion tracks incorporating both inter-beam step-function shifts and continuous sinusoidal motion were tested. The method was shown to accurately predict the film's dose distribution for all of the tested motion tracks, both for the step-and-shoot IMRT and compensator plans. The average gamma analysis pass rate for the measured dose distribution with respect to the calculated motion-encoded distribution was 98.3 ± 0.7%. For static delivery the average film-to-calculation pass rate was 98.7 ± 0.2%. In summary, a computational technique has been developed to calculate the

From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

NASA Astrophysics Data System (ADS)

Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

2018-05-01

In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

The effects of intra-fraction organ motion on the delivery of intensity-modulated field with a multileaf collimator.

PubMed

Chui, Chen-Shou; Yorke, Ellen; Hong, Linda

2003-07-01

Intensity-modulated radiation therapy can be conveniently delivered with a multileaf collimator. With this method, the entire field is not delivered at once, but rather it is composed of many subfields defined by the leaf positions as a function of beam on time. At any given instant, only these subfields are delivered. During treatment, if the organ moves, part of the volume may move in or out of these subfields. Due to this interplay between organ motion and leaf motion the delivered dose may be different from what was planned. In this work, we present a method that calculates the effects of organ motion on delivered dose. The direction of organ motion may be parallel or perpendicular to the leaf motion, and the effect can be calculated for a single fraction or for multiple fractions. Three breast patients and four lung patients were included in this study,with the amplitude of the organ motion varying from +/- 3.5 mm to +/- 10 mm, and the period varying from 4 to 8 seconds. Calculations were made for these patients with and without organ motion, and results were examined in terms of isodose distribution and dose volume histograms. Each calculation was repeated ten times in order to estimate the statistical uncertainties. For selected patients, calculations were also made with conventional treatment technique. The effects of organ motion on conventional techniques were compared relative to that on IMRT techniques. For breast treatment, the effect of organ motion primarily broadened the penumbra at the posterior field edge. The dose in the rest of the treatment volume was not significantly affected. For lung treatment, the effect also broadened the penumbra and degraded the coverage of the planning target volume (PTV). However, the coverage of the clinical target volume (CTV) was not much affected, provided the PTV margin was adequate. The same effects were observed for both IMRT and conventional treatment techniques. For the IMRT technique, the standard deviations

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

From Mechanical Motion to Brownian Motion, Thermodynamics and Particle Transport Theory

ERIC Educational Resources Information Center

Bringuier, E.

2008-01-01

The motion of a particle in a medium is dealt with either as a problem of mechanics or as a transport process in non-equilibrium statistical physics. The two kinds of approach are often unrelated as they are taught in different textbooks. The aim of this paper is to highlight the link between the mechanical and statistical treatments of particle…

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

PubMed

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

2018-05-07

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

Probabilistic and Statistical Modeling of Complex Systems Exhibiting Long Range Dependence and Heavy Tails

DTIC Science & Technology

2010-07-01

cluster input can look like a Fractional Brownian motion even in the slow growth regime’’. Advances in Applied Probability, 41(2), 393-427. Yeghiazarian, L... Brownian motion ? Ann. Appl. Probab., 12(1):23–68, 2002. [10] A. Mitra and S.I. Resnick. Hidden domain of attraction: extension of hidden regular variation...variance? A paradox and an explanation’’. Quantitative Finance , 1, 11 pages. Hult, H. and Samorodnitsky, G. (2010) ``Large deviations for point

Inertial effects of a small Brownian particle cause a colored power spectral density of thermal noise.

PubMed

Jannasch, Anita; Mahamdeh, Mohammed; Schäffer, Erik

2011-11-25

The random thermal force acting on Brownian particles is often approximated in Langevin models by a "white-noise" process. However, fluid entrainment results in a frequency dependence of this thermal force giving it a "color." While theoretically well understood, direct experimental evidence for this colored nature of the noise term and how it is influenced by a nearby wall is lacking. Here, we directly measured the color of the thermal noise intensity by tracking a particle strongly confined in an ultrastable optical trap. All our measurements are in quantitative agreement with the theoretical predictions. Since Brownian motion is important for microscopic, in particular, biological systems, the colored nature of the noise and its distance dependence to nearby objects need to be accounted for and may even be utilized for advanced sensor applications.

Trajectories of the ribosome as a Brownian nanomachine

DOE PAGES

Dashti, Ali; Schwander, Peter; Langlois, Robert; ...

2014-11-24

In a Brownian machine, there is a tiny device buffeted by the random motions of molecules in the environment, is capable of exploiting these thermal motions for many of the conformational changes in its work cycle. Such machines are now thought to be ubiquitous, with the ribosome, a molecular machine responsible for protein synthesis, increasingly regarded as prototypical. We present a new analytical approach capable of determining the free-energy landscape and the continuous trajectories of molecular machines from a large number of snapshots obtained by cryogenic electron microscopy. We demonstrate this approach in the context of experimental cryogenic electron microscopemore » images of a large ensemble of nontranslating ribosomes purified from yeast cells. The free-energy landscape is seen to contain a closed path of low energy, along which the ribosome exhibits conformational changes known to be associated with the elongation cycle. This approach allows model-free quantitative analysis of the degrees of freedom and the energy landscape underlying continuous conformational changes in nanomachines, including those important for biological function.« less

A bipedal DNA Brownian motor with coordinated legs.

PubMed

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

2009-04-03

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

First passage Brownian functional properties of snowmelt dynamics

NASA Astrophysics Data System (ADS)

Dubey, Ashutosh; Bandyopadhyay, Malay

2018-04-01

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

Brownian dynamics of wall tethered polymers in shear flow

NASA Astrophysics Data System (ADS)

Lin, Tiras Y.; Saadat, Amir; Kushwaha, Amit; Shaqfeh, Eric S. G.

2017-11-01

The dynamics of a wall tethered polymer in shear flow is studied using Brownian dynamics. Simulations are performed with bead-spring chains, and the effect of hydrodynamic interactions (HI) is incorporated through Blake's tensor with a finite size bead correction. We characterize the configuration of the polymer as a function of the Weissenberg number by investigating the regions the polymer explores in both the flow-gradient and flow-vorticity planes. The fractional extension in the flow direction, the width in the vorticity direction, and the thickness in the gradient direction are reported as well, and these quantities are found to compare favorably with the experimental data of the literature. The cyclic motion of the polymer is demonstrated through analysis of the mean velocity field of the end bead. We characterize the collision process of each bead with the wall as a Poisson process and extract an average wall collision rate, which in general varies along the backbone of the chain. The inclusion of HI with the wall for a tethered polymer is found to reduce the average wall collision rate. We anticipate that results from this work will be directly applicable to, e.g., the design of polymer brushes or the use of DNA for making nanowires in molecular electronics. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Fractional Progress Toward Understanding the Fractional Diffusion Limit: The Electromagnetic Response of Spatially Correlated Geomaterials

NASA Astrophysics Data System (ADS)

Weiss, C. J.; Beskardes, G. D.; Everett, M. E.

2016-12-01

In this presentation we review the observational evidence for anomalous electromagnetic diffusion in near-surface geophysical exploration and how such evidence is consistent with a detailed, spatially-correlated geologic medium. To date, the inference of multi-scale geologic correlation is drawn from two independent methods of data analysis. The first of which is analogous to seismic move-out, where the arrival time of an electromagnetic pulse is plotted as a function of transmitter/receiver separation. The "anomalous" diffusion is evident by the fractional-order power law behavior of these arrival times, with an exponent value between unity (pure diffusion) and 2 (lossless wave propagation). The second line of evidence comes from spectral analysis of small-scale fluctuations in electromagnetic profile data which cannot be explained in terms of instrument, user or random error. Rather, the power-law behavior of the spectral content of these signals (i.e., power versus wavenumber) and their increments reveals them to lie in a class of signals with correlations over multiple length scales, a class of signals known formally as fractional Brownian motion. Numerical results over simulated geology with correlated electrical texture - representative of, for example, fractures, sedimentary bedding or metamorphic lineation - are consistent with the (albeit limited, but growing) observational data, suggesting a possible mechanism and modeling approach for a more realistic geology. Furthermore, we show how similar simulated results can arise from a modeling approach where geologic texture is economically captured by a modified diffusion equation containing exotic, but manageable, fractional derivatives. These derivatives arise physically from the generalized convolutional form for the electromagnetic constitutive laws and thus have merit beyond mere mathematical convenience. In short, we are zeroing in on the anomalous, fractional diffusion limit from two converging

Optimal tuning of a confined Brownian information engine.

PubMed

Park, Jong-Min; Lee, Jae Sung; Noh, Jae Dong

2016-03-01

A Brownian information engine is a device extracting mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time τ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its steady-state distribution for any τ. We find that the extracted work per engine cycle is maximum when τ approaches infinity, while the power is maximum when τ approaches zero.

Conformal correlation functions in the Brownian loop soup

NASA Astrophysics Data System (ADS)

Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

2016-01-01

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

Effect of intra-fraction motion on the accumulated dose for free-breathing MR-guided stereotactic body radiation therapy of renal-cell carcinoma

NASA Astrophysics Data System (ADS)

Stemkens, Bjorn; Glitzner, Markus; Kontaxis, Charis; de Senneville, Baudouin Denis; Prins, Fieke M.; Crijns, Sjoerd P. M.; Kerkmeijer, Linda G. W.; Lagendijk, Jan J. W.; van den Berg, Cornelis A. T.; Tijssen, Rob H. N.

2017-09-01

Stereotactic body radiation therapy (SBRT) has shown great promise in increasing local control rates for renal-cell carcinoma (RCC). Characterized by steep dose gradients and high fraction doses, these hypo-fractionated treatments are, however, prone to dosimetric errors as a result of variations in intra-fraction respiratory-induced motion, such as drifts and amplitude alterations. This may lead to significant variations in the deposited dose. This study aims to develop a method for calculating the accumulated dose for MRI-guided SBRT of RCC in the presence of intra-fraction respiratory variations and determine the effect of such variations on the deposited dose. For this, RCC SBRT treatments were simulated while the underlying anatomy was moving, based on motion information from three motion models with increasing complexity: (1) STATIC, in which static anatomy was assumed, (2) AVG-RESP, in which 4D-MRI phase-volumes were time-weighted, and (3) PCA, a method that generates 3D volumes with sufficient spatio-temporal resolution to capture respiration and intra-fraction variations. Five RCC patients and two volunteers were included and treatments delivery was simulated, using motion derived from subject-specific MR imaging. Motion was most accurately estimated using the PCA method with root-mean-squared errors of 2.7, 2.4, 1.0 mm for STATIC, AVG-RESP and PCA, respectively. The heterogeneous patient group demonstrated relatively large dosimetric differences between the STATIC and AVG-RESP, and the PCA reconstructed dose maps, with hotspots up to 40% of the D99 and an underdosed GTV in three out of the five patients. This shows the potential importance of including intra-fraction motion variations in dose calculations.

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; And Others

1970-01-01

Presents an advanced laboratory experiment and lecture demonstration by which the intensity spectrum of light scattered by a suspension of particles in a fluid can be studied. From this spectrum, it is possible to obtain quantitative information about the motion of the particles, including an accurate determination of their diffusion constant.…

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; Lunacek, Joseph H.

1969-01-01

Describes an apparatus designed to investigate molecular motion by means of light scattering. Light from a He-Ne laser is focused into a cell containing a suspension of polystyrene spheres. The scattered light, collected on the photosurface of a photomultiplier tube, is analyzed. The apparatus won first prize in Demonstration Lecture Apparatus in…

Seismic Moment, Seismic Energy, and Source Duration of Slow Earthquakes: Application of Brownian slow earthquake model to three major subduction zones

NASA Astrophysics Data System (ADS)

Ide, Satoshi; Maury, Julie

2018-04-01

Tectonic tremors, low-frequency earthquakes, very low-frequency earthquakes, and slow slip events are all regarded as components of broadband slow earthquakes, which can be modeled as a stochastic process using Brownian motion. Here we show that the Brownian slow earthquake model provides theoretical relationships among the seismic moment, seismic energy, and source duration of slow earthquakes and that this model explains various estimates of these quantities in three major subduction zones: Japan, Cascadia, and Mexico. While the estimates for these three regions are similar at the seismological frequencies, the seismic moment rates are significantly different in the geodetic observation. This difference is ascribed to the difference in the characteristic times of the Brownian slow earthquake model, which is controlled by the width of the source area. We also show that the model can include non-Gaussian fluctuations, which better explains recent findings of a near-constant source duration for low-frequency earthquake families.

CNT based thermal Brownian motor to pump water in nanodevices

NASA Astrophysics Data System (ADS)

Oyarzua, Elton; Zambrano, Harvey; Walther, J. H.

2016-11-01

Brownian molecular motors are nanoscale machines that exploit thermal fluctuations for directional motion by employing mechanisms such as the Feynman-Smoluchowski ratchet. In this study, using Non Equilibrium Molecular Dynamics, we propose a novel thermal Brownian motor for pumping water through Carbon Nanotubes (CNTs). To achieve this we impose a thermal gradient along the axis of a CNT filled with water and impose, in addition, a spatial asymmetry by fixing specific zones on the CNT in order to modify the vibrational modes of the CNT. We find that the temperature gradient and imposed spatial asymmetry drive the water flow in a preferential direction. We systematically modified the magnitude of the applied thermal gradient and the axial position of the fixed points. The analysis involves measurement of the vibrational modes in the CNTs using a Fast Fourier Transform (FFT) algorithm. We observed water flow in CNTs of 0.94, 1.4 and 2.0 nm in diameter, reaching a maximum velocity of 5 m/s for a thermal gradient of 3.3 K/nm. The proposed thermal motor is capable of delivering a continuous flow throughout a CNT, providing a useful tool for driving liquids in nanofluidic devices by exploiting thermal gradients. We aknowledge partial support from Fondecyt project 11130559.

SU-C-17A-05: Quantification of Intra-Fraction Motion of Breast Tumors Using Cine-MRI

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heijst, T van; Philippens, M; Bongard, D van den

2014-06-01

Purpose: Magnetic resonance imaging (MRI) enables direct characterization of intra-fraction motion ofbreast tumors, due to high softtissue contrast and geometric accuracy. The purpose is to analyzethis motion in early-stage breast-cancer patients using pre-operative supine cine-MRI. Methods: MRI was performed in 12 female early-stage breast-cancer patients on a 1.5-T Ingenia (Philips)wide-bore scanner in supine radiotherapy (RT) position, prior to breast-conserving surgery. Twotwodimensional (2D) T2-weighted balanced fast-field echo (cine-MRI) sequences were added tothe RT protocol, oriented through the tumor. They were alternately acquired in the transverse andsagittal planes, every 0.3 s during 1 min. A radiation oncologist delineated gross target volumes(GTVs) onmore » 3D contrast-enhanced MRI. Clinical target volumes (CTV = GTV + 15 mm isotropic)were generated and transferred onto the fifth time-slice of the time-series, to which subsequents lices were registered using a non-rigid Bspline algorithm; delineations were transformed accordingly. To evaluate intra-fraction CTV motion, deformation fields between the transformed delineations were derived to acquire the distance ensuring 95% surface coverage during scanning(P95%), for all in-plane directions: anteriorposterior (AP), left-right (LR), and caudal-cranial(CC). Information on LR was derived from transverse scans, CC from sagittal scans, AP fromboth sets. Results: Time-series with registration errors - induced by motion artifacts - were excluded by visual inspection. For our analysis, 11 transverse, and 8 sagittal time-series were taken into account. Themedian P95% calculated in AP (19 series), CC (8), and LR (11) was 1.8 mm (range: 0.9–4.8), 1.7mm (0.8–3.6), and 1.0 mm (0.6–3.5), respectively. Conclusion: Intra-fraction motion analysis of breast tumors was achieved using cine-MRI. These first results show that in supine RT position, motion amplitudes are limited. This information can be used for

Transitions in a genetic transcriptional regulatory system under Lévy motion

PubMed Central

Zheng, Yayun; Serdukova, Larissa; Duan, Jinqiao; Kurths, Jürgen

2016-01-01

Based on a stochastic differential equation model for a single genetic regulatory system, we examine the dynamical effects of noisy fluctuations, arising in the synthesis reaction, on the evolution of the transcription factor activator in terms of its concentration. The fluctuations are modeled by Brownian motion and α-stable Lévy motion. Two deterministic quantities, the mean first exit time (MFET) and the first escape probability (FEP), are used to analyse the transitions from the low to high concentration states. A shorter MFET or higher FEP in the low concentration region facilitates such a transition. We have observed that higher noise intensities and larger jumps of the Lévy motion shortens the MFET and thus benefits transitions. The Lévy motion activates a transition from the low concentration region to the non-adjacent high concentration region, while Brownian motion can not induce this phenomenon. There are optimal proportions of Gaussian and non-Gaussian noises, which maximise the quantities MFET and FEP for each concentration, when the total sum of noise intensities are kept constant. Because a weaker stability indicates a higher transition probability, a new geometric concept is introduced to quantify the basin stability of the low concentration region, characterised by the escaping behaviour. PMID:27411445

TH-A-BRF-04: Intra-Fraction Motion Characterization for Early Stage Rectal Cancer Using Cine-MRI

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kleijnen, J; Asselen, B; Burbach, M

2014-06-15

Purpose: To investigate the intra-fraction motion in patients with early stage rectal cancer using cine-MRI. Methods: Sixteen patient diagnosed with early stage rectal cancer underwent 1.5 T MR imaging prior to each treatment fraction of their short course radiotherapy (n=76). During each scan session, three 2D sagittal cine-MRIs were performed: at the beginning (Start), after 9:30 minutes (Mid), and after 18 minutes (End). Each cine-MRI has a duration of one minute at 2Hz temporal resolution, resulting in a total of 3:48 hours of cine-MRI. Additionally, standard T2-weighted (T2w) imaging was performed. Clinical target volume (CTV) an tumor (GTV) were delineatedmore » on the T2w scan and transferred to the first time-point of each cine-MRI scan. Within each cine-MRI, the first frame was registered to the remaining frames of the scan, using a non-rigid B-spline registration. To investigate potential drifts, a similar registration was performed between the first frame of the Start and End scans.To evaluate the motion, the distances by which the edge pixels of the delineations move in anterior-posterior (AP) and cranial-caudal (CC) direction, were determined using the deformation field of the registrations. The distance which incorporated 95% of these edge pixels (dist95%) was determined within each cine-MRI, and between Start- End scans, respectively. Results: Within a cine-MRI, we observed an average dist95% for the CTV of 1.3mm/1.5mm (SD=0.7mm/0.6mm) and for the GTV of 1.2mm/1.5mm (SD=0.8mm/0.9mm), in respectively AP/CC. For the CTV motion between the Start and End scan, an average dist95% of 5.5mm/5.3mm (SD=3.1mm/2.5mm) was found, in respectively AP/CC. For the GTV motion, an average dist95% of 3.6mm/3.9mm (SD=2.2mm/2.5mm) was found in AP/CC, respectively. Conclusion: Although intra-fraction motion within a one minute cine-MRI is limited, substantial intra-fraction motion was observed within the 18 minute time period between the Start and End cine-MRI.« less

Memory effects for a stochastic fractional oscillator in a magnetic field

NASA Astrophysics Data System (ADS)

Mankin, Romi; Laas, Katrin; Laas, Tõnu; Paekivi, Sander

2018-01-01

The problem of random motion of harmonically trapped charged particles in a constant external magnetic field is studied. A generalized three-dimensional Langevin equation with a power-law memory kernel is used to model the interaction of Brownian particles with the complex structure of viscoelastic media (e.g., dusty plasmas). The influence of a fluctuating environment is modeled by an additive fractional Gaussian noise. In the long-time limit the exact expressions of the first-order and second-order moments of the fluctuating position for the Brownian particle subjected to an external periodic force in the plane perpendicular to the magnetic field have been calculated. Also, the particle's angular momentum is found. It is shown that an interplay of external periodic forcing, memory, and colored noise can generate a variety of cooperation effects, such as memory-induced sign reversals of the angular momentum, multiresonance versus Larmor frequency, and memory-induced particle confinement in the absence of an external trapping field. Particularly in the case without external trapping, if the memory exponent is lower than a critical value, we find a resonancelike behavior of the anisotropy in the particle position distribution versus the driving frequency, implying that it can be efficiently excited by an oscillating electric field. Similarities and differences between the behaviors of the models with internal and external noises are also discussed.

Composite generalized Langevin equation for Brownian motion in different hydrodynamic and adhesion regimes.

PubMed

Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi

2015-05-01

We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.

Density profiles of granular gases studied by molecular dynamics and Brownian bridges

NASA Astrophysics Data System (ADS)

Peñuñuri, F.; Montoya, J. A.; Carvente, O.

2018-02-01

Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.

Static structure of active Brownian hard disks

NASA Astrophysics Data System (ADS)

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.

Incidence of Changes in Respiration-Induced Tumor Motion and Its Relationship With Respiratory Surrogates During Individual Treatment Fractions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Malinowski, Kathleen; Department of Radiation Oncology, University of Maryland School of Medicine, Baltimore, MD; McAvoy, Thomas J.

2012-04-01

Purpose: To determine how frequently (1) tumor motion and (2) the spatial relationship between tumor and respiratory surrogate markers change during a treatment fraction in lung and pancreas cancer patients. Methods and Materials: A Cyberknife Synchrony system radiographically localized the tumor and simultaneously tracked three respiratory surrogate markers fixed to a form-fitting vest. Data in 55 lung and 29 pancreas fractions were divided into successive 10-min blocks. Mean tumor positions and tumor position distributions were compared across 10-min blocks of data. Treatment margins were calculated from both 10 and 30 min of data. Partial least squares (PLS) regression models ofmore » tumor positions as a function of external surrogate marker positions were created from the first 10 min of data in each fraction; the incidence of significant PLS model degradation was used to assess changes in the spatial relationship between tumors and surrogate markers. Results: The absolute change in mean tumor position from first to third 10-min blocks was >5 mm in 13% and 7% of lung and pancreas cases, respectively. Superior-inferior and medial-lateral differences in mean tumor position were significantly associated with the lobe of lung. In 61% and 54% of lung and pancreas fractions, respectively, margins calculated from 30 min of data were larger than margins calculated from 10 min of data. The change in treatment margin magnitude for superior-inferior motion was >1 mm in 42% of lung and 45% of pancreas fractions. Significantly increasing tumor position prediction model error (mean {+-} standard deviation rates of change of 1.6 {+-} 2.5 mm per 10 min) over 30 min indicated tumor-surrogate relationship changes in 63% of fractions. Conclusions: Both tumor motion and the relationship between tumor and respiratory surrogate displacements change in most treatment fractions for patient in-room time of 30 min.« less

Incidence of changes in respiration-induced tumor motion and its relationship with respiratory surrogates during individual treatment fractions.

PubMed

Malinowski, Kathleen; McAvoy, Thomas J; George, Rohini; Dietrich, Sonja; D'Souza, Warren D

2012-04-01

To determine how frequently (1) tumor motion and (2) the spatial relationship between tumor and respiratory surrogate markers change during a treatment fraction in lung and pancreas cancer patients. A Cyberknife Synchrony system radiographically localized the tumor and simultaneously tracked three respiratory surrogate markers fixed to a form-fitting vest. Data in 55 lung and 29 pancreas fractions were divided into successive 10-min blocks. Mean tumor positions and tumor position distributions were compared across 10-min blocks of data. Treatment margins were calculated from both 10 and 30 min of data. Partial least squares (PLS) regression models of tumor positions as a function of external surrogate marker positions were created from the first 10 min of data in each fraction; the incidence of significant PLS model degradation was used to assess changes in the spatial relationship between tumors and surrogate markers. The absolute change in mean tumor position from first to third 10-min blocks was >5 mm in 13% and 7% of lung and pancreas cases, respectively. Superior-inferior and medial-lateral differences in mean tumor position were significantly associated with the lobe of lung. In 61% and 54% of lung and pancreas fractions, respectively, margins calculated from 30 min of data were larger than margins calculated from 10 min of data. The change in treatment margin magnitude for superior-inferior motion was >1 mm in 42% of lung and 45% of pancreas fractions. Significantly increasing tumor position prediction model error (mean ± standard deviation rates of change of 1.6 ± 2.5 mm per 10 min) over 30 min indicated tumor-surrogate relationship changes in 63% of fractions. Both tumor motion and the relationship between tumor and respiratory surrogate displacements change in most treatment fractions for patient in-room time of 30 min. Copyright © 2012. Published by Elsevier Inc.

Effect of Brownian motion on reduced agglomeration of nanostructured metal oxide towards development of efficient cancer biosensor.

PubMed

Kumar, Suveen; Ashish; Kumar, Saurabh; Augustine, Shine; Yadav, Santosh; Yadav, Birendra Kumar; Chauhan, Rishi Pal; Dewan, Ajay Kumar; Malhotra, Bansi Dhar

2018-04-15

We report results of the studies relating to fabrication of nanostructured metal oxide (NMO) based cancer biosensor. With the help of 2D electroactive reduced graphene oxide (RGO), we successfully inhibited the Brownian motion of NMO that led to reduced agglomeration of NMO. The nanostructured hafnium oxide (nHfO 2 ) was used as a model NMO. The reduced agglomeration of nHfO 2 was achieved through controlled hydrothermal synthesis and investigated via nanoparticles tracking analysis (NTA). X-ray diffraction (XRD), scanning electron microscopy (SEM) and transmission electron microscope (TEM) techniques were used for phase identification as well as morphological analysis of the synthesized nanohybrid (nHfO 2 @RGO) material. The 3-aminopropyl triethoxysilane (APTES) was used for the functionalization of nHfO 2 @RGO and electrophoretic deposition (EPD) technique was used for its deposition onto ITO coated glass electrode. Further, antibodies of cancer biomarker (anti-CYFRA-21-1) were immobilized via EDC-NHS chemistry and Bovine serum albumin (BSA) was used for blocking of the non-specific binding sites. The electrochemical response studies of fabricated immunoelectrode (BSA/anti-CYFRA-21-1/APTES/nHfO 2 @RGO/ITO) revealed higher sensitivity (18.24µAmLng -1 ), wide linear detection range (0 to 30ngmL -1 ), with remarkable lower detection limit (0.16ngmL -1 ). The obtained results showed good agreement with the concentration of CYFRA-21-1 obtained through enzyme linked immunosorbent assay (ELISA) in saliva samples of oral cancer patients. Copyright © 2017 Elsevier B.V. All rights reserved.

Brownian motion of massive skyrmions in magnetic thin films

DOE Office of Scientific and Technical Information (OSTI.GOV)

Troncoso, Roberto E., E-mail: r.troncoso.c@gmail.com; Núñez, Álvaro S., E-mail: alnunez@dfi.uchile.cl

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 andmore » transverse mobility of skyrmions for small spin-velocity of electrons is also determined and found to be independent of the skyrmion mass.« less

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

Brownian models have been introduced in phylogenetics for describing variation in substitution rates through time, with applications to molecular dating or to the comparative analysis of variation in substitution patterns among lineages. Thus far, however, the Monte Carlo implementations of these models have relied on crude approximations, in which the Brownian process is sampled only at the internal nodes of the phylogeny or at the midpoints along each branch, and the unknown trajectory between these sampled points is summarized by simple branchwise average substitution rates. A more accurate Monte Carlo approach is introduced, explicitly sampling a fine-grained discretization of the trajectory of the (potentially multivariate) Brownian process along the phylogeny. Generic Monte Carlo resampling algorithms are proposed for updating the Brownian paths along and across branches. Specific computational strategies are developed for efficient integration of the finite-time substitution probabilities across branches induced by the Brownian trajectory. The mixing properties and the computational complexity of the resulting Markov chain Monte Carlo sampler scale reasonably with the discretization level, allowing practical applications with up to a few hundred discretization points along the entire depth of the tree. The method can be generalized to other Markovian stochastic processes, making it possible to implement a wide range of time-dependent substitution models with well-controlled computational precision. The program is freely available at www.phylobayes.org. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

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

PubMed

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.

Catalytic micromotor generating self-propelled regular motion through random fluctuation.

PubMed

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

2013-07-21

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

Catalytic micromotor generating self-propelled regular motion through random fluctuation

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

Pseudochemotaxis in inhomogeneous active Brownian systems

NASA Astrophysics Data System (ADS)

Vuijk, Hidde D.; Sharma, Abhinav; Mondal, Debasish; Sommer, Jens-Uwe; Merlitz, Holger

2018-04-01

We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to the target of an active particle. We show that both these quantities are strongly influenced by the inhomogeneous activity. When the activity is distributed such that high-activity zone is located between the target and the starting location, the target finding probability is increased and the passage time is decreased in comparison to a uniformly active system. Moreover, for a continuously distributed profile, the activity gradient results in a drift of active particle up the gradient bearing resemblance to chemotaxis. Integrating out the orientational degrees of freedom, we derive an approximate Fokker-Planck equation and show that the theoretical predictions are in very good agreement with the Brownian dynamics simulations.

Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological soliton

NASA Astrophysics Data System (ADS)

Dhesi, Gurjeet; Ausloos, Marcel

2016-07-01

Following a Geometrical Brownian Motion extension into an Irrational Fractional Brownian Motion model, we re-examine agent behaviour reacting to time dependent news on the log-returns thereby modifying a financial market evolution. We specifically discuss the role of financial news or economic information positive or negative feedback of such irrational (or contrarian) agents upon the price evolution. We observe a kink-like effect reminiscent of soliton behaviour, suggesting how analysts' forecasts errors induce stock prices to adjust accordingly, thereby proposing a measure of the irrational force in a market.

Enhancing ejection fraction measurement through 4D respiratory motion compensation in cardiac PET imaging

NASA Astrophysics Data System (ADS)

Tang, Jing; Wang, Xinhui; Gao, Xiangzhen; Segars, W. Paul; Lodge, Martin A.; Rahmim, Arman

2017-06-01

ECG gated cardiac PET imaging measures functional parameters such as left ventricle (LV) ejection fraction (EF), providing diagnostic and prognostic information for management of patients with coronary artery disease (CAD). Respiratory motion degrades spatial resolution and affects the accuracy in measuring the LV volumes for EF calculation. The goal of this study is to systematically investigate the effect of respiratory motion correction on the estimation of end-diastolic volume (EDV), end-systolic volume (ESV), and EF, especially on the separation of normal and abnormal EFs. We developed a respiratory motion incorporated 4D PET image reconstruction technique which uses all gated-frame data to acquire a motion-suppressed image. Using the standard XCAT phantom and two individual-specific volunteer XCAT phantoms, we simulated dual-gated myocardial perfusion imaging data for normally and abnormally beating hearts. With and without respiratory motion correction, we measured the EDV, ESV, and EF from the cardiac-gated reconstructed images. For all the phantoms, the estimated volumes increased and the biases significantly reduced with motion correction compared with those without. Furthermore, the improvement of ESV measurement in the abnormally beating heart led to better separation of normal and abnormal EFs. The simulation study demonstrated the significant effect of respiratory motion correction on cardiac imaging data with motion amplitude as small as 0.7 cm. The larger the motion amplitude the more improvement respiratory motion correction brought about on the EF measurement. Using data-driven respiratory gating, we also demonstrated the effect of respiratory motion correction on estimating the above functional parameters from list mode patient data. Respiratory motion correction has been shown to improve the accuracy of EF measurement in clinical cardiac PET imaging.

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

PubMed

Fiore, Andrew M; Swan, James W

2018-01-28

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

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

NASA Astrophysics Data System (ADS)

Fiore, Andrew M.; Swan, James W.

2018-01-01

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

Robustness of multidimensional Brownian ratchets as directed transport mechanisms.

PubMed

González-Candela, Ernesto; Romero-Rochín, Víctor; Del Río, Fernando

2011-08-07

Brownian ratchets have recently been considered as models to describe the ability of certain systems to locate very specific states in multidimensional configuration spaces. This directional process has particularly been proposed as an alternative explanation for the protein folding problem, in which the polypeptide is driven toward the native state by a multidimensional Brownian ratchet. Recognizing the relevance of robustness in biological systems, in this work we analyze such a property of Brownian ratchets by pushing to the limits all the properties considered essential to produce directed transport. Based on the results presented here, we can state that Brownian ratchets are able to deliver current and locate funnel structures under a wide range of conditions. As a result, they represent a simple model that solves the Levinthal's paradox with great robustness and flexibility and without requiring any ad hoc biased transition probability. The behavior of Brownian ratchets shown in this article considerably enhances the plausibility of the model for at least part of the structural mechanism behind protein folding process.

Instantaneous ballistic velocity of suspended Brownian nanocrystals measured by upconversion nanothermometry

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Détection des transitions lithologiques par l'analyse de la composante fractale des diagraphies par transformée continue en ondelettes

NASA Astrophysics Data System (ADS)

Zaourar, Naima; Hamoudi, Mohamed; Briqueu, Louis

2006-06-01

The frequency analysis of many log data permits to verify that their stochastic component show 'power-law-type' spectral densities, characteristic of 1/f noise. They can be modelled by fractional Brownian motions. Continuous Wavelet Transformation (CWT) provides us with very efficient methods to determine the local spectral exponents of these scaling laws. These new attributes are related to the local fractality of these signals. We first present some theoretical results and an application to a fractional Brownian motion. The second application concerns a dataset recorded in the MAR203 borehole. We show that clustering of these new pseudo-logs leads to a good resolution between different lithofacies. To cite this article: N. Zaourar et al., C. R. Geoscience 338 (2006).

Rotational Brownian Dynamics simulations of clathrin cage formation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ilie, Ioana M.; Briels, Wim J.; MESA+ Institute for Nanotechnology, University of Twente, P.O. Box 217, 7500 AE Enschede

2014-08-14

The self-assembly of nearly rigid proteins into ordered aggregates is well suited for modeling by the patchy particle approach. Patchy particles are traditionally simulated using Monte Carlo methods, to study the phase diagram, while Brownian Dynamics simulations would reveal insights into the assembly dynamics. However, Brownian Dynamics of rotating anisotropic particles gives rise to a number of complications not encountered in translational Brownian Dynamics. We thoroughly test the Rotational Brownian Dynamics scheme proposed by Naess and Elsgaeter [Macromol. Theory Simul. 13, 419 (2004); Naess and Elsgaeter Macromol. Theory Simul. 14, 300 (2005)], confirming its validity. We then apply the algorithmmore » to simulate a patchy particle model of clathrin, a three-legged protein involved in vesicle production from lipid membranes during endocytosis. Using this algorithm we recover time scales for cage assembly comparable to those from experiments. We also briefly discuss the undulatory dynamics of the polyhedral cage.« less

Manipulating freely diffusing single 20-nm particles in an Anti-Brownian Electrokinetic Trap (ABELtrap)

NASA Astrophysics Data System (ADS)

Zarrabi, Nawid; Clausen, Caterina; Düser, Monika G.; Börsch, Michael

2013-02-01

Conformational changes of individual fluorescently labeled proteins can be followed in solution using a confocal microscope. Two fluorophores attached to selected domains of the protein report fluctuating conformations. Based on Förster resonance energy transfer (FRET) between these fluorophores on a single protein, sequential distance changes between the dyes provide the real time trajectories of protein conformations. However, observation times are limited for freely diffusing biomolecules by Brownian motion through the confocal detection volume. A. E. Cohen and W. E. Moerner have invented and built microfluidic devices with 4 electrodes for an Anti-Brownian Electrokinetic Trap (ABELtrap). Here we present an ABELtrap based on a laser focus pattern generated by a pair of acousto-optical beam deflectors and controlled by a programmable FPGA chip. Fluorescent 20-nm beads in solution were used to mimic freely diffusing large proteins like solubilized FoF1-ATP synthase. The ABELtrap could hold these nanobeads for about 10 seconds at the given position. Thereby, observation times of a single particle were increased by a factor of 1000.

Measurement of Average Aggregate Density by Sedimentation and Brownian Motion Analysis.

PubMed

Cavicchi, Richard E; King, Jason; Ripple, Dean C

2018-05-01

The spatially averaged density of protein aggregates is an important parameter that can be used to relate size distributions measured by orthogonal methods, to characterize protein particles, and perhaps to estimate the amount of protein in aggregate form in a sample. We obtained a series of images of protein aggregates exhibiting Brownian diffusion while settling under the influence of gravity in a sealed capillary. The aggregates were formed by stir-stressing a monoclonal antibody (NISTmAb). Image processing yielded particle tracks, which were then examined to determine settling velocity and hydrodynamic diameter down to 1 μm based on mean square displacement analysis. Measurements on polystyrene calibration microspheres ranging in size from 1 to 5 μm showed that the mean square displacement diameter had improved accuracy over the diameter derived from imaged particle area, suggesting a future method for correcting size distributions based on imaging. Stokes' law was used to estimate the density of each particle. It was found that the aggregates were highly porous with density decreasing from 1.080 to 1.028 g/cm 3 as the size increased from 1.37 to 4.9 μm. Published by Elsevier Inc.

Brownian Motion of Asymmetric Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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.

Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grandits, Peter, E-mail: pgrand@fam.tuwien.ac.at

2013-04-15

We construct {epsilon}-optimal strategies for the following control problem: Maximize E[{integral}{sub [0,{tau})}e{sup -{beta}s} dC{sub s}+e{sup -{beta}{tau}}X{sub {tau}}] , where X{sub t}=x+{mu}t+{sigma}W{sub t}-C{sub t}, {tau}{identical_to}inf{l_brace}t>0|X{sub t}=0{r_brace} Logical-And T, T>0 is a fixed finite time horizon, W{sub t} is standard Brownian motion, {mu}, {sigma} are constants, and C{sub t} describes accumulated consumption until time t. It is shown that {epsilon}-optimal strategies are given by barrier strategies with time-dependent barriers.

A method to calculate fission-fragment yields Y(Z,N) versus proton and neutron number in the Brownian shape-motion model

DOE PAGES

Moller, Peter; Ichikawa, Takatoshi

2015-12-23

In this study, 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 2), neck d, left nascent fragment spheroidal deformation ϵ f1, right nascent fragment deformation ϵ 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 tomore » 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.« less

[Brownian dynamics simulations of protein-protein interactions in photosynthetic electron transport chain].

PubMed

Khruschev, S S; Abaturova, A M; Diakonova, A N; Fedorov, V A; Ustinin, D M; Kovalenko, I B; Riznichenko, G Yu; Rubin, A B

2015-01-01

The application of Brownian dynamics for simulation of transient protein-protein interactions is reviewed. The review focuses on theoretical basics of Brownian dynamics method, its particular implementations, advantages and drawbacks of the method. The outlook for future development of Brownian dynamics-based simulation techniques is discussed. Special attention is given to analysis of Brownian dynamics trajectories. The second part of the review is dedicated to the role of Brownian dynamics simulations in studying photosynthetic electron transport. Interactions of mobile electron carriers (plastocyanin, cytochrome c6, and ferredoxin) with their reaction partners (cytochrome b6f complex, photosystem I, ferredoxin:NADP-reductase, and hydrogenase) are considered.

SU-E-T-558: Assessing the Effect of Inter-Fractional Motion in Esophageal Sparing Plans.

PubMed

Williamson, R; Bluett, J; Niedzielski, J; Liao, Z; Gomez, D; Court, L

2012-06-01

To compare esophageal dose distributions in esophageal sparing IMRT plans with predicted dose distributions which include the effect of inter-fraction motion. Seven lung cancer patients were used, each with a standard and an esophageal sparing plan (74Gy, 2Gy fractions). The average max dose to esophagus was 8351cGy and 7758cGy for the standard and sparing plans, respectively. The average length of esophagus for which the total circumference was treated above 60Gy (LETT60) was 9.4cm in the standard plans and 5.8cm in the sparing plans. In order to simulate inter-fractional motion, a three-dimensional rigid shift was applied to the calculated dose field. A simulated course of treatment consisted of a single systematic shift applied throughout the treatment as well a random shift for each of the 37 fractions. Both systematic and random shifts were generated from Gaussian distributions of 3mm and 5mm standard deviation. Each treatment course was simulated 1000 times to obtain an expected distribution of the delivered dose. Simulated treatment dose received by the esophagus was less than dose seen in the treatment plan. The average reduction in maximum esophageal dose for the standard plans was 234cGy and 386cGY for the 3mm and 5mm Gaussian distributions, respectively. The average reduction in LETT60 was 0.6cm and 1.7cm, for the 3mm and 5mm distributions respectively. For the esophageal sparing plans, the average reduction in maximum esophageal dose was 94cGy and 202cGy for 3mm and 5mm Gaussian distributions, respectively. The average change in LETT60 for the esophageal sparing plans was smaller, at 0.1cm (increase) and 0.6cm (reduction), for the 3mm and 5mm distributions, respectively. Interfraction motion consistently reduced the maximum doses to the esophagus for both standard and esophageal sparing plans. © 2012 American Association of Physicists in Medicine.

Local Nanomechanical Motion In Single Cells.

NASA Astrophysics Data System (ADS)

Pelling, Andrew; Gimzewski, James

2004-03-01

We present new evidence that the nanoscale motion of the cell wall of Saccharomyces cerevisiae exhibits local bionanomechanical motion at characteristic frequencies and which is not caused by random or Brownian processes. This motion is measured with the AFM tip which acts as a nanomechanical sensor, permitting the motion of the cell wall to be recorded as a function of time, applied force, etc. We present persuasive evidence which shows that the local nanomechanical motion is characteristic of metabolic processes taking place inside the cell. This is demonstrated by clear differences between living cells and living cells treated with a metabolic inhibitor. This inhibitor specifically targets cytochrome oxidase inside the mitochondria and inhibits ATP production. The cells observed in this study display characteristic local cell wall motion with amplitudes between 1 and 3 nm and frequencies between 500 and 1700 Hz. The motion is temperature dependant which also suggests the mechanism for the observed motion has biological origins. In addition to a stringent series of control experiments we also discuss local measurements of the cell's mechanical properties and their influence on the observed bionanomechanical motion.

Biased Brownian dynamics for rate constant calculation.

PubMed

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

2000-08-01

An enhanced sampling method-biased Brownian dynamics-is developed for the calculation of diffusion-limited biomolecular association reaction rates with high energy or entropy barriers. Biased Brownian dynamics introduces a biasing force in addition to the electrostatic force between the reactants, and it associates a probability weight with each trajectory. A simulation loses weight when movement is along the biasing force and gains weight when movement is against the biasing force. The sampling of trajectories is then biased, but the sampling is unbiased when the trajectory outcomes are multiplied by their weights. With a suitable choice of the biasing force, more reacted trajectories are sampled. As a consequence, the variance of the estimate is reduced. In our test case, biased Brownian dynamics gives a sevenfold improvement in central processing unit (CPU) time with the choice of a simple centripetal biasing force.

Theory of molecular crowding in Brownian hard-sphere liquids.

PubMed

Zaccone, Alessio; Terentjev, Eugene M

2012-06-01

We derive an analytical pair potential of mean force for Brownian molecules in the liquid state. Our approach accounts for many-particle correlations of crowding particles of the liquid and for diffusive transport across the spatially modulated local density of crowders in the dense environment. Focusing on the limit of equal-size particles, we show that this diffusive transport leads to additional density- and structure-dependent terms in the interaction potential and to a much stronger attraction (by a factor of ≈4 at average volume fraction of crowders φ{0}=0.25) than in the standard depletion interaction where the diffusive effects are neglected. As an illustration of the theory, we use it to study the size of a polymer chain in a solution of inert crowders. Even in the case of an athermal background solvent, when a classical chain should be fully swollen, we find a sharp coil-globule transition of the ideal chain collapsing at a critical value of the crowder volume fraction φ{c}≈0.145.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dubina, Sean Hyun, E-mail: sdubin2@uic.edu; Wedgewood, Lewis Edward, E-mail: wedge@uic.edu

2016-07-15

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

Optimum analysis of a Brownian refrigerator.

PubMed

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

2013-02-01

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

Analytical solutions for the motion of a charged particle in electric and magnetic fields via non-singular fractional derivatives

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Gómez-Aguilar, J. F.; Taneco-Hernandez, M. A.