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Sample records for fractional brownian motion

  1. STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION

    PubMed Central

    MEERSCHAERT, MARK M.; SABZIKAR, FARZAD

    2014-01-01

    Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus. PMID:24872598

  2. Nonlinear Filtering with Fractional Brownian Motion

    SciTech Connect

    Amirdjanova, A.

    2002-12-19

    Our objective is to study a nonlinear filtering problem for the observation process perturbed by a Fractional Brownian Motion (FBM) with Hurst index 1/2 fractional' Zakai equation for the unnormalized optimal filter is derived.

  3. Spectral correlations of fractional Brownian motion

    SciTech Connect

    Oigaard, Tor Arne; Hanssen, Alfred; Scharf, Louis L.

    2006-09-15

    Fractional Brownian motion (fBm) is a ubiquitous nonstationary model for many physical processes with power-law time-averaged spectra. In this paper, we exploit the nonstationarity to derive the full spectral correlation structure of fBm. Starting from the time-varying correlation function, we derive two different time-frequency spectral correlation functions (the ambiguity function and the Kirkwood-Rihaczek spectrum), and one dual-frequency spectral correlation function. The dual-frequency spectral correlation has a surprisingly simple structure, with spectral support on three discrete lines. The theoretical predictions are verified by spectrum estimates of Monte Carlo simulations and of a time series of earthquakes with a magnitude of 7 and higher.

  4. The valuation of currency options by fractional Brownian motion.

    PubMed

    Shokrollahi, Foad; Kılıçman, Adem

    2016-01-01

    This research aims to investigate a model for pricing of currency options in which value governed by the fractional Brownian motion model (FBM). The fractional partial differential equation and some Greeks are also obtained. In addition, some properties of our pricing formula and simulation studies are presented, which demonstrate that the FBM model is easy to use. PMID:27504243

  5. Perturbative expansion for the maximum of fractional Brownian motion

    NASA Astrophysics Data System (ADS)

    Delorme, Mathieu; Wiese, Kay Jörg

    2016-07-01

    Brownian motion is the only random process which is Gaussian, scale invariant, and Markovian. Dropping the Markovian property, i.e., allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst exponent H . For H =1 /2 , Brownian motion is recovered. We develop a perturbative approach to treat the nonlocality in time in an expansion in ɛ =H -1 /2 . This allows us to derive analytic results beyond scaling exponents for various observables related to extreme value statistics: the maximum m of the process and the time tmax at which this maximum is reached, as well as their joint distribution. We test our analytical predictions with extensive numerical simulations for different values of H . They show excellent agreement, even for H far from 1 /2 .

  6. Human behavioral regularity, fractional Brownian motion, and exotic phase transition

    NASA Astrophysics Data System (ADS)

    Li, Xiaohui; Yang, Guang; An, Kenan; Huang, Jiping

    2016-08-01

    The mix of competition and cooperation (C&C) is ubiquitous in human society, which, however, remains poorly explored due to the lack of a fundamental method. Here, by developing a Janus game for treating C&C between two sides (suppliers and consumers), we show, for the first time, experimental and simulation evidences for human behavioral regularity. This property is proved to be characterized by fractional Brownian motion associated with an exotic transition between periodic and nonperiodic phases. Furthermore, the periodic phase echoes with business cycles, which are well-known in reality but still far from being well understood. Our results imply that the Janus game could be a fundamental method for studying C&C among humans in society, and it provides guidance for predicting human behavioral activity from the perspective of fractional Brownian motion.

  7. A Renormalized Rough Path over Fractional Brownian Motion

    NASA Astrophysics Data System (ADS)

    Unterberger, Jérémie

    2013-06-01

    We construct in this article a rough path over fractional Brownian motion with arbitrary Hurst index by (i) using the Fourier normal ordering algorithm introduced in (Unterberger, Commun Math Phy 298(1):1-36, 2010) to reduce the problem to that of regularizing tree iterated integrals and (ii) applying the Bogolioubov-Parasiuk-Hepp-Zimmermann (BPHZ) renormalization algorithm to Feynman diagrams representing tree iterated integrals.

  8. Fractional Brownian Motion:. Theory and Application to DNA Walk

    NASA Astrophysics Data System (ADS)

    Lim, S. C.; Muniandy, S. V.

    2001-09-01

    This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.

  9. Pricing currency options in the mixed fractional Brownian motion

    NASA Astrophysics Data System (ADS)

    Sun, Lin

    2013-08-01

    This paper deals with the problem of pricing European currency options in the mixed fractional Brownian environment. Both the pricing formula and the mixed fractional partial differential equation for European call currency options are obtained. Some Greeks and the estimator of volatility are also provided. Empirical studies and simulation results confirm the theoretical findings and show that the mixed fractional Brownian pricing model is a reasonable one.

  10. 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)

  11. Pricing geometric Asian power options under mixed fractional Brownian motion environment

    NASA Astrophysics Data System (ADS)

    Prakasa Rao, B. L. S.

    2016-03-01

    It has been observed that the stock price process can be modeled with driving force as a mixed fractional Brownian motion with Hurst index H > 3/4 whenever long-range dependence is possibly present. We obtain a closed form expression for the price of a geometric Asian option under the mixed fractional Brownian motion environment. We consider also Asian power options when the payoff function is a power function.

  12. Maximum of a Fractional Brownian Motion: Analytic Results from Perturbation Theory.

    PubMed

    Delorme, Mathieu; Wiese, Kay Jörg

    2015-11-20

    Fractional Brownian motion is a non-Markovian Gaussian process X_{t}, indexed by the Hurst exponent H. It generalizes standard Brownian motion (corresponding to H=1/2). We study the probability distribution of the maximum m of the process and the time t_{max} at which the maximum is reached. They are encoded in a path integral, which we evaluate perturbatively around a Brownian, setting H=1/2+ϵ. This allows us to derive analytic results beyond the scaling exponents. Extensive numerical simulations for different values of H test these analytical predictions and show excellent agreement, even for large ϵ. PMID:26636835

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

    SciTech Connect

    Han Yuecai; Hu Yaozhong; Song Jian

    2013-04-15

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

  14. 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.

  15. Fractional Diffusion Equation, Quantum Subdynamics and EINSTEIN'S Theory of Brownian Motion

    NASA Astrophysics Data System (ADS)

    Abe, Sumiyoshi

    The fractional diffusion equation for describing the anomalous diffusion phenomenon is derived in the spirit of Einstein's 1905 theory of Brownian motion. It is shown how naturally fractional calculus appears in the theory. Then, Einstein's theory is examined in view of quantum theory. An isolated quantum system composed of the objective system and the environment is considered, and then subdynamics of the objective system is formulated. The resulting quantum master equation is found to be of the Lindblad type.

  16. 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. PMID:25375519

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

    NASA Astrophysics Data System (ADS)

    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.

  18. 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

  19. 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.

  20. Stochastic shell models driven by a multiplicative fractional Brownian-motion

    NASA Astrophysics Data System (ADS)

    Bessaih, Hakima; Garrido-Atienza, María J.; Schmalfuss, Björn

    2016-04-01

    We prove existence and uniqueness of the solution of a stochastic shell-model. The equation is driven by an infinite dimensional fractional Brownian-motion with Hurst-parameter H ∈(1 / 2 , 1) , and contains a non-trivial coefficient in front of the noise which satisfies special regularity conditions. The appearing stochastic integrals are defined in a fractional sense. First, we prove the existence and uniqueness of variational solutions to approximating equations driven by piecewise linear continuous noise, for which we are able to derive important uniform estimates in some functional spaces. Then, thanks to a compactness argument and these estimates, we prove that these variational solutions converge to a limit solution, which turns out to be the unique pathwise mild solution associated to the shell-model with fractional noise as driving process.

  1. 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.

  2. Brownian motion goes ballistic

    NASA Astrophysics Data System (ADS)

    Florin, Ernst-Ludwig

    2012-02-01

    It is the randomness that is considered the hallmark of Brownian motion, but already in Einstein's seminal 1905 paper on Brownian motion it is implied that this randomness must break down at short time scales when the inertia of the particle kicks in. As a result, the particle's trajectories should lose its randomness and become smooth. The characteristic time scale for this transition is given by the ratio of the particle's mass to its viscous drag coefficient. For a 1 μm glass particle in water and at room temperature, this timescale is on the order of 100 ns. Early calculations, however, neglected the inertia of the liquid surrounding the particle which induces a transition from random diffusive to non-diffusive Brownian motion already at much larger timescales. In this first non-diffusive regime, particles of the same size but with different densities still move at almost the same rate as a result of hydrodynamic correlations. To observe Brownian motion that is dominated by the inertia of the particle, i.e. ballistic motion, one has to observe the particle at significantly shorter time scales on the order of nanoseconds. Due to the lack of sufficiently fast and precise detectors, such experiments were so far not possible on individual particles. I will describe how we were able to observe the transition from hydrodynamically dominated Brownian motion to ballistic Brownian motion in a liquid. I will compare our data with current theories for Brownian motion on fast timescales that take into account the inertia of both the liquid and the particle. The newly gained ability to measure the fast Brownian motion of an individual particle paves the way for detailed studies of confined Brownian motion and Brownian motion in heterogeneous media. [4pt] [1] Einstein, A. "Uber die von der molekularkinetischen Theorie der W"arme geforderte Bewegung von in ruhenden Fl"ussigkeiten suspendierten Teilchen. Ann. Phys. 322, 549--560 (1905). [0pt] [2] Lukic, B., S. Jeney, C

  3. 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

    2012-11-01

    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

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

    NASA Astrophysics Data System (ADS)

    Ni, Xiao-Hui; Jiang, Zhi-Qiang; Zhou, Wei-Xing

    2009-10-01

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

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

    NASA Astrophysics Data System (ADS)

    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 =D(t12H+t22H-|t1-t2|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-HR+(x/tH). 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+ɛ, to calculate the scaling function R+(y) to first order in ɛ. We find that R+(y) behaves as R+(y)~yϕ as y→0 (near the absorbing boundary), while R+(y)~yγexp(-y2/2) as y→∞, with ϕ=1-4ɛ+O(ɛ2) and γ=1-2ɛ+O(ɛ2). Our ɛ-expansion result confirms the scaling relation ϕ=(1-H)/H proposed in Zoia, Rosso, and Majumdar [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.102.120602 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.

  6. Center of gravity motions and ankle joint stiffness control in upright undisturbed stance modeled through a fractional Brownian motion framework.

    PubMed

    Rougier, P; Caron, O

    2000-12-01

    The authors modeled the center of gravity vertical projection (CG(v)) and the difference, CP - CG(v), which, combined, constitute the center of pressure (CP) trajectory, as fractional Brownian motion in order to investigate their relative contributions and their spatiotemporal articulation. The results demonstrated that CG(v) and CP - CG(v) motions are both endowed in complementary fashion with strong stochastic and part-deterministic behaviors. In addition, if the temporal coordinates remain similar for all 3 trajectories by definition, the switch between the successive control mechanisms appears for shorter displacements for CP - CG(v) and CG(v) than for CP trajectories. Results deduced from both input (CG(v)) and muscular stiffness (CP - CG(v)) thus provide insight into the way the central nervous system regulates stance control and in particular how CG and CP - CG are controlled. PMID:11114233

  7. Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components

    NASA Astrophysics Data System (ADS)

    Vamoş, Călin; Crăciun, Maria; Suciu, Nicolae

    2015-10-01

    Fractional Brownian motion (fBm) is a nonstationary self-similar continuous stochastic process used to model many natural phenomena. A realization of the fBm can be numerically approximated by discrete paths which do not entirely preserve the self-similarity. We investigate the self-similarity at different time scales by decomposing the discrete paths of fBm into intrinsic components. The decomposition is realized by an automatic numerical algorithm based on successive smoothings stopped when the maximum monotonic variation of the averaged time series is reached. The spectral properties of the intrinsic components are analyzed through the monotony spectrum defined as the graph of the amplitudes of the monotonic segments with respect to their lengths (characteristic times). We show that, at intermediate time scales, the mean amplitude of the intrinsic components of discrete fBms scales with the mean characteristic time as a power law identical to that of the corresponding continuous fBm. As an application we consider hydrological time series of the transverse component of the transport process generated as a superposition of diffusive movements on advective transport in random velocity fields. We found that the transverse component has a rich structure of scales, which is not revealed by the analysis of the global variance, and that its intrinsic components may be self-similar only in particular cases.

  8. 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.

  9. The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2

    NASA Astrophysics Data System (ADS)

    Yan, Litan; Liu, Junfeng; Chen, Chao

    2014-11-01

    In this paper, we study the generalized quadratic covariation of f(BH) and BH defined by $ [f(BH),BH](H)t:=\\lim_\\varepsilon\\downarrow 0}(1)/(\\varepsilon2H)\\int 0t{f(BHs+\\varepsilon) -f(BHs)}(BHs+\\varepsilon-BH_s)ds2H in probability, where f is a Borel function and BH is a fractional Brownian motion with Hurst index 0 < H < 1/2. We construct a Banach space {H} of measurable functions such that the generalized quadratic covariation exists in L2(Ω) and the Bouleau-Yor identity takes the form [f(BH),BH]t(H)=-\\int_ {R}}f(x){L}H(dx,t) provided f\\in {H}, where {L}^{H}(x, t) is the weighted local time of BH. These are also extended to the time-dependent case, and as an application we give the identity between the generalized quadratic covariation and the 4-covariation [g(BH), BH, BH, BH] when H = 1/4.

  10. Multifractality and Laplace spectrum of horizontal visibility graphs constructed from fractional Brownian motions

    NASA Astrophysics Data System (ADS)

    Yu, Zu-Guo; Zhang, Huan; Huang, Da-Wen; Lin, Yong; Anh, Vo

    2016-03-01

    Many studies have shown that additional information can be gained on time series by investigating their associated complex networks. In this work, we investigate the multifractal property and Laplace spectrum of the horizontal visibility graphs (HVGs) constructed from fractional Brownian motions. We aim to identify via simulation and curve fitting the form of these properties in terms of the Hurst index H. First, we use the sandbox algorithm to study the multifractality of these HVGs. It is found that multifractality exists in these HVGs. We find that the average fractal dimension < D(0)> of HVGs approximately satisfies the prominent linear formula < D(0)> =2-H ; while the average information dimension < D(1)> and average correlation dimension < D(2)> are all approximately bi-linear functions of H when H≥slant 0.15 . Then, we calculate the spectrum and energy for the general Laplacian operator and normalized Laplacian operator of these HVGs. We find that, for the general Laplacian operator, the average logarithm of second-smallest eigenvalue < \\ln ≤ft({{u}2}\\right)> , the average logarithm of third-smallest eigenvalue < \\ln ≤ft({{u}3}\\right)> , and the average logarithm of maximum eigenvalue < \\ln ≤ft({{u}n}\\right)> of these HVGs are approximately linear functions of H; while the average Laplacian energy < {{E}\\text{nL}}> is approximately a quadratic polynomial function of H. For the normalized Laplacian operator, < \\ln ≤ft({{u}2}\\right)> and < \\ln ≤ft({{u}3}\\right)> of these HVGs approximately satisfy linear functions of H; while < \\ln ≤ft({{u}n}\\right)> and < {{E}\\text{nL}}> are approximately a 4th and cubic polynomial function of H respectively.

  11. Ultraslow scaled Brownian motion

    NASA Astrophysics Data System (ADS)

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

    2015-06-01

    We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form D(t)≃ 1/t. For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations.

  12. Deterministic Brownian Motion

    NASA Astrophysics Data System (ADS)

    Trefan, Gyorgy

    1993-01-01

    The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscopic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism--the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map

  13. Pricing European option under the time-changed mixed Brownian-fractional Brownian model

    NASA Astrophysics Data System (ADS)

    Guo, Zhidong; Yuan, Hongjun

    2014-07-01

    This paper deals with the problem of discrete time option pricing by a mixed Brownian-fractional subdiffusive Black-Scholes model. Under the assumption that the price of the underlying stock follows a time-changed mixed Brownian-fractional Brownian motion, we derive a pricing formula for the European call option in a discrete time setting.

  14. Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion

    NASA Astrophysics Data System (ADS)

    Frecon, Jordan; Didier, Gustavo; Pustelnik, Nelly; Abry, Patrice

    2016-08-01

    Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion (OfBm) was recently proposed as a multivariate model for self-similarity. Yet it has remained seldom used in applications because of serious issues that appear in the joint estimation of its numerous parameters. While the univariate fractional Brownian motion requires the estimation of two parameters only, its mere bivariate extension already involves 7 parameters which are very different in nature. The present contribution proposes a method for the full identification of bivariate OfBm (i.e., the joint estimation of all parameters) through an original formulation as a non-linear wavelet regression coupled with a custom-made Branch & Bound numerical scheme. The estimation performance (consistency and asymptotic normality) is mathematically established and numerically assessed by means of Monte Carlo experiments. The impact of the parameters defining OfBm on the estimation performance as well as the associated computational costs are also thoroughly investigated.

  15. Motion of chromosomal loci and the mean-squared displacement of a fractional Brownian motion in the presence of static and dynamic errors

    NASA Astrophysics Data System (ADS)

    Backlund, Mikael P.; Moerner, W. E.

    2015-03-01

    Mean-squared displacement (MSD) analysis is one of the most prevalent tools employed in the application of single-particle tracking to biological systems. In camera-based tracking, the effects of "static error" due to photon fluctuations and "dynamic error" due to motion blur on the MSD have been well-characterized for the case of pure Brownian motion, producing a known constant offset to the straight-line MSD. However, particles tracked in cellular environments often do not undergo pure Brownian motion, but instead can for instance exhibit anomalous diffusion wherein the MSD curve obeys a power law with respect to time, MSD=2D*τα, where D* is an effective diffusion coefficient and 0 < α <= 1. There are a number of models that can explain anomalous diffusive behavior in different subcellular contexts. Of these models, fractional Brownian motion (FBM) has been shown to accurately describe the motion of labeled particles such as mRNA and chromosomal loci as they traverse the cytoplasm or nucleoplasm (i.e. crowded viscoelastic environments). Despite the importance of FBM in biological tracking, there has yet to be a complete treatment of the MSD in the presence of static and dynamic errors analogous to the special case of pure Brownian motion. We here present a closed-form, analytical expression of the FBM MSD in the presence of both types of error. We have previously demonstrated its value in live-cell data by applying it to the study of chromosomal locus motion in budding yeast cells. Here we focus on validations in simulated data.

  16. A multiscale guide to Brownian motion

    NASA Astrophysics Data System (ADS)

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

    2016-01-01

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

  17. 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. PMID:27396746

  18. 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.

  19. 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.

  20. Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

    SciTech Connect

    Garrido-Atienza, Maria J. Kloeden, Peter E. Neuenkirch, Andreas

    2009-10-15

    In this article we study the behavior of dissipative systems with additive fractional noise of any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the continuous stochastic system is shown to have a unique stationary solution, which pathwise attracts all other solutions. The same holds for the discretized stochastic system, if the drift-implicit Euler method is used for the discretization. Moreover, the unique stationary solution of the drift-implicit Euler scheme converges to the unique stationary solution of the original system as the stepsize of the discretization decreases.

  1. Influence of visual feedback on successive control mechanisms in upright quiet stance in humans assessed by fractional Brownian motion modelling.

    PubMed

    Rougier, P

    1999-05-14

    An up-to-date way to model the centre of pressure (CP) trajectories may consist in using fractional Brownian motion (fBm). By doing so, one may note that standing still is in fact controlled by two separate and successive mechanisms. The point raised in this study concerns the nature of these control mechanisms and their level of interaction. Following this idea, visual feedback (VFB), which is known to affect postural control by significantly decreasing sway magnitudes, was used. Twelve healthy adults, instructed to stand as still as possible, were tested under this VFB protocol (via a PC screen). In order to model the CP trajectories as fBm, variograms (mean square distances, MSD, expressed as a function of increasing time intervals deltat) were bi-logarithmically plotted. The main visual effect of VFB on these variograms concerns longest latency scaling regimes which reveal less stochastic and consequently more accurate control (P < 0.05 and P < 0.01 for X and Y components, respectively). An increase in the MSD of the transition point, which corresponds to the switch between the two control mechanisms, is also noted (P < 0.05). Overall, evidence is provided from this data that long latency scaling regimes do operate through a feedback process. Interestingly, this improved determinism in feedback control in turn induces a similar effect on the control operating over the shortest deltat. Thus, by privileging a control strategy based on feedback mechanisms, VFB in turn would make the subjects quicker in their initial displacement in order to reach a position capable of initiating a feedback mechanism. PMID:10465697

  2. Fractional Levy motion through path integrals

    SciTech Connect

    Calvo, Ivan; Sanchez, Raul; Carreras, Benjamin A

    2009-01-01

    Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the propagator of fLm by using path integral methods. The propagators of Brownian motion and fractional Brownian motion are recovered as particular cases. The fractional diffusion equation corresponding to fLm is also obtained.

  3. Brownian motion of helical flagella.

    PubMed

    Hoshikawa, H; Saito, N

    1979-07-01

    We develops a theory of the Brownian motion of a rigid helical object such as bacterial flagella. The statistical properties of the random forces acting on the helical object are discussed and the coefficients of the correlations of the random forces are determined. The averages , and are also calculated where z and theta are the position along and angle around the helix axis respectively. Although the theory is limited to short time interval, direct comparison with experiment is possible by using the recently developed cinematography technique. PMID:16997210

  4. On the excursions of drifted Brownian motion and the successive passage times of Brownian motion

    NASA Astrophysics Data System (ADS)

    Abundo, Mario

    2016-09-01

    By using the law of the excursions of Brownian motion with drift, we find the distribution of the nth passage time of Brownian motion through a straight line S(t) = a + bt. In the special case when b = 0, we extend the result to a space-time transformation of Brownian motion.

  5. Brownian motion using video capture

    NASA Astrophysics Data System (ADS)

    Salmon, Reese; Robbins, Candace; Forinash, Kyle

    2002-05-01

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

  6. 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

  7. 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

  8. 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. PMID:26555755

  9. Elementary simulation of tethered Brownian motion

    NASA Astrophysics Data System (ADS)

    Beausang, John F.; Zurla, Chiara; Finzi, Laura; Sullivan, Luke; Nelson, Philip C.

    2007-06-01

    We describe a simple simulation, suitable for an undergraduate project or graduate problem set, of the Brownian motion of a particle in a Hooke's law potential well. Understanding this physical situation is necessary in many experimental contexts, for instance in single molecule biophysics, and its simulation helps students appreciate the dynamical character of thermal equilibrium. The simulation captures behavior seen in experimental data on tethered particle motion.

  10. 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.

  11. Nonisothermal fluctuating hydrodynamics and Brownian motion.

    PubMed

    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. PMID:27078335

  12. Frustrated Brownian Motion of Nonlocal Solitary Waves

    SciTech Connect

    Folli, V.; Conti, C.

    2010-05-14

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

  13. 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

  14. Simulations of magnetic nanoparticle Brownian motion

    NASA Astrophysics Data System (ADS)

    Reeves, Daniel B.; Weaver, John B.

    2012-12-01

    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.

  15. Quantum Brownian motion in a Landau level

    NASA Astrophysics Data System (ADS)

    Cobanera, E.; Kristel, P.; Morais Smith, C.

    2016-06-01

    Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length lF=ℏ /(vFmeff) becomes much longer than the magnetic length lB=(ℏc /e B ) 1 /2 , then the spatial coordinates X ,Y of the electron cease to commute, [X ,Y ] =i lB2 . As a consequence, localization of the electron becomes limited by Heisenberg uncertainty, and the linear bath-electron coupling becomes unconventional. Moreover, because the kinetic energy of the electron is quenched by the strong magnetic field, the electron has no energy to give to or take from the bath, and so the usual connection between frictional forces and dissipation no longer holds. These two features make quantum Brownian motion topological, in the regime lF≫lB , which is at the verge of current experimental capabilities. We model topological quantum Brownian motion in terms of an unconventional operator Langevin equation derived from first principles, and solve this equation with the aim of characterizing diffusion. While diffusion in the noncommutative plane turns out to be conventional, with the mean displacement squared being proportional to tα and α =1 , there is an exotic regime for the proportionality constant in which it is directly proportional to the friction coefficient and inversely proportional to the square of the magnetic field: in this regime, friction helps diffusion and the magnetic field suppresses all fluctuations. We also show that quantum tunneling can be completely suppressed in the noncommutative plane for suitably designed metastable potential wells, a feature that might be worth exploiting for storage and protection of quantum information.

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

    SciTech Connect

    Katori, Makoto

    2011-12-15

    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.

  17. Dynamical objectivity in quantum Brownian motion

    NASA Astrophysics Data System (ADS)

    Tuziemski, J.; Korbicz, J. K.

    2015-11-01

    Classical objectivity as a property of quantum states —a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in terms of spectrum broadcast structures for small objects embedded in noisy photon-like environments. However, two fundamental problems have arisen: a description of objective motion and applicability to other types of environments. Here we derive an example of objective states of motion in quantum mechanics by showing the formation of dynamical spectrum broadcast structures in the celebrated, realistic model of decoherence —Quantum Brownian Motion. We do it for realistic, thermal environments and show their noise-robustness. This opens a potentially new method of studying the quantum-to-classical transition.

  18. Brownian motion of particles in nematic fluids

    NASA Astrophysics Data System (ADS)

    Yao, Xuxia; Nayani, Karthik; Park, Jung; Srinivasarao, Mohan

    2011-03-01

    We studied the brownian motion of both charged and neutral polystyrene particles in two nematic fluids, a thermotropic liquid crystal, E7, and a lyotropic chromonic liquid crystal, Sunset Yellow FCF (SSY). Homogeneous planar alignment of E7 was easliy achieved by using rubbed polyimide film coated on the glass. For SSY planar mondomain, we used the capillary method recently developed in our lab. By tracking a single particle, the direction dependent diffussion coefficients and Stokes drag were measured in the nematic phase and isotropic phase for both systems.

  19. 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.

  20. 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.

  1. 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)

  2. 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…

  3. 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.

  4. Probability of Brownian motion hitting an obstacle

    SciTech Connect

    Knessl, C.; Keller, J.B.

    2000-02-01

    The probability p(x) that Brownian motion with drift, starting at x, hits an obstacle is analyzed. The obstacle {Omega} is a compact subset of R{sup n}. It is shown that p(x) is expressible in terms of the field U(x) scattered by {Omega} when it is hit by plane wave. Therefore results for U(x), and methods for finding U(x) can be used to determine p(x). The authors illustrate this by obtaining exact and asymptotic results for p(x) when {Omega} is a slit in R{sup 2}, and asymptotic results when {Omega} is a disc in R{sup 3}.

  5. 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.

  6. Biased Brownian motion in extremely corrugated tubes

    NASA Astrophysics Data System (ADS)

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

    2011-12-01

    Biased Brownian motion of point-size particles in a three-dimensional tube with varying cross-section is investigated. In the fashion of our recent work, Martens et al. [Phys. Rev. E 83, 051135 (2011)] we employ an asymptotic analysis to the stationary probability density in a geometric parameter of the tube geometry. We demonstrate that the leading order term is equivalent to the Fick-Jacobs approximation. Expression for the higher order corrections to the probability density is derived. Using this expansion orders, we obtain that in the diffusion dominated regime the average particle current equals the zeroth order Fick-Jacobs result corrected by a factor including the corrugation of the tube geometry. In particular, we demonstrate that this estimate is more accurate for extremely corrugated geometries compared with the common applied method using a spatially-dependent diffusion coefficient D(x, f) which substitutes the constant diffusion coefficient in the common Fick-Jacobs equation. The analytic findings are corroborated with the finite element calculation of a sinusoidal-shaped tube.

  7. 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. PMID:25974462

  8. Dynamical and thermodynamical control of open quantum Brownian motion

    NASA Astrophysics Data System (ADS)

    Petruccione, Francesco; Sinayskiy, Ilya

    Open quantum Brownian motion was introduced as a new type of quantum Brownian motion for Brownian particles with internal quantum degrees of freedom. Recently, an example of the microscopic derivation of open quantum Brownian motion has been presented [I. Sinayskiy and F. Petruccione, Phys. Scr. T165, 014017 (2015)]. The microscopic derivation allows to relate the dynamical properties of open Quantum Brownian motion and the thermodynamical properties of the environment. In the present work, we study the possibility of control of the external degrees of freedom of the ''walker'' (position) by manipulating the internal one, e.g. spin, polarization, occupation numbers. In the particular example of the known microscopic derivation the connection between dynamics of the ''walker'' and thermodynamical parameters of the system is established. For the system of open Brownian walkers coupled to the same environment controllable creation of quantum correlations is investigated. This work is based upon research supported by the South African Research Chair Initiative of the Department of Science and Technology and National Research Foundation.

  9. Measured quantum probability distribution functions for Brownian motion

    SciTech Connect

    Ford, G. W.; O'Connell, R. F.

    2007-10-15

    The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of quantum Brownian motion this prescription is illustrated with a number of explicit examples. In particular, it is shown how the prescription can be extended in the form of a general formula for the Wigner function of a Brownian particle entangled with a heat bath.

  10. 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.

  11. 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.

  12. 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.

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

    NASA Astrophysics Data System (ADS)

    Johansson, Kurt

    2013-04-01

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

  14. 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.

  15. Theory of Brownian motion in a Jeffreys fluid

    SciTech Connect

    Raikher, Yu. L.; Rusakov, V. V.

    2010-11-15

    We have constructed a kinetic theory of Brownian motion in a rheologically complex medium-a Jeffreys fluid that is characterized by a combination of two viscosity mechanisms: ordinary and delayed. This model is shown to be much better suited for the interpretation of experiments on the microrheology of viscoelastic media than the standard Maxwell model. In particular, no oscillations of the mean-square particle displacement arise in a Jeffreys fluid, which is a nonremovable artifact of the theory of Brownian motion in a Maxwell fluid. The developed approach can to be used also consider the diffusion of particles in other complex fluids whose rheology is described by phenomenological schemes.

  16. 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

  17. 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. PMID:24669719

  18. 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.

  19. Cellular motions and thermal fluctuations: the Brownian ratchet.

    PubMed Central

    Peskin, C S; Odell, G M; Oster, G F

    1993-01-01

    We present here a model for how chemical reactions generate protrusive forces by rectifying Brownian motion. This sort of energy transduction drives a number of intracellular processes, including filopodial protrusion, propulsion of the bacterium Listeria, and protein translocation. Images FIGURE 1 FIGURE 2 FIGURE 3 PMID:8369439

  20. Fundamental aspects of quantum Brownian motion

    SciTech Connect

    Haenggi, Peter; Ingold, Gert-Ludwig

    2005-06-01

    With this work we elaborate on the physics of quantum noise in thermal equilibrium and in stationary nonequilibrium. Starting out from the celebrated quantum fluctuation-dissipation theorem we discuss some important consequences that must hold for open, dissipative quantum systems in thermal equilibrium. The issue of quantum dissipation is exemplified with the fundamental problem of a damped harmonic quantum oscillator. The role of quantum fluctuations is discussed in the context of both, the nonlinear generalized quantum Langevin equation and the path integral approach. We discuss the consequences of the time-reversal symmetry for an open dissipative quantum dynamics and, furthermore, point to a series of subtleties and possible pitfalls. The path integral methodology is applied to the decay of metastable states assisted by quantum Brownian noise.

  1. Brownian motion in granular gases of viscoelastic particles

    SciTech Connect

    Bodrova, A. S. Brilliantov, N. V.; Loskutov, A. Yu.

    2009-12-15

    A theory is developed of Brownian motion in granular gases (systems of many macroscopic particles undergoing inelastic collisions), where the energy loss in inelastic collisions is determined by a restitution coefficient {epsilon}. Whereas previous studies used a simplified model with {epsilon} = const, the present analysis takes into account the dependence of the restitution coefficient on relative impact velocity. The granular temperature and the Brownian diffusion coefficient are calculated for a granular gas in the homogeneous cooling state and a gas driven by a thermostat force, and their variation with grain mass and size and the restitution coefficient is analyzed. Both equipartition principle and fluctuation-dissipation relations are found to break down. One manifestation of this behavior is a new phenomenon of 'relative heating' of Brownian particles at the expense of cooling of the ambient granular gas.

  2. 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.

  3. Brownian Motion, Concentration Fluctuations and Viscoelasticity in Surfactant Solutions

    NASA Astrophysics Data System (ADS)

    Amin, Samiul; van Zanten, Ryan; Kermis, Thomas; Dees, Stephen; van Zanten, John

    2001-03-01

    There is growing interest in using Brownian or thermal motion of spherical colloidal particles to probe the dynamics of soft materials which exhibit viscoelasticity. In principle, the motion of these colloidal spheres is related to the structure and dynamics of the suspending media. Most current investigations have focused solely on establishing the relationship between the measured Brownian motion and viscoelastic moduli. The approach described here is enhanced in that it utilizes not only measurements of the particle mean squared displacement and suspending medium viscoelastic moduli, but also light scattering characterization of the viscoelastic media whereby the concentration fluctuation relaxation spectrum and the osmotic compressibility are determined. This multiple experimental probe approach allows one to account for both transverse and longitudinal contributions to the suspending medium's response. The approach is illustrated with a whole host of surfactant systems including CTAB/KBr and CTAB/NaSal wormlike micelle solutions as well as aqueous Pluronic solutions.

  4. Anomalous diffusion as modeled by a nonstationary extension of Brownian motion

    NASA Astrophysics Data System (ADS)

    Cushman, John H.; O'Malley, Daniel; Park, Moongyu

    2009-03-01

    If the mean-square displacement of a stochastic process is proportional to tβ , β≠1 , then it is said to be anomalous. We construct a family of Markovian stochastic processes with independent nonstationary increments and arbitrary but a priori specified mean-square displacement. We label the family as an extended Brownian motion and show that they satisfy a Langevin equation with time-dependent diffusion coefficient. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of the Brownian motion. For two particles initially separated by a distance x , the finite-size Lyapunov exponent (FSLE) measures the average rate of exponential separation to a distance ax . An analytical expression is developed for the FSLEs of the extended Brownian processes and numerical examples presented. The explicit construction of these processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not necessarily related to a breakdown in the classical central limit theorem (CLT) caused by, for example, correlation (fractional Brownian motion or correlated continuous-time random-walk schemes) or infinite variance (Levy motion). The classical CLT, coupled with nonstationary increments, can and often does give rise to power-law moments such as the mean-square displacement.

  5. 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.

  6. Brownian motion at fast time scales and thermal noise imaging

    NASA Astrophysics Data System (ADS)

    Huang, Rongxin

    This dissertation presents experimental studies on Brownian motion at fast time scales, as well as our recent developments in Thermal Noise Imaging which uses thermal motions of microscopic particles for spatial imaging. As thermal motions become increasingly important in the studies of soft condensed matters, the study of Brownian motion is not only of fundamental scientific interest but also has practical applications. Optical tweezers with a fast position-sensitive detector provide high spatial and temporal resolution to study Brownian motion at fast time scales. A novel high bandwidth detector was developed with a temporal resolution of 30 ns and a spatial resolution of 1 A. With this high bandwidth detector, Brownian motion of a single particle confined in an optical trap was observed at the time scale of the ballistic regime. The hydrodynamic memory effect was fully studied with polystyrene particles of different sizes. We found that the mean square displacements of different sized polystyrene particles collapse into one master curve which is determined by the characteristic time scale of the fluid inertia effect. The particle's inertia effect was shown for particles of the same size but different densities. For the first time the velocity autocorrelation function for a single particle was shown. We found excellent agreement between our experiments and the hydrodynamic theories that take into account the fluid inertia effect. Brownian motion of a colloidal particle can be used to probe three-dimensional nano structures. This so-called thermal noise imaging (TNI) has been very successful in imaging polymer networks with a resolution of 10 nm. However, TNI is not efficient at micrometer scale scanning since a great portion of image acquisition time is wasted on large vacant volume within polymer networks. Therefore, we invented a method to improve the efficiency of large scale scanning by combining traditional point-to-point scanning to explore large vacant

  7. Anomalous diffusion in quantum Brownian motion with colored noise

    SciTech Connect

    Ford, G. W.; O'Connell, R. F.

    2006-03-15

    Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of anomalous diffusion are shown to be a consequence of the second law of thermodynamics. The special case of an electron interacting with the radiation field is discussed in detail. We apply our results to wave-packet spreading.

  8. Simulating quantum Brownian motion with single trapped ions

    SciTech Connect

    Maniscalco, S.; Piilo, J.; Intravaia, F.; Petruccione, F.; Messina, A.

    2004-05-01

    We study the open system dynamics of a harmonic oscillator coupled with an artificially engineered reservoir. We single out the reservoir and system variables governing the passage between Lindblad-type and non-Lindblad-type dynamics of the reduced system's oscillator. We demonstrate the existence of conditions under which virtual exchanges of energy between system and reservoir take place. We propose to use a single trapped ion coupled to engineered reservoirs in order to simulate quantum Brownian motion.

  9. On moments of the integrated exponential Brownian motion

    NASA Astrophysics Data System (ADS)

    Caravelli, Francesco; Mansour, Toufik; Sindoni, Lorenzo; Severini, Simone

    2016-07-01

    We present new exact expressions for a class of moments of the geometric Brownian motion in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Itô's Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via a series expansion, and compare the results to the solution obtained via Monte Carlo.

  10. Brownian Motion, Fractal Structure and Verification of A. Einstein's Formula

    NASA Astrophysics Data System (ADS)

    Nikolić, Dragiša; Nešić, Ljubiša

    2010-01-01

    The work offers a simple experimental verification of A. Einstein and M. Smoluhovski's formula for Brownian motion. In this experiment we used latex solved in water, glycerin and alcohol while the observations and recording were done with a binocular optical microscope and a digital camera. Video material is recorded in separate files put on the Internet and can be downloaded and used for demonstration in class or further computer processing.

  11. A discrete impulsive model for random heating and Brownian motion

    NASA Astrophysics Data System (ADS)

    Ramshaw, John D.

    2010-01-01

    The energy of a mechanical system subjected to a random force with zero mean increases irreversibly and diverges with time in the absence of friction or dissipation. This random heating effect is usually encountered in phenomenological theories formulated in terms of stochastic differential equations, the epitome of which is the Langevin equation of Brownian motion. We discuss a simple discrete impulsive model that captures the essence of random heating and Brownian motion. The model may be regarded as a discrete analog of the Langevin equation, although it is developed ab initio. Its analysis requires only simple algebraic manipulations and elementary averaging concepts, but no stochastic differential equations (or even calculus). The irreversibility in the model is shown to be a consequence of a natural causal stochastic condition that is closely analogous to Boltzmann's molecular chaos hypothesis in the kinetic theory of gases. The model provides a simple introduction to several ostensibly more advanced topics, including random heating, molecular chaos, irreversibility, Brownian motion, the Langevin equation, and fluctuation-dissipation theorems.

  12. Teleparallelism, Brownian Motion, Quantum Mechanics and Fluid-Dynamics I

    NASA Astrophysics Data System (ADS)

    Rapoport, Diego

    2002-12-01

    Extending the rules of teleparallelism for the introduction of a metric and a connection with torsion on a smooth manifold, M, we define generalized Brownian motions on M starting with a standard Wiener process. The laplacian operator generating this diffusion is the square of the teleparallelism connection on M, yet it is found to depend on the trace-torsion, and thus we restrict to Riemann-Cartan-Weyl connections. We extend these constructions to the generalized Brownian motions of differential forms. We apply this to give random covariant implicit solutions of the Navier-Stokes equations. We give the constitutive equations for the trace-torsion Q, and obtain a non-linear wave equation with quantum potential term for a scalar ψ appearing in the term d lnψ of Q. We relate the diffusion with drift ∇lnψ, to the heat kernel of quantum gravity for a scalar field. In Q appear two electromagnetic potentials which are proved to produce the time-evolution irreversibility of the Brownian motions. They appear related to the rotational degrees of freedom of a massive non-linear Dirac-Hestenes spinor field which defines a global spinor structure on M and a solution of the Clifford-Maxwell equation.

  13. 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

  14. 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. PMID:26428909

  15. 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.

  16. Non-Markovian quantum Brownian motion of a harmonic oscillator

    SciTech Connect

    Tang, J.

    1994-02-01

    We apply the density-matrix method to the study of quantum Brownian motion of a harmonic oscillator coupled to a heat bath, a system investigated previously by Caldeira and Leggett using a different method. Unlike the earlier work, in our derivation of the master equation the non-Markovian terms are maintained. Although the same model of interaction is used, discrepancy is found between their results and our equation in the Markovian limit. We also point out that the particular interaction model used by both works cannot lead to the phenomenological generalized Langevin theory of Kubo.

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

    NASA Astrophysics Data System (ADS)

    Wang, Gaoyuan; Battefeld, Thorsten

    2016-09-01

    We develope a computationally efficient extension of the Dyson Brownian Motion (DBM) algorithm to generate random function in C2 locally. We further explain that random functions generated via DBM show an unstable growth as the traversed distance increases. This feature restricts the use of such functions considerably if they are to be used to model globally defined ones. The latter is the case if one uses random functions to model landscapes in string theory. We provide a concrete example, based on a simple axionic potential often used in cosmology, to highlight this problem and also offer an ad hoc modification of DBM that suppresses this growth to some degree.

  18. Dance of Adatom Islands: Brownian Motion, Scaling and Reshaping

    NASA Astrophysics Data System (ADS)

    Metiu, Horia; Weakliem, Paul; Bogicevic, Alex; Liu, Shudun

    1998-03-01

    Dynamics of adatom islands of sizes 17 to 2000 is studied by means of kinetic Monte Carlo simulation. Structures of the islands, especially their relation to the sizes of the islands, are examined in great detail. These information provides us a better understanding of how the diffusion constants of these islands scale with the sizes of the islands. Our earlier prediction that the scaling exponents depend on both the temperature and the systems have recently been confirmed by STM measurements. A simple picture for the Brownian motion of large islands will be presented.

  19. Role of Brownian Motion Hydrodynamics on Nanofluid Thermal Conductivity

    SciTech Connect

    W Evans, J Fish, P Keblinski

    2005-11-14

    We use a simple kinetic theory based analysis of heat flow in fluid suspensions of solid nanoparticles (nanofluids) to demonstrate that the hydrodynamics effects associated with Brownian motion have a minor effect on the thermal conductivity of the nanofluid. Our conjecture is supported by the results of molecular dynamics simulations of heat flow in a model nanofluid with well-dispersed particles. Our findings are consistent with the predictions of the effective medium theory as well as with recent experimental results on well dispersed metal nanoparticle suspensions.

  20. The Statistics of Burgers Turbulence Initialized with Fractional Brownian Noise Data

    NASA Astrophysics Data System (ADS)

    Ryan, Reade

    The statistics of the solution to the inviscid Burgers equation are investigated when the initial velocity potential is fractional Brownian motion. Using the theory of large deviations for Gaussian processes, we characterize the tails of the probability distribution functions (PDFs) of the velocity, the distance between shocks, and the shock strength. These PDFs are shown to decay like ``stretched'' exponentials of the form . Our method of proof can also be used to extend these results to a much larger class of Gaussian potentials. This work generalizes the results of Avellaneda and E [2, 3] on the inviscid Burgers equation with white-noise initial data.

  1. An Efficient Method to Study Nondiffusive Motion of Brownian Particles

    NASA Astrophysics Data System (ADS)

    Lisý, Vladimír; Tóthová, Jana

    2016-02-01

    The experimental access to short timescales has pointed to the inadequacy of the standard Langevin theory of the Brownian motion (BM) in fluids. The hydrodynamic theory of the BM describes well the observed motion of the particles; however, the published approach should be improved in several points. In particular, it leads to incorrect correlation properties of the thermal noise driving the particles. In our contribution we present an efficient method, which is applicable to linear generalized Langevin equations describing the BM of particles with any kind of memory and apply it to interpret the experiments where nondiffusive BM of particles was observed. It is shown that the applicability of the method is much broader, allowing, among all, to obtain efficient solutions of various problems of anomalous BM.

  2. 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…

  3. Ergodicity convergence test suggests telomere motion obeys fractional dynamics.

    PubMed

    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. PMID:21599212

  4. 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.

  5. 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.

  6. Observation of non-Markovian micromechanical Brownian motion

    PubMed Central

    Gröblacher, S.; Trubarov, A.; Prigge, N.; Cole, G. D.; Aspelmeyer, M.; Eisert, J.

    2015-01-01

    All physical systems are to some extent open and interacting with their environment. This insight, basic as it may seem, gives rise to the necessity of protecting quantum systems from decoherence in quantum technologies and is at the heart of the emergence of classical properties in quantum physics. The precise decoherence mechanisms, however, are often unknown for a given system. In this work, we make use of an opto-mechanical resonator to obtain key information about spectral densities of its condensed-matter heat bath. In sharp contrast to what is commonly assumed in high-temperature quantum Brownian motion describing the dynamics of the mechanical degree of freedom, based on a statistical analysis of the emitted light, it is shown that this spectral density is highly non-Ohmic, reflected by non-Markovian dynamics, which we quantify. We conclude by elaborating on further applications of opto-mechanical systems in open system identification. PMID:26216619

  7. A Generalized Brownian Motion Model for Turbulent Relative Particle Dispersion

    NASA Astrophysics Data System (ADS)

    Shivamoggi, Bhimsen

    2015-11-01

    A generalized Brownian motion model has been applied to the turbulent relative particle dispersion problem (Shivamoggi). The fluctuating pressure forces acting on a fluid particle are taken to follow an Uhlenbeck-Ornstein process while it appears plausible to take their correlation time to have a power-law dependence on the flow Reynolds number Re. This ansatz provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. It provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. This ansatz is further shown to be in quantitative agreement, in the small-Re limit, with the Batchelor-Townsend ansatz for the rate of change of the mean square interparticle separation in 3D FDT. My thanks to The Netherlands Organization for Scientific Research for Support.

  8. 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.

  9. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2006-06-01

    A two-dimensional Debye cluster is a system of n identical particles confined in a parabolic well and interacting through a screened Coulomb (i.e., a Debye-Hückel or Yukawa) potential with a Debye length λ. Experiments were performed for 27 clusters with n =3-63 particles (9μmdiam) in a capacitively coupled 9 W rf discharge at a neutral argon pressure of 13.6mTorr. In the strong-coupling regime each particle exhibits small amplitude Brownian motion about its equilibrium position. These motions were projected onto the center-of-mass and breathing modes and Fourier analyzed to give resonance curves from which the mode frequencies, amplitudes, and damping rates were determined. The ratio of the breathing frequency to the center-of-mass frequency was compared with theory to self-consistently determine the Debye shielding parameter κ, Debye length λ, particle charge q, and mode temperatures. It is found that 1≲κ ≲2, and κ decreases weakly with n. The particle charge averaged over all measurements is -14200±200e, and q decreases slightly with n. The two center-of-mass modes and the breathing mode are found to have the same temperature, indicating that the clusters are in thermal equilibrium with the neutral gas. The average cluster temperature is 399±5K.

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

    SciTech Connect

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

    2006-06-15

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

  12. 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. PMID:22270455

  13. 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.

  14. Role of Brownian motion on the thermal conductivity enhancement of nanofluids

    NASA Astrophysics Data System (ADS)

    Gupta, Amit; Kumar, Ranganathan

    2007-11-01

    This study involves Brownian dynamics simulations of a real nanofluid system in which the interparticle potential is determined based on Debye length and surface interaction of the fluid and the solid. This paper shows that Brownian motion can increase the thermal conductivity of the nanofluid by 6% primarily due to "random walk" motion and not only through diffusion. This increase is limited by the maximum concentration for each particle size and is below that predicted by the effective medium theory. Beyond the maximum limit, particle aggregates begin to form. Brownian motion contribution stays as a constant beyond a certain particle diameter.

  15. On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media

    NASA Astrophysics Data System (ADS)

    Song, Shiyu; Wang, Suxin; Wang, Yongjin

    2016-08-01

    Motivated by the close connection between the skew Brownian motion and the random particle motion in heterogeneous media, we investigate the reflected skew Brownian motion and try to find out its relationship with the corresponding dispersion problem when there exists a reflecting boundary. Through the use of the knowledge of stochastic analysis, we provide some basic properties of reflected skew Brownian motions, including the transition density, the Laplace transform of the first passage time, and some related results. A simple method to generate the sample path is also proposed. At the end of this paper, we reveal the strong relationship between the reflected skew Brownian motion and the solute dispersion in the presence of a sharp interface and a reflecting boundary.

  16. Critical frequency control in harmonic quantum Brownian motion

    NASA Astrophysics Data System (ADS)

    Giraldi, Filippo; Petruccione, Francesco

    2013-01-01

    The dissipative effects of a quantum harmonic oscillator, initially set in a coherent state and linearly coupled to a continuous distribution of frequency modes, are analyzed over long time scales in relation to the behavior of the spectral density near an arbitrary band gap, arbitrarily shaped at the higher frequencies. The reservoir is initially set either in the vacuum state or in continuous distributions of coherent states. These distributions are arbitrarily shaped at high frequencies and structured in sub- or super-ohmic configurations near an arbitrary band gap frequency. Similarly to certain decoherence processes of a qubit, critical conditions emerge, such that arbitrarily slow inverse power law relaxations of the expectation values of the observables, are obtained by approaching the boundary between the sub- and the super-ohmic regimes. Also, in such critical conditions, a trapping of the number of excitations appears in the super-ohmic regime. The technique of critical frequency control, emerging in the scenario of the environment-induced decoherence of a qubit via the reservoir engineering approach, is extended to the harmonic quantum Brownian motion.

  17. Impalement dynamics and Brownian motion of solid islands on nanopillars

    NASA Astrophysics Data System (ADS)

    Ignacio, M.; Pierre-Louis, O.

    2012-12-01

    We study the dynamics of solid islands deposited on nanopillars using kinetic Monte Carlo simulations. The islands are initially placed on the top of the pillars, in the so-called Cassie-Baxter state. For high pillars, the dynamics is divided into two phases. The first phase corresponds to the deterministic and irreversible impalement of the island. The dynamics of this phase is governed by surface diffusion. Once the island has collapsed, a second phase is observed where the island exhibits Brownian motion along the pillars, characterized by a diffusion constant Di and a kinetic coefficient Ki accounting for the interaction of the island with the top of the pillars. The random walk stops when the island reaches the bottom of the substrate, where it sticks irreversibly. When the island wettability is small, the island diffusion constant Di is controlled by adatom diffusion, and scales as the inverse of the number of atoms in the island. In contrast, for large wettabilities, we observe that Di oscillates as the island size is increased. The minimum of the oscillations corresponds to nucleation-limited dynamics, where Di is independent of the island size. We also determine the time for partial irreversible collapse on shorter pillars, leading to the so-called Wenzel state. Finally, we discuss the orders of magnitude of the typical duration of these processes.

  18. 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). PMID:25725855

  19. A simple microviscometric approach based on Brownian motion tracking

    NASA Astrophysics Data System (ADS)

    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).

  20. 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.

  1. The Ring of Brownian Motion: the good, the bad and the simply silly

    NASA Astrophysics Data System (ADS)

    Hänggi, Peter

    2009-04-01

    In this plenary talk I give an account on the blossoming role that Brownian motion Theory and Experiment played—and still keeps doing so—in germinating and advancing several, partially diverse physical disciplines. Although the use of Brownian motion concepts generally most favorably impacted those scientific areas there are also some abuses where the application of such concepts may not describe satisfactorily physical reality.

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

    PubMed

    Dunkel, Jörn; Hänggi, Peter

    2005-01-01

    We construct a theory for the (1+1)-dimensional Brownian motion in a viscous medium, which is (i) consistent with Einstein's theory of special relativity and (ii) reduces to the standard Brownian motion in the Newtonian limit case. In the first part of this work the classical Langevin equations of motion, governing the nonrelativistic dynamics of a free Brownian particle in the presence of a heat bath (white noise), are generalized in the framework of special relativity. Subsequently, the corresponding relativistic Langevin equations are discussed in the context of the generalized Ito (prepoint discretization rule) versus the Stratonovich (midpoint discretization rule) dilemma: It is found that the relativistic Langevin equation in the Hänggi-Klimontovich interpretation (with the postpoint discretization rule) is the only one that yields agreement with the relativistic Maxwell distribution. Numerical results for the relativistic Langevin equation of a free Brownian particle are presented. PMID:15697675

  3. 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.

  4. A generalized Brownian motion model for turbulent relative particle dispersion

    NASA Astrophysics Data System (ADS)

    Shivamoggi, B. K.

    2016-08-01

    There is speculation that the difficulty in obtaining an extended range with Richardson-Obukhov scaling in both laboratory experiments and numerical simulations is due to the finiteness of the flow Reynolds number Re in these situations. In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows and to shed some light on this issue. The fluctuating pressure forces acting on a fluid particle are taken to be a colored noise and follow a stationary process and are described by the Uhlenbeck-Ornstein model while it appears plausible to take their correlation time to have a power-law dependence on Re, thus introducing a bridge between the Lagrangian quantities and the Eulerian parameters for this problem. This ansatz is in qualitative agreement with the possibility of a connection speculated earlier by Corrsin [26] between the white-noise representation for the fluctuating pressure forces and the large-Re assumption in the Kolmogorov [4] theory for the 3D fully developed turbulence (FDT) as well as a similar argument of Monin and Yaglom [23] and a similar result of Sawford [13] and Borgas and Sawford [24]. It also provides an insight into the result that the Richardson-Obukhov scaling holds only in the infinite-Re limit and disappears otherwise. This ansatz further provides a determination of the Richardson-Obukhov constant g as a function of Re, with an asymptotic constant value in the infinite-Re limit. It is shown to lead to full agreement, in the small-Re limit as well, with the Batchelor-Townsend [27] scaling for the rate of change of the mean square interparticle separation in 3D FDT, hence validating its soundness further.

  5. 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

  6. 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.

  7. The Chaotic Dynamics of Anomalous Dispersion as Modeled by a Nonstationary Extension of Brownian Motion

    NASA Astrophysics Data System (ADS)

    Cushman, J. H.; O'Malley, D.; Park, M.

    2009-04-01

    We construct a family of stochastic processes with independent, nonstationary increments and arbitrary, but apriori specified mean square displacement. The family of processes is shown to be an extension of Brownian motion. If the time derivative of the variance of the process is homogeneous, then by computing the fractal dimension it can be shown that the complexity of the family is the same as that of Brownian motion. For two particles initially separated by a distance x, the finite-size Lyapunov exponent (FSLE), measures the average rate of exponential separation to a distance ax. An analytical expression is developed for the FSLE of the extended Brownian processes and numerical examples presented. The construction of the extended Brownian processes illustrates that contrary to what has been stated in the literature, a power-law mean-square displacement is not related to a breakdown in the classical CLT.

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

    SciTech Connect

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

    2009-06-15

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

  9. 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.

  10. Brownian motion of a charged test particle in vacuum between two conducting plates

    SciTech Connect

    Yu Hongwei; Chen Jun

    2004-12-15

    The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are calculated. Our results show that the Brownian motion in the direction normal to the plates is reinforced in comparison to that in the single plate case. The effective temperature associated with this normal Brownian motion could be three times as large as that in the single plate case. However, the negative dispersions for the velocity and position in the longitudinal directions, which could be interpreted as reducing the quantum uncertainties of the particle, acquire positive corrections due to the presence of the second plate, and are thus weakened.

  11. 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. PMID:24675957

  12. 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. PMID:24762409

  13. Thermal property in Brownian motion of a particle coupled to vacuum fluctuations

    NASA Astrophysics Data System (ADS)

    Oshita, Naritaka; Yamamoto, Kazuhiro; Zhang, Sen

    2014-06-01

    We investigate Brownian motions of a particle coupled to vacuum fluctuations of a quantum field. The Unruh effect predicts that an observer in an accelerated motion sees the Minkowski vacuum as thermally excited. This addresses the problem of whether or not a thermal property appears in a perturbative random motion of a particle in an accelerated motion due to the coupling. We revisit this problem by solving the equation of motion of a particle coupled to vacuum fluctuations including the radiation reaction force. We compute a Fourier integral for the variance of the random velocity in a rigorous manner. Similarly, we consider a particle coupled to vacuum fluctuations in de Sitter spacetime motivated by the argument that an observer in de Sitter spacetime sees the Bunch-Davies vacuum as a thermally excited state with the Gibbons-Hawking temperature. Our investigation clarifies the condition that the energy equipartition relation arises in the Brownian motions of a particle.

  14. Brownian motion in a speckle light field: tunable anomalous diffusion and selective optical manipulation.

    PubMed

    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

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

    NASA Astrophysics Data System (ADS)

    Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

    2014-02-01

    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.

  16. Quantum Brownian Motion on Non-Commutative Manifolds: Construction, Deformation and Exit Times

    NASA Astrophysics Data System (ADS)

    Das, Biswarup; Goswami, Debashish

    2012-01-01

    We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of Franz (The Theory of Quantum Levy Processes, http://arxiv.org/abs/math/0407488v1 [math.PR], 2009), Schürmann (White noise on bioalgebras. Volume 1544 of Lecture Notes in Mathematics. Berlin: Springer-Verlag, 1993) and others, and then formulate and study in details (with a number of interesting examples) a definition of quantum Brownian motions on those non-commutative manifolds (a la Connes) which are quantum homogeneous spaces of their quantum isometry groups in the sense of Goswami (Commun Math Phys 285(1):141-160, 2009). We prove that bi-invariant quantum Brownian motion can be `deformed' in a suitable sense. Moreover, we propose a non-commutative analogue of the well-known asymptotics of the exit time of classical Brownian motion. We explicitly analyze such asymptotics for a specific example on non-commutative two-torus {mathcal{A}_θ} , which seems to behave like a one-dimensional manifold, perhaps reminiscent of the fact that {mathcal{A}_θ} is a non-commutative model of the (locally one-dimensional) `leaf-space' of the Kronecker foliation.

  17. Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids

    NASA Astrophysics Data System (ADS)

    Domínguez-García, Pablo; Mor, Flavio M.; Forró, László; Jeney, Sylvia

    2013-09-01

    Einstein's stochastic description of the random movement of small objects in a fluid, i.e. Brownian motion, reveals to be quite different, when observed on short timescales. The limitations of Einstein's theory with respect to particle inertia and hydrodynamic memory yield to the apparition of a colored frequency-dependent component in the spectrum of the thermal forces, which is called "the color of Brownian motion". The knowledge of the characteristic timescales of the motion of a trapped microsphere motion in a Newtonian fluid allowed to develop a high-resolution calibration method for optical interferometry. Well-calibrated correlation quantities, such as the mean square displacement or the velocity autocorrelation function, permit to study the mechanical properties of fluids at high frequencies. These properties are estimated by microrheological calculations based on the theoretical relations between the complex mobility of the beads and the rheological properties of a complex fluid.

  18. Clustering of branching Brownian motions in confined geometries

    NASA Astrophysics Data System (ADS)

    Zoia, A.; Dumonteil, E.; Mazzolo, A.; de Mulatier, C.; Rosso, A.

    2014-10-01

    We study the evolution of a collection of individuals subject to Brownian diffusion, reproduction, and disappearance. In particular, we focus on the case where the individuals are initially prepared at equilibrium within a confined geometry. Such systems are widespread in physics and biology and apply for instance to the study of neutron populations in nuclear reactors and the dynamics of bacterial colonies, only to name a few. The fluctuations affecting the number of individuals in space and time may lead to a strong patchiness, with particles clustered together. We show that the analysis of this peculiar behavior can be rather easily carried out by resorting to a backward formalism based on the Green's function, which allows the key physical observables, namely, the particle concentration and the pair correlation function, to be explicitly derived.

  19. Quantum Brownian motion for periodic coupling to an Ohmic bath

    SciTech Connect

    Piilo, J.; Maniscalco, S.; Suominen, K.-A.

    2007-03-15

    We show theoretically how the periodic coupling between an engineered reservoir and a quantum Brownian particle leads to the formation of a dynamical steady-state which is characterized by an effective temperature above the temperature of the environment. The average steady-state energy of the system has a higher value than expected from the environmental properties. The system experiences repeatedly a non-Markovian behavior--as a consequence the corresponding effective decay for long evolution times is always on average stronger than the Markovian one. We also highlight the consequences of the scheme for the Zeno-anti-Zeno crossover which depends, in addition to the periodicity {tau}, also on the total evolution time of the system.

  20. Environment-dependent dissipation in quantum Brownian motion

    SciTech Connect

    Paavola, J.; Piilo, J.; Suominen, K.-A.; Maniscalco, S.

    2009-05-15

    The dissipative dynamics of a quantum Brownian particle is studied for different types of environment. We derive analytic results for the time evolution of the mean energy of the system for Ohmic, sub-Ohmic, and super-Ohmic environments, without performing the Markovian approximation. Our results allow one to establish a direct link between the form of the environmental spectrum and the thermalization dynamics. This in turn leads to a natural explanation of the microscopic physical processes ruling the system time evolution both in the short-time non-Markovian region and in the long-time Markovian one. Our comparative study of thermalization for different environments sheds light on the physical contexts in which non-Markovian dissipation effects are dominant.

  1. Thermal diffusion by Brownian-motion-induced fluid stress

    NASA Astrophysics Data System (ADS)

    Kreft, Jennifer; Chen, Yeng-Long

    2007-08-01

    The Ludwig-Soret effect, the migration of a species due to a temperature gradient, has been extensively studied without a complete picture of its cause emerging. Here we investigate the dynamics of DNA and spherical particles subjected to a thermal gradient using a combination of Brownian dynamics and the lattice Boltzmann method. We observe that the DNA molecules will migrate to colder regions of the channel, an observation also made in experiments. In fact, the thermal diffusion coefficient found agrees quantitatively with the experimentally measured value. We also observe that the thermal diffusion coefficient decreases as the radius of the studied spherical particles increases. Furthermore, we observe that the thermal-fluctuation-fluid-momentum-flux coupling induces a gradient in the stress which leads to thermal migration in both systems.

  2. 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.

  3. 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. PMID:16241514

  4. Fractional brownian functions as mathematical models of natural rhythm in architecture.

    PubMed

    Cirovic, Ivana M

    2014-10-01

    Carl Bovill suggested and described a method of generating rhythm in architecture with the help of fractional Brownian functions, as they are mathematical models of natural rhythm. A relationship established in the stated procedure between fractional Brownian functions as models of rhythm, and the observed group of architectural elements, is recognized as an analogical relationship, and the procedure of generating rhythm as a process of analogical transfer from the natural domain to the architectural domain. Since analogical transfer implies relational similarity of two domains, and the establishment of one-to-one correspondence, this paper is trying to determine under which conditions such correspondence could be established. For example, if the values of the observed visual feature of architectural elements are not similar to each other in a way in which they can form a monotonically increasing, or a monotonically decreasing bounded sequence, then the structural alignment and the one-to-one correspondence with a single fractional Brownian function cannot be established, hence, this function is deemed inappropriate as a model for the architectural rhythm. In this case we propose overlapping of two or more functions, so that each of them is an analog for one subset of mutually similar values of the visual feature of architectural elements. PMID:25196709

  5. 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…

  6. 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.…

  7. Equation of motion using fractional calculus

    SciTech Connect

    Kihong, Kwon.

    1991-01-01

    One-dimensional motion of a particle was studied using fractional calculus, which is the differentiation and the integration of arbitrary order. By fractional differentiation, equation of motion could be written in compact form. Fractional parameters were numerically calculated by using the known solutions of general relativistic free fall motion. Also, from the approximate forms for fractional parameters, the physical meanings were found. The fractional parameters depended on the proper time, the mass of gravitating body, and the initial radial coordinate of the particle.

  8. Switching effect on the quantum Brownian motion near a reflecting boundary

    SciTech Connect

    Seriu, Masafumi; Wu, C.-H.

    2008-02-15

    The quantum Brownian motion of a charged particle in the electromagnetic vacuum fluctuations is investigated near a perfectly reflecting flat boundary, taking into account the smooth switching process in the measurement. Constructing a smooth switching function by gluing together a plateau and the Lorentzian switching tails, it is shown that the switching tails have a great influence on the measurement of the Brownian motion in the quantum vacuum. Indeed, it turns out that the result with a smooth switching function and the one with a sudden switching function are qualitatively quite different. It is also shown that anticorrelations between the switching tails and the main measuring part plays an essential role in this switching effect. The switching function can also be interpreted as a prototype of a nonequilibrium process in a realistic measurement, so that the switching effect found here is expected to be significant in actual applications in vacuum physics.

  9. Bragg scattering and Brownian motion dynamics in optically induced crystals of submicron particles.

    PubMed

    Sapiro, R E; Slama, B N; Raithel, G

    2013-05-01

    A set of four confocal laser beams of 1064-nm wavelength is used to prepare optically induced crystals of submicron particles in aqueous solution. Thousands of polystyrene spheres of about 200 nm in diameter are trapped in three dimensions. Bragg scattering patterns obtained with a probe beam of 532-nm wavelength are in agreement with the calculated lattice structure and its polarization dependence. The decay and rise of the Bragg scattering intensity upon switching the lattice off and on reveal the Brownian motion dynamics of the particles in the periodic optical trapping potential. Experimental results agree well with results from trajectory simulations based on the Langevin equation. The results exhibit the interplay between Brownian motion and deterministic forces in an inhomogeneous (near-)periodic optical trapping potential. PMID:23767544

  10. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

    Consider a one-dimensional branching Brownian motion and rescale the coordinate and time so that the rates of branching and diffusion are both equal to 1. If X1(t ) is the position of the rightmost particle of the branching Brownian motion at time t , the empirical velocity c of this rightmost particle is defined as c =X1(t ) /t . Using the Fisher-Kolmogorov-Petrovsky-Piscounov equation, we evaluate the probability distribution P (c ,t ) of this empirical velocity c in the long-time t limit for c >2 . It is already known that, for a single seed particle, P (c ,t ) ˜exp[-(c2/4 -1 ) t ] up to a prefactor that can depend on c and t . Here we show how to determine this prefactor. The result can be easily generalized to the case of multiple seed particles and to branching random walks associated with other traveling-wave equations.

  12. Impulsion of induced magnetic field for Brownian motion of nanoparticles in peristalsis

    NASA Astrophysics Data System (ADS)

    Akbar, Noreen Sher; Raza, M.; Ellahi, R.

    2016-03-01

    In the present study, we examined the effect of induced magnetic field for the peristaltic flow of four different nanoparticles with the base fluid water in the presence of Brownian motion, in a vertical asymmetric channel. The mathematical formulation is presented. Exact solutions have been evaluated for the resulting equations. The obtained expressions for velocity, temperature, pressure gradient and magnetic force function are described through graphs for various pertinent parameters. The streamlines are drawn for some physical quantities to discuss the trapping phenomenon.

  13. Brownian Motion of Stiff Filaments in a Crowded Environment

    NASA Astrophysics Data System (ADS)

    Fakhri, Nikta; MacKintosh, Frederick C.; Lounis, Brahim; Cognet, Laurent; Pasquali, Matteo

    2010-12-01

    The thermal motion of stiff filaments in a crowded environment is highly constrained and anisotropic; it underlies the behavior of such disparate systems as polymer materials, nanocomposites, and the cell cytoskeleton. Despite decades of theoretical study, the fundamental dynamics of such systems remains a mystery. Using near-infrared video microscopy, we studied the thermal diffusion of individual single-walled carbon nanotubes (SWNTs) confined in porous agarose networks. We found that even a small bending flexibility of SWNTs strongly enhances their motion: The rotational diffusion constant is proportional to the filament-bending compliance and is independent of the network pore size. The interplay between crowding and thermal bending implies that the notion of a filament’s stiffness depends on its confinement. Moreover, the mobility of SWNTs and other inclusions can be controlled by tailoring their stiffness.

  14. Brownian motion of massive skyrmions in magnetic thin films

    SciTech Connect

    Troncoso, Roberto E.; Núñez, Álvaro S.

    2014-12-15

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

  15. Vacuum fluctuations and Brownian motion of a charged test particle near a reflecting boundary

    SciTech Connect

    Yu Hongwei; Ford, L. H.

    2004-09-15

    We study the Brownian motion of a charged test particle coupled to electromagnetic vacuum fluctuations near a perfectly reflecting plane boundary. The presence of the boundary modifies the quantum fluctuations of the electric field, which in turn modifies the motion of the test particle. We calculate the resulting mean squared fluctuations in the velocity and position of the test particle. In the case of directions transverse to the boundary, the results are negative. This can be interpreted as reducing the quantum uncertainty which would otherwise be present.

  16. 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

  17. 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

  18. Quantum Brownian motion on potential surfaces coupled via tunneling in an external electric field[-2mm

    NASA Astrophysics Data System (ADS)

    Thrapsaniotis, E. G.

    2001-07-01

    The present paper deals with the motion of a Brownian particle on two identical but shifted potential surfaces, coupled via a tunneling matrix element in an external electric field. Dissipation is induced by a heat bath represented by an infinite set of harmonic oscillators with a continuum range of frequencies. We derive a perturbative solution for the quantum coherence term of the particle system after performing a small-polaron-like transformation. This is subsequently necessary for the extraction of an equation that describes the reduced dynamics and the minimal action path of the Brownian particle. Finally we extract expressions for the population relaxation rate and the pure quantum-dephasing rate of the two-level system.

  19. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2014-12-01

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

  1. 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.

  2. 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.

    2016-06-01

    Massive black hole binaries (BHBs) are expected to be one of the most powerful sources of gravitational waves (GWs) in the frequency range of the pulsar timing array and of forthcoming space-borne detectors. They are believed to form in the final stages of galaxy mergers, and then harden by slingshot ejections of passing stars. However, evolution via the slingshot mechanism may be ineffective if the reservoir of interacting stars is not readily replenished, and the binary shrinking may come to a halt at roughly a parsec separation. Recent simulations suggest that the departure from spherical symmetry, naturally produced in merger remnants, leads to efficient loss cone refilling, preventing the binary from stalling. However, current N-body simulations able to accurately follow the evolution of BHBs are limited to very modest particle numbers. Brownian motion may artificially enhance the loss cone refilling rate in low-N simulations, where the binary encounters a larger population of stars due its random motion. 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.

  3. 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.

  4. 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.

  5. Second-order stochastic leapfrog algorithm for multiplicative noise brownian motion

    PubMed

    Qiang; Habib

    2000-11-01

    A stochastic leapfrog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time interval and requires the sampling of only one uniformly distributed random variable per time step. The noise may be white or colored. We apply the algorithm to a study of the approach towards equilibrium of an oscillator coupled nonlinearly to a heat bath and investigate the effect of the multiplicative noise (arising from the nonlinear coupling) on the relaxation time. This allows us to test the regime of validity of the energy-envelope approximation method. PMID:11102105

  6. Second-order stochastic leapfrog algorithm for multiplicative noise Brownian motion

    NASA Astrophysics Data System (ADS)

    Qiang, Ji; Habib, Salman

    2000-11-01

    A stochastic leapfrog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time interval and requires the sampling of only one uniformly distributed random variable per time step. The noise may be white or colored. We apply the algorithm to a study of the approach towards equilibrium of an oscillator coupled nonlinearly to a heat bath and investigate the effect of the multiplicative noise (arising from the nonlinear coupling) on the relaxation time. This allows us to test the regime of validity of the energy-envelope approximation method.

  7. Convolutionless Non-Markovian master equations and quantum trajectories: Brownian motion

    SciTech Connect

    Strunz, Walter T.; Yu Ting

    2004-05-01

    Stochastic Schroedinger equations for quantum trajectories offer an alternative and sometimes superior approach to the study of open quantum system dynamics. Here we show that recently established convolutionless non-Markovian stochastic Schroedinger equations may serve as a powerful tool for the derivation of convolutionless master equations for non-Markovian open quantum systems. The most interesting example is quantum Brownian motion (QBM) of a harmonic oscillator coupled to a heat bath of oscillators, one of the most employed exactly soluble models of open system dynamics. We show explicitly how to establish the direct connection between the exact convolutionless master equation of QBM and the corresponding convolutionless exact stochastic Schroedinger equation.

  8. Weak electrolytes, Brownian motion, vortices in superfluid films, and Odins Aker

    NASA Astrophysics Data System (ADS)

    McCauley, Joseph L.

    1995-01-01

    A brief sketch of the author's days at Yale as Lars Onsager's last physics student is followed by the contributions of the Onsager school to our current understanding of persistent current decays and vortex pinning in very thin superfluid films. The resulting theory is an interplay of three subjects that were dear to Onsager's heart: electrolytes, vortices in superfluids, and Brownian motion. The discussion also surveys a topic of current interest, the role played by defects and boundaries in producing the "stiffness" that characterizes superfluids. The article ends with a few words about the author's connection to Norway.

  9. New stochastic equation for a harmonic oscillator: Brownian motion with adhesion

    NASA Astrophysics Data System (ADS)

    Gitterman, M.

    2010-11-01

    In addition to the usually considered stochastic harmonic oscillator with an external random force (Brownian motion) or with random frequency and random damping, we consider an oscillator with a random mass for which the particles of the surrounding medium adhere to the oscillator for some (random) time after the collision, thereby changing the oscillator mass. We have calculated the first two moments and the Lyapunov exponent, which describes the stability of the fixed point. This model can be useful for the analysis of chemical and biological solutions as well as for nano-technological devices.

  10. Direct measurements of magnetic interaction-induced cross-correlations of two microparticles in Brownian motion

    PubMed Central

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

    2015-01-01

    The effect of magnetic interactions on the Brownian motion of two magnetic microparticles is investigated. The cross-correlations of the thermal fluctuations of the two magnetic microbeads are directly measured using double-trap optical tweezers. It is experimentally demonstrated that the cross-correlation function is governed by the gradient of the magnetic force between the microparticles. The magnetic forces are measured with femtonewton precision, and the magnetic dipole moments of individual microparticles are determined within an accuracy on the order of fA-m2. PMID:26035153

  11. Brownian motion in a rotating fluid: Diffusivity is a function of the rotation rate

    NASA Astrophysics Data System (ADS)

    Ryskin, Gregory

    1988-09-01

    The phenomenological relations between thermodynamic fluxes and forces are normally assumed to be invariant with respect to arbitrary motion of the frame of reference. We describe a breakdown of this invariance strong enough to be observable. It is shown that the diffusivity in a rotating fluid is anisotropic and also smaller in magnitude than in a fluid at rest in an inertial frame, giving rise to a diffusion analog of the Hall effect. For large Brownian particles (e.g., biological macromolecules) the diffusivity may decrease by 50% at the rotation speeds achievable in ultracentrifuges.

  12. 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.

  13. Existence of Solutions for Stochastic Differential Equations under G-Brownian Motion with Discontinuous Coefficients

    NASA Astrophysics Data System (ADS)

    Faizullah, Faiz

    2012-12-01

    The existence theory for the vector valued stochastic differential equations under G-Brownian motion (G-SDEs) of the type Xt = X0+ ∫to(v;Xv)dv+ ∫t0 g(v;Xv)d(B)v+ ∫t0 h(v;Xv)dBv; t ɛ [0;T]; with first two discontinuous coefficients is established. It is shown that the G-SDEs have more than one solution if the coefficient g or the coefficients f and g simultaneously, are discontinuous functions. The upper and lower solutions method is used and examples are given to explain the theory and its importance.

  14. 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. PMID:26274444

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

    NASA Astrophysics Data System (ADS)

    Dossetti, Victor; Sevilla, Francisco J.

    2015-07-01

    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.

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

    PubMed

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

    2014-02-01

    In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local 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. PMID:24593372

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

    NASA Astrophysics Data System (ADS)

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

    2014-02-01

    In this article we present methods for measuring hindered Brownian motion in the confinement of complex 3D geometries using digital video microscopy. Here we discuss essential features of automated 3D particle tracking as well as diffusion data analysis. By introducing local mean squared displacement-vs-time curves, we are able to simultaneously measure the spatial dependence of diffusion coefficients, tracking accuracies and drift velocities. Such local measurements allow a more detailed and appropriate description of strongly heterogeneous systems as opposed to global measurements. Finite size effects of the tracking region on measuring mean squared displacements are also discussed. The use of these methods was crucial for the measurement of the diffusive behavior of spherical polystyrene particles (505 nm diameter) in a microfluidic chip. The particles explored an array of parallel channels with different cross sections as well as the bulk reservoirs. For this experiment we present the measurement of local 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.

  18. 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. PMID:27176286

  19. Quantum noise in the position measurement of a cavity mirror undergoing Brownian motion

    NASA Astrophysics Data System (ADS)

    Jacobs, K.; Tittonen, I.; Wiseman, H. M.; Schiller, S.

    1999-07-01

    We perform a quantum theoretical calculation of the noise power spectrum for a phase measurement of the light output from a coherently driven optical cavity with a freely moving rear mirror. We examine how the noise resulting from the quantum back action appears among the various contributions from other noise sources. We do not assume an ideal (homodyne) phase measurement, but rather consider phase-modulation detection, which we show has a different shot noise level. We also take into account the effects of thermal damping of the mirror, losses within the cavity, and classical laser noise. We relate our theoretical results to experimental parameters, so as to make direct comparisons with current experiments simple. We also show that in this situation, the standard Brownian motion master equation is inadequate for describing the thermal damping of the mirror, as it produces a spurious term in the steady-state phase-fluctuation spectrum. The corrected Brownian motion master equation [L. Diosi, Europhys. Lett. 22, 1 (1993)] rectifies this inadequacy.

  20. 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

  1. 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

    2016-01-01

    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

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

    SciTech Connect

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

    2014-02-15

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

  3. 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. PMID:23005790

  4. Temperature-dependent effect of percolation and Brownian motion on the thermal conductivity of TiO2-ethanol nanofluids.

    PubMed

    Li, Chien-Cheng; Hau, Nga Yu; Wang, Yuechen; Soh, Ai Kah; Feng, Shien-Ping

    2016-06-01

    Ethanol-based nanofluids have attracted much attention due to the enhancement in heat transfer and their potential applications in nanofluid-type fuels and thermal storage. Most research has been conducted on ethanol-based nanofluids containing various nanoparticles in low mass fraction; however, to-date such studies based on high weight fraction of nanoparticles are limited due to the poor stability problem. In addition, very little existing work has considered the inevitable water content in ethanol for the change of thermal conductivity. In this paper, the highly stable and well-dispersed TiO2-ethanol nanofluids of high weight fraction of up to 3 wt% can be fabricated by stirred bead milling, which enables the studies of thermal conductivity of TiO2-ethanol nanofluids over a wide range of operating temperatures. Our results provide evidence that the enhanced thermal conductivity is mainly contributed by the percolation network of nanoparticles at low temperatures, while it is in combination with both Brownian motion and local percolation of nanoparticle clustering at high temperatures. PMID:27212639

  5. Particle mobility between two planar elastic membranes: Brownian motion and membrane deformation

    NASA Astrophysics Data System (ADS)

    Daddi-Moussa-Ider, Abdallah; Guckenberger, Achim; Gekle, Stephan

    2016-07-01

    We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due to the elastic energy stored in the membrane. Unlike the single-membrane case, a coupling between shearing and bending exists. The commonly used approximation of superposing two single-membrane contributions is found to give reasonable results only for motions in the parallel direction, but not in the perpendicular direction. We also compute analytically the membrane deformation resulting from the motion of the particle, showing that the presence of the second membrane reduces deformation. Using the fluctuation-dissipation theorem we compute the Brownian motion of the particle, finding a long-lasting subdiffusive regime at intermediate time scales. We finally assess the accuracy of the employed point-particle approximation via boundary-integral simulations for a truly extended particle. They are found to be in excellent agreement with the analytical predictions.

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

    NASA Astrophysics Data System (ADS)

    Yeh, L.

    1993-06-01

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

  7. Quantum Harmonic Brownian Motion in a General Environment: a Modified Phase-Space Approach.

    NASA Astrophysics Data System (ADS)

    Yeh, Leehwa

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

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

    SciTech Connect

    Yeh, L. |

    1993-06-23

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

  9. Harmonically bound Brownian motion in fluids under shear: Fokker-Planck and generalized Langevin descriptions.

    PubMed

    Híjar, Humberto

    2015-02-01

    We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques. PMID:25768490

  10. Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

    NASA Astrophysics Data System (ADS)

    Yang, Hui; Cornaglia, Matteo; Trouillon, Raphaël.; Lehnert, Thomas; Gijs, Martin A. M.

    2015-03-01

    We demonstrate a method to determine the Brownian motion and the diffusion coefficient of a nanoparticle in water in a plane that is parallel to a solid boundary and as function of the distance normal to that boundary by using an optical tweezers instrument. A solution of 190 nm-diameter fluorescent polystyrene nanoparticles in de-ionized (DI) water is introduced in a micro-chamber built from two thin glass substrates. A single particle is trapped by the tweezers and optically moved in the z-direction normal to a substrate. By analyzing a scatter plot of the time-dependent positions of the nanoparticle in the x-y plane in a histogram, the diffusion coefficient parallel to the substrate of the Brownian particle constrained by the substrate is determined as a function of the distance between the substrate and the nanoparticle. The experimental results indicate the increased drag effect on the nanoparticle when it is close to the substrate, as evidenced by an experimental diffusion coefficient nearby the substrate that is about half of that of the particle in the bulk fluid.

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

    NASA Astrophysics Data System (ADS)

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

    2012-03-01

    Consider n non-intersecting Brownian motions on R, depending on time t∈[0,1], with mi particles forced to leave from ai at time t=0, 1≤i≤q, and nj particles forced to end up at bj at time t=1, 1≤j≤p. For arbitrary p and q, it is not known if the distribution of the positions of the non-intersecting Brownian particles at a given time 0

  12. 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. PMID:26986305

  13. 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. PMID:27410852

  14. Quantal Brownian motion from second RPA dynamics at finite temperature: Explicit density operator and related quantities

    NASA Astrophysics Data System (ADS)

    Jang, S.

    1991-07-01

    Within the framework of the quantum dynamical description of Brownian motion, a closed expression for the density operator is extracted from the master equation based on the dynamics of the second random phase approximation (RPA) at finite temperature. The second RPA theory is an extension of the usual RPA theory up to next higher order. The entropy and effective temperature of the system of collective RPA phonons are subsequently calculated by exploiting the analogy with the quantum optics damped oscillator, and their temporal behavior is surveyed by showing how these quantities relax to their equilibrium values. The calculation is carried out without invoking the so-called the resonant approximation, which amounts to ignoring the rapidly oscillating coupling terms. Particular attention is paid to the effect of these coupling terms.

  15. On the Mössbauer studies of harmonically bound quantum oscillators in Brownian motion

    NASA Astrophysics Data System (ADS)

    Razdan, A.

    1999-03-01

    In many biological systems like whole cells, membranes or proteins and some of the polymeric systems, dynamics reveals itself in Mössbauer spectra as a non Lorentzian behaviour above some particular temperature which is characteristic of the system. Moreover mean square displacement and line width show temperature dependence above the characteristic temperature. Brownian motion of harmonically bound oscillator has been able to explain the non-Lorentzian behaviour. In the present paper, a quantum picture of the above model is discussed and lineshape is expressed as the closed form for the extreme overdamping case. In addition to the non-Lorentzian behaviour, the present model also predicts a temperature dependence of mean square displacement and linewidth.

  16. Active and passive Brownian motion of charged particles in two-dimensional plasma models

    SciTech Connect

    Dunkel, Joern; Ebeling, Werner; Trigger, Sergey A.

    2004-10-01

    The dynamics of charged Coulomb grains in a plasma is numerically and analytically investigated. Analogous to recent experiments, it is assumed that the grains are trapped in an external parabolic field. Our simulations are based on a Langevin model, where the grain-plasma interaction is realized by a velocity-dependent friction coefficient and a velocity-independent diffusion coefficient. In addition to the ordinary case of positive (passive) friction between grains and plasma, we also discuss the effects of negative (active) friction. The latter case seems particularly interesting, since recent analytical calculations have shown that friction coefficients with negative parts may appear in some models of ion absorption by grains as well as in models of ion-grain scattering. Such negative friction may cause active Brownian motions of the grains. As our computer simulations show, the influence of negative friction leads to the formation of various stationary modes (rotations, oscillations), which, to some extent, can also be estimated analytically.

  17. Generalized uncertainty relations and entanglement dynamics in quantum Brownian motion models

    SciTech Connect

    Anastopoulos, C.; Kechribaris, S.; Mylonas, D.

    2010-10-15

    We study entanglement dynamics in quantum Brownian motion (QBM) models. Our main tool is the Wigner function propagator. Time evolution in the Wigner picture is physically intuitive and it leads to a simple derivation of a master equation for any number of system harmonic oscillators and spectral density of the environment. It also provides generalized uncertainty relations, valid for any initial state, that allow a characterization of the environment in terms of the modifications it causes to the system's dynamics. In particular, the uncertainty relations are very informative about the entanglement dynamics of Gaussian states, and to a lesser extent for other families of states. For concreteness, we apply these techniques to a bipartite QBM model, describing the processes of entanglement creation, disentanglement, and decoherence at all temperatures and time scales.

  18. Effect of solvent on directional drift in Brownian motion of particle/molecule with broken symmetry

    NASA Astrophysics Data System (ADS)

    Kong, FanDong; Sheng, Nan; Wan, RongZheng; Hu, GuoHui; Fang, HaiPing

    2016-08-01

    The directional drifting of particles/molecules with broken symmetry has received increasing attention. Through molecular dynamics simulations, we investigate the effects of various solvents on the time-dependent directional drifting of a particle with broken symmetry. Our simulations show that the distance of directional drift of the asymmetrical particle is reduced while the ratio of the drift to the mean displacement of the particle is enhanced with increasing mass, size, and interaction strength of the solvent atoms in a short time range. Among the parameters considered, solvent atom size is a particularly influential factor for enhancing the directional drift of asymmetrical particles, while the effects of the interaction strength and the mass of the solvent atoms are relatively weaker. These findings are of great importance to the understanding and control of the Brownian motion of particles in various physical, chemical, and biological processes within finite time spans.

  19. Using Brownian motion to measure shape asymmetry in mesoscopic matter using optical tweezers.

    PubMed

    Roy, Basudev; Mondal, Argha; Bera, Sudipta K; Banerjee, Ayan

    2016-06-21

    We propose a new method for quantifying shape asymmetry on the mesoscopic scale. The method takes advantage of the intrinsic coupling between rotational and translational Brownian motion (RBM and TBM, respectively) which happens in the case of asymmetric particles. We determine the coupling by measuring different correlation functions of the RBM and TBM for single, morphologically different, weakly trapped red blood cells in optical tweezers. The cells have different degrees of asymmetry that are controllably produced by varying the hypertonicity of their aqueous environment. We demonstrate a clear difference in the nature of the correlation functions both qualitatively and quantitatively for three types of cells having a varying degree of asymmetry. This method can have a variety of applications ranging from early stage disease diagnosis to quality control in microfabrication. PMID:27198612

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

    NASA Astrophysics Data System (ADS)

    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.

  1. 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.

  2. 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. PMID:25353510

  3. Microscopic Description of Resonance in the Brownian Motion of Hydrophobic Nanoparticle in Harmonic Potential Trap

    NASA Astrophysics Data System (ADS)

    Park, Jae Hyun

    2014-11-01

    Harmonic potential has been popular for the trapping of micro- and nanoparticles (e.g. optical tweezer). With the rapid development of harmonic potential trapping technology, its application is nowadays being extended to explore the fundamental nature in the random thermal fluctuation of particles in order to confirm the classical theory of Brownian motion. In this study, using extensive molecular dynamics simulations, we investigate the molecule-level features of dynamic response of hydrophobic C60 nanoparticle in harmonic potential trap with water medium. The time-averaged magnitudes of random fluctuation are measured for various trap stiffness and then the virtual mass, the amount of fluid moving together with particle, is extracted from curve fitting. The fluctuation is proportional to the inverse of trap stiffness. The virtual mass is mostly originated from the first hydration shell around the particle and it is not influenced by the stiffness. The resonance in frequency domain is observed as a result of coloured noise in the motion. The effect of stiffness on the resonance is weaker than that on the magnitude of fluctuation because the motion of particle is partially dissipated in the RDF valley between the first and the second hydration shell. This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology (2012R1A1A1042920).

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

    NASA Astrophysics Data System (ADS)

    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.

  5. 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. PMID:26103047

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

    PubMed Central

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

    2015-01-01

    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 Å2 for every incident 300 keV e−/Å2. The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e−/Å2 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. PMID:26103047

  7. Brownian entanglement

    SciTech Connect

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

    2005-09-15

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

  8. 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

  9. 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…

  10. Brownian-motion based simulation of stochastic reaction-diffusion systems for affinity based sensors.

    PubMed

    Tulzer, Gerhard; Heitzinger, Clemens

    2016-04-22

    In this work, we develop a 2D algorithm for stochastic reaction-diffusion systems describing the binding and unbinding of target molecules at the surfaces of affinity-based sensors. In particular, we simulate the detection of DNA oligomers using silicon-nanowire field-effect biosensors. Since these devices are uniform along the nanowire, two dimensions are sufficient to capture the kinetic effects features. The model combines a stochastic ordinary differential equation for the binding and unbinding of target molecules as well as a diffusion equation for their transport in the liquid. A Brownian-motion based algorithm simulates the diffusion process, which is linked to a stochastic-simulation algorithm for association at and dissociation from the surface. The simulation data show that the shape of the cross section of the sensor yields areas with significantly different target-molecule coverage. Different initial conditions are investigated as well in order to aid rational sensor design. A comparison of the association/hybridization behavior for different receptor densities allows optimization of the functionalization setup depending on the target-molecule density. PMID:26939610

  11. Brownian motion of single glycerol molecules in an aqueous solution as studied by dynamic light scattering.

    PubMed

    Elamin, Khalid; Swenson, Jan

    2015-03-01

    Aqueous solutions of glycerol are investigated by dynamic light scattering (DLS) over the whole concentration range (10-98 wt.% water) and in the temperature range 283-303 K. The measurements reveal one slow relaxation process in the geometry of polarized light scattering. This process is present in the whole concentration range, although it is very weak at the highest and lowest water concentrations and is considerably slower than the structural α relaxation, which is too fast to be observed on the experimental time scale in the measured temperature range. The relaxation time of the observed process exhibits a 1/q2 dependence, proving that it is due to long-range translational diffusion. The Stokes-Einstein relation is used to estimate the hydrodynamic radius of the diffusing particles and from these calculations it is evident that the observed relaxation process is due to the Brownian motion of single or a few glycerol molecules. The fact that it is possible to study the self-diffusion of such small molecules may stimulate a broadening of the research field used to be covered by the DLS technique. PMID:25871109

  12. Brownian-motion based simulation of stochastic reaction-diffusion systems for affinity based sensors

    NASA Astrophysics Data System (ADS)

    Tulzer, Gerhard; Heitzinger, Clemens

    2016-04-01

    In this work, we develop a 2D algorithm for stochastic reaction-diffusion systems describing the binding and unbinding of target molecules at the surfaces of affinity-based sensors. In particular, we simulate the detection of DNA oligomers using silicon-nanowire field-effect biosensors. Since these devices are uniform along the nanowire, two dimensions are sufficient to capture the kinetic effects features. The model combines a stochastic ordinary differential equation for the binding and unbinding of target molecules as well as a diffusion equation for their transport in the liquid. A Brownian-motion based algorithm simulates the diffusion process, which is linked to a stochastic-simulation algorithm for association at and dissociation from the surface. The simulation data show that the shape of the cross section of the sensor yields areas with significantly different target-molecule coverage. Different initial conditions are investigated as well in order to aid rational sensor design. A comparison of the association/hybridization behavior for different receptor densities allows optimization of the functionalization setup depending on the target-molecule density.

  13. Noise-enhanced stability and double stochastic resonance of active Brownian motion

    NASA Astrophysics Data System (ADS)

    Zeng, Chunhua; Zhang, Chun; Zeng, Jiakui; Liu, Ruifen; Wang, Hua

    2015-08-01

    In this paper, we study the transient and resonant properties of active Brownian particles (ABPs) in the Rayleigh-Helmholtz (RH) and Schweitzer-Ebeling-Tilch (SET) models, which is driven by the simultaneous action of multiplicative and additive noise and periodic forcing. It is shown that the cross-correlation between two noises (λ) can break the symmetry of the potential to generate motion of the ABPs. In case of no correlation between two noises, the mean first passage time (MFPT) is a monotonic decrease depending on the multiplicative noise, however in case of correlation between two noises, the MFPT exhibits a maximum, depending on the multiplicative noise for both models, this maximum for MFPT identifies the noise-enhanced stability (NES) effect of the ABPs. By comparing with case of no correlation (λ =0.0 ), we find two maxima in the signal-to-noise ratio (SNR) depending on the cross-correlation intensity, i.e. the double stochastic resonance is shown in both models. For the RH model, the SNR exhibits two maxima depending on the multiplicative noise for small cross-correlation intensity, while in the SET model, it exhibits only a maximum depending on the multiplicative noise. Whether λ =0.0 or not, the MFPT is a monotonic decrease, and the SNR exhibits a maximum, depending on the additive noise in both models.

  14. From Brownian motion to operational risk: Statistical physics and financial markets

    NASA Astrophysics Data System (ADS)

    Voit, Johannes

    2003-04-01

    High-frequency returns of the DAX German blue chip stock index are used to test geometric Brownian motion, the standard model for financial time series. Even on a 15-s time scale, the linear correlations of DAX returns have a zero-time delta function which carries 90% of the weight, while the remaining 10% are positively correlated with a decay time of 53 s and negatively correlated on a 9.4-min scale. The probability density of the returns possesses fat tails with power laws whose exponents continuously increase with time scales. It is suggested that hydrodynamic turbulence may provide a phenomenological framework for the description of these data, and at the same time, open a way to use them for risk-management purposes, e.g. option pricing and hedging. Option pricing also is the cornerstone of credit valuation, an area of much practical importance not considered explicitly in most other physics-inspired papers on finance. Finally, operational risk is introduced as a new risk category currently emphasized by regulators, which will become important in many banks in the near future.

  15. Analysis of functional motions in Brownian molecular machines with an efficient block normal mode approach: myosin-II and Ca2+ -ATPase.

    PubMed

    Li, Guohui; Cui, Qiang

    2004-02-01

    The structural flexibilities of two molecular machines, myosin and Ca(2+)-ATPase, have been analyzed with normal mode analysis and discussed in the context of their energy conversion functions. The normal mode analysis with physical intermolecular interactions was made possible by an improved implementation of the block normal mode (BNM) approach. The BNM results clearly illustrated that the large-scale conformational transitions implicated in the functional cycles of the two motor systems can be largely captured with a small number of low-frequency normal modes. Therefore, the results support the idea that structural flexibility is an essential part of the construction principle of molecular motors through evolution. Such a feature is expected to be more prevalent in motor proteins than in simpler systems (e.g., signal transduction proteins) because in the former, large-scale conformational transitions often have to occur before the chemical events (e.g., ATP hydrolysis in myosin and ATP binding/phosphorylation in Ca(2+)-ATPase). This highlights the importance of Brownian motions associated with the protein domains that are involved in the functional transitions; in this sense, Brownian molecular machines is an appropriate description of molecular motors, although the normal mode results do not address the origin of the ratchet effect. The results also suggest that it might be more appropriate to describe functional transitions in some molecular motors as intrinsic elastic motions modulating local structural changes in the active site, which in turn gets stabilized by the subsequent chemical events, in contrast with the conventional idea of local changes somehow getting amplified into larger-scale motions. In the case of myosin, for example, we favor the idea that Brownian motions associated with the flexible converter propagates to the Switch I/II region, where the salt-bridge formation gets stabilized by ATP hydrolysis, in contrast with the textbook notion that

  16. Brownian motion of a matter-wave bright soliton moving through a thermal cloud of distinct atoms

    NASA Astrophysics Data System (ADS)

    McDonald, R. G.; Bradley, A. S.

    2016-06-01

    Taking an open quantum system approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy transfer without particle transfer between the soliton and thermal cloud, thus damping the soliton motion without altering its stability against collapse. We derive a Langevin equation for the soliton center-of-mass velocity in the form of an Ornstein-Uhlenbeck process with analytical drift and diffusion coefficients. This collective motion is confirmed by simulations of the full stochastic projected Gross-Pitaevskii equation for the matter-wave field. The system offers a pathway for experimentally observing the elusive energy-damping reservoir interaction and a clear realization of collective Brownian motion for a mesoscopic superfluid droplet.

  17. Statistical thermodynamics of quantum Brownian motion: construction of perpetuum mobile of the second kind.

    PubMed

    Nieuwenhuizen, Th M; Allahverdyan, A E

    2002-09-01

    The Brownian motion of a quantum particle in a harmonic confining potential and coupled to harmonic quantum thermal bath is exactly solvable. Though this system presents at high temperatures a pedagogic example to explain the laws of thermodynamics, it is shown that at low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. In physical terms, this happens when the cloud of bath modes around the particle starts to play a nontrivial role, namely, when the bath temperature T is smaller than the coupling energy. Indeed, equilibrium thermodynamics of the total system, particle plus bath, does not imply standard equilibrium thermodynamics for the particle itself at low T. Various formulations of the second law are found to be invalid at low T. First, the Clausius inequality can be violated, because heat can be extracted from the zero point energy of the cloud of bath modes. Second, when the width of the confining potential is suddenly changed, there occurs a relaxation to equilibrium during which the entropy production is partly negative. In this process the energy put on the particle does not relax monotonically, but oscillates between particle and bath, even in the limit of strong damping. Third, for nonadiabatic 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 mobility of the second kind, having one or several work extraction cycles, enter the realm of condensed matter physics. Fourth, it follows that the equivalence between different formulations of the second law (e.g., those by Clausius and Thomson) can be violated at low temperatures. These effects are the consequence of quantum entanglement in the presence of the slightly off-equilibrium nature of the thermal bath, and become important when the characteristic quantum time scale variant Planck's over 2pi /k

  18. Modeling subject-specific phase-dependent effects and variations in longitudinal responses via a geometric Brownian motion process.

    PubMed

    Zhu, Li; Hsieh, Fushing; Li, Juan; Chi, Eric

    2011-08-30

    We address statistical issues regarding modeling a collection of longitudinal response trajectories characterized by the presence of subject-specific phase-dependent effects and variation. To accommodate these two time-varying individual characteristics, we employ a geometric stochastic differential equation for modeling based on a Brownian motion process and develop a two-step paradigm for statistical analysis. This paradigm reverses the order of statistical inference in random effects model. We first extract individual information about phase-dependent treatment effects and volatility parameters for all subjects. Then, we derive the association relationship between the parameters characterizing the individual longitudinal trajectories and the corresponding covariates by means of multiple regression analysis. The stochastic differential equation model and the two-step paradigm together provide significant advantages both in modeling flexibility and in computational efficiency. The modeling flexibility is due to the easy adaptation of temporal change points for subject-specific phase transition in treatment effects, whereas the computational efficiency benefits in part from the independent increment property of Brownian motion that avoids high-dimensional integration. We demonstrate our modeling approach and statistical analysis on a real data set of longitudinal measurements of disease activity scores from a rheumatoid arthritis study. PMID:21751228

  19. 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

    2016-01-01

    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

  20. 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

  1. Fractional Whirl Motion in Wave Journal Bearings

    NASA Technical Reports Server (NTRS)

    Dimofte, Florin; Hendricks, Robert C.

    1996-01-01

    Unloaded gas, plain journal bearings experience sub-synchronous whirl motion due to fluid film instabilities and wall contact usually occurs immediately after the onset of the whirl motion. An alternative is the wave journal bearing which significantly improves bearing stability. The predicted threshold where the sub-synchronous whirl motion starts was well confirmed by the experimental observation. In addition, both a two-wave and a three-wave journal bearing can operate free of sub-synchronous whirl motion over a large range in speeds. When the sub-synchronous whirl motion occurs, both the two-wave and three-wave bearing can run in a whirl orbit well within the bearing clearance. At large clearances and wave amplitudes a two-wave bearing, unliKe other bearings, can exhibit a sub-synchronous whirl movement at both low and high speeds, but can run extremely stable and without whirl at intermediate speeds. Moreover, in these cases, the whirl frequencies are close to a quarter of the synchronous speed. The three-wave bearing can exhibit sub-synchronous whirl motion only after a specific threshold when the speed increases and the whirl frequencies are close to half of the synchronous speed.

  2. Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces

    NASA Astrophysics Data System (ADS)

    Kearney, Michael J.; Martin, Richard J.

    2016-05-01

    A study is made of the normalized functionals { M }\\equiv M/{T}{1/2} and { A }\\equiv A/{T}{3/2} associated with one-dimensional first passage Brownian motion with positive initial condition, where M is the maximum value attained and A is the area swept out up to the random time T at which the process first reaches zero. Both { M } and { A } involve two strongly correlated random variables associated with a given Brownian path. Through their study, fresh insights are provided into the fundamental nature of such first passage processes and the underlying correlations. The probability density and the moments of { M } and { A } are calculated exactly and the theoretical results are shown to be in good agreement with those derived from simulations. Intriguingly, there is a precise equivalence in law between the variable { A } and the maximal relative height of the fluctuating interface in the one-dimensional Edwards–Wilkinson model with free boundary conditions. This observation leads to some interesting and still partially unresolved questions.

  3. 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. PMID:26395697

  4. Solution of the master equation for Wigner's quasiprobability distribution in phase space for the Brownian motion of a particle in a double well potential

    SciTech Connect

    Coffey, William T.; Kalmykov, Yuri P.; Titov, Serguey V.

    2007-08-21

    Quantum effects in the Brownian motion of a particle in the symmetric double well potential V(x)=ax{sup 2}/2+bx{sup 4}/4 are treated using the semiclassical master equation for the time evolution of the Wigner distribution function W(x,p,t) in phase space (x,p). The equilibrium position autocorrelation function, dynamic susceptibility, and escape rate are evaluated via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The escape rate so yielded has a quantum correction depending strongly on the barrier height and is compared with that given analytically by the quantum mechanical reaction rate solution of the Kramers turnover problem. The matrix continued fraction solution substantially agrees with the analytic solution. Moreover, the low-frequency part of the spectrum associated with noise assisted Kramers transitions across the potential barrier may be accurately described by a single Lorentzian with characteristic frequency given by the quantum mechanical reaction rate.

  5. 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.

  6. Construction of a free Lévy process as high-dimensional limit of a Brownian motion on the unitary group

    NASA Astrophysics Data System (ADS)

    Ulrich, Michaël

    2015-08-01

    It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally, it is quite natural to try to build free Lévy processes as high-dimensional limits of classical matricial Lévy processes. We will focus here on one specific such construction, discussing and generalizing the work done previously by Biane in Ref.2, who has shown that the (classical) Brownian motion on the Unitary group U(d) converges to the free multiplicative Brownian motion when d goes to infinity. We shall first recall that result and give an alternative proof for it. We shall then see how this proof can be adapted in a more general context in order to get a free Lévy process on the dual group (in the sense of Voiculescu) U. This result will actually amount to a truly noncommutative limit theorem for classical random variables, of which Biane's result constitutes the case n = 1.

  7. Exact analytical solutions to the master equation of quantum Brownian motion for a general environment

    SciTech Connect

    Fleming, C.H.; Roura, Albert; Hu, B.L.

    2011-05-15

    Research Highlights: > We study the model of a quantum oscillator linearly coupled to a bath of oscillators. > We derive the master equation and solutions for general spectra and temperatures. > We generalize to cases with an external force and arbitrary number of oscillators. > Other derivations have incorrect diffusion and force response for nonlocal damping. > We give exact results for ohmic, sub-ohmic and supra-ohmic environments. - Abstract: We revisit the model of a quantum Brownian oscillator linearly coupled to an environment of quantum oscillators at finite temperature. By introducing a compact and particularly well-suited formulation, we give a rather quick and direct derivation of the master equation and its solutions for general spectral functions and arbitrary temperatures. The flexibility of our approach allows for an immediate generalization to cases with an external force and with an arbitrary number of Brownian oscillators. More importantly, we point out an important mathematical subtlety concerning boundary-value problems for integro-differential equations which led to incorrect master equation coefficients and impacts on the description of nonlocal dissipation effects in all earlier derivations. Furthermore, we provide explicit, exact analytical results for the master equation coefficients and its solutions in a wide variety of cases, including ohmic, sub-ohmic and supra-ohmic environments with a finite cut-off.

  8. The moment method for boundary layer problems in Brownian motion theory

    SciTech Connect

    Widder, M.E.; Titulaer, U.M. )

    1989-08-01

    The authors apply Grad's moment method, with Hermite moments and Marshak-type boundary conditions, to several boundary layer problems for the Klein-Kramers equation, the kinetic equation for noninteracting Brownian particles, and study its convergence properties as the number of moments is increased. The errors in various quantities of physical interest decrease asymptotically as inverse powers of this number; the exponent is roughly three times as large as in an earlier variational method, based on an expansion in the exact boundary layer eigenfunctions. For the case of a fully absorbing wall (the Milne problem) they obtain full agreement with the recent exact solution of Marshall and Watson; the relevant slip coefficient, the Milne length, is reproduced with an accuracy better than 10{sup {minus}6}. They also consider partially absorbing walls, with specular or diffuse reflection of nonabsorbed particles. In the latter case they allow for a temperature difference between the wall and the medium in which the particles move. There is no a priori reason why their method should work only for Brownian dynamics; one may hope to extend it to a broad class of linear transport equations. As a first test, they looked at the Milne problem for the BGK equation. In spite of the completely different analytic structure of the boundary layer eigenfunctions, the agreement with the exact solution is almost as good as for the Klein-Kramers equation.

  9. Brownian Shape Motion on Five-Dimensional Potential-Energy Surfaces:Nuclear Fission-Fragment Mass Distributions

    SciTech Connect

    Randrup, Joergen; Moeller, Peter

    2011-04-01

    Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value.

  10. Brownian shape motion on five-dimensional potential-energy surfaces:nuclear fission-fragment mass distributions.

    PubMed

    Randrup, Jørgen; Möller, Peter

    2011-04-01

    Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there existed no model with demonstrated predictive power for the fission-fragment mass yields. Exploiting the expected strongly damped character of nuclear dynamics, we treat the nuclear shape evolution in analogy with Brownian motion and perform random walks on five-dimensional fission potential-energy surfaces which were calculated previously and are the most comprehensive available. Test applications give good reproduction of highly variable experimental mass yields. This novel general approach requires only a single new global parameter, namely, the critical neck size at which the mass split is frozen in, and the results are remarkably insensitive to its specific value. PMID:21517377

  11. Brownian regime of finite-N corrections to particle motion in the XY Hamiltonian mean field model

    NASA Astrophysics Data System (ADS)

    Ribeiro, Bruno V.; Amato, Marco A.; Elskens, Yves

    2016-08-01

    We study the dynamics of the N-particle system evolving in the XY Hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field created by the interaction with all others. This interaction does not change the homogeneous state of the system, and particle motion is approximately ballistic with small corrections. For initial particle data approaching a waterbag, it is explicitly proved that corrections to the ballistic velocities are in the form of independent Brownian noises over a time scale diverging not slower than {N}2/5 as N\\to ∞ , which proves the propagation of molecular chaos. Molecular dynamics simulations of the XY-HMF model confirm our analytical findings.

  12. Imaging and quantifying Brownian motion of micro- and nanoparticles using phase-resolved Doppler variance optical coherence tomography.

    PubMed

    Kim, Chang Soo; Qi, Wenjuan; Zhang, Jun; Kwon, Young Jik; Chen, Zhongping

    2013-03-01

    Different types and sizes of micro- and nanoparticles have been synthesized and developed for numerous applications. It is crucial to characterize the particle sizes. Traditional dynamic light scattering, a predominant method used to characterize particle size, is unable to provide depth resolved information or imaging functions. Doppler variance optical coherence tomography (OCT) measures the spectral bandwidth of the Doppler frequency shift due to the Brownian motion of the particles utilizing the phase-resolved approach and can provide quantitative information about particle size. Spectral bandwidths of Doppler frequency shifts for various sized particles were quantified and were demonstrated to be inversely proportional to the diameter of the particles. The study demonstrates the phase-resolved Doppler variance spectral domain OCT technique has the potential to be used to investigate the properties of particles in highly scattering media. PMID:23515863

  13. Structure-based Molecular Simulations Reveal the Enhancement of Biased Brownian Motions in Single-headed Kinesin

    PubMed Central

    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.” PMID:23459019

  14. Brownian motion and quantum dynamics of magnetic monopoles in spin ice

    PubMed Central

    Bovo, L.; Bloxsom, J.A.; Prabhakaran, D.; Aeppli, G.; Bramwell, S.T.

    2013-01-01

    Spin ice illustrates many unusual magnetic properties, including zero point entropy, emergent monopoles and a quasi liquid–gas transition. To reveal the quantum spin dynamics that underpin these phenomena is an experimental challenge. Here we show how crucial information is contained in the frequency dependence of the magnetic susceptibility and in its high frequency or adiabatic limit. The typical response of Dy2Ti2O7 spin ice indicates that monopole diffusion is Brownian but is underpinned by spin tunnelling and is influenced by collective monopole interactions. The adiabatic response reveals evidence of driven monopole plasma oscillations in weak applied field, and unconventional critical behaviour in strong applied field. Our results clarify the origin of the relatively high frequency response in spin ice. They disclose unexpected physics and establish adiabatic susceptibility as a revealing characteristic of exotic spin systems. PMID:23443563

  15. Overdamped limit and inverse-friction expansion for Brownian motion in an inhomogeneous medium.

    PubMed

    Durang, Xavier; Kwon, Chulan; Park, Hyunggyu

    2015-06-01

    We revisit the problem of the overdamped (large-friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one-dimensional space. Starting from the Kramers equation and analyzing it through the expansion in terms of eigenfunctions of a quantum harmonic oscillator, we derive analytically the corresponding Fokker-Planck equation in the overdamped limit. The result is fully consistent with the previous finding by Sancho, San Miguel, and Dürr [J. Stat. Phys. 28, 291 (1982)]. Our method allows us to generalize the Brinkman's hierarchy, and thus it would be straightforward to obtain higher-order corrections in a systematic inverse-friction expansion without any assumption. Our results are confirmed by numerical simulations for simple examples. PMID:26172672

  16. 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. PMID:26066173

  17. A hydrodynamic/Brownian motion model of thermal diffusion in liquids

    NASA Astrophysics Data System (ADS)

    Bielenberg, James R.; Brenner, Howard

    2005-10-01

    A recently modified formulation of fluid-mechanical transport processes, which has been shown to correctly predict the thermophoretic force on a rigid isolated particle in a single-component fluid continuum (gas or liquid), is combined with steady-state Stokes-Einstein-type sedimentation-equilibrium/Boltzmann distribution-like arguments appropriate to a dilute suspension of such particles, each regarded as Brownian, so as to furnish an elementary hydrodynamic theory for thermal diffusion separation phenomena in dilute binary liquid-phase mixtures (the Ludwig/Soret effect) for the case of a disparate solute/solvent molecular size ratio. The results of the theory are shown to accord well with experiments on polymer solutions in regard to both the magnitude and algebraic sign of the Soret coefficient, as well as with respect to the effects of temperature and mixture composition on this coefficient. An extension (albeit less rigorous) of the preceding theory to the case of nondilute, thermodynamically ideal, binary solutions of miscible liquids of comparable molecular size also yields results in reasonable accord with experiments.

  18. The Effect of Brownian Motion on the Trajectory of Diffusiophoretic Locomotors near a Solid Boundary

    NASA Astrophysics Data System (ADS)

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

    2015-11-01

    Diffusiophoretically self-propelled locomotors are a class of active colloids in which a particle autonomously swims through the liquid as a result of an unbalanced interaction with solute molecules asymmetrically distributed around the colloid. This solute distribution is maintained by a reaction which produces the solute on one catalytically active side of the Janus motor colloid. For the simplest case of diffusiophoretic self-propulsion near a planar infinite wall with zero solute flux, and repulsive solute-colloid interactions, hydrodynamic solutions for deterministic Stokes flow have shown that that for large catalytically active areas pointed away from the wall, and for distances less than the particle radius, the particles can skim at a constant distance along the surface without rotation, or can become stationary. To examine the effect of thermal fluctuations on the stability of these regimes for small motor sizes, Brownian dynamics simulations including the hydrodynamic interaction with the wall are undertaken, and we identify critical Peclet numbers above which the skimming and stationary regimes are stable. Below these values, less predictable behavior is found in which the colloid can be repelled from or intersect with the wall.

  19. Active Brownian motion of emulsion droplets: Coarsening dynamics at the interface and rotational diffusion.

    PubMed

    Schmitt, M; Stark, H

    2016-08-01

    A micron-sized droplet of bromine water immersed in a surfactant-laden oil phase can swim (S. Thutupalli, R. Seemann, S. Herminghaus, New J. Phys. 13 073021 (2011). The bromine reacts with the surfactant at the droplet interface and generates a surfactant mixture. It can spontaneously phase-separate due to solutocapillary Marangoni flow, which propels the droplet. We model the system by a diffusion-advection-reaction equation for the mixture order parameter at the interface including thermal noise and couple it to fluid flow. Going beyond previous work, we illustrate the coarsening dynamics of the surfactant mixture towards phase separation in the axisymmetric swimming state. Coarsening proceeds in two steps: an initially slow growth of domain size followed by a nearly ballistic regime. On larger time scales thermal fluctuations in the local surfactant composition initiates random changes in the swimming direction and the droplet performs a persistent random walk, as observed in experiments. Numerical solutions show that the rotational correlation time scales with the square of the inverse noise strength. We confirm this scaling by a perturbation theory for the fluctuations in the mixture order parameter and thereby identify the active emulsion droplet as an active Brownian particle. PMID:27562831

  20. Solutions to Master equations of quantum Brownian motion in a general environment with external force

    SciTech Connect

    Roura, Albert; Fleming, C H; Hu, B L

    2008-01-01

    We revisit the model of a system made up of a Brownian quantum oscillator linearly coupled to an environment made up of many quantum oscillators at finite temperature. We show that the HPZ master equation for the reduced density matrix derived earlier [B.L. Hu, J.P. Paz, Y. Zhang, Phys. Rev. D 45, 2843 (1992)] has incorrectly specified coefficients for the case of nonlocal dissipation. We rederive the QBM master equation, correctly specifying all coefficients, and determine the position uncertainty to be free of excessive cutoff sensitivity. Our coefficients and solutions are reduced entirely to contour integration for analytic spectra at arbitrary temperature, coupling strength, and cut-off. As an illustration we calculate the master equation coefficients and solve the master equation for ohmic coupling (with finite cutoff) and example supra-ohmic and sub-ohmic spectral densities. We determine the effect of an external force on the quantum oscillator and also show that our representation of the master equation and solutions naturally extends to a system of multiple oscillators bilinearly coupled to themselves and the bath in arbitrary fashion. This produces a formula for investigating the standard quantum limit which is central to addressing many theoretical issues in macroscopic quantum phenomena and experimental concerns related to low temperature precision measurements. We find that in a dissipative environment, all initial states settle down to a Gaussian density matrix whose covariance is determined by the thermal reservoir and whose mean is determined by the external force. We specify the thermal covariance for the spectral densities we explore.

  1. Fractional-order variational optical flow model for motion estimation.

    PubMed

    Chen, Dali; Sheng, Hu; Chen, YangQuan; Xue, Dingyü

    2013-05-13

    A new class of fractional-order variational optical flow models, which generalizes the differential of optical flow from integer order to fractional order, is proposed for motion estimation in this paper. The corresponding Euler-Lagrange equations are derived by solving a typical fractional variational problem, and the numerical implementation based on the Grünwald-Letnikov fractional derivative definition is proposed to solve these complicated fractional partial differential equations. Theoretical analysis reveals that the proposed fractional-order variational optical flow model is the generalization of the typical Horn and Schunck (first-order) variational optical flow model and the second-order variational optical flow model, which provides a new idea for us to study the optical flow model and has an important theoretical implication in optical flow model research. The experiments demonstrate the validity of the generalization of differential order. PMID:23547225

  2. Quantifying intra- and inter-fractional motion in breast radiotherapy

    SciTech Connect

    Jones, Scott; Fitzgerald, Rhys; Owen, Rebecca; Ramsay, Jonathan

    2015-03-15

    The magnitude of intra- and inter-fractional variation in the set up of breast cancer patients treated with tangential megavoltage photon beams was investigated using an electronic portal imaging device (EPID). Daily cine-EPID images were captured during delivery of the tangential fields for ten breast cancer patients treated in the supine position. Measurements collected from each image included the central lung distance (CLD), central flash distance (CFD), superior axial measurement (SAM) and the inferior axial measurement (IAM). The variation of motion within a fraction (intra-fraction) and the variation between fractions (inter-fraction) was analysed to quantify set up variation and motion due to respiration. Altogether 3775 EPID images were collected from 10 patients. The effect of respiratory motion during treatment was <0.1 cm standard deviation (SD) in the anterior–posterior (AP) direction. The inter-fraction movement caused by variations in daily set up was larger at 0.28 cm SD in the AP direction. Superior–inferior (SI) variation was more difficult to summarise and proved unreliable as the measurements were taken to an ambiguous point on the images. It was difficult to discern true SI movement from that implicated by AP movement. There is minimal intra-fractional chest wall motion due to respiration during treatment. Inter-fractional variation was larger, however, on average it remained within departmental tolerance (0.5 cm) for set up variations. This review of our current breast technique provides confidence in the feasibility of utilising advanced treatment techniques (field-in-field, intensity modulated radiotherapy or volumetric modulated arc therapy) following a review of the current imaging protocol.

  3. A proof for insignificant effect of Brownian motion-induced micro-convection on thermal conductivity of nanofluids by utilizing molecular dynamics simulations

    NASA Astrophysics Data System (ADS)

    Babaei, Hasan; Keblinski, Pawel; Khodadadi, J. M.

    2013-02-01

    It has been recently demonstrated through experiments that the observed high enhancements in thermal conductivity of nanofluids are due to aggregation of nanoparticles rather than the previously stated mechanism of the Brownian motion-induced micro-convection. In this paper, we use equilibrium molecular dynamics simulations to investigate the role of micro-convection on the thermal conductivity of well-dispersed nanofluids. We show that while the individual terms in the heat current autocorrelation function associated with nanoparticle diffusion achieve significant values, these terms essentially cancel each other if correctly defined average enthalpy expressions are subtracted. Otherwise, erroneous thermal conductivity enhancements will be predicted, which are attributed to Brownian motion-induced micro-convection. Consequently, micro-convection does not contribute noticeably to the thermal conductivity and the predicted thermal conductivity enhancements are consistent with the effective medium theory.

  4. 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. PMID:22320218

  5. Computation of the dynamic thermal properties of a three-dimensional unit cell of porous media by Brownian motion simulation

    NASA Astrophysics Data System (ADS)

    Perrot, Camille; Olny, Xavier; Panneton, Raymond; Bouchard, Richard

    2001-05-01

    Acoustic dissipation in porous media is mainly due to viscous and thermal mechanisms that occur in the pores of the microstructure. The purpose of this study is the determination of the macroscopic dynamic acoustic bulk modulus and thermal permeability of real foams from a local scale approach. To achieve this goal, two distinct steps are followed. First, the local geometry of a real foam is obtained using computed microtomography (μCT), then a periodic and regularly paving space tetrakaidecahedron cell is identified from the microstructure. Second, the heat equation is solved for the geometrical model. The paper provides a three-dimensional application of the efficient simulation technique of Brownian motion proposed by Torquato et al. for steady state diffusion-controlled problems [Appl. Phys. Lett. 55, 1847-1849 (1989)] and adapted by Lafarge [Poromechanics II, 708 (2002)] in a bi-dimensional case. The influence of the model's microstructural details (anisotropy, and struts junction and cross-section) on the macroscopic properties are studied. The predictions of the macroscopic properties using this local scale approach are then compared to experimental measurements.

  6. Brownian motion studies of viscoelastic colloidal gels by rotational single particle tracking

    PubMed Central

    Liang, Mengning; Harder, Ross; Robinson, Ian K.

    2014-01-01

    Colloidal gels have unique properties due to a complex microstructure which forms into an extended network. Although the bulk properties of colloidal gels have been studied, there has been difficulty correlating those properties with individual colloidal dynamics on the microscale due to the very high viscosity and elasticity of the material. We utilize rotational X-ray tracking (RXT) to investigate the rotational motion of component crystalline colloidal particles in a colloidal gel of alumina and decanoic acid. Our investigation has determined that the high elasticity of the bulk is echoed by a high elasticity experienced by individual colloidal particles themselves but also finds an unexpected high degree of rotational diffusion, indicating a large degree of freedom in the rotational motion of individual colloids even within a tightly bound system. PMID:25075336

  7. 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.

  8. Tempered fractional calculus

    SciTech Connect

    Sabzikar, Farzad; Meerschaert, Mark M.; 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 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.

  9. Brownian dynamics studies on DNA gel electrophoresis. I. Numerical method and ``periodic'' behavior of elongation-contraction motions

    NASA Astrophysics Data System (ADS)

    Azuma, Ryuzo; Takayama, Hajime

    2002-10-01

    The dynamics of a DNA molecule which is undergoing constant field gel electrophoresis (CFGE) is studied by a Brownian dynamics simulation method we have developed. In the method a DNA molecule is modeled as a chain of spherical electrolyte beads and the gel as a three-dimensional array of immobile beads. With the constraint for the separation of each pair of bonded beads to be less than a certain fixed value, as well as with the excluded volume effect, the simultaneous Langevin equations of motion for the beads are solved by means of the Lagrangian multiplier method. The resultant mobilities μ as a function of electric field coincide satisfactorily with the corresponding experimental results, once the time, the length, and the field of the simulation are properly scaled. In relatively strong fields "periodic" behavior is found in the chain dynamics and is examined through the time evolution of the radius of the longer principal axis, Rl(t). It is found that the mean width of a peak in Rl(t), or a period of one elongation-contraction process of the chain, is proportional to the number of beads in the chain, M, while the mean period between two such adjacent peaks is independent of M for large M. These results, combined with the observation that the chain moves to the field direction by the distance proportional to M in each elongation-contraction motion, yield the saturation of mobility for large M. This explains the reason that CFGE cannot separate DNA according to their size L(∝M) for large L.

  10. One-dimensional Brownian motion in hard rods: The adiabatic piston problem

    NASA Astrophysics Data System (ADS)

    Ebrahim Foulaadvand, M.; Shafiee, M. Mehdi

    2013-11-01

    We have investigated the motion characteristics of a movable piston immersed in a one-dimensional gas of hard rods by event-oriented molecular dynamics in the absence of thermal noise. Periodic and reflecting boundary conditions are explored. It is shown that the piston undergoes systematic oscillations with decaying amplitudes in short times before it comes to global thermodynamic equilibrium. Moreover, the diffusion of the piston is explored and analytical expressions for its equilibrium mean-squared displacement (MSD) are obtained. It is shown that the MSD of the piston does not differ much from the normal rods despite its mass and length are significantly larger.