STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad

2014-07-01

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.

Coiled to diffuse: Brownian motion of a helical bacterium.

PubMed

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

2012-09-11

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

Representation of Reserves Through a Brownian Motion Model

NASA Astrophysics Data System (ADS)

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

2012-11-01

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

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

PubMed Central

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

2010-01-01

Abstract Various proteins are known to exhibit one-dimensional Brownian motion along charged rodlike polymers, such as microtubules (MTs), actin, and DNA. The electrostatic interaction between the proteins and the rodlike polymers appears to be crucial for one-dimensional Brownian motion, although the underlying mechanism has not been fully clarified. We examined the interactions of positively-charged nanoparticles composed of polyacrylamide gels with MTs. These hydrophilic nanoparticles bound to MTs and displayed one-dimensional Brownian motion in a charge-dependent manner, which indicates that nonspecific electrostatic interaction is sufficient for one-dimensional Brownian motion. The diffusion coefficient decreased exponentially with an increasing particle charge (with the exponent being 0.10 kBT per charge), whereas the duration of the interaction increased exponentially (exponent of 0.22 kBT per charge). These results can be explained semiquantitatively if one assumes that a particle repeats a cycle of binding to and movement along an MT until it finally dissociates from the MT. During the movement, a particle is still electrostatically constrained in the potential valley surrounding the MT. This entire process can be described by a three-state model analogous to the Michaelis-Menten scheme, in which the two parameters of the equilibrium constant between binding and movement, and the rate of dissociation from the MT, are derived as a function of the particle charge density. This study highlights the possibility that the weak binding interactions between proteins and rodlike polymers, e.g., MTs, are mediated by a similar, nonspecific charge-dependent mechanism. PMID:20409479

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

PubMed

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

2010-04-21

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

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

PubMed

Mody, Nipa A; King, Michael R

2007-05-22

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

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Extreme-value statistics of fractional Brownian motion bridges.

PubMed

Delorme, Mathieu; Wiese, Kay Jörg

2016-11-01

Fractional Brownian motion is a self-affine, non-Markovian, and translationally invariant generalization of Brownian motion, depending on the Hurst exponent H. Here we investigate fractional Brownian motion where both the starting and the end point are zero, commonly referred to as bridge processes. Observables are the time t_{+} the process is positive, the maximum m it achieves, and the time t_{max} when this maximum is taken. Using a perturbative expansion around Brownian motion (H=1/2), we give the first-order result for the probability distribution of these three variables and the joint distribution of m and t_{max}. Our analytical results are tested and found to be in excellent agreement, with extensive numerical simulations for both H>1/2 and H<1/2. This precision is achieved by sampling processes with a free end point and then converting each realization to a bridge process, in generalization to what is usually done for Brownian motion.

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

Numerical modelling on pulsatile flow of Casson nanofluid through an inclined artery with stenosis and tapering under the influence of magnetic field and periodic body acceleration

NASA Astrophysics Data System (ADS)

Ponalagusamy, R.; Priyadharshini, S.

2017-11-01

The present study investigates the pulsatile flow of Casson nanofluid through an inclined and stenosed artery with tapering in the presence of magnetic field and periodic body acceleration. The iron oxide nanoparticles are allowed to flow along with it. The governing equations for the flow of Casson fluid when the artery is tapered slightly having mild stenosis are highly non-linear and the momentum equations for temperature and concentration are coupled and are solved using finite difference numerical schemes in order to find the solutions for velocity, temperature, concentration, wall shear stress, and resistance to blood flow. The aim of the present study is to analyze the effects of flow parameters on the flow of nanofluid through an inclined arterial stenosis with tapering. These effects are represented graphically and concluded that the wall shear stress profiles enhance with increase in yield stress, magnetic field, thermophoresis parameter and decreases with Brownian motion parameter, local temperature Grashof number, local nanoparticle Grashof number. The significance of the model is the existence of yield stress and it is examined that when the rheology of blood changes from Newtonian to Casson fluid, the percentage of decrease in the flow resistance is higher with respect to the increase in the parameters local temperature Grashof number, local nanoparticle Grashof number, Brownian motion parameter, and Prandtl number. It is pertinent to observe that increase in the Brownian motion parameter leads to increment in concentration and temperature profiles. It is observed that the concentration of nanoparticles decreases with increase in the value of thermophoresis parameter.

Suspended particle transport through constriction channel with Brownian motion

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Walther, Jens H.

2017-08-01

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

Suspended particle transport through constriction channel with Brownian motion.

PubMed

Hanasaki, Itsuo; Walther, Jens H

2017-08-01

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

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

PubMed

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

2016-07-27

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

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

DTIC Science & Technology

1984-10-29

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

Light Propagation in Turbulent Media

NASA Astrophysics Data System (ADS)

Perez, Dario G.

2003-07-01

First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter H) a good candidate to simulate the turbulent refractive index. Moreover, we obtained its fractal dimension which matches the estimated by Constantin for passive scalar, and thus the parameter H determines the state of the turbulence. Next, using a path integral velocity representation, with the Markovian model, to calculate the effects of the turbulence over a system of grids. Finally, with the tools of Stochastic Calculus for fractional Brownian motions we studied the ray-equation coming from the Geometric Optics in the turbulent case. Our analysis covers those cases where average temperature gradients are relevant.

Analysis of activation energy in Couette-Poiseuille flow of nanofluid in the presence of chemical reaction and convective boundary conditions

NASA Astrophysics Data System (ADS)

Zeeshan, A.; Shehzad, N.; Ellahi, R.

2018-03-01

The motivation of the current article is to explore the energy activation in MHD radiative Couette-Poiseuille flow nanofluid in horizontal channel with convective boundary conditions. The mathematical model of Buongiorno [1] effectively describes the current flow analysis. Additionally, the impact of chemical reaction is also taken in account. The governing flow equations are simplified with the help of boundary layer approximations. Non-linear coupled equations for momentum, energy and mass transfer are tackled with analytical (HAM) technique. The influence of dimensionless convergence parameter like Brownian motion parameter, radiation parameter, buoyancy ratio parameter, dimensionless activation energy, thermophoresis parameter, temperature difference parameter, dimensionless reaction rate, Schmidt number, Brinkman number, Biot number and convection diffusion parameter on velocity, temperature and concentration profiles are discussed graphically and in tabular form. From the results, it is elaborate that the nanoparticle concentration is directly proportional to the chemical reaction with activation energy and the performance of Brownian motion on nanoparticle concentration gives reverse pattern to that of thermophoresis parameter.

Characteristics of buoyancy force on stagnation point flow with magneto-nanoparticles and zero mass flux condition

NASA Astrophysics Data System (ADS)

Uddin, Iftikhar; Khan, Muhammad Altaf; Ullah, Saif; Islam, Saeed; Israr, Muhammad; Hussain, Fawad

2018-03-01

This attempt dedicated to the solution of buoyancy effect over a stretching sheet in existence of MHD stagnation point flow with convective boundary conditions. Thermophoresis and Brownian motion aspects are included. Incompressible fluid is electrically conducted in the presence of varying magnetic field. Boundary layer analysis is used to develop the mathematical formulation. Zero mass flux condition is considered at the boundary. Non-linear ordinary differential system of equations is constructed by means of proper transformations. Interval of convergence via numerical data and plots are developed. Characteristics of involved variables on the velocity, temperature and concentration distributions are sketched and discussed. Features of correlated parameters on Cf and Nu are examined by means of tables. It is found that buoyancy ratio and magnetic parameters increase and reduce the velocity field. Further opposite feature is noticed for higher values of thermophoresis and Brownian motion parameters on concentration distribution.

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

PubMed Central

Mody, Nipa A.; King, Michael R.

2008-01-01

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

Fractional Brownian motion and long term clinical trial recruitment

PubMed Central

Zhang, Qiang; Lai, Dejian

2015-01-01

Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations. PMID:26347306

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.

Fractional Brownian motion and long term clinical trial recruitment.

PubMed

Zhang, Qiang; Lai, Dejian

2011-05-01

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

Chemical reaction for Carreau-Yasuda nanofluid flow past a nonlinear stretching sheet considering Joule heating

NASA Astrophysics Data System (ADS)

Khan, Mair; Shahid, Amna; Malik, M. Y.; Salahuddin, T.

2018-03-01

Current analysis has been made to scrutinize the consequences of chemical response against magneto-hydrodynamic Carreau-Yasuda nanofluid flow induced by a non-linear stretching surface considering zero normal flux, slip and convective boundary conditions. Joule heating effect is also considered. Appropriate similarity approach is used to convert leading system of PDE's for Carreau-Yasuda nanofluid into nonlinear ODE's. Well known mathematical scheme namely shooting method is utilized to solve the system numerically. Physical parameters, namely Weissenberg number We , thermal slip parameter δ , thermophoresis number NT, non-linear stretching parameter n, magnetic field parameter M, velocity slip parameter k , Lewis number Le, Brownian motion parameter NB, Prandtl number Pr, Eckert number Ec and chemical reaction parameter γ upon temperature, velocity and concentration profiles are visualized through graphs and tables. Numerical influence of mass and heat transfer rates and friction factor are also represented in tabular as well as graphical form respectively. Skin friction coefficient reduces when Weissenberg number We is incremented. Rate of heat transfer enhances for large values of Brownian motion constraint NB. By increasing Lewis quantity Le rate of mass transfer declines.

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.

Amplified effect of Brownian motion in bacterial near-surface swimming

PubMed Central

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

2008-01-01

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

Brownian motion probe for water-ethanol inhomogeneous mixtures

NASA Astrophysics Data System (ADS)

Furukawa, Kazuki; Judai, Ken

2017-12-01

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

Brownian motion probe for water-ethanol inhomogeneous mixtures.

PubMed

Furukawa, Kazuki; Judai, Ken

2017-12-28

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

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Swarms with canonical active Brownian motion.

PubMed

Glück, Alexander; Hüffel, Helmuth; Ilijić, Saša

2011-05-01

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

Chromosomal locus tracking with proper accounting of static and dynamic errors

PubMed Central

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

2015-01-01

The mean-squared displacement (MSD) and velocity autocorrelation (VAC) of tracked single particles or molecules are ubiquitous metrics for extracting parameters that describe the object’s motion, but they are both corrupted by experimental errors that hinder the quantitative extraction of underlying parameters. For the simple case of pure Brownian motion, the effects of localization error due to photon statistics (“static error”) and motion blur due to finite exposure time (“dynamic error”) on the MSD and VAC are already routinely treated. However, particles moving through complex environments such as cells, nuclei, or polymers often exhibit anomalous diffusion, for which the effects of these errors are less often sufficiently treated. We present data from tracked chromosomal loci in yeast that demonstrate the necessity of properly accounting for both static and dynamic error in the context of an anomalous diffusion that is consistent with a fractional Brownian motion (FBM). We compare these data to analytical forms of the expected values of the MSD and VAC for a general FBM in the presence of these errors. PMID:26172745

111 years of Brownian motion

PubMed Central

Kim, Changho

2017-01-01

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

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

PubMed

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

2016-07-01

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

The effective temperature for the thermal fluctuations in hot Brownian motion

NASA Astrophysics Data System (ADS)

Srivastava, Mayank; Chakraborty, Dipanjan

2018-05-01

We revisit the effective parameter description of hot Brownian motion—a scenario where a colloidal particle is kept at an elevated temperature than the ambient fluid. Due to the time scale separation between heat diffusion and particle motion, a stationary halo of hot fluid is carried along with the particle resulting in a spatially varying comoving temperature and viscosity profile. The resultant Brownian motion in the overdamped limit can be well described by a Langevin equation with effective parameters such as effective temperature THBM and friction coefficient ζHBM that quantifies the thermal fluctuations and the diffusivity of the particle. These parameters can exactly be calculated using the framework of fluctuating hydrodynamics and require the knowledge of the complete flow field and the temperature field around the particle. Additionally, it was also observed that configurational and kinetic degrees of freedom admit to different effective temperatures, THB M x and THB M v, respectively, with the former predicted accurately from fluctuating hydrodynamics. A more rigorous calculation by Falasco et al. [Phys. Rev. E 90, 032131-10 (2014)] extends the overdamped description to a generalized Langevin equation where the effective temperature becomes frequency dependent and consequently, for any temperature measurement from a Brownian trajectory requires the knowledge of this frequency dependence. We use this framework to expand on the earlier work and look at the first order correction to the limiting values in the hydrodynamic limit and the kinetic limit. We use the linearized Stokes equation and a constant viscosity approximation to calculate the dissipation function in the fluid. The effective temperature is calculated from the weighted average of the temperature field with the dissipation function. Further, we provide a closed form analytical result for effective temperature in the small as well as high frequency limit. Since hot Brownian motion can be used to probe the local environment in complex systems, we have also calculated the effective diffusivity of the particle in the small frequency limit. To look into the kinetic temperature, the velocity autocorrelation function is computed from the generalized Langevin equation and the Wiener-Khinchine theorem and numerically integrated to evaluate THB M v as a function of the ratio of particle density and fluid density ρP/ρ0. The two limiting cases of ρP/ρ0 → 0 and ρP/ρ0 → ∞ is also discussed.

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

NASA Astrophysics Data System (ADS)

Zhang, Peijie; Lin, Jianzhong; Ku, Xiaoke

2018-05-01

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

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)

Broadband boundary effects on Brownian motion.

PubMed

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

2015-12-01

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

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

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.

Stability analysis on the flow and heat transfer of nanofluid past a stretching/shrinking cylinder with suction effect

NASA Astrophysics Data System (ADS)

Bakar, Nor Ashikin Abu; Bachok, Norfifah; Arifin, Norihan Md.; Pop, Ioan

2018-06-01

The steady boundary layer flow over a stretching/shrinking cylinder with suction effect is numerically studied. Using a similarity transformations, the governing partial differential equations are transformed into a set of nonlinear differential equations and have been solved numerically using a bvp4c code in Matlab software. The nanofluid model used is taking into account the effects of Brownian motion and thermophoresis. The influences of the governing parameters namely the curvature parameter γ, mass suction parameter S, Brownian motion parameter Nb and thermophoresis parameter Nt on the flow, heat and mass transfers characteristics are presented graphically. The numerical results obtained for the skin friction coefficient, local Nusselt number and local Sherwood number are thoroughly determined and presented graphically for several values of the governing parameters. From our investigation, it is found that the non-unique (dual) solutions exist for a certain range of mass suction parameter. It is observed that as curvature parameter increases, the skin friction coefficient and heat transfer rate decrease, meanwhile the mass transfer rates increase. Moreover, the stability analysis showed that the first solution is linearly stable, while the second solution is linearly unstable.

The electrical MHD and Hall current impact on micropolar nanofluid flow between rotating parallel plates

NASA Astrophysics Data System (ADS)

Shah, Zahir; Islam, Saeed; Gul, Taza; Bonyah, Ebenezer; Altaf Khan, Muhammad

2018-06-01

The current research aims to examine the combined effect of magnetic and electric field on micropolar nanofluid between two parallel plates in a rotating system. The nanofluid flow between two parallel plates is taken under the influence of Hall current. The flow of micropolar nanofluid has been assumed in steady state. The rudimentary governing equations have been changed to a set of differential nonlinear and coupled equations using suitable similarity variables. An optimal approach has been used to acquire the solution of the modelled problems. The convergence of the method has been shown numerically. The impact of the Skin friction on velocity profile, Nusslet number on temperature profile and Sherwood number on concentration profile have been studied. The influences of the Hall currents, rotation, Brownian motion and thermophoresis analysis of micropolar nanofluid have been mainly focused in this work. Moreover, for comprehension the physical presentation of the embedded parameters that is, coupling parameter N1 , viscosity parameter Re , spin gradient viscosity parameter N2 , rotating parameter Kr , Micropolar fluid constant N3 , magnetic parameter M , Prandtl number Pr , Thermophoretic parameter Nt , Brownian motion parameter Nb , and Schmidt number Sc have been plotted and deliberated graphically.

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

PubMed Central

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

2013-01-01

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

Nanoparticles and nonlinear thermal radiation properties in the rheology of polymeric material

NASA Astrophysics Data System (ADS)

Awais, M.; Hayat, T.; Muqaddass, N.; Ali, A.; Aqsa; Awan, Saeed Ehsan

2018-03-01

The present analysis is related to the dynamics of polymeric liquids (Oldroyd-B model) with the presence of nanoparticles. The rheological system is considered under the application of nonlinear thermal radiations. Energy and concentration equations are presented when thermophoresis and Brownian motion effects are present. Bidirectional form of stretching is considered to interpret the three-dimensional flow dynamics of polymeric liquid. Making use of the similarity transformations, problem is reduced into ordinary differential system which is approximated by using HAM. Influence of physical parameters including Deborah number, thermophoresis and Brownian motion on velocity, temperature and mass fraction expressions are plotted and analyzed. Numerical values for local Sherwood and Nusselt numbers are presented and discussed.

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…

Brownian motion and its descendants according to Schrödinger

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr; Vigier, Jean-Pierre

1992-08-01

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

Bayesian parameter estimation for stochastic models of biological cell migration

NASA Astrophysics Data System (ADS)

Dieterich, Peter; Preuss, Roland

2013-08-01

Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

Brownian motion as a new probe of wettability.

PubMed

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

2017-04-07

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

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…

Benoit Mandelbrot in finance

NASA Astrophysics Data System (ADS)

Walter, Christian

2015-03-01

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

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.

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.

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

PubMed

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

2013-11-05

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

Mixed convection and heat generation/absorption aspects in MHD flow of tangent-hyperbolic nanoliquid with Newtonian heat/mass transfer

NASA Astrophysics Data System (ADS)

Qayyum, Sajid; Hayat, Tasawar; Shehzad, Sabir Ali; Alsaedi, Ahmed

2018-03-01

This article concentrates on the magnetohydrodynamic (MHD) stagnation point flow of tangent hyperbolic nanofluid in the presence of buoyancy forces. Flow analysis caused due to stretching surface. Characteristics of heat transfer are examined under the influence of thermal radiation and heat generation/absorption. Newtonian conditions for heat and mass transfer are employed. Nanofluid model includes Brownian motion and thermophoresis. The governing nonlinear partial differential systems of the problem are transformed into a systems of nonlinear ordinary differential equations through appropriate variables. Impact of embedded parameters on the velocity, temperature and nanoparticle concentration fields are presented graphically. Numerical computations are made to obtain the values of skin friction coefficient, local Nusselt and Sherwood numbers. It is concluded that velocity field enhances in the frame of mixed convection parameter while reverse situation is observed due to power law index. Effect of Brownian motion parameter on the temperature and heat transfer rate is quite reverse. Moreover impact of solutal conjugate parameter on the concentration and local Sherwood number is quite similar.

Brownian motion of a particle with arbitrary shape.

PubMed

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

2015-06-07

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

Effect of interfaces on the nearby Brownian motion

PubMed Central

Huang, Kai; Szlufarska, Izabela

2015-01-01

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

Effect of interfaces on the nearby Brownian motion.

PubMed

Huang, Kai; Szlufarska, Izabela

2015-10-06

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

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

PubMed

Grančič, Peter; Štěpánek, František

2012-07-01

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

Biased and flow driven Brownian motion in periodic channels

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

Stock price prediction using geometric Brownian motion

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

The flashing Brownian ratchet and Parrondo's paradox.

PubMed

Ethier, S N; Lee, Jiyeon

2018-01-01

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

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

PubMed

Grimm, Matthias; Franosch, Thomas; Jeney, Sylvia

2012-08-01

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

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.

Generalized Arcsine Laws for Fractional Brownian Motion

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Li, Xingjie Helen; Menon, Govind

2013-12-01

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

Near-Field, On-Chip Optical Brownian Ratchets.

PubMed

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

2016-08-10

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

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

NASA Astrophysics Data System (ADS)

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

2003-07-01

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

Fractional Brownian motion of an Al nanosphere in liquid Al-Si alloy under electron-beam irradiation

NASA Astrophysics Data System (ADS)

Yokota, Takeshi; Howe, J. M.; Jesser, W. A.; Murayama, M.

2004-05-01

Fractional forces and Brownian motion are expected to govern the behavior of nanoscale metallic solids in liquids, but such systems have not been studied. We investigated the motion of a crystalline Al nanosphere inside a partially molten Al-Si alloy particle, using an electron beam to both stimulate and observe the motion of the nanosphere. The irregular motion observed was quantified as antipersistant fractional Brownian motion. Analysis of possible phenomena contributing to the motion demonstrates that the incident electrons provide the fractional force that moves the Al nanosphere and that gravity and the oxide shell on the partially molten particle cause the antipersistant behavior.

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

PubMed

Holtzer, Gretchen L; Velegol, Darrell

2005-10-25

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

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.

Brownian motion of graphene.

PubMed

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

2010-12-28

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

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

PubMed

Jeon, Jae-Hyung; Metzler, Ralf

2010-02-01

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

The flashing Brownian ratchet and Parrondo’s paradox

PubMed Central

Ethier, S. N.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Khan, Manas; Mason, Thomas G.

2016-08-01

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

Detection of Brownian Torque in a Magnetically-Driven Rotating Microsystem

PubMed Central

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

2016-01-01

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

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.

Perturbative expansion for the maximum of fractional Brownian motion.

PubMed

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 t_{max} 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.

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

ERIC Educational Resources Information Center

Klein, Hermann; Woermann, Dietrich

2005-01-01

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

Computational analysis of non-Newtonian boundary layer flow of nanofluid past a semi-infinite vertical plate with partial slip

NASA Astrophysics Data System (ADS)

Amanulla, C. H.; Nagendra, N.; Suryanarayana Reddy, M.

2018-03-01

An analysis of this paper is examined, two-dimensional, laminar with heat and mass transfer of natural convective nanofluid flow past a semi-infinite vertical plate surface with velocity and thermal slip effects are studied theoretically. The coupled governing partial differential equations are transformed to ordinary differential equations by using non-similarity transformations. The obtained ordinary differential equations are solved numerically by a well-known method named as Keller Box Method (KBM). The influences of the emerging parameters i.e. Casson fluid parameter (β), Brownian motion parameter (Nb), thermophoresis parameter (Nt), Buoyancy ratio parameter (N), Lewis number (Le), Prandtl number (Pr), Velocity slip factor (Sf) and Thermal slip factor (ST) on velocity, temperature and nano-particle concentration distributions is illustrated graphically and interpreted at length. The major sources of nanoparticle migration in Nanofluids are Thermophoresis and Brownian motion. A suitable agreement with existing published literature is made and an excellent agreement is observed for the limiting case and also validation of solutions with a Nakamura tridiagonal method has been included. It is observed that nanoparticle concentrations on surface decreases with an increase in slip parameter. The study is relevant to enrobing processes for electric-conductive nano-materials, of potential use in aerospace and other industries.

Generalized Arcsine Laws for Fractional Brownian Motion.

PubMed

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

2018-01-26

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

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.

Single-particle tracking: applications to membrane dynamics.

PubMed

Saxton, M J; Jacobson, K

1997-01-01

Measurements of trajectories of individual proteins or lipids in the plasma membrane of cells show a variety of types of motion. Brownian motion is observed, but many of the particles undergo non-Brownian motion, including directed motion, confined motion, and anomalous diffusion. The variety of motion leads to significant effects on the kinetics of reactions among membrane-bound species and requires a revision of existing views of membrane structure and dynamics.

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

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

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

PubMed

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

2014-03-07

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

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.

Modeling and analyzing flow of third grade nanofluid due to rotating stretchable disk with chemical reaction and heat source

NASA Astrophysics Data System (ADS)

Hayat, T.; Ahmad, Salman; Khan, M. Ijaz; Alsaedi, A.

2018-05-01

This article addresses flow of third grade nanofluid due to stretchable rotating disk. Mass and heat transports are analyzed through thermophoresis and Brownian movement effects. Further the effects of heat generation and chemical reaction are also accounted. The obtained ODE's are tackled computationally by means of homotopy analysis method. Graphical outcomes are analyzed for the effects of different variables. The obtained results show that velocity reduces through Reynolds number and material parameters. Temperature and concentration increase with Brownian motion and these decrease by Reynolds number.

Peristaltic blood flow with gold nanoparticles as a third grade nanofluid in catheter: Application of cancer therapy

NASA Astrophysics Data System (ADS)

Mekheimer, Kh. S.; Hasona, W. M.; Abo-Elkhair, R. E.; Zaher, A. Z.

2018-01-01

Cancer is dangerous and deadly to most of its patients. Recent studies have shown that gold nanoparticles can cure and overcome it, because these particles have a high atomic number which produce the heat and leads to treatment of malignancy tumors. A motivation of this article is to study the effect of heat transfer with the blood flow (non-Newtonian model) containing gold nanoparticles in a gap between two coaxial tubes, the outer tube has a sinusoidal wave traveling down its wall and the inner tube is rigid. The governing equations of third-grade fluid along with total mass, thermal energy and nanoparticles are simplified by using the assumption of long wavelength. Exact solutions have been evaluated for temperature distribution and nanoparticles concentration, while approximate analytical solutions are found for the velocity distribution using the regular perturbation method with a small third grade parameter. Influence of the physical parameters such as third grade parameter, Brownian motion parameter and thermophoresis parameter on the velocity profile, temperature distribution and nanoparticles concentration are considered. The results pointed to that the gold nanoparticles are effective for drug carrying and drug delivery systems because they control the velocity through the Brownian motion parameter Nb and thermophoresis parameter Nt. Gold nanoparticles also increases the temperature distribution, making it able to destroy cancer cells.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Coupling of Lever Arm Swing and Biased Brownian Motion in Actomyosin

PubMed Central

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

2014-01-01

An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in which proteins are assumed to show sequential structural changes among observed and hypothesized structures to exert mechanical force. An alternative hypothesis, the Brownian motion hypothesis, has been supported by single-molecule experiments and emphasizes more on the roles of fluctuating protein movement. In this study, we address the long-standing controversy between the lever-arm hypothesis and the Brownian motion hypothesis through in silico observations of an actomyosin system. We study a system composed of myosin II and actin filament by calculating free-energy landscapes of actin-myosin interactions using the molecular dynamics method and by simulating transitions among dynamically changing free-energy landscapes using the Monte Carlo method. The results obtained by this combined multi-scale calculation show that myosin with inorganic phosphate (Pi) and ADP weakly binds to actin and that after releasing Pi and ADP, myosin moves along the actin filament toward the strong-binding site by exhibiting the biased Brownian motion, a behavior consistent with the observed single-molecular behavior of myosin. Conformational flexibility of loops at the actin-interface of myosin and the N-terminus of actin subunit is necessary for the distinct bias in the Brownian motion. Both the 5.5–11 nm displacement due to the biased Brownian motion and the 3–5 nm displacement due to lever-arm swing contribute to the net displacement of myosin. The calculated results further suggest that the recovery stroke of the lever arm plays an important role in enhancing the displacement of myosin through multiple cycles of ATP hydrolysis, suggesting a unified movement mechanism for various members of the myosin family. PMID:24762409

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

PubMed

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

2014-04-01

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

Brownian Motion--a Laboratory Experiment.

ERIC Educational Resources Information Center

Kruglak, Haym

1988-01-01

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

Rectified brownian transport in corrugated channels: Fractional brownian motion and Lévy flights.

PubMed

Ai, Bao-quan; Shao, Zhi-gang; Zhong, Wei-rong

2012-11-07

We study fractional brownian motion and Lévy flights in periodic corrugated channels without any external driving forces. From numerical simulations, we find that both fractional gaussian noise and Lévy-stable noise in asymmetric corrugated channels can break thermodynamical equilibrium and induce directed transport. The rectified mechanisms for fractional brownian motion and Lévy flights are different. The former is caused by non-uniform spectral distribution (low or high frequencies) of fractional gaussian noise, while the latter is due to the nonthermal character (occasional long jumps) of the Lévy-stable noise. For fractional brownian motion, average velocity increases with the Hurst exponent for the persistent case, while for the antipersistent case there exists an optimal value of Hurst exponent at which average velocity takes its maximal value. For Lévy flights, the group velocity decreases monotonically as the Lévy index increases. In addition, for both cases, the optimized periodicity and radius at the bottleneck can facilitate the directed transport. Our results could be implemented in constrained structures with narrow channels and pores where the particles undergo anomalous diffusion.

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

NASA Astrophysics Data System (ADS)

Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz

2018-01-01

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

The wave-equivalent of the Black-Scholes option price: an interpretation

NASA Astrophysics Data System (ADS)

Haven, Emmanuel

2004-12-01

We propose an interpretation of the wave-equivalent of the Black-Scholes option price. We consider Nelson's version of the Brownian motion (Dynamical Theories of Brownian Motion, Princeton University Press, Princeton, NJ, 1967) and we use this specific motion as an input to produce a Black-Scholes PDE with a risk premium.

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

PubMed

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

2018-05-07

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

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

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

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

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

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

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

Ratchet motion induced by a correlated stochastic force

NASA Astrophysics Data System (ADS)

Cortés, Emilio

2000-01-01

We apply a rigorous formalism we have just worked out (Cortés and Espinosa, Physica A 267 (1999) 414) about escape rates and the Hamilton-Jacobi equation, to study the ratchet motion of a Brownian particle and calculate the probability current in a periodic non-symmetric potential subject to correlated fluctuations. We are able to obtain the current behaviour as a function of the correlation time parameter and compare with other results in the literature.

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

PubMed Central

Palanisami, Akilan; Miller, John H.

2011-01-01

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

Collective motion of active Brownian particles with polar alignment.

PubMed

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

2018-04-04

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

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

PubMed

Toth, Arpád; Banky, Dániel; Grolmusz, Vince

2011-12-01

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

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

PubMed

Li, Guanglai; Tang, Jay X

2009-08-14

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

Suppressing Brownian motion of individual biomolecules in solution

PubMed Central

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

2006-01-01

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

Thermal radiation and heat generation/absorption aspects in third grade magneto-nanofluid over a slendering stretching sheet with Newtonian conditions

NASA Astrophysics Data System (ADS)

Qayyum, Sajid; Hayat, Tasawar; Alsaedi, Ahmed

2018-05-01

Mathematical modeling for magnetohydrodynamic (MHD) radiative flow of third grade nano-material bounded by a nonlinear stretching sheet with variable thickness is introduced. The sheet moves with nonlinear velocity. Definitions of thermal radiation and heat generation/absorption are utilized in the energy expression. Intention in present investigation is to develop a model for nanomaterial comprising Brownian motion and thermophoresis phenomena. Newtonian conditions for heat and mass species are imposed. Governing equations of the locally similar flow are attempted through a homotopic technique and behaviors of involved variables on the flow fields are displayed graphically. It is revealed that increasing values of thermal conjugate variable corresponds to high temperature. Numerical investigation are explored to obtain the results of skin friction coefficient and local Nusselt and Sherwood numbers. It is revealed that velocity field reduces in the frame of magnetic variable while reverse situation is observed due to mixed convection parameter. Here qualitative behaviors of thermal field and heat transfer rate are opposite for thermophoresis variable. Moreover nanoparticle concentration and local Sherwood number via Brownian motion parameter are opposite.

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.

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

PubMed

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Two phase modeling of nanofluid flow in existence of melting heat transfer by means of HAM

NASA Astrophysics Data System (ADS)

Sheikholeslami, M.; Jafaryar, M.; Bateni, K.; Ganji, D. D.

2018-02-01

In this article, Buongiorno Model is applied for investigation of nanofluid flow over a stretching plate in existence of magnetic field. Radiation and Melting heat transfer are taken into account. Homotopy analysis method (HAM) is selected to solve ODEs which are obtained from similarity transformation. Roles of Brownian motion, thermophoretic parameter, Hartmann number, porosity parameter, Melting parameter and Eckert number are presented graphically. Results indicate that nanofluid velocity and concentration enhance with rise of melting parameter. Nusselt number reduces with increase of porosity and melting parameters.

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.

Stochastic Simulation of Complex Fluid Flows

DTIC Science & Technology

The PI has developed novel numerical algorithms and computational codes to simulate the Brownian motion of rigidparticles immersed in a viscous fluid...processes and to the design of novel nanofluid materials. Therandom Brownian motion of particles in fluid can be accounted for in fluid-structure

Random Matrix Approach to Quantum Adiabatic Evolution Algorithms

NASA Technical Reports Server (NTRS)

Boulatov, Alexei; Smelyanskiy, Vadier N.

2004-01-01

We analyze the power of quantum adiabatic evolution algorithms (Q-QA) for solving random NP-hard optimization problems within a theoretical framework based on the random matrix theory (RMT). We present two types of the driven RMT models. In the first model, the driving Hamiltonian is represented by Brownian motion in the matrix space. We use the Brownian motion model to obtain a description of multiple avoided crossing phenomena. We show that the failure mechanism of the QAA is due to the interaction of the ground state with the "cloud" formed by all the excited states, confirming that in the driven RMT models. the Landau-Zener mechanism of dissipation is not important. We show that the QAEA has a finite probability of success in a certain range of parameters. implying the polynomial complexity of the algorithm. The second model corresponds to the standard QAEA with the problem Hamiltonian taken from the Gaussian Unitary RMT ensemble (GUE). We show that the level dynamics in this model can be mapped onto the dynamics in the Brownian motion model. However, the driven RMT model always leads to the exponential complexity of the algorithm due to the presence of the long-range intertemporal correlations of the eigenvalues. Our results indicate that the weakness of effective transitions is the leading effect that can make the Markovian type QAEA successful.

Noisy swimming at low Reynolds numbers.

PubMed

Dunkel, Jörn; Zaid, Irwin M

2009-08-01

Small organisms (e.g., bacteria) and artificial microswimmers move due to a combination of active swimming and passive Brownian motion. Considering a simplified linear three-sphere swimmer, we study how the swimmer size regulates the interplay between self-driven and diffusive behavior at low Reynolds number. Starting from the Kirkwood-Smoluchowski equation and its corresponding Langevin equation, we derive formulas for the orientation correlation time, the mean velocity and the mean-square displacement in three space dimensions. The validity of the analytical results is illustrated through numerical simulations. Tuning the swimmer parameters to values that are typical of bacteria, we find three characteristic regimes: (i) Brownian motion at small times, (ii) quasiballistic behavior at intermediate time scales, and (iii) quasidiffusive behavior at large times due to noise-induced rotation. Our analytical results can be useful for a better quantitative understanding of optimal foraging strategies in bacterial systems, and they can help to construct more efficient artificial microswimmers in fluctuating fluids.

Heat generation/absorption and nonlinear radiation effects on stagnation point flow of nanofluid along a moving surface

NASA Astrophysics Data System (ADS)

Soomro, Feroz Ahmed; Haq, Rizwan Ul; Al-Mdallal, Qasem M.; Zhang, Qiang

2018-03-01

In this study, heat generation/absorption effects are studied in the presence of nonlinear thermal radiation along a moving slip surface. Uniform magnetic field and convective condition along the stretching surface are adjusted to deal the slip mechanisms in term of Brownian motion and thermophoresis for nanofluid. The mathematical model is constructed in the form of coupled partial differential equations. By introducing the suitable similarity transformation, system of coupled nonlinear ordinary differential equations are obtained. Finite difference approach is implemented to obtain the unknown functions of velocity, temperature, nanoparticle concentration. To deduct the effects at the surface, physical quantities of interest are computed under the effects of controlled physical parameters. Present numerical solutions are validated via numerical comparison with existing published work for limiting cases. Present study indicates that due to increase in both Brownian motion and thermophoresis, the Nusselt number decreases while Sherwood number shows the gradual increase.

Entropy production of a Brownian ellipsoid in the overdamped limit.

PubMed

Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

2016-01-01

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

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

PubMed

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

2009-10-20

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

Brownian Motion.

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)

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

PubMed

Cohen, Adam E; Moerner, W E

2008-05-12

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

Measuring nanoparticle diffusion in an ABELtrap

NASA Astrophysics Data System (ADS)

Dienerowitz, M.; Dienerowitz, F.; Börsch, M.

2018-03-01

Monitoring the Brownian motion of individual nanoscopic objects is key to investigate their transport properties and interactions with their close environment. Most techniques rely on transient diffusion through a detection volume or immobilisation, which restrict observation times or motility. We measure the diffusion coefficient and surface charge of individual nanoparticles and DNA molecules in an anti-Brownian electrokinetic trap (ABELtrap). This instrument is an active feedback trap confining the Brownian motion of a nanoparticle to the detection site by applying an electric field based on the particle’s current position. We simulate the Brownian motion of nanospheres in our sample geometry, including wall effects, due to partial confinement in the third dimension. The theoretically predicted values are in excellent agreement with our diffusion measurements in the ABELtrap. We also demonstrate the ABELtrap’s ability to measure varying sizes of DNA origami structures during denaturation.

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.

Directed motion of a Brownian motor in a temperature gradient

NASA Astrophysics Data System (ADS)

Liu, Yibing; Nie, Wenjie; Lan, Yueheng

2017-05-01

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

Brownian motion of solitons in a Bose-Einstein condensate.

PubMed

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

2017-03-07

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

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

NASA Astrophysics Data System (ADS)

Guo, Zhidong; Song, Yukun; Zhang, Yunliang

2013-05-01

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

Brownian motion of solitons in a Bose–Einstein condensate

PubMed Central

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

2017-01-01

We observed and controlled the Brownian motion of solitons. We launched solitonic excitations in highly elongated Rb87 Bose–Einstein condensates (BECs) and showed that a dilute background of impurity atoms in a different internal state dramatically affects the soliton. With no impurities and in one dimension (1D), these solitons would have an infinite lifetime, a consequence of integrability. In our experiment, the added impurities scatter off the much larger soliton, contributing to its Brownian motion and decreasing its lifetime. We describe the soliton’s diffusive behavior using a quasi-1D scattering theory of impurity atoms interacting with a soliton, giving diffusion coefficients consistent with experiment. PMID:28196896

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

PubMed Central

Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

2014-01-01

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

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.

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

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

Active Brownian motion tunable by light.

PubMed

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

2012-07-18

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

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.

Self-assembly of robotic micro- and nanoswimmers using magnetic nanoparticles

NASA Astrophysics Data System (ADS)

Cheang, U. Kei; Kim, Min Jun

2015-03-01

Micro- and nanoscale robotic swimmers are very promising to significantly enhance the performance of particulate drug delivery by providing high accuracy at extremely small scales. Here, we introduce micro- and nanoswimmers fabricated using self-assembly of nanoparticles and control via magnetic fields. Nanoparticles self-align into parallel chains under magnetization. The swimmers exhibit flexibility under a rotating magnetic field resulting in chiral structures upon deformation, thereby having the prerequisite for non-reciprocal motion to move about at low Reynolds number. The swimmers are actuated wirelessly using an external rotating magnetic field supplied by approximate Helmholtz coils. By controlling the concentration of the suspended magnetic nanoparticles, the swimmers can be modulated into different sizes. Nanoscale swimmers are largely influenced by Brownian motion, as observed from their jerky trajectories. The microswimmers, which are roughly three times larger, are less vulnerable to the effects from Brownian motion. In this paper, we demonstrate responsive directional control of micro- and nanoswimmers and compare their respective diffusivities and trajectories to characterize the implications of Brownian disturbance on the motions of small and large swimmers. We then performed a simulation using a kinematic model for the magnetic swimmers including the stochastic nature of Brownian motion.

Brownian motion of arbitrarily shaped particles in two dimensions.

PubMed

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

2014-11-25

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

Active Teaching of Diffusion through History of Science, Computer Animation and Role Playing

ERIC Educational Resources Information Center

Krajsek, Simona Strgulc; Vilhar, Barbara

2010-01-01

We developed and tested a lesson plan for active teaching of diffusion in secondary schools (grades 10-13), which stimulates understanding of the thermal (Brownian) motion of particles as the principle underlying diffusion. During the lesson, students actively explore the Brownian motion through microscope observations of irregularly moving small…

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

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

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

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

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

PubMed

Böttcher, Björn

2010-12-03

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

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

PubMed

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

2014-08-14

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

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

PubMed Central

Böttcher, Björn

2010-01-01

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also Lévy processes, of which Brownian Motion is a special case, have become increasingly popular. Lévy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include Lévy processes and in particular Brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes. PMID:21151931

Diffusive mixing and Tsallis entropy

DOE PAGES

O'Malley, Daniel; Vesselinov, Velimir V.; Cushman, John H.

2015-04-29

Brownian motion, the classical diffusive process, maximizes the Boltzmann-Gibbs entropy. The Tsallis q-entropy, which is non-additive, was developed as an alternative to the classical entropy for systems which are non-ergodic. A generalization of Brownian motion is provided that maximizes the Tsallis entropy rather than the Boltzmann-Gibbs entropy. This process is driven by a Brownian measure with a random diffusion coefficient. In addition, the distribution of this coefficient is derived as a function of q for 1 < q < 3. Applications to transport in porous media are considered.

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.

Transient aging in fractional Brownian and Langevin-equation motion.

PubMed

Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf

2013-12-01

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

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

PubMed Central

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

2012-01-01

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

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.

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.

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.

The Lattice Dynamics of Colloidal Crystals.

NASA Astrophysics Data System (ADS)

Hurd, Alan James

Colloidal crystals are ordered arrays of highly charged microspheres in water that exhibit spectacular optical diffraction effects by virtue of a large lattice parameter. The microspheres perform Brownian motion that is influenced by the interparticle and fluid forces. The purpose of this study was to understand the nature of the collective motions in colloidal crystals in terms of classical lattice dynamics. In the theoretical analysis, the particle displacements due to Brownian motion were formally decomposed into phonon -like lattice disturbances analogous to the phonons in atomic and molecular solids except that they are heavily damped. The analysis was based on a harmonic solid model with special attention paid to the hydrodynamic interaction between particles. A hydrodynamic model using the Oseen interaction was worked for a three-dimensional lattice but it failed in two important respects: it overestimated the friction factor for long wavelength modes and did not predict a previously observed propagating transverse mode. Both of these failures were corrected by a hydrodynamic model based on periodic solutions to the Stokes equation. In addition, the effects of fluid inertia and constraining walls were considered. Intensity autocorrelation spectroscopy was used to probe the lattice dynamics by measuring the phonon dispersion curves. A thin-film cell was used to reduce multiple scattering to acceptable levels. An experiment to measure wall effects on Brownian motion was necessary to determine the decrease in diffusion rate inherent in the thin-film geometry. The wall effects were found to agree with macroscopic hydrodynamics. An additional experiment measured the elastic anisotropy of the crystal lattice from the thermal diffuse scattering. The theoretical dispersion curves were found to agree well with the measured curves.

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.

Quantum Brownian motion and its conflict with the second law

NASA Astrophysics Data System (ADS)

Nieuwenhuizen, Theo M.; Allahverdyan, Armen E.

2002-11-01

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

Resonances arising from hydrodynamic memory in Brownian motion.

PubMed

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

2011-10-05

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

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

PubMed

Craven, Galen T; Nitzan, Abraham

2018-01-28

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

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

NASA Astrophysics Data System (ADS)

Craven, Galen T.; Nitzan, Abraham

2018-01-01

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

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

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

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Magazzù, Luca; Talkner, Peter; Hänggi, Peter

2018-03-01

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

Coherent random lasing controlled by Brownian motion of the active scatterer

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.

PubMed

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

2016-01-01

Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500 nN/m), and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm). We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz) signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC.

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells

PubMed Central

Muller, Mees; Heeck, Kier

2016-01-01

Vertebrate semicircular canals (SCC) first appeared in the vertebrates (i.e. ancestral fish) over 600 million years ago. In SCC the principal mechanoreceptors are hair cells, which as compared to cochlear hair cells are distinctly longer (70 vs. 7 μm), 10 times more compliant to bending (44 vs. 500 nN/m), and have a 100-fold higher tip displacement threshold (< 10 μm vs. <400 nm). We have developed biomechanical models of vertebrate hair cells where the bundle is approximated as a stiff, cylindrical elastic rod subject to friction and thermal agitation. Our models suggest that the above differences aid SCC hair cells in circumventing the masking effects of Brownian motion noise of about 70 nm, and thereby permit transduction of very low frequency (<10 Hz) signals. We observe that very low frequency mechanoreception requires increased stimulus amplitude, and argue that this is adaptive to circumvent Brownian motion overload at the hair bundles. We suggest that the selective advantage of detecting such low frequency stimuli may have favoured the evolution of large guiding structures such as semicircular canals and otoliths to overcome Brownian Motion noise at the level of the mechanoreceptors of the SCC. PMID:27448330

Diffusion with resetting inside a circle

NASA Astrophysics Data System (ADS)

Chatterjee, Abhinava; Christou, Christos; Schadschneider, Andreas

2018-06-01

We study the Brownian motion of a particle in a bounded circular two-dimensional domain in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional diffusion inside the circle and one where it diffuses along the one-dimensional boundary. During the process, the Brownian particle resets to its initial position with a constant rate r . The Fokker-Planck formalism allows us to calculate the mean time to absorption (MTA) as well as the optimal resetting rate for which the MTA is minimized. From the derived analytical results the parameter regions where resetting reduces the search time can be specified. We also provide a numerical method for the verification of our results.

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

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

2016-01-01

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

Fractional Brownian motion with a reflecting wall

NASA Astrophysics Data System (ADS)

Wada, Alexander H. O.; Vojta, Thomas

2018-02-01

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

Brownian motion of boomerang colloidal particles.

PubMed

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

2013-10-18

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

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

Cooperation and competition between two symmetry breakings in a coupled ratchet

NASA Astrophysics Data System (ADS)

Li, Chen-Pu; Chen, Hong-Bin; Fan, Hong; Xie, Ge-Ying; Zheng, Zhi-Gang

2018-03-01

We investigate the collective mechanism of coupled Brownian motors in a flashing ratchet in the presence of coupling symmetry breaking and space symmetry breaking. The dependences of directed current on various parameters are extensively studied in terms of numerical simulations and theoretical analysis. Reversed motion can be achieved by modulating multiple parameters including the spatial asymmetry coefficient, the coupling asymmetry coefficient, the coupling free length and the coupling strength. The dynamical mechanism of these transport properties can be reasonably explained by the effective potential theory and the cooperation or competition between two symmetry breakings. Moreover, adjusting the Gaussian white noise intensity, which can induce weak reversed motion under certain condition, can optimize and manipulate the directed transport of the ratchet system.

Cell and Particle Interactions and Aggregation During Electrophoretic Motion

NASA Technical Reports Server (NTRS)

Wang, Hua; Zeng, Shulin; Loewenberg, Michael; Todd, Paul; Davis, Robert H.

1996-01-01

The stability and pairwise aggregation rates of small spherical particles under the collective effects of buoyancy-driven motion and electrophoretic migration are analyzed. The particles are assumed to be non-Brownian, with thin double-layers and different zeta potentials. The particle aggregation rates may be enhanced or reduced, respectively, by parallel and antiparallel alignments of the buoyancy-driven and electrophoretic velocities. For antiparallel alignments, with the buoyancy-driven relative velocity exceeding the electrophoretic relative velocity between two widely-separated particles, there is a 'collision-forbidden region' in parameter space due to hydrodynamic interactions; thus, the suspension becomes stable against aggregation.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed

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

2012-11-07

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

Impact of rough potentials in rocked ratchet performance

NASA Astrophysics Data System (ADS)

Camargo, S.; Anteneodo, C.

2018-04-01

We consider thermal ratchets modeled by overdamped Brownian motion in a spatially periodic potential with a tilting process, both unbiased on average. We investigate the impact of the introduction of roughness in the potential profile, over the flux and efficiency of the ratchet. Both amplitude and wavelength that characterize roughness are varied. We show that depending on the ratchet parameters, rugosity can either spoil or enhance the ratchet performance.

Fitting a function to time-dependent ensemble averaged data.

PubMed

Fogelmark, Karl; Lomholt, Michael A; Irbäck, Anders; Ambjörnsson, Tobias

2018-05-03

Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared displacements) with a function and extract parameters (such as diffusion constants). A commonly overlooked challenge in such function fitting procedures is that fluctuations around mean values, by construction, exhibit temporal correlations. We show that the only available general purpose function fitting methods, correlated chi-square method and the weighted least squares method (which neglects correlation), fail at either robust parameter estimation or accurate error estimation. We remedy this by deriving a new closed-form error estimation formula for weighted least square fitting. The new formula uses the full covariance matrix, i.e., rigorously includes temporal correlations, but is free of the robustness issues, inherent to the correlated chi-square method. We demonstrate its accuracy in four examples of importance in many fields: Brownian motion, damped harmonic oscillation, fractional Brownian motion and continuous time random walks. We also successfully apply our method, weighted least squares including correlation in error estimation (WLS-ICE), to particle tracking data. The WLS-ICE method is applicable to arbitrary fit functions, and we provide a publically available WLS-ICE software.

Does the noise matter? Effects of different kinematogram types on smooth pursuit eye movements and perception

PubMed Central

Schütz, Alexander C.; Braun, Doris I.; Movshon, J. Anthony; Gegenfurtner, Karl R.

2011-01-01

We investigated how the human visual system and the pursuit system react to visual motion noise. We presented three different types of random-dot kinematograms at five different coherence levels. For transparent motion, the signal and noise labels on each dot were preserved throughout each trial, and noise dots moved with the same speed as the signal dots but in fixed random directions. For white noise motion, every 20 ms the signal and noise labels were randomly assigned to each dot and noise dots appeared at random positions. For Brownian motion, signal and noise labels were also randomly assigned, but the noise dots moved at the signal speed in a direction that varied randomly from moment to moment. Neither pursuit latency nor early eye acceleration differed among the different types of kinematograms. Late acceleration, pursuit gain, and perceived speed all depended on kinematogram type, with good agreement between pursuit gain and perceived speed. For transparent motion, pursuit gain and perceived speed were independent of coherence level. For white and Brownian motions, pursuit gain and perceived speed increased with coherence but were higher for white than for Brownian motion. This suggests that under our conditions, the pursuit system integrates across all directions of motion but not across all speeds. PMID:21149307

Fractional Brownian motion with a reflecting wall.

PubMed

Wada, Alexander H O; Vojta, Thomas

2018-02-01

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior 〈x^{2}〉∼t^{α}, the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case α>1, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α<1, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular, for applications that are dominated by rare events.

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

PubMed

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Proteins as micro viscosimeters: Brownian motion revisited.

PubMed

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

2006-08-01

Translational and rotational diffusion coefficients of proteins in solution strongly deviate from the Stokes-Einstein laws when the ambient viscosity is induced by macromolecular co-solutes rather than by a solvent of negligible size as was assumed by A. Einstein one century ago for deriving the laws of Brownian motion and diffusion. Rotational and translational motions experience different micro viscosities and both become a function of the size ratio of protein and macromolecular co-solute. Possible consequences upon fluorescence spectroscopy observations of diffusing proteins within living cells are discussed.

Brownian microhydrodynamics of active filaments.

PubMed

Laskar, Abhrajit; Adhikari, R

2015-12-21

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

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

NASA Astrophysics Data System (ADS)

Aurzada, Frank; Buck, Micha

2018-02-01

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

Ergodicity Breaking in Geometric Brownian Motion

NASA Astrophysics Data System (ADS)

Peters, O.; Klein, W.

2013-03-01

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

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.

Brownian motion of a self-propelled particle.

PubMed

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

2011-05-18

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Monitoring corneal crosslinking using phase-decorrelation OCT (Conference Presentation)

NASA Astrophysics Data System (ADS)

Blackburn, Brecken J.; Gu, Shi; Jenkins, Michael W.; Rollins, Andrew M.

2017-02-01

Viscosity is often a critical characteristic of biological fluids such as blood and mucus. However, traditional rheology is often inadequate when only small quantities of sample are available. A robust method to measure viscosity of microquantities of biological samples could lead to a better understanding and diagnosis of diseases. Here, we present a method to measure viscosity by observing particle Brownian motion within a sample. M-mode optical coherence tomography (OCT) imaging, obtained with a phase-sensitive 47 kHz spectral domain system, yields a viscosity measurement from multiple 200-1000 microsecond frames. This very short period of continuous acquisition, as compared to laser speckle decorrelation, decreases sensitivity to bulk motion, thereby potentially enabling in vivo and in situ applications. The theory linking g(1) first-order image autocorrelation to viscosity is derived from first principles of Brownian motion and the Stokes-Einstein relation. To improve precision, multiple windows acquired over 500 milliseconds are analyzed and the resulting linear fit parameters are averaged. Verification experiments were performed with 200 µL samples of glycerol and water with polystyrene microbeads. Lateral bulk motion up to 2 mm/s was tolerated and accurate viscosity measurements were obtained to a depth of 400 µm or more. Additionally, the method measured a significant decrease of the apparent diffusion constant of soft tissue after formalin fixation, suggesting potential for mapping tissue stiffness over a volume.

Flow of nanofluid past a Riga plate

NASA Astrophysics Data System (ADS)

Ahmad, Adeel; Asghar, Saleem; Afzal, Sumaira

2016-03-01

This paper studies the mixed convection boundary layer flow of a nanofluid past a vertical Riga plate in the presence of strong suction. The mathematical model incorporates the Brownian motion and thermophoresis effects due to nanofluid and the Grinberg-term for the wall parallel Lorentz force due to Riga plate. The analytical solution of the problem is presented using the perturbation method for small Brownian and thermophoresis diffusion parameters. The numerical solution is also presented to ensure the reliability of the asymptotic method. The comparison of the two solutions shows an excellent agreement. The correlation expressions for skin friction, Nusselt number and Sherwood number are developed by performing linear regression on the obtained numerical data. The effects of nanofluid and the Lorentz force due to Riga plate, on the skin friction are discussed.

Entropic Approach to Brownian Movement.

ERIC Educational Resources Information Center

Neumann, Richard M.

1980-01-01

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

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

NASA Astrophysics Data System (ADS)

Kawamura, Y.; Kanegae, R.

2017-09-01

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

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

NASA Astrophysics Data System (ADS)

Schmidt, Christian; Piel, Alexander

2015-10-01

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

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.

Ensemble solute transport in two-dimensional operator-scaling random fields

NASA Astrophysics Data System (ADS)

Monnig, Nathan D.; Benson, David A.; Meerschaert, Mark M.

2008-02-01

Motivated by field measurements of aquifer hydraulic conductivity (K), recent techniques were developed to construct anisotropic fractal random fields in which the scaling, or self-similarity parameter, varies with direction and is defined by a matrix. Ensemble numerical results are analyzed for solute transport through these two-dimensional "operator-scaling" fractional Brownian motion ln(K) fields. Both the longitudinal and transverse Hurst coefficients, as well as the "radius of isotropy" are important to both plume growth rates and the timing and duration of breakthrough. It is possible to create operator-scaling fractional Brownian motion fields that have more "continuity" or stratification in the direction of transport. The effects on a conservative solute plume are continually faster-than-Fickian growth rates, highly non-Gaussian shapes, and a heavier tail early in the breakthrough curve. Contrary to some analytic stochastic theories for monofractal K fields, the plume growth rates never exceed A. Mercado's (1967) purely stratified aquifer growth rate of plume apparent dispersivity proportional to mean distance. Apparent superstratified growth must be the result of other demonstrable factors, such as initial plume size.

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Effective temperatures of hot Brownian motion.

PubMed

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

2014-09-01

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

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

NASA Astrophysics Data System (ADS)

Cadeddu, Lucio; Farina, Maria Antonietta

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

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.

A comment on measuring the Hurst exponent of financial time series

NASA Astrophysics Data System (ADS)

Couillard, Michel; Davison, Matt

2005-03-01

A fundamental hypothesis of quantitative finance is that stock price variations are independent and can be modeled using Brownian motion. In recent years, it was proposed to use rescaled range analysis and its characteristic value, the Hurst exponent, to test for independence in financial time series. Theoretically, independent time series should be characterized by a Hurst exponent of 1/2. However, finite Brownian motion data sets will always give a value of the Hurst exponent larger than 1/2 and without an appropriate statistical test such a value can mistakenly be interpreted as evidence of long term memory. We obtain a more precise statistical significance test for the Hurst exponent and apply it to real financial data sets. Our empirical analysis shows no long-term memory in some financial returns, suggesting that Brownian motion cannot be rejected as a model for price dynamics.

On the Black-Scholes European Option Pricing Model Robustness and Generality

NASA Astrophysics Data System (ADS)

Takada, Hellinton Hatsuo; de Oliveira Siqueira, José

2008-11-01

The common presentation of the widely known and accepted Black-Scholes European option pricing model explicitly imposes some restrictions such as the geometric Brownian motion assumption for the underlying stock price. In this paper, these usual restrictions are relaxed using maximum entropy principle of information theory, Pearson's distribution system, market frictionless and risk-neutrality theories to the calculation of a unique risk-neutral probability measure calibrated with market parameters.

Computing Science and Statistics. Volume 24. Graphics and Visualization

DTIC Science & Technology

1993-03-01

the dough , turbulent fluid flow, the time between drips of behavior changes radically when the population growth water from a faucet, Brownian motion... cookie which clearly is the discrete parameter analogue of continuous param- appropriate as after dinner fun. eter time series analysis". I strongly...methods. Your fortune cookie of the night reads: One problem that statisticians traditionally seem to "uYou have good friends who will come to your aid in

Speckle: tool for diagnosis assistance

NASA Astrophysics Data System (ADS)

Carvalho, O.; Guyot, S.; Roy, L.; Benderitter, M.; Clairac, B.

2006-09-01

In this paper, we present a new approach of the speckle phenomenon. This method is based on the fractal Brownian motion theory and allows the extraction of three stochastic parameters to characterize the speckle pattern. For the first time, we present the results of this method applied to the discrimination of the healthy vs. pathologic skin. We also demonstrate, in case of the scleroderma, than this method is more accurate than the classical frequential approach.

Parameter inference from hitting times for perturbed Brownian motion.

PubMed

Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter

2015-07-01

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

Optical Kapitza pendulum

NASA Astrophysics Data System (ADS)

Jones, Philip H.; Smart, Thomas J.; Richards, Christopher J.; Cubero, David

2016-09-01

The Kapitza pendulum is the paradigm for the phenomenon of dynamical stabilization, whereby an otherwise unstable system achieves a stability that is induced by fast modulation of a control parameter. In the classic, macroscopic Kapitza pendulum, a rigid pendulum is stabilized in the upright, inverted pendulum using a particle confined in a ring-shaped optical trap, subject to a drag force via fluid flow and driven via oscillating the potential in a direction parallel to the fluid flow. In the regime of vanishing Reynold's number with high-frequency driving the inverted pendulum is no longer stable, but new equilibrium positions appear that depend on the amplitude of driving. As the driving frequency is decreased a yet different behavior emerges where stability of the pendulum depends also on the details of the pendulum hydrodynamics. We present a theory for the observed induced stability of the overdamped pendulum based on the separation of timescales in the pendulum motion as formulated by Kapitza, but with the addition of a viscous drag. Excellent agreement is found between the predicted behavior from the analytical theory and the experimental results across the range of pendulum driving frequencies. We complement these results with Brownian motion simulations, and we characterize the stabilized pendulum by both time- and frequency-domain analyses of the pendulum Brownian motion.

The fractal nature of vacuum arc cathode spots

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

Anders, Andre

2005-05-27

Cathode spot phenomena show many features of fractals, for example self-similar patterns in the emitted light and arc erosion traces. Although there have been hints on the fractal nature of cathode spots in the literature, the fractal approach to spot interpretation is underutilized. In this work, a brief review of spot properties is given, touching the differences between spot type 1 (on cathodes surfaces with dielectric layers) and spot type 2 (on metallic, clean surfaces) as well as the known spot fragment or cell structure. The basic properties of self-similarity, power laws, random colored noise, and fractals are introduced. Severalmore » points of evidence for the fractal nature of spots are provided. Specifically power laws are identified as signature of fractal properties, such as spectral power of noisy arc parameters (ion current, arc voltage, etc) obtained by fast Fourier transform. It is shown that fractal properties can be observed down to the cutoff by measurement resolution or occurrence of elementary steps in physical processes. Random walk models of cathode spot motion are well established: they go asymptotically to Brownian motion for infinitesimal step width. The power spectrum of the arc voltage noise falls as 1/f {sup 2}, where f is frequency, supporting a fractal spot model associated with Brownian motion.« less

Metachronal wave analysis for non-Newtonian fluid under thermophoresis and Brownian motion effects

NASA Astrophysics Data System (ADS)

Shaheen, A.; Nadeem, S.

This paper analyse the mathematical model of ciliary motion in an annulus. The effect of convective heat transfer and nanoparticle are taken into account. The governing equations of Jeffrey six-constant fluid along with heat and nanoparticle are modelled and then simplified by using long wavelength and low Reynolds number assumptions. The reduced equations are solved with the help of homotopy perturbation method. The obtained expressions for the velocity, temperature and nanoparticles concentration profiles are plotted and the impact of various physical parameters are investigated for different peristaltic waves. Streamlines has also been plotted at the last part of the paper.

Quantum Darwinism in Quantum Brownian Motion

NASA Astrophysics Data System (ADS)

Blume-Kohout, Robin; Zurek, Wojciech H.

2008-12-01

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

Quantum Darwinism in quantum Brownian motion.

PubMed

Blume-Kohout, Robin; Zurek, Wojciech H

2008-12-12

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

A Lévy-flight diffusion model to predict transgenic pollen dispersal.

PubMed

Vallaeys, Valentin; Tyson, Rebecca C; Lane, W David; Deleersnijder, Eric; Hanert, Emmanuel

2017-01-01

The containment of genetically modified (GM) pollen is an issue of significant concern for many countries. For crops that are bee-pollinated, model predictions of outcrossing rates depend on the movement hypothesis used for the pollinators. Previous work studying pollen spread by honeybees, the most important pollinator worldwide, was based on the assumption that honeybee movement can be well approximated by Brownian motion. A number of recent studies, however, suggest that pollinating insects such as bees perform Lévy flights in their search for food. Such flight patterns yield much larger rates of spread, and so the Brownian motion assumption might significantly underestimate the risk associated with GM pollen outcrossing in conventional crops. In this work, we propose a mechanistic model for pollen dispersal in which the bees perform truncated Lévy flights. This assumption leads to a fractional-order diffusion model for pollen that can be tuned to model motion ranging from pure Brownian to pure Lévy. We parametrize our new model by taking the same pollen dispersal dataset used in Brownian motion modelling studies. By numerically solving the model equations, we show that the isolation distances required to keep outcrossing levels below a certain threshold are substantially increased by comparison with the original predictions, suggesting that isolation distances may need to be much larger than originally thought. © 2017 The Author(s).

A Lévy-flight diffusion model to predict transgenic pollen dispersal

PubMed Central

Vallaeys, Valentin; Tyson, Rebecca C.; Lane, W. David; Deleersnijder, Eric

2017-01-01

The containment of genetically modified (GM) pollen is an issue of significant concern for many countries. For crops that are bee-pollinated, model predictions of outcrossing rates depend on the movement hypothesis used for the pollinators. Previous work studying pollen spread by honeybees, the most important pollinator worldwide, was based on the assumption that honeybee movement can be well approximated by Brownian motion. A number of recent studies, however, suggest that pollinating insects such as bees perform Lévy flights in their search for food. Such flight patterns yield much larger rates of spread, and so the Brownian motion assumption might significantly underestimate the risk associated with GM pollen outcrossing in conventional crops. In this work, we propose a mechanistic model for pollen dispersal in which the bees perform truncated Lévy flights. This assumption leads to a fractional-order diffusion model for pollen that can be tuned to model motion ranging from pure Brownian to pure Lévy. We parametrize our new model by taking the same pollen dispersal dataset used in Brownian motion modelling studies. By numerically solving the model equations, we show that the isolation distances required to keep outcrossing levels below a certain threshold are substantially increased by comparison with the original predictions, suggesting that isolation distances may need to be much larger than originally thought. PMID:28123097

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.

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.

Brownian trail rectified

NASA Astrophysics Data System (ADS)

Hurd, Alan J.; Ho, Pauline

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

Diffusion in the presence of a local attracting factor: Theory and interdisciplinary applications.

PubMed

Veermäe, Hardi; Patriarca, Marco

2017-06-01

In many complex diffusion processes the drift of random walkers is not caused by an external force, as in the case of Brownian motion, but by local variations of fitness perceived by the random walkers. In this paper, a simple but general framework is presented that describes such a type of random motion and may be of relevance in different problems, such as opinion dynamics, cultural spreading, and animal movement. To this aim, we study the problem of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned position-dependent "attractiveness function." At variance with standard Brownian motion, the attractiveness function introduced here regulates both the advection and diffusion of the random walker, thus providing testable predictions for a specific form of fluctuation-relations. We discuss the relation between the drift-diffusion equation based on the attractiveness function and that describing standard Brownian motion, and we provide some explicit examples illustrating its relevance in different fields, such as animal movement, chemotactic diffusion, and social dynamics.

Active Brownian motion models and applications to ratchets

NASA Astrophysics Data System (ADS)

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

2008-10-01

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

Diffusion in the presence of a local attracting factor: Theory and interdisciplinary applications

NASA Astrophysics Data System (ADS)

Veermäe, Hardi; Patriarca, Marco

2017-06-01

In many complex diffusion processes the drift of random walkers is not caused by an external force, as in the case of Brownian motion, but by local variations of fitness perceived by the random walkers. In this paper, a simple but general framework is presented that describes such a type of random motion and may be of relevance in different problems, such as opinion dynamics, cultural spreading, and animal movement. To this aim, we study the problem of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned position-dependent "attractiveness function." At variance with standard Brownian motion, the attractiveness function introduced here regulates both the advection and diffusion of the random walker, thus providing testable predictions for a specific form of fluctuation-relations. We discuss the relation between the drift-diffusion equation based on the attractiveness function and that describing standard Brownian motion, and we provide some explicit examples illustrating its relevance in different fields, such as animal movement, chemotactic diffusion, and social dynamics.

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.

Fast antibody fragment motion: flexible linkers act as entropic spring

PubMed Central

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

2016-01-01

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

Fast antibody fragment motion: flexible linkers act as entropic spring

DOE PAGES

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

2016-03-29

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

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

PubMed

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

2016-03-29

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

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

ERIC Educational Resources Information Center

Kruglak, Haym

1988-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Brownian motion 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.

A short walk in quantum probability

NASA Astrophysics Data System (ADS)

Hudson, Robin

2018-04-01

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas. This article is part of the themed issue `Hilbert's sixth problem'.

Unlikely Fluctuations and Non-Equilibrium Work Theorems-A Simple Example.

PubMed

Muzikar, Paul

2016-06-30

An exciting development in statistical mechanics has been the elucidation of a series of surprising equalities involving the work done during a nonequilibrium process. Astumian has presented an elegant example of such an equality, involving a colloidal particle undergoing Brownian motion in the presence of gravity. We analyze this example; its simplicity, and its link to geometric Brownian motion, allows us to clarify the inner workings of the equality. Our analysis explicitly shows the important role played by large, unlikely fluctuations.

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

PubMed

Qi, Hongsheng; Yan, Litan

2018-01-01

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

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

DTIC Science & Technology

2010-07-01

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

Application of Real Options Analysis in the Valuation of Investment in Biodiesel Production

DTIC Science & Technology

2011-05-01

biodiesel) at time t, P(t) be assumed to evolve as the stochastic process given by the geometric Brownian motion (GBM). Then PdWPdtdP...Equation (3) Then in any differential time interval, dt, dX follows an arithmetic Brownian motion , which under risk neutral valuation, will be given by...valuation of American put options,” Journal of Finance 32 (May), pp.449-462. 5. Brennan, M. and E. Schwartz, 1978, “Finite difference methods and

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

PubMed

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

2010-04-27

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

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.

Brownian motion of massive skyrmions in magnetic thin films

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

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

2014-12-15

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

Brownian motion of tethered nanowires.

PubMed

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

2014-05-01

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

Anomalous diffusion of a probe in a bath of active granular chains

NASA Astrophysics Data System (ADS)

Jerez, Michael Jade Y.; Confesor, Mark Nolan P.; Carpio-Bernido, M. Victoria; Bernido, Christopher C.

2017-08-01

We investigate the dynamics of a passive probe particle in a bath of active granular chains (AGC). The bath and the probe are enclosed in an experimental compartment with a sinusoidal boundary to prevent AGC congestion along the boundary while connected to an electrodynamic shaker. Single AGC trajectory analysis reveals a persistent type of motion compared to a purely Brownian motion as seen in its mean squared displacement (MSD). It was found that at small concentration, Φ ≤ 0.44, the MSD exhibits two dynamical regimes characterized by two different scaling exponents. For small time scales, the dynamics is superdiffusive (1.32-1.63) with the MSD scaling exponent increasing monotonically with increasing AGC concentration. On the other hand, at long time, we recover the Brownian dynamics regime, MSD = DΔt, where the mobility D ∝ Φ. We quantify the probe dynamics at short time scale by modeling it as a fractional Brownian motion. The analytical form of the MSD agrees with experimental results.

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

PubMed

Gautestad, Arild O

2013-03-01

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

Temperature measurement of a dust particle in a RF plasma GEC reference cell

NASA Astrophysics Data System (ADS)

Kong, Jie; Qiao, Ke; Matthews, Lorin S.; Hyde, Truell W.

2016-10-01

The thermal motion of a dust particle levitated in a plasma chamber is similar to that described by Brownian motion in many ways. The primary difference between a dust particle in a plasma system and a free Brownian particle is that in addition to the random collisions between the dust particle and the neutral gas atoms, there are electric field fluctuations, dust charge fluctuations, and correlated motions from the unwanted continuous signals originating within the plasma system itself. This last contribution does not include random motion and is therefore separable from the random motion in a `normal' temperature measurement. In this paper, we discuss how to separate random and coherent motions of a dust particle confined in a glass box in a Gaseous Electronic Conference (GEC) radio-frequency (RF) reference cell employing experimentally determined dust particle fluctuation data analysed using the mean square displacement technique.

Model Experiment of Two-Dimentional Brownian Motion by Microcomputer.

ERIC Educational Resources Information Center

Mishima, Nobuhiko; And Others

1980-01-01

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

Lagrangian dynamics for classical, Brownian, and quantum mechanical particles

NASA Astrophysics Data System (ADS)

Pavon, Michele

1996-07-01

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

Active Brownian particles escaping a channel in single file.

PubMed

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

2015-02-01

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

Active Brownian particles escaping a channel in single file

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Simulation of Molecular Transport in Systems Containing Mobile Obstacles.

PubMed

Polanowski, Piotr; Sikorski, Andrzej

2016-08-04

In this paper, we investigate the movement of molecules in crowded environments with obstacles undergoing Brownian motion by means of extensive Monte Carlo simulations. Our investigations were performed using the dynamic lattice liquid model, which was based on the cooperative movement concept and allowed to mimic systems at high densities where the motion of all elements (obstacles as well as moving particles) were highly correlated. The crowded environments are modeled on a two-dimensional triangular lattice containing obstacles (particles whose mobility was significantly reduced) moving by a Brownian motion. The subdiffusive motion of both elements in the system was analyzed. It was shown that the percolation transition does not exist in such systems in spite of the cooperative character of the particles' motion. The reduction of the obstacle mobility leads to the longer caging of liquid particles by mobile obstacles.

Non-Brownian dynamics and strategy of amoeboid cell locomotion.

PubMed

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

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

Miniaturized, self-propelled locomotors use chemo-mechanical transduction mechanisms to convert fuel in the environment to autonomous motion. Recent experimental and theoretical studies demonstrate that these autonomous engines can passively follow the contours of solid boundaries they encounter. Boundary guidance, however, is not necessarily stable: Mechanical disturbances can cause the motor to hydrodynamically depart from the passively guided pathway. Furthermore, given the scaled-down size of micromotors (typically 100 nm to10 μ m ), Brownian thermal fluctuation forces are necessarily important, and these stochastic forces can randomize passively steered trajectories. Here we examine theoretically the stability of boundary-guided motion of micromotors along infinite planar walls to mechanical disturbances and to Brownian forces. Our aim is to understand under what conditions this passively guided motion is stable. We choose a locomotor design in which spherical colloids are partially coated with a catalytic cap that reacts with solute to produce a product. The product is repelled from the particle surface, causing the particle to move with the inert face at the front (autonomous motion via self-diffusiophoresis). When propelled towards a planar wall, deterministic hydrodynamic studies demonstrate that these locomotors can exhibit, for large enough cap sizes, steady trajectories in which the particle either skims unidirectionally along the surface at a constant distance from the wall or becomes stationary. We first investigate the linear hydrodynamic stability of these states by expanding the equations of motion about the states, and we find that linear perturbations decay exponentially in time. We then study the effects of thermal fluctuations by formulating a Langevin equation for the particle motion which includes the Brownian stochastic force. The Péclet number scales the ratio of deterministic to Brownian forces, where Pe =π μ a2v˜c/kBT and a denotes the colloid radius, μ the continuous phase viscosity, v˜c the characteristic diffusiophoretic velocity, and kBT the thermal energy. The skimming and stationary states are found to persist for Pe above 103. At Pe below 200, the trajectory of a locomotor approaching the wall is unpredictable. We present representative individual trajectories along with probability distributions for statistical ensembles of particles, quantifying the effects of thermal fluctuations and illustrating the transition from unpredictable to passively guided motion.

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 explicit inclusion of the solvent in the description of Brownian motion allows us to better understand the behaviour of the memory kernel at those thermodynamic states near the critical region without any further approximation. This information is useful to elaborate more realistic descriptions of Brownian motion that take into account the particular details of the host medium.

Cooperativity of self-organized Brownian motors pulling on soft cargoes.

PubMed

Orlandi, Javier G; Blanch-Mercader, Carles; Brugués, Jan; Casademunt, Jaume

2010-12-01

We study the cooperative dynamics of Brownian motors moving along a one-dimensional track when an external load is applied to the leading motor, mimicking molecular motors pulling on membrane-bound cargoes in intracellular traffic. Due to the asymmetric loading, self-organized motor clusters form spontaneously. We model the motors with a two-state noise-driven ratchet formulation and study analytically and numerically the collective velocity-force and efficiency-force curves resulting from mutual interactions, mostly hard-core repulsion and weak (nonbinding) attraction. We analyze different parameter regimes including the limits of weak noise, mean-field behavior, rigid coupling, and large numbers of motors, for the different interactions. We present a general framework to classify and quantify cooperativity. We show that asymmetric loading leads generically to enhanced cooperativity beyond the simple superposition of the effects of individual motors. For weakly attracting interactions, the cooperativity is mostly enhanced, including highly coordinated motion of motors and complex nonmonotonic velocity-force curves, leading to self-regulated clusters. The dynamical scenario is enriched by resonances associated to commensurability of different length scales. Large clusters exhibit synchronized dynamics and bidirectional motion. Biological implications are discussed.

Cooperativity of self-organized Brownian motors pulling on soft cargoes

NASA Astrophysics Data System (ADS)

Orlandi, Javier G.; Blanch-Mercader, Carles; Brugués, Jan; Casademunt, Jaume

2010-12-01

We study the cooperative dynamics of Brownian motors moving along a one-dimensional track when an external load is applied to the leading motor, mimicking molecular motors pulling on membrane-bound cargoes in intracellular traffic. Due to the asymmetric loading, self-organized motor clusters form spontaneously. We model the motors with a two-state noise-driven ratchet formulation and study analytically and numerically the collective velocity-force and efficiency-force curves resulting from mutual interactions, mostly hard-core repulsion and weak (nonbinding) attraction. We analyze different parameter regimes including the limits of weak noise, mean-field behavior, rigid coupling, and large numbers of motors, for the different interactions. We present a general framework to classify and quantify cooperativity. We show that asymmetric loading leads generically to enhanced cooperativity beyond the simple superposition of the effects of individual motors. For weakly attracting interactions, the cooperativity is mostly enhanced, including highly coordinated motion of motors and complex nonmonotonic velocity-force curves, leading to self-regulated clusters. The dynamical scenario is enriched by resonances associated to commensurability of different length scales. Large clusters exhibit synchronized dynamics and bidirectional motion. Biological implications are discussed.

Aging scaled Brownian motion

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Aging scaled Brownian motion.

PubMed

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

2015-04-01

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

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

PubMed

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Generalized Scaling and the Master Variable for Brownian Magnetic Nanoparticle Dynamics

PubMed Central

Reeves, Daniel B.; Shi, Yipeng; Weaver, John B.

2016-01-01

Understanding the dynamics of magnetic particles can help to advance several biomedical nanotechnologies. Previously, scaling relationships have been used in magnetic spectroscopy of nanoparticle Brownian motion (MSB) to measure biologically relevant properties (e.g., temperature, viscosity, bound state) surrounding nanoparticles in vivo. Those scaling relationships can be generalized with the introduction of a master variable found from non-dimensionalizing the dynamical Langevin equation. The variable encapsulates the dynamical variables of the surroundings and additionally includes the particles’ size distribution and moment and the applied field’s amplitude and frequency. From an applied perspective, the master variable allows tuning to an optimal MSB biosensing sensitivity range by manipulating both frequency and field amplitude. Calculation of magnetization harmonics in an oscillating applied field is also possible with an approximate closed-form solution in terms of the master variable and a single free parameter. PMID:26959493

Numerical modeling of time-dependent bio-convective stagnation flow of a nanofluid in slip regime

NASA Astrophysics Data System (ADS)

Kumar, Rakesh; Sood, Shilpa; Shehzad, Sabir Ali; Sheikholeslami, Mohsen

A numerical investigation of unsteady stagnation point flow of bioconvective nanofluid due to an exponential deforming surface is made in this research. The effects of Brownian diffusion, thermophoresis, slip velocity and thermal jump are incorporated in the nanofluid model. By utilizing similarity transformations, the highly nonlinear partial differential equations governing present nano-bioconvective boundary layer phenomenon are reduced into ordinary differential system. The resultant expressions are solved for numerical solution by employing a well-known implicit finite difference approach termed as Keller-box method (KBM). The influence of involved parameters (unsteadiness, bioconvection Schmidt number, velocity slip, thermal jump, thermophoresis, Schmidt number, Brownian motion, bioconvection Peclet number) on the distributions of velocity, temperature, nanoparticle and motile microorganisms concentrations, the coefficient of local skin-friction, rate of heat transport, Sherwood number and local density motile microorganisms are exhibited through graphs and tables.

Permutation entropy of fractional Brownian motion and fractional Gaussian noise

NASA Astrophysics Data System (ADS)

Zunino, L.; Pérez, D. G.; Martín, M. T.; Garavaglia, M.; Plastino, A.; Rosso, O. A.

2008-06-01

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

A short walk in quantum probability.

PubMed

Hudson, Robin

2018-04-28

This is a personal survey of aspects of quantum probability related to the Heisenberg commutation relation for canonical pairs. Using the failure, in general, of non-negativity of the Wigner distribution for canonical pairs to motivate a more satisfactory quantum notion of joint distribution, we visit a central limit theorem for such pairs and a resulting family of quantum planar Brownian motions which deform the classical planar Brownian motion, together with a corresponding family of quantum stochastic areas.This article is part of the themed issue 'Hilbert's sixth problem'. © 2018 The Author(s).

Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

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

PubMed

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

2014-01-01

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

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

PubMed Central

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

2014-01-01

The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed. PMID:27433525

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

NASA Astrophysics Data System (ADS)

Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas

2017-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

PubMed

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

2014-12-23

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

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

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

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

2014-06-07

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

Analyzing animal movements using Brownian bridges.

PubMed

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

2007-09-01

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

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

PubMed Central

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

2010-01-01

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

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

PubMed

Tufto, Jarle; Lande, Russell; Ringsby, Thor-Harald; Engen, Steinar; Saether, Bernt-Erik; Walla, Thomas R; DeVries, Philip J

2012-07-01

1. We develop a Bayesian method for analysing mark-recapture data in continuous habitat using a model in which individuals movement paths are Brownian motions, life spans are exponentially distributed and capture events occur at given instants in time if individuals are within a certain attractive distance of the traps. 2. The joint posterior distribution of the dispersal rate, longevity, trap attraction distances and a number of latent variables representing the unobserved movement paths and time of death of all individuals is computed using Gibbs sampling. 3. An estimate of absolute local population density is obtained simply by dividing the Poisson counts of individuals captured at given points in time by the estimated total attraction area of all traps. Our approach for estimating population density in continuous habitat avoids the need to define an arbitrary effective trapping area that characterized previous mark-recapture methods in continuous habitat. 4. We applied our method to estimate spatial demography parameters in nine species of neotropical butterflies. Path analysis of interspecific variation in demographic parameters and mean wing length revealed a simple network of strong causation. Larger wing length increases dispersal rate, which in turn increases trap attraction distance. However, higher dispersal rate also decreases longevity, thus explaining the surprising observation of a negative correlation between wing length and longevity. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

Biconvection flow of Carreau fluid over an upper paraboloid surface: A computational study

NASA Astrophysics Data System (ADS)

Khan, Mair; Hussain, Arif; Malik, M. Y.; Salahuddin, T.

Present article explored the physical characteristics of biconvection effects on the MHD flow of Carreau nanofluid over upper horizontal surface of paraboloid revolution along with chemical reaction. The concept of the Carreau nanofluid was introduced the new parameterization achieve the momentum governing equation. Using similarity transformed, the governing partial differential equations are converted into the ordinary differential equations. The obtained governing equations are solved computationally by using implicit finite difference method known as the Keller box technique. The numerical solutions are obtained for the velocity, temperature, concentration, friction factor, local heat and mass transfer coefficients by varying controlling parameters i.e. Biconvection parameter, fluid parameter, Weissenberg number, Hartmann number, Prandtl number, Brownian motion parameter, thermophoresis parameter, Lewis number and chemical reaction parameter. The obtained results are discussed via graphs and tables.

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.

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

PubMed

Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

2014-01-01

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

Quenching of light flickering in synthetic guanine crystals in aqueous solutions under strong static magnetic fields

NASA Astrophysics Data System (ADS)

Mootha, A.; Takanezawa, Y.; Iwasaka, M.

2018-05-01

The present study focused on the vibration of micro crystal particles of guanine due to Brownian motion. The organic particle has a refractive index of 1.83 and caused a flickering of light. To test the possibility of using magnetic properties under wet conditions, changes in the frequency of particle vibration by applying magnetic fields were investigated. At first, we found that the exposure at 5 T inhibited the flickering light intensities and the particle vibration slightly decreased. Next, we carried out a high speed camera measurement of the Brownian motion of the particle with a time resolution of 100 flame per second (fps) with and without magnetic field exposures. It was revealed that the vibrational speed of synthetic particles was enhanced at 500 mT. Detailed analyses of the particle vibration by changing the direction of magnetic fields versus the light source revealed that the Brownian motion's vibrational frequency was entrained under magnetic fields at 500 mT, and an increase in vibration speed to 20Hz was observed. Additional measurements of light scattering fluctuation using photo-detector and analyses on auto-correlation also confirmed this speculation. The studied Brownian vibration may be influenced by the change in mechanical interactions between the vibration particles and surrounding medium. The discovered phenomena can be applied for molecular and biological interactions in future studies.

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

PubMed

Długosz, Maciej; Antosiewicz, Jan M

2014-01-14

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

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

PubMed

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

2014-03-21

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

Modeling stock prices in a portfolio using multidimensional geometric brownian motion

NASA Astrophysics Data System (ADS)

Maruddani, Di Asih I.; Trimono

2018-05-01

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

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Numerical study for peristalsis of Carreau-Yasuda nanomaterial with convective and zero mass flux condition

NASA Astrophysics Data System (ADS)

Hayat, T.; Ahmed, Bilal; Alsaedi, A.; Abbasi, F. M.

2018-03-01

The present communication investigates flow of Carreau-Yasuda nanofluid in presence of mixed convection and Hall current. Effects of viscous dissipation, Ohmic heating and convective conditions are addressed. In addition zero nanoparticle mass flux condition is imposed. Wave frame analysis is carried out. Coupled differential systems after long wavelength and low Reynolds number are numerically solved. Effects of different parameters on velocity, temperature and concentration are studied. Heat and mass transfer rates are analyzed through tabular values. It is observed that concentration for thermophoresis and Brownian motion parameters has opposite effect. Further heat and mass transfer rates at the upper wall enhances significantly when Hartman number increases and reverse situation is noticed for Hall parameter.

Brownian versus Newtonian devitrification of hard-sphere glasses

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

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

2017-10-28

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

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

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

2013-01-01

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

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.

The Langevin equation

NASA Astrophysics Data System (ADS)

Pomeau, Yves; Piasecki, Jarosław

2017-11-01

The existence of atoms has been long predicted by philosophers and scientists. The development of thermodynamics and of the statistical interpretation of its concepts at the end of the nineteenth century and in the early years of the twentieth century made it possible to bridge the gap of scales between the macroscopic world and the world of atoms. Einstein and Smoluchowski showed in 1905 and 1906 that the Brownian motion of particles of measurable size is a manifestation of the motion of atoms in fluids. Their derivation was completely different from each other. Langevin showed in 1908 how to put in a coherent framework the subtle effect of the randomness of the atomic world, responsible for the fluctuating force driving the motion of the Brownian particle and the viscosity of the "macroscopic" flow taking place around the same Brownian particle. Whereas viscous forces were already well understood at this time, the "Langevin" force appears there for the first time: it represents the fluctuating part of the interaction between the Brownian particle and the surrounding fluid. We discuss the derivation by Einstein and Smoluchowski as well as a previous paper by Sutherland on the diffusion coefficient of large spheres. Next we present Langevin's short note and explain the fundamental splitting into a random force and a macroscopic viscous force. This brings us to discuss various points, like the kind of constraints on Langevin-like equations. We insist in particular on the one arising from the time-reversal symmetry of the equilibrium fluctuations. Moreover, we discuss another constraint, raised first by Lorentz, which implies that, if the Brownian particle is not very heavy, the viscous force cannot be taken as the standard Stokes drag on an object moving at uniform speed. Lastly, we examine the so-called Langevin-Heisenberg and/or Langevin-Schrödinger equation used in quantum mechanics.

A Huygens principle for diffusion and anomalous diffusion in spatially extended systems

PubMed Central

Gottwald, Georg A.; Melbourne, Ian

2013-01-01

We present a universal view on diffusive behavior in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behavior (Brownian motion with drift) and weak chaos leads to superdiffusive behavior (Lévy processes with drift). For isotropic systems, the drift term vanishes and strong chaos again leads to Brownian motion. We establish the existence of a nonlinear Huygens principle for weakly chaotic systems in isotropic media whereby the dynamics behaves diffusively in even space dimension and exhibits superdiffusive behavior in odd space dimensions. PMID:23653481

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.

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

NASA Astrophysics Data System (ADS)

Dhesi, Gurjeet; Ausloos, Marcel

2016-07-01

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

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

PubMed

Xie, Ping

2009-09-16

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

Exponential stability of impulsive stochastic genetic regulatory networks with time-varying delays and reaction-diffusion

DOE PAGES

Cao, Boqiang; Zhang, Qimin; Ye, Ming

2016-11-29

We present a mean-square exponential stability analysis for impulsive stochastic genetic regulatory networks (GRNs) with time-varying delays and reaction-diffusion driven by fractional Brownian motion (fBm). By constructing a Lyapunov functional and using linear matrix inequality for stochastic analysis we derive sufficient conditions to guarantee the exponential stability of the stochastic model of impulsive GRNs in the mean-square sense. Meanwhile, the corresponding results are obtained for the GRNs with constant time delays and standard Brownian motion. Finally, an example is presented to illustrate our results of the mean-square exponential stability analysis.

Study of Transport Characteristics of Motile Microorganisms Using Micro-Scale Devices

NASA Astrophysics Data System (ADS)

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

2016-12-01

Accurate numerical models of microbial transport are needed to support design and evaluation of bioremediation implementations. A sequence of micro-scale experiments using advanced microfluidics and imaging techniques was conducted to quantify the movement patterns of individual microbes and their interactions with solid surfaces in unobstructed medium and simple pore geometries. The set of bacteria studied encompasses strictly anaerobic, facultatively anaerobic, fermentative, and facultatively autotrophic species, with capacities to reduce a range of metals and radionuclides, as well as nitrate, using a variety of electron donors, including acetate, lactate, carbohydrates, and molecular hydrogen. Motion of motile microorganisms recorded over time provides results that can be analyzed to determine the character and several statistical attributes of microbial motion. Individual tracks on the order of several seconds to a few minutes in duration are characterized to provide information on 1) the length (distance in microns) of microbial runs, 2) velocity distributions along individual trajectories, and 3) the angle between the directions of sequential runs. Analysis of the microbial trajectories elucidates parameters related to dynamics of their motion. Comparison of these parameters with those of a classical Brownian motion yields crucial information on selection of appropriate model to account for microbial motility in relevant applications.

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

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

2009-04-01

Previously we've shown that by modeling the convective velocity in a turbulent flow field as Brownian, one obtains Richardson super diffusion where the expected distance between pairs of particles scales with time cubed. By proving generalized central limit type theorems it's possible to show that modeling the velocity or the acceleration as α-stable Levy gives rise to more general scaling laws that can easily explain other super diffusive regimes. The problem with this latter approach is that the mean square displacement of a particle is infinite. Here we provide an alternate approach that gives a power law mean square displacement of any desired order. We do so by constructing compressed and stretched extensions to Brownian motion. The finite size Lyapunov exponent, the underlying stochastic differential equation and its corresponding Fokker-Planck equations are derived. The fractal dimension of these processes turns out to be the same as that of classical Brownian motion.

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

PubMed

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

2014-02-01

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

Memoryless self-reinforcing directionality in endosomal active transport within living cells

NASA Astrophysics Data System (ADS)

Chen, Kejia; Wang, Bo; Granick, Steve

2015-06-01

In contrast to Brownian transport, the active motility of microbes, cells, animals and even humans often follows another random process known as truncated Lévy walk. These stochastic motions are characterized by clustered small steps and intermittent longer jumps that often extend towards the size of the entire system. As there are repeated suggestions, although disagreement, that Lévy walks have functional advantages over Brownian motion in random searching and transport kinetics, their intentional engineering into active materials could be useful. Here, we show experimentally in the classic active matter system of intracellular trafficking that Brownian-like steps self-organize into truncated Lévy walks through an apparent time-independent positive feedback such that directional persistence increases with the distance travelled persistently. A molecular model that allows the maximum output of the active propelling forces to fluctuate slowly fits the experiments quantitatively. Our findings offer design principles for programming efficient transport in active materials.

Transition density of one-dimensional diffusion with discontinuous drift

NASA Technical Reports Server (NTRS)

Zhang, Weijian

1990-01-01

The transition density of a one-dimensional diffusion process with a discontinuous drift coefficient is studied. A probabilistic representation of the transition density is given, illustrating the close connections between discontinuities of the drift and Brownian local times. In addition, some explicit results are obtained based on the trivariate density of Brownian motion, its occupation, and local times.

Active Brownian particles with velocity-alignment and active fluctuations

NASA Astrophysics Data System (ADS)

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

2012-07-01

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

Photoinduced diffusion molecular transport

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

Rozenbaum, Viktor M., E-mail: vik-roz@mail.ru, E-mail: litrakh@gmail.com; Dekhtyar, Marina L.; Lin, Sheng Hsien

2016-08-14

We consider a Brownian photomotor, namely, the directed motion of a nanoparticle in an asymmetric periodic potential under the action of periodic rectangular resonant laser pulses which cause charge redistribution in the particle. Based on the kinetics for the photoinduced electron redistribution between two or three energy levels of the particle, the time dependence of its potential energy is derived and the average directed velocity is calculated in the high-temperature approximation (when the spatial amplitude of potential energy fluctuations is small relative to the thermal energy). The thus developed theory of photoinduced molecular transport appears applicable not only to conventionalmore » dichotomous Brownian motors (with only two possible potential profiles) but also to a much wider variety of molecular nanomachines. The distinction between the realistic time dependence of the potential energy and that for a dichotomous process (a step function) is represented in terms of relaxation times (they can differ on the time intervals of the dichotomous process). As shown, a Brownian photomotor has the maximum average directed velocity at (i) large laser pulse intensities (resulting in short relaxation times on laser-on intervals) and (ii) excited state lifetimes long enough to permit efficient photoexcitation but still much shorter than laser-off intervals. A Brownian photomotor with optimized parameters is exemplified by a cylindrically shaped semiconductor nanocluster which moves directly along a polar substrate due to periodically photoinduced dipole moment (caused by the repetitive excited electron transitions to a non-resonant level of the nanocylinder surface impurity).« less

Path-length-resolved dynamic light scattering in highly scattering random media: The transition to diffusing wave spectroscopy

NASA Astrophysics Data System (ADS)

Bizheva, Kostadinka K.; Siegel, Andy M.; Boas, David A.

1998-12-01

We used low coherence interferometry to measure Brownian motion within highly scattering random media. A coherence gate was applied to resolve the optical path-length distribution and to separate ballistic from diffusive light. Our experimental analysis provides details on the transition from single scattering to light diffusion and its dependence on the system parameters. We found that the transition to the light diffusion regime occurs at shorter path lengths for media with higher scattering anisotropy or for larger numerical aperture of the focusing optics.

Stochastic Modeling of the Persistence of HIV: Early Population Dynamics

DTIC Science & Technology

2013-05-10

fluid, Brownian motion is named after the botanist Robert Brown. In the late nineteenth century, he observed that pollen floating in water appeared...to move about in a random manner. When he replaced the pollen with inorganic material, he noticed that the motion persisted. Upon plotting the motion

Evaluation of bacterial motility from non-Gaussianity of finite-sample trajectories using the large deviation principle

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Kawano, Satoyuki

2013-11-01

Motility of bacteria is usually recognized in the trajectory data and compared with Brownian motion, but the diffusion coefficient is insufficient to evaluate it. In this paper, we propose a method based on the large deviation principle. We show that it can be used to evaluate the non-Gaussian characteristics of model Escherichia coli motions and to distinguish combinations of the mean running duration and running speed that lead to the same diffusion coefficient. Our proposed method does not require chemical stimuli to induce the chemotaxis in a specific direction, and it is applicable to various types of self-propelling motions for which no a priori information of, for example, threshold parameters for run and tumble or head/tail direction is available. We also address the issue of the finite-sample effect on the large deviation quantities, but we propose to make use of it to characterize the nature of motility.

Effect of time dependence on probabilistic seismic-hazard maps and deaggregation for the central Apennines, Italy

USGS Publications Warehouse

Akinci, A.; Galadini, F.; Pantosti, D.; Petersen, M.; Malagnini, L.; Perkins, D.

2009-01-01

We produce probabilistic seismic-hazard assessments for the central Apennines, Italy, using time-dependent models that are characterized using a Brownian passage time recurrence model. Using aperiodicity parameters, ?? of 0.3, 0.5, and 0.7, we examine the sensitivity of the probabilistic ground motion and its deaggregation to these parameters. For the seismic source model we incorporate both smoothed historical seismicity over the area and geological information on faults. We use the maximum magnitude model for the fault sources together with a uniform probability of rupture along the fault (floating fault model) to model fictitious faults to account for earthquakes that cannot be correlated with known geologic structural segmentation.

Thermodynamic and kinetic considerations of nucleation and stabilization of acoustic cavitation bubbles in water.

PubMed

Bapat, Pratap S; Pandit, Aniruddha B

2008-01-01

Qualitative explanation for a homogeneous nucleation of acoustic cavitation bubbles in the incompressible liquid water with simple phenomenological approach has been provided via the concept of the desorbtion of the dissolved gas and the vaporization of local liquid molecules. The liquid medium has been viewed as an ensemble of lattice structures. Validity of the lattice structure approach against the Brownian motion of molecules in the liquid state has been discussed. Criterion based on probability for nucleus formation has been defined for the vaporization of local liquid molecules. Energy need for the enthalpy of vaporization has been considered as an energy criterion for the formation of a vaporous nucleus. Sound energy, thermal energy of the liquid bulk (Joule-Thomson effect) and free energy of activation, which is associated with water molecules in the liquid state (Brownian motion) as per the modified Eyring's kinetic theory of liquid are considered as possible sources for the enthalpy of vaporization of water molecules forming a single unit lattice. The classical nucleation theory has then been considered for expressing further growth of the vaporous nucleus against the surface energy barrier. Effect of liquid property (temperature), and effect of an acoustic parameter (frequency) on an acoustic cavitation threshold pressure have been discussed. Kinetics of nucleation has been considered.

Heat and mass transfer of Williamson nanofluid flow yield by an inclined Lorentz force over a nonlinear stretching sheet

NASA Astrophysics Data System (ADS)

Khan, Mair; Malik, M. Y.; Salahuddin, T.; Hussian, Arif.

2018-03-01

The present analysis is devoted to explore the computational solution of the problem addressing the variable viscosity and inclined Lorentz force effects on Williamson nanofluid over a stretching sheet. Variable viscosity is assumed to vary as a linear function of temperature. The basic mathematical modelled problem i.e. system of PDE's is converted nonlinear into ODE's via applying suitable transformations. Computational solutions of the problem is also achieved via efficient numerical technique shooting. Characteristics of controlling parameters i.e. stretching index, inclined angle, Hartmann number, Weissenberg number, variable viscosity parameter, mixed convention parameter, Brownian motion parameter, Prandtl number, Lewis number, thermophoresis parameter and chemical reactive species on concentration, temperature and velocity gradient. Additionally, friction factor coefficient, Nusselt number and Sherwood number are describe with the help of graphics as well as tables verses flow controlling parameters.

Mathematical interpretation of Brownian motor model: Limit cycles and directed transport phenomena

NASA Astrophysics Data System (ADS)

Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

2018-03-01

In this article, we first suggest that the attractor of Brownian motor model is one of the reasons for the directed transport phenomenon of Brownian particle. We take the classical Smoluchowski-Feynman (SF) ratchet model as an example to investigate the relationship between limit cycles and directed transport phenomenon of the Brownian particle. We study the existence and variation rule of limit cycles of SF ratchet model at changing parameters through mathematical methods. The influences of these parameters on the directed transport phenomenon of a Brownian particle are then analyzed through numerical simulations. Reasonable mathematical explanations for the directed transport phenomenon of Brownian particle in SF ratchet model are also formulated on the basis of the existence and variation rule of the limit cycles and numerical simulations. These mathematical explanations provide a theoretical basis for applying these theories in physics, biology, chemistry, and engineering.

Stable Lévy motion with inverse Gaussian subordinator

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

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

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2017-10-03

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

Turning Passive Brownian Motion Into Active Motion

NASA Astrophysics Data System (ADS)

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

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

Computations for nanofluid flow near a stretchable rotating disk with axial magnetic field and convective conditions

NASA Astrophysics Data System (ADS)

Mushtaq, A.; Mustafa, M.

In this paper, the classical Von Kármán problem of infinite disk is extended when an electrically conducting nanofluid fills the space above the rotating disk which also stretches uniformly in the radial direction. Buongiorno model is considered in order to incorporate the novel Brownian motion and thermophoresis effects. Heat transport mechanism is modeled through more practically feasible convective conditions while Neumann type condition for nanoparticle concentration is adopted. Modified Von Kármán transformations are utilized to obtain self-similar differential system which is treated through a numerical method. Stretching phenomenon yields an additional parameter c which compares the stretch rate with the swirl rate. The effect of parameter c is to reduce the temperature and nanoparticle concentration profiles. Torque required to main steady rotation of the disk increases for increasing values of c while an improvement in cooling rate is anticipated in case of radial stretching, which is important in engineering processes. Brownian diffusion does not influence the heat flux from the stretching wall. Moreover, the wall heat flux has the maximum value for the situation in which thermoporetic force is absent.

Non-cooperative Brownian donkeys: A solvable 1D model

NASA Astrophysics Data System (ADS)

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

2003-12-01

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

Brownian movement and microscopic irreversibility

NASA Astrophysics Data System (ADS)

Gordon, L. G. M.

1981-02-01

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

The Diffusion Process in Small Particles and Brownian Motion

NASA Astrophysics Data System (ADS)

Khoshnevisan, M.

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

Parsing anomalous versus normal diffusive behavior of bedload sediment particles

USGS Publications Warehouse

Fathel, Siobhan; Furbish, David; Schmeeckle, Mark

2016-01-01

Bedload sediment transport is the basic physical ingredient of river evolution. Formulae exist for estimating transport rates, but the diffusive contribution to the sediment flux, and the associated spreading rate of tracer particles, are not clearly understood. The start-and-stop motions of sediment particles transported as bedload on a streambed mimic aspects of the Einstein–Smoluchowski description of the random-walk motions of Brownian particles. Using this touchstone description, recent work suggests the presence of anomalous diffusion, where the particle spreading rate differs from the linear dependence with time of Brownian behavior. We demonstrate that conventional measures of particle spreading reveal different attributes of bedload particle behavior depending on details of the calculation. When we view particle motions over start-and-stop timescales obtained from high-speed (250 Hz) imaging of coarse-sand particles, high-resolution measurements reveal ballistic-like behavior at the shortest (10−2 s) timescale, followed by apparent anomalous behavior due to correlated random walks in transition to normal diffusion (>10−1 s) – similar to Brownian particle behavior but involving distinctly different physics. However, when treated as a ‘virtual plume’ over this timescale range, particles exhibit inhomogeneous diffusive behavior because both the mean and the variance of particle travel distances increase nonlinearly with increasing travel times, a behavior that is unrelated to anomalous diffusion or to Brownian-like behavior. Our results indicate that care is needed in suggesting anomalous behavior when appealing to conventional measures of diffusion formulated for ideal particle systems.

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.

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.

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

NASA Astrophysics Data System (ADS)

Lopes, Artur O.

1989-09-01

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

Diffusion limit of Lévy-Lorentz gas is Brownian motion

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Szczotka, Wladyslaw

2018-07-01

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

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

PubMed

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

2015-02-01

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

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

PubMed

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

2017-02-01

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

Nonequilibrium Brownian motion beyond the effective temperature.

PubMed

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

2014-01-01

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

Single-molecule dynamics in nanofabricated traps

NASA Astrophysics Data System (ADS)

Cohen, Adam

2009-03-01

The Anti-Brownian Electrokinetic trap (ABEL trap) provides a means to immobilize a single fluorescent molecule in solution, without surface attachment chemistry. The ABEL trap works by tracking the Brownian motion of a single molecule, and applying feedback electric fields to induce an electrokinetic motion that approximately cancels the Brownian motion. We present a new design for the ABEL trap that allows smaller molecules to be trapped and more information to be extracted from the dynamics of a single molecule than was previously possible. In particular, we present strategies for extracting dynamically fluctuating mobilities and diffusion coefficients, as a means to probe dynamic changes in molecular charge and shape. If one trapped molecule is good, many trapped molecules are better. An array of single molecules in solution, each immobilized without surface attachment chemistry, provides an ideal test-bed for single-molecule analyses of intramolecular dynamics and intermolecular interactions. We present a technology for creating such an array, using a fused silica plate with nanofabricated dimples and a removable cover for sealing single molecules within the dimples. With this device one can watch the shape fluctuations of single molecules of DNA or study cooperative interactions in weakly associating protein complexes.

Brownian motion and thermophoresis effects on Peristaltic slip flow of a MHD nanofluid in a symmetric/asymmetric channel

NASA Astrophysics Data System (ADS)

Sucharitha, G.; Sreenadh, S.; Lakshminarayana, P.; Sushma, K.

2017-11-01

The slip and heat transfer effects on MHD peristaltic transport of a nanofluid in a non-uniform symmetric/asymmetric channel have studied under the assumptions of elongated wave length and negligible Reynolds number. From the simplified governing equations, the closed form solutions for velocity, stream function, temperature and concentrations are obtained. Also dual solutions are discussed for symmetric and asymmetric channel cases. The effects of important physical parameters are explained graphically. The slip parameter decreases the fluid velocity in middle of the channel whereas it increases the velocity at the channel walls. Temperature and concentration are decreasing and increasing functions of radiation parameter respectively. Moreover, velocity, temperature and concentrations are high in symmetric channel when compared with asymmetric channel.

Orientation of chain molecules in ionotropic gels: a Brownian dynamics model

NASA Astrophysics Data System (ADS)

Woelki, Stefan; Kohler, Hans-Helmut

2003-09-01

As is known from birefringence measurements, polysaccharide molecules of ionotropic gels are preferentially orientated normal to the direction of gel growth. In this paper the orientation effect is investigated by means of an off-lattice Brownian dynamics model simulating the gel formation process. The model describes the integration of a single coarse grained phantom chain into the growing gel. The equations of motion of the chain are derived. The computer simulations show that, during the process of integration, the chain is contracting normal to the direction of gel growth. A scaling relation is obtained for the degree of contraction as a function of the length parameters of the chain, the velocity of the gel formation front and the rate constant of the crosslinking reaction. It is shown that the scaling relation, if applied to the example of ionotropic copper alginate gel, leads to reasonable predictions of the time course of the degree of contraction of the alginate chains.

The Fluctuation-Dissipation Theorem of Colloidal Particle's energy on 2D Periodic Substrates: A Monte Carlo Study of thermal noise-like fluctuation and diffusion like Brownian motion

NASA Astrophysics Data System (ADS)

Najafi, Amin

2014-05-01

Using the Monte Carlo simulations, we have calculated mean-square fluctuations in statistical mechanics, such as those for colloids energy configuration are set on square 2D periodic substrates interacting via a long range screened Coulomb potential on any specific and fixed substrate. Random fluctuations with small deviations from the state of thermodynamic equilibrium arise from the granular structure of them and appear as thermal diffusion with Gaussian distribution structure as well. The variations are showing linear form of the Fluctuation-Dissipation Theorem on the energy of particles constitutive a canonical ensemble with continuous diffusion process of colloidal particle systems. The noise-like variation of the energy per particle and the order parameter versus the Brownian displacement of sum of large number of random steps of particles at low temperatures phase are presenting a markovian process on colloidal particles configuration, too.

Steady states of OQBM: Central Limit Theorem, Gaussian and non-Gaussian behavior

NASA Astrophysics Data System (ADS)

Petruccione, Francesco; Sinayskiy, Ilya

Open Quantum Brownian Motion (OQBM) describes a Brownian particle with an additional internal quantum degree of freedom. Originally, it was introduced as a scaling limit of Open Quantum Walks (OQWs). Recently, it was noted, that for the model of free OQBM with a two-level system as an internal degree of freedom and decoherent coupling to a dissipative environment, one could use weak external driving of the internal degree of freedom to manipulate the steady-state position of the walker. This observation establishes a useful connection between controllable parameters of the OQBM, e.g. driving strengths and magnitude of detuning, and its steady state properties. Although OQWs satisfy a central limit theorem (CLT), it is known, that OQBM, in general, does not. The aim of this work is to derive steady states for some particular OQBMs and observe possible transitions from Gaussian to non-Gaussian behavior depending on the choice of quantum coin and as a function of diffusion coefficient and dissipation strength.

Darcy-Forchheimer flow of Maxwell nanofluid flow with nonlinear thermal radiation and activation energy

NASA Astrophysics Data System (ADS)

Sajid, T.; Sagheer, M.; Hussain, S.; Bilal, M.

2018-03-01

The present article is about the study of Darcy-Forchheimer flow of Maxwell nanofluid over a linear stretching surface. Effects like variable thermal conductivity, activation energy, nonlinear thermal radiation is also incorporated for the analysis of heat and mass transfer. The governing nonlinear partial differential equations (PDEs) with convective boundary conditions are first converted into the nonlinear ordinary differential equations (ODEs) with the help of similarity transformation, and then the resulting nonlinear ODEs are solved with the help of shooting method and MATLAB built-in bvp4c solver. The impact of different physical parameters like Brownian motion, thermophoresis parameter, Reynolds number, magnetic parameter, nonlinear radiative heat flux, Prandtl number, Lewis number, reaction rate constant, activation energy and Biot number on Nusselt number, velocity, temperature and concentration profile has been discussed. It is viewed that both thermophoresis parameter and activation energy parameter has ascending effect on the concentration profile.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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.

Thermodynamic laws and equipartition theorem in relativistic Brownian motion.

PubMed

Koide, T; Kodama, T

2011-06-01

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

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

NASA Astrophysics Data System (ADS)

Bhattacharyay, A.

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

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

NASA Astrophysics Data System (ADS)

Palanisamy, Duraivelan; den Otter, Wouter K.

2018-05-01

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

Species and Scale Dependence of Bacterial Motion Dynamics

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Numerical Simulation for Magneto Nanofluid Flow Through a Porous Space with Melting Heat Transfer

NASA Astrophysics Data System (ADS)

Hayat, T.; Shah, Faisal; Alsaedi, A.; Waqas, M.

2018-02-01

Melting heat transfer and non-Darcy porous medium effects in MHD stagnation point flow toward a stretching surface of variable thickness are addressed. Brownian motion and thermophoresis in nanofluid modeling are retained. Zero mass flux condition for concentration at surface is imposed. The problem of ordinary differential system are analyzed numerically through shooting technique. Graphically results of various physical variables on the velocity, temperature and concentration are studied. Skin friction coefficient local Nusselt number and Sherwood number are also addressed through tabulated values. The results described here illustrate that the velocity field is higher via larger melting parameter. However reverse situation is examined for Hartman number. Moreover the influence of thermophoresis parameter on temperature and concentration is noted similar.

Temporal correlations in the Vicsek model with vectorial noise

NASA Astrophysics Data System (ADS)

Gulich, Damián; Baglietto, Gabriel; Rozenfeld, Alejandro F.

2018-07-01

We study the temporal correlations in the evolution of the order parameter ϕ(t) for the Vicsek model with vectorial noise by estimating its Hurst exponent H with detrended fluctuation analysis (DFA). We present results on this parameter as a function of noise amplitude η introduced in simulations. We also compare with well known order-disorder phase transition for that same noise range. We find that - regardless of detrending degree - H spikes at the known coexistence noise for phase transition, and that this is due to nonstationarities introduced by the transit of the system between two well defined states with lower exponents. We statistically support this claim by successfully synthesizing equivalent cases derived from a transformed fractional Brownian motion (TfBm).

Simulation on Natural Convection of a Nanofluid along an Isothermal Inclined Plate

NASA Astrophysics Data System (ADS)

Mitra, Asish

2017-08-01

A numerical algorithm is presented for studying laminar natural convection flow of a nanofluid along an isothermal inclined plate. By means of similarity transformation, the original nonlinear partial differential equations of flow are transformed to a set of nonlinear ordinary differential equations. Subsequently they are reduced to a first order system and integrated using Newton Raphson and adaptive Runge-Kutta methods. The computer codes are developed for this numerical analysis in Matlab environment. Dimensionless velocity, temperature profiles and nanoparticle concentration for various angles of inclination are illustrated graphically. The effects of Prandtl number, Brownian motion parameter and thermophoresis parameter on Nusselt number are also discussed. The results of the present simulation are then compared with previous one available in literature with good agreement.

Numerical Simulation for Magneto Nanofluid Flow Through a Porous Space with Melting Heat Transfer

NASA Astrophysics Data System (ADS)

Hayat, T.; Shah, Faisal; Alsaedi, A.; Waqas, M.

2018-05-01

Melting heat transfer and non-Darcy porous medium effects in MHD stagnation point flow toward a stretching surface of variable thickness are addressed. Brownian motion and thermophoresis in nanofluid modeling are retained. Zero mass flux condition for concentration at surface is imposed. The problem of ordinary differential system are analyzed numerically through shooting technique. Graphically results of various physical variables on the velocity, temperature and concentration are studied. Skin friction coefficient local Nusselt number and Sherwood number are also addressed through tabulated values. The results described here illustrate that the velocity field is higher via larger melting parameter. However reverse situation is examined for Hartman number. Moreover the influence of thermophoresis parameter on temperature and concentration is noted similar.

Theory and Applications of Random Fields.

DTIC Science & Technology

1986-11-01

sheet, the natural generalisation to Rk, k>l, of the Brownian motion on the line. Good, general, asymptotic bounds are, however, now known. For...research described, as well as a list of conferences attended and visits made to American universities under the auspices and financing of the grant...some even more complex space. There, very little is known, even if one restricts attention to supposedly simple fields, such as the so called Brownian

Meandering Brownian Donkeys

NASA Astrophysics Data System (ADS)

Eichhorn, R.; Reimann, P.

2004-04-01

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

Brownian 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.

Random functions via Dyson Brownian Motion: progress and problems

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

Wang, Gaoyuan; Battefeld, Thorsten

2016-09-05

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

Parallel Molecular Distributed Detection With Brownian Motion.

PubMed

Rogers, Uri; Koh, Min-Sung

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

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

NASA Astrophysics Data System (ADS)

Liang, Song

2018-01-01

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

Diffusion in different models of active Brownian motion

NASA Astrophysics Data System (ADS)

Lindner, B.; Nicola, E. M.

2008-04-01

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

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

PubMed

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

2016-11-01

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

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

PubMed Central

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

2016-01-01

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

Slow kinetics of Brownian maxima.

PubMed

Ben-Naim, E; Krapivsky, P L

2014-07-18

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

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

PubMed

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

2018-05-09

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

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

PubMed

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

2018-03-30

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Free Convection Nanofluid Flow in the Stagnation-Point Region of a Three-Dimensional Body

PubMed Central

Farooq, Umer

2014-01-01

Analytical results are presented for a steady three-dimensional free convection flow in the stagnation point region over a general curved isothermal surface placed in a nanofluid. The momentum equations in x- and y-directions, energy balance equation, and nanoparticle concentration equation are reduced to a set of four fully coupled nonlinear differential equations under appropriate similarity transformations. The well known technique optimal homotopy analysis method (OHAM) is used to obtain the exact solution explicitly, whose convergence is then checked in detail. Besides, the effects of the physical parameters, such as the Lewis number, the Brownian motion parameter, the thermophoresis parameter, and the buoyancy ratio on the profiles of velocities, temperature, and concentration, are studied and discussed. Furthermore the local skin friction coefficients in x- and y-directions, the local Nusselt number, and the local Sherwood number are examined for various values of the physical parameters. PMID:25114954

Myosin V is a biological Brownian machine.

PubMed

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

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

Myosin V is a biological Brownian machine

PubMed Central

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

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

Transport driven by biharmonic forces: impact of correlated thermal noise.

PubMed

Machura, L; Łuczka, J

2010-09-01

We study an inertial brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The brownian motion is described in terms of a generalized Langevin equation with an exponentially correlated gaussian noise term, obeying the fluctuation-dissipation theorem. We analyze impact of nonzero correlation time of thermal noise on transport properties of the brownian particle. We identify regimes where the increase of the correlation time intensifies long-time transport of the brownian particle. The opposite effect is also found: longer correlation time reduces the stationary velocity of the particle. The correlation time induced multiple current reversal is detected. We reveal that thermal noise of nonzero correlation time can radically enhance long-time velocity of the brownian particle in regimes where in the white noise limit the velocity is extremely small. All transport properties can be tested in the setup consisting of a resistively and capacitively shunted Josephson junction device.

Mixed convection flow of a nanofluid containing gyrotactic microorganisms over a stretching/shrinking sheet in the presence of magnetic field

NASA Astrophysics Data System (ADS)

Aman, Fazlina; Mohamad Khazim, Wan Nor Hafizah Wan; Mansur, Syahira

2017-09-01

Interaction of motile microorganisms and nanoparticles along with buoyancy forces will produce nanofluid bioconvection. Bioconvection happened because of the microorganisms are imposed into the nanofluid to stabilize the nanoparticles to suspend. In this paper, we investigated the problem of mixed convection flow of a nanofluid combined with gyrotactic microorganisms over a stretching/shrinking sheet under the influence of magnetic field. The nonlinear partial differential equations are transformed into a set of five similarities nonlinear ordinary differential equations by using similarity transformation, before being solved numerically. Some of the governing parameters involve in this problem are magnetic parameter, stretching/shrinking parameter, Brownian motion parameter, thermophoresis parameter and Prandtl number. Using tables and graphs, the consequences of numerous parameters on the flow and heat transfer features are examined and discussed. The results indicate that the skin friction coefficient, local Nusselt number, local Sherwood number and local density of the motile microorganisms are strongly affected by the governing parameters.

Hydromagnetic couple-stress nanofluid flow over a moving convective wall: OHAM analysis

NASA Astrophysics Data System (ADS)

Awais, M.; Saleem, S.; Hayat, T.; Irum, S.

2016-12-01

This communication presents the magnetohydrodynamics (MHD) flow of a couple-stress nanofluid over a convective moving wall. The flow dynamics are analyzed in the boundary layer region. Convective cooling phenomenon combined with thermophoresis and Brownian motion effects has been discussed. Similarity transforms are utilized to convert the system of partial differential equations into coupled non-linear ordinary differential equation. Optimal homotopy analysis method (OHAM) is utilized and the concept of minimization is employed by defining the average squared residual errors. Effects of couple-stress parameter, convective cooling process parameter and energy enhancement parameters are displayed via graphs and discussed in detail. Various tables are also constructed to present the error analysis and a comparison of obtained results with the already published data. Stream lines are plotted showing a difference of Newtonian fluid model and couplestress fluid model.

Volatility smile as relativistic effect

NASA Astrophysics Data System (ADS)

Kakushadze, Zura

2017-06-01

We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution (1) is properly normalized and (2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a 1-constant-parameter extension of the Black-Scholes-Merton model. The new parameter is the analog of the speed of light in Special Relativity. However, in the financial context there is no ;speed limit; and the new parameter has the meaning of a characteristic diffusion speed at which relativistic effects become important and lead to a much softer asymptotic behavior, i.e., fat tails, giving rise to volatility smiles. We argue that a nonlocal stochastic description of such (Lévy) processes is inadequate and discuss a local description from physics. The presentation is intended to be pedagogical.

Neutral biogeography and the evolution of climatic niches.

PubMed

Boucher, Florian C; Thuiller, Wilfried; Davies, T Jonathan; Lavergne, Sébastien

2014-05-01

Recent debate on whether climatic niches are conserved through time has focused on how phylogenetic niche conservatism can be measured by deviations from a Brownian motion model of evolutionary change. However, there has been no evaluation of this methodological approach. In particular, the fact that climatic niches are usually obtained from distribution data and are thus heavily influenced by biogeographic factors has largely been overlooked. Our main objective here was to test whether patterns of climatic niche evolution that are frequently observed might arise from neutral dynamics rather than from adaptive scenarios. We developed a model inspired by neutral biodiversity theory, where individuals disperse, compete, and undergo speciation independently of climate. We then sampled the climatic niches of species according to their geographic position and showed that even when species evolve independently of climate, their niches can nonetheless exhibit evolutionary patterns strongly differing from Brownian motion. Indeed, climatic niche evolution is better captured by a model of punctuated evolution with constraints due to landscape boundaries, two features that are traditionally interpreted as evidence for selective processes acting on the niche. We therefore suggest that deviation from Brownian motion alone should not be used as evidence for phylogenetic niche conservatism but that information on phenotypic traits directly linked to physiology is required to demonstrate that climatic niches have been conserved through time.

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

Neutral biogeography and the evolution of climatic niches

PubMed Central

Boucher, Florian C.; Thuiller, Wilfried; Davies, T. Jonathan; Lavergne, Sébastien

2014-01-01

Recent debate on whether climatic niches are conserved through time has focused on how phylogenetic niche conservatism can be measured by deviations from a Brownian motion model of evolutionary change. However, there has been no evaluation of this methodological approach. In particular, the fact that climatic niches are usually obtained from distribution data and are thus heavily influenced by biogeographic factors has largely been overlooked. Our main objective here was to test whether patterns of climatic niche evolution that are frequently observed might arise from neutral dynamics rather than adaptive scenarios. We develop a model inspired by Neutral Biodiversity Theory, where individuals disperse, compete, and undergo speciation independently of climate. We then sample the climatic niches of species according to their geographic position and show that even when species evolved independently of climate, their niches can nonetheless exhibit evolutionary patterns strongly differing from Brownian motion. Indeed, climatic niche evolution is better captured by a model of punctuated evolution with constraints due to landscape boundaries, two features that are traditionally interpreted as evidence for selective processes acting on the niche. We therefore suggest that deviation from Brownian motion alone should not be used as evidence for phylogenetic niche conservatism, but that information on phenotypic traits directly linked to physiology is required to demonstrate that climatic niches have been conserved through time. PMID:24739191

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

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

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

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

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…

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

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

Perpetual Motion with Maxwell's Demon

NASA Astrophysics Data System (ADS)

Gordon, Lyndsay G. M.

2002-11-01

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

Thermal noise in aqueous quadrupole micro- and nano-traps

DOE PAGES

Park, Jae; Krstić, Predrag S.

2012-02-27

Recent simulations and experiments with aqueous quadrupole micro-traps have confirmed a possibility for control and localization of motion of a charged particle in a water environment, also predicting a possibility of further reduction of the trap size to tens of nano-meters for trapping charged bio-molecules and DNA segments. We study the random thermal noise due to Brownian motion in water which significantly influences the trapping of particles in an aqueous environment. We derive the exact, closed-form expressions for the thermal fluctuations of position and velocity of a trapped particle and thoroughly examine the properties of the rms for the fluctuationsmore » as functions of the system parameters and time. The instantaneous signal transferring mechanism between the velocity and position fluctuations could not be achieved in the previous phase-average approaches.« less

Motion-based threat detection using microrods: experiments and numerical simulations.

PubMed

Ezhilan, Barath; Gao, Wei; Pei, Allen; Rozen, Isaac; Dong, Renfeng; Jurado-Sanchez, Beatriz; Wang, Joseph; Saintillan, David

2015-05-07

Motion-based chemical sensing using microscale particles has attracted considerable recent attention. In this paper, we report on new experiments and Brownian dynamics simulations that cast light on the dynamics of both passive and active microrods (gold wires and gold-platinum micromotors) in a silver ion gradient. We demonstrate that such microrods can be used for threat detection in the form of a silver ion source, allowing for the determination of both the location of the source and concentration of silver. This threat detection strategy relies on the diffusiophoretic motion of both passive and active microrods in the ionic gradient and on the speed acceleration of the Au-Pt micromotors in the presence of silver ions. A Langevin model describing the microrod dynamics and accounting for all of these effects is presented, and key model parameters are extracted from the experimental data, thereby providing a reliable estimate for the full spatiotemporal distribution of the silver ions in the vicinity of the source.

A Monte Carlo Simulation of Brownian Motion in the Freshman Laboratory

ERIC Educational Resources Information Center

Anger, C. D.; Prescott, J. R.

1970-01-01

Describes a dry- lab" experiment for the college freshman laboratory, in which the essential features of Browian motion are given principles, using the Monte Carlo technique. Calculations principles, using the Monte Carlo technique. Calculations are carried out by a computation sheme based on computer language. Bibliography. (LC)

Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market

NASA Astrophysics Data System (ADS)

Kuroda, Koji; Maskawa, Jun-ichi; Murai, Joshin

2013-08-01

Empirical studies of the high frequency data in stock markets show that the time series of trade signs or signed volumes has a long memory property. In this paper, we present a discrete time stochastic process for polymer model which describes trader's trading strategy, and show that a scale limit of the process converges to superposition of fractional Brownian motions with Hurst exponents and Brownian motion, provided that the index γ of the time scale about the trader's investment strategy coincides with the index δ of the interaction range in the discrete time process. The main tool for the investigation is the method of cluster expansion developed in the mathematical study of statistical mechanics.

Anomalous volatility scaling in high frequency financial data

NASA Astrophysics Data System (ADS)

Nava, Noemi; Di Matteo, T.; Aste, Tomaso

2016-04-01

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set of cyclical components at different time-scales. By applying the EMD to fBm, we retrieve a scaling law that relates the variance of the components to a power law of the oscillating period. In contrast, when analysing 22 different stock market indices, we observe deviations from the fBm and Brownian motion scaling behaviour. We discuss and quantify these deviations, associating them to the characteristics of financial markets, with larger deviations corresponding to less developed markets.

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.

Asymmetric skew Bessel processes and their applications to finance

NASA Astrophysics Data System (ADS)

Decamps, Marc; Goovaerts, Marc; Schoutens, Wim

2006-02-01

In this paper, we extend the Harrison and Shepp's construction of the skew Brownian motion (1981) and we obtain a diffusion similar to the two-dimensional Bessel process with speed and scale densities discontinuous at one point. Natural generalizations to multi-dimensional and fractional order Bessel processes are then discussed as well as invariance properties. We call this family of diffusions asymmetric skew Bessel processes in opposition to skew Bessel processes as defined in Barlow et al. [On Walsh's Brownian motions, Seminaire de Probabilities XXIII, Lecture Notes in Mathematics, vol. 1372, Springer, Berlin, New York, 1989, pp. 275-293]. We present factorizations involving (asymmetric skew) Bessel processes with random time. Finally, applications to the valuation of perpetuities and Asian options are proposed.

Time since maximum of Brownian motion and asymmetric Lévy processes

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

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

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

Active particles in complex and crowded environments

DOE PAGES

Bechinger, Clemens; Di Leonardo, Roberto; Löwen, Hartmut; ...

2016-11-23

Differently from passive Brownian particles, active particles, also known as self-propelled Brownian particles or microswimmers and nanoswimmers, are capable of taking up energy from their environment and converting it into directed motion. Because of this constant flow of energy, their behavior can be explained and understood only within the framework of nonequilibrium physics. In the biological realm, many cells perform directed motion, for example, as a way to browse for nutrients or to avoid toxins. Inspired by these motile microorganisms, researchers have been developing artificial particles that feature similar swimming behaviors based on different mechanisms. These man-made micromachines and nanomachinesmore » hold a great potential as autonomous agents for health care, sustainability, and security applications. Finally, with a focus on the basic physical features of the interactions of self-propelled Brownian particles with a crowded and complex environment, this comprehensive review will provide a guided tour through its basic principles, the development of artificial self-propelling microparticles and nanoparticles, and their application to the study of nonequilibrium phenomena, as well as the open challenges that the field is currently facing.« less

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

PubMed Central

2012-01-01

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

Black-Scholes model under subordination

NASA Astrophysics Data System (ADS)

Stanislavsky, A. A.

2003-02-01

In this paper, we consider a new mathematical extension of the Black-Scholes (BS) model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the directing process is inverse to the totally skewed, strictly α-stable process. The subordinated process represents the Brownian motion indexed by an independent, continuous and increasing process. This allows us to introduce the long-term memory effects in the classical BS model.

Brownian relaxation of an inelastic sphere in air

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

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

2016-06-15

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

Relation between cooperative molecular motors and active Brownian particles.

PubMed

Touya, Clément; Schwalger, Tilo; Lindner, Benjamin

2011-05-01

Active Brownian particles (ABPs), obeying a nonlinear Langevin equation with speed-dependent drift and noise amplitude, are well-known models used to describe self-propelled motion in biology. In this paper we study a model describing the stochastic dynamics of a group of coupled molecular motors (CMMs). Using two independent numerical methods, one based on the stationary velocity distribution of the motors and the other one on the local increments (also known as the Kramers-Moyal coefficients) of the velocity, we establish a connection between the CMM and the ABP models. The parameters extracted for the ABP via the two methods show good agreement for both symmetric and asymmetric cases and are independent of N, the number of motors, provided that N is not too small. This indicates that one can indeed describe the CMM problem with a simpler ABP model. However, the power spectrum of velocity fluctuations in the CMM model reveals a peak at a finite frequency, a peak which is absent in the velocity spectrum of the ABP model. This implies richer dynamic features of the CMM model which cannot be captured by an ABP model.

Relation between cooperative molecular motors and active Brownian particles

NASA Astrophysics Data System (ADS)

Touya, Clément; Schwalger, Tilo; Lindner, Benjamin

2011-05-01

Active Brownian particles (ABPs), obeying a nonlinear Langevin equation with speed-dependent drift and noise amplitude, are well-known models used to describe self-propelled motion in biology. In this paper we study a model describing the stochastic dynamics of a group of coupled molecular motors (CMMs). Using two independent numerical methods, one based on the stationary velocity distribution of the motors and the other one on the local increments (also known as the Kramers-Moyal coefficients) of the velocity, we establish a connection between the CMM and the ABP models. The parameters extracted for the ABP via the two methods show good agreement for both symmetric and asymmetric cases and are independent of N, the number of motors, provided that N is not too small. This indicates that one can indeed describe the CMM problem with a simpler ABP model. However, the power spectrum of velocity fluctuations in the CMM model reveals a peak at a finite frequency, a peak which is absent in the velocity spectrum of the ABP model. This implies richer dynamic features of the CMM model which cannot be captured by an ABP model.

Learning to wait: A laboratory investigation

USGS Publications Warehouse

Oprea, R.; Friedman, D.; Anderson, S.T.

2009-01-01

Human subjects decide when to sink a fixed cost C to seize an irreversible investment opportunity whose value V is governed by Brownian motion. The optimal policy is to invest when V first crosses a threshold V* = (1 + w*) C, where the wait option premium w* depends on drift, volatility, and expiration hazard parameters. Subjects in the Low w* treatment on average invest at values quite close to optimum. Subjects in the two Medium and the High w* treatments invested at values below optimum, but with the predicted ordering, and values approached the optimum by the last block of 20 periods. ?? 2009 The Review of Economic Studies Limited.

Numerical study for Darcy-Forchheimer flow of nanofluid due to an exponentially stretching curved surface

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Haider, Farwa; Muhammad, Taseer; Alsaedi, Ahmed

2018-03-01

Here Darcy-Forchheimer flow of viscous nanofluid with Brownian motion and thermophoresis is addressed. An incompressible viscous liquid saturates the porous space through Darcy-Forchheimer relation. Flow is generated by an exponentially stretching curved surface. System of partial differential equations is converted into ordinary differential system. Nonlinear systems are solved numerically by NDSolve technique. Graphs are plotted for the outcomes of various pertinent variables. Skin friction coefficient and local Nusselt and Sherwood numbers have been physically interpreted. Our results indicate that the local Nusselt and Sherwood numbers are reduced for larger values of local porosity parameter and Forchheimer number.

Hall effects on peristalsis of boron nitride-ethylene glycol nanofluid with temperature dependent thermal conductivity

NASA Astrophysics Data System (ADS)

Abbasi, F. M.; Gul, Maimoona; Shehzad, S. A.

2018-05-01

Current study provides a comprehensive numerical investigation of the peristaltic transport of boron nitride-ethylene glycol nanofluid through a symmetric channel in presence of magnetic field. Significant effects of Brownian motion and thermophoresis have been included in the energy equation. Hall and Ohmic heating effects are also taken into consideration. Resulting system of non-linear equations is solved numerically using NDSolve in Mathematica. Expressions for velocity, temperature, concentration and streamlines are derived and plotted under the assumption of long wavelength and low Reynolds number. Influence of various parameters on heat and mass transfer rates have been discussed with the help of bar charts.

Irreversible Brownian Heat Engine

NASA Astrophysics Data System (ADS)

Taye, Mesfin Asfaw

2017-10-01

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

Physiological breakdown of Jeffrey six constant nanofluid flow in an endoscope with nonuniform wall

NASA Astrophysics Data System (ADS)

Nadeem, S.; Shaheen, A.; Hussain, S.

2015-12-01

This paper analyse the endoscopic effects of peristaltic nanofluid flow of Jeffrey six-constant fluid model in the presence of magnetohydrodynamics flow. The current problem is modeled in the cylindrical coordinate system and exact solutions are managed (where possible) under low Reynolds number and long wave length approximation. The influence of emerging parameters on temperature and velocity profile are discussed graphically. The velocity equation is solved analytically by utilizing the homotopy perturbation technique strongly, while the exact solutions are computed from temperature equation. The obtained expressions for velocity , concentration and temperature is sketched during graphs and the collision of assorted parameters is evaluate for transform peristaltic waves. The solution depend on thermophoresis number Nt, local nanoparticles Grashof number Gr, and Brownian motion number Nb. The obtained expressions for the velocity, temperature, and nanoparticles concentration profiles are plotted and the impact of various physical parameters are investigated for different peristaltic waves.

The flow of magnetohydrodynamic Maxwell nanofluid over a cylinder with Cattaneo-Christov heat flux model

NASA Astrophysics Data System (ADS)

Raju, C. S. K.; Sanjeevi, P.; Raju, M. C.; Ibrahim, S. M.; Lorenzini, G.; Lorenzini, E.

2017-11-01

A theoretical analysis is performed for studying the flow and heat and mass transfer characteristics of Maxwell fluid over a cylinder with Cattaneo-Christov and non-uniform heat source/sink. The Brownian motion and thermophoresis parameters also considered into account. Numerical solutions are carried out by using Runge-Kutta-based shooting technique. The effects of various governing parameters on the flow and temperature profiles are demonstrated graphically. We also computed the friction factor coefficient, local Nusselt and Sherwood numbers for the permeable and impermeable flow over a cylinder cases. It is found that the rising values of Biot number, non-uniform heat source/sink and thermophoresis parameters reduce the rate of heat transfer. It is also found that the friction factor coefficient is high in impermeable flow over a cylinder case when compared with the permeable flow over a cylinder case.

Intercellular signaling through secreted proteins induces free-energy gradient-directed cell movement.

PubMed

Kravchenko-Balasha, Nataly; Shin, Young Shik; Sutherland, Alex; Levine, R D; Heath, James R

2016-05-17

Controlling cell migration is important in tissue engineering and medicine. Cell motility depends on factors such as nutrient concentration gradients and soluble factor signaling. In particular, cell-cell signaling can depend on cell-cell separation distance and can influence cellular arrangements in bulk cultures. Here, we seek a physical-based approach, which identifies a potential governed by cell-cell signaling that induces a directed cell-cell motion. A single-cell barcode chip (SCBC) was used to experimentally interrogate secreted proteins in hundreds of isolated glioblastoma brain cancer cell pairs and to monitor their relative motions over time. We used these trajectories to identify a range of cell-cell separation distances where the signaling was most stable. We then used a thermodynamics-motivated analysis of secreted protein levels to characterize free-energy changes for different cell-cell distances. We show that glioblastoma cell-cell movement can be described as Brownian motion biased by cell-cell potential. To demonstrate that the free-energy potential as determined by the signaling is the driver of motion, we inhibited two proteins most involved in maintaining the free-energy gradient. Following inhibition, cell pairs showed an essentially random Brownian motion, similar to the case for untreated, isolated single cells.

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; And Others

1970-01-01

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

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; Lunacek, Joseph H.

1969-01-01

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

The evolution of screening.

PubMed

Gray, J A

2001-01-01

Botany is usually considered to be the gentlest of sciences with botanists being regarded as people who study relatively safe specimens, compared with, for example, anthropologists or microbiologists. However, botanists have their moments, particularly when collecting new species. The great botanists of the eighteenth and nineteenth centuries risked their lives in collecting and bringing back species, which we now take for granted, and Robert Brown was one of these adventurers, a young Scot who accompanied Sir Joseph Banks to New Holland. It was not, however, for his adventurous lifestyle that Brown is remembered but for his startling observation of the movements of pollen grains on a microscope slide. He noted that the pollen grains were in perpetual agitated motion, without purpose or direction but full of energy. This motion, called Brownian motion, arises from the movement of molecules, and Brownian motion is the term that has been applied to much of healthcare, including many screening programmes, which have in the past been marked more by the amount of energy and activity than by a clear sense of direction or positive achievement.

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.

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

PubMed

Moussavi-Baygi, R; Mofrad, M R K

2016-07-29

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

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

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

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

Persistence and Adaptation in Immunity: T Cells Balance the Extent and Thoroughness of Search

PubMed Central

Fricke, G. Matthew; Letendre, Kenneth A.; Moses, Melanie E.; Cannon, Judy L.

2016-01-01

Effective search strategies have evolved in many biological systems, including the immune system. T cells are key effectors of the immune response, required for clearance of pathogenic infection. T cell activation requires that T cells encounter antigen-bearing dendritic cells within lymph nodes, thus, T cell search patterns within lymph nodes may be a crucial determinant of how quickly a T cell immune response can be initiated. Previous work suggests that T cell motion in the lymph node is similar to a Brownian random walk, however, no detailed analysis has definitively shown whether T cell movement is consistent with Brownian motion. Here, we provide a precise description of T cell motility in lymph nodes and a computational model that demonstrates how motility impacts T cell search efficiency. We find that both Brownian and Lévy walks fail to capture the complexity of T cell motion. Instead, T cell movement is better described as a correlated random walk with a heavy-tailed distribution of step lengths. Using computer simulations, we identify three distinct factors that contribute to increasing T cell search efficiency: 1) a lognormal distribution of step lengths, 2) motion that is directionally persistent over short time scales, and 3) heterogeneity in movement patterns. Furthermore, we show that T cells move differently in specific frequently visited locations that we call “hotspots” within lymph nodes, suggesting that T cells change their movement in response to the lymph node environment. Our results show that like foraging animals, T cells adapt to environmental cues, suggesting that adaption is a fundamental feature of biological search. PMID:26990103

Transitions in a genetic transcriptional regulatory system under Lévy motion

PubMed Central

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

2016-01-01

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

Diffusion of massive particles around an Abelian-Higgs string

NASA Astrophysics Data System (ADS)

Saha, Abhisek; Sanyal, Soma

2018-03-01

We study the diffusion of massive particles in the space time of an Abelian Higgs string. The particles in the early universe plasma execute Brownian motion. This motion of the particles is modeled as a two dimensional random walk in the plane of the Abelian Higgs string. The particles move randomly in the space time of the string according to their geodesic equations. We observe that for certain values of their energy and angular momentum, an overdensity of particles is observed close to the string. We find that the string parameters determine the distribution of the particles. We make an estimate of the density fluctuation generated around the string as a function of the deficit angle. Though the thickness of the string is small, the length is large and the overdensity close to the string may have cosmological consequences in the early universe.

Diffusing diffusivity: Rotational diffusion in two and three dimensions

NASA Astrophysics Data System (ADS)

Jain, Rohit; Sebastian, K. L.

2017-06-01

We consider the problem of calculating the probability distribution function (pdf) of angular displacement for rotational diffusion in a crowded, rearranging medium. We use the diffusing diffusivity model and following our previous work on translational diffusion [R. Jain and K. L. Sebastian, J. Phys. Chem. B 120, 3988 (2016)], we show that the problem can be reduced to that of calculating the survival probability of a particle undergoing Brownian motion, in the presence of a sink. We use the approach to calculate the pdf for the rotational motion in two and three dimensions. We also propose new dimensionless, time dependent parameters, αr o t ,2 D and αr o t ,3 D, which can be used to analyze the experimental/simulation data to find the extent of deviation from the normal behavior, i.e., constant diffusivity, and obtain explicit analytical expressions for them, within our model.

Self-Consistent Simulation of the Brownian Stage of Dust Growth

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Optimal Control of a Brownian Storage System

DTIC Science & Technology

1976-09-01

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

Brownian excursions on combs

NASA Astrophysics Data System (ADS)

Dean, David S.; Jansons, Kalvis M.

1993-03-01

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

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

NASA Astrophysics Data System (ADS)

Zaourar, Naima; Hamoudi, Mohamed; Briqueu, Louis

2006-06-01

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

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

PubMed

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

2013-12-01

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

Universal portfolios generated by weakly stationary processes

NASA Astrophysics Data System (ADS)

Tan, Choon Peng; Pang, Sook Theng

2014-12-01

Recently, a universal portfolio generated by a set of independent Brownian motions where a finite number of past stock prices are weighted by the moments of the multivariate normal distribution is introduced and studied. The multivariate normal moments as polynomials in time consequently lead to a constant rebalanced portfolio depending on the drift coefficients of the Brownian motions. For a weakly stationary process, a different type of universal portfolio is proposed where the weights on the stock prices depend only on the time differences of the stock prices. An empirical study is conducted on the returns achieved by the universal portfolios generated by the Ornstein-Uhlenbeck process on selected stock-price data sets. Promising results are demonstrated for increasing the wealth of the investor by using the weakly-stationary-process-generated universal portfolios.

First-passage time of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-02-01

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

Brownian Motion with Active Fluctuations

NASA Astrophysics Data System (ADS)

Romanczuk, Pawel; Schimansky-Geier, Lutz

2011-06-01

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

Optimal dividends in the Brownian motion risk model with interest

NASA Astrophysics Data System (ADS)

Fang, Ying; Wu, Rong

2009-07-01

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

Differential dynamic microscopy to characterize Brownian motion and bacteria motility

NASA Astrophysics Data System (ADS)

Germain, David; Leocmach, Mathieu; Gibaud, Thomas

2016-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Communication: translational Brownian motion for particles of arbitrary shape.

PubMed

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

2012-02-21

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

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

PubMed

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

2015-09-01

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

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

Laser light scattering review

NASA Technical Reports Server (NTRS)

Schaetzel, Klaus

1989-01-01

Since the development of laser light sources and fast digital electronics for signal processing, the classical discipline of light scattering on liquid systems experienced a strong revival plus an enormous expansion, mainly due to new dynamic light scattering techniques. While a large number of liquid systems can be investigated, ranging from pure liquids to multicomponent microemulsions, this review is largely restricted to applications on Brownian particles, typically in the submicron range. Static light scattering, the careful recording of the angular dependence of scattered light, is a valuable tool for the analysis of particle size and shape, or of their spatial ordering due to mutual interactions. Dynamic techniques, most notably photon correlation spectroscopy, give direct access to particle motion. This may be Brownian motion, which allows the determination of particle size, or some collective motion, e.g., electrophoresis, which yields particle mobility data. Suitable optical systems as well as the necessary data processing schemes are presented in some detail. Special attention is devoted to topics of current interest, like correlation over very large lag time ranges or multiple scattering.

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

NASA Astrophysics Data System (ADS)

Lisý, Vladimír; Tóthová, Jana

2018-02-01

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

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

PubMed

Córdoba, Andrés

2018-04-19

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Multiple solutions in MHD flow and heat transfer of Sisko fluid containing nanoparticles migration with a convective boundary condition: Critical points

NASA Astrophysics Data System (ADS)

Dhanai, Ruchika; Rana, Puneet; Kumar, Lokendra

2016-05-01

The motivation behind the present analysis is to focus on magneto-hydrodynamic flow and heat transfer characteristics of non-Newtonian fluid (Sisko fluid) past a permeable nonlinear shrinking sheet utilizing nanoparticles involving convective boundary condition. The non-homogenous nanofluid transport model considering the effect of Brownian motion, thermophoresis, suction/injection and no nanoparticle flux at the sheet with convective boundary condition has been solved numerically by the RKF45 method with shooting technique. Critical points for various pertinent parameters are evaluated in this study. The dual solutions (both first and second solutions) are captured in certain range of material constant (nc< n < ∞) , mass transfer parameter (sc < s < ∞) and shrinking parameter (χc < χ < 0) . For both the branches (upper and lower branch), the rate of heat transfer is an increasing function of the power-law index, Prandtl number and Biot number, whereas it is a decreasing function of the material constant and thermophoresis parameter.

Rotating flow over a stretching sheet in nanofluid using Buongiorno model and thermophysical properties of nanoliquids

NASA Astrophysics Data System (ADS)

Bakar, Nor Ashikin Abu; Bachok, Norfifah; Arifin, Norihan Md.

2017-08-01

The boundary layer flow and heat transfer in rotating nanofluid over a stretching sheet using Buongiorno model and thermophysical properties of nanoliquids is studied. Four types of nanoparticles, namely silver (Ag), copper (Cu), alumina (Al2O3) and titania (TiO2) are used in our analysis with water as the base fluid (Prandtl number, Pr = 6.2). The nonlinear partial differential equations are transformed into ordinary differential equations by using the similarity transformation. The numerical solutions of these equation is obtained using shooting method in Maple software. The numerical results is concentrated on the effects of nanoparticle volume fraction φ, Brownian motion Nb, thermophoresis Nt, rotation Ω and suction S parameters on the skin friction coefficient and heat transfer rate. Dual solutions are observed in a certain range of the rotating parameter.

Effect of thermal radiation and suction on convective heat transfer of nanofluid along a wedge in the presence of heat generation/absorption

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

Kasmani, Ruhaila Md; Bhuvaneswari, M.; Sivasankaran, S.

2015-10-22

An analysis is presented to find the effects of thermal radiation and heat generation/absorption on convection heat transfer of nanofluid past a wedge in the presence of wall suction. The governing partial differential equations are transformed into a system of ordinary differential equations using similarity transformation. The resulting system is solved numerically using a fourth-order Runge–Kutta method with shooting technique. Numerical computations are carried out for different values of dimensionless parameters to predict the effects of wedge angle, thermophoresis, Brownian motion, heat generation/absorption, thermal radiation and suction. It is found that the temperature increases significantly when the value of themore » heat generation/absorption parameter increases. But the opposite observation is found for the effect of thermal radiation.« less

Noah, Joseph and Convex Hulls

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Chau, Y.; Chapman, S. C.

2010-12-01

The idea of describing animal movement by mathematical models based on diffusion and Brownian motion has a long heritage. It has thus been natural to account for those aspects of motion that depart from the Brownian by the use of models incorporating long memory & subdiffusion (“the Joseph effect”) and/or heavy tails & superdiffusion (“the Noah effect”). My own interest in this problem was originally from a geoscience perspective, and was triggered by the need to model time series in space physics where both effects coincide. Subsequently I have been involved in animal foraging studies [e.g. Edwards et al, Nature, 2007]. I will describe some recent work [Watkins et al, PRE, 2009] which studies how fixed-timestep and variable-timestep formulations of anomalous diffusion are related in the presence of heavy tails and long range memory (stable processes versus the CTRW). Quantities for which different scaling relations are predicted between the two approaches are of particular interest, to aid testability. I will also present some of work in progress on the convex hull of anomalously diffusing walkers, inspired by its possible relevance to the idea of home range in biology, and by Randon-Furling et al’s recent analytical results in the Brownian case [PRL, 2009].

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Ide, Satoshi; Maury, Julie

2018-04-01

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

Hydrodynamic interactions induce movement against an external load in a ratchet dimer Brownian motor.

PubMed

Fornés, José A

2010-01-15

We use the Brownian dynamics with hydrodynamic interactions simulation in order to describe the movement of a elastically coupled dimer Brownian motor in a ratchet potential. The only external forces considered in our system were the load, the random thermal noise and an unbiased thermal fluctuation. For a given set of parameters we observe direct movement against the load force if hydrodynamic interactions were considered.

Numerical analysis of MHD Casson Navier's slip nanofluid flow yield by rigid rotating disk

NASA Astrophysics Data System (ADS)

Rehman, Khalil Ur; Malik, M. Y.; Zahri, Mostafa; Tahir, M.

2018-03-01

An exertion is perform to report analysis on Casson liquid equipped above the rigid disk for z bar > 0 as a semi-infinite region. The flow of Casson liquid is achieve through rotation of rigid disk with constant angular frequency Ω bar . Magnetic interaction is consider by applying uniform magnetic field normal to the axial direction. The nanosized particles are suspended in the Casson liquid and rotation of disk is manifested with Navier's slip condition, heat generation/absorption and chemical reaction effects. The obtain flow narrating differential equations subject to MHD Casson nanofluid are transformed into ordinary differential system. For this purpose the Von Karman way of scheme is executed. To achieve accurate trends a computational algorithm is develop rather than to go on with usual build-in scheme. The effects logs of involved parameters, namely magnetic field parameter, Casson fluid parameter, slip parameter, thermophoresis and Brownian motion parameters on radial, tangential velocities, temperature, nanoparticles concentration, Nusselt and Sherwood numbers are provided by means of graphical and tabular structures. It is observed that both tangential and radial velocities are decreasing function of Casson fluid parameter.

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

NASA Astrophysics Data System (ADS)

Chen, Chen; Zhao, Bin

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Toward automated formation of microsphere arrangements using multiplexed optical tweezers

NASA Astrophysics Data System (ADS)

Rajasekaran, Keshav; Bollavaram, Manasa; Banerjee, Ashis G.

2016-09-01

Optical tweezers offer certain advantages such as multiplexing using a programmable spatial light modulator, flexibility in the choice of the manipulated object and the manipulation medium, precise control, easy object release, and minimal object damage. However, automated manipulation of multiple objects in parallel, which is essential for efficient and reliable formation of micro-scale assembly structures, poses a difficult challenge. There are two primary research issues in addressing this challenge. First, the presence of stochastic Langevin force giving rise to Brownian motion requires motion control for all the manipulated objects at fast rates of several Hz. Second, the object dynamics is non-linear and even difficult to represent analytically due to the interaction of multiple optical traps that are manipulating neighboring objects. As a result, automated controllers have not been realized for tens of objects, particularly with three dimensional motions with guaranteed collision avoidances. In this paper, we model the effect of interacting optical traps on microspheres with significant Brownian motions in stationary fluid media, and develop simplified state-space representations. These representations are used to design a model predictive controller to coordinate the motions of several spheres in real time. Preliminary experiments demonstrate the utility of the controller in automatically forming desired arrangements of varying configurations starting with randomly dispersed microspheres.

On the use of reverse Brownian motion to accelerate hybrid simulations

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

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

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

Decoherence and dissipation for a quantum system coupled to a local environment

NASA Technical Reports Server (NTRS)

Gallis, Michael R.

1994-01-01

Decoherence and dissipation in quantum systems has been studied extensively in the context of Quantum Brownian Motion. Effective decoherence in coarse grained quantum systems has been a central issue in recent efforts by Zurek and by Hartle and Gell-Mann to address the Quantum Measurement Problem. Although these models can yield very general classical phenomenology, they are incapable of reproducing relevant characteristics expected of a local environment on a quantum system, such as the characteristic dependence of decoherence on environment spatial correlations. I discuss the characteristics of Quantum Brownian Motion in a local environment by examining aspects of first principle calculations and by the construction of phenomenological models. Effective quantum Langevin equations and master equations are presented in a variety of representations. Comparisons are made with standard results such as the Caldeira-Leggett master equation.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

PubMed

Wittkowski, Raphael; Löwen, Hartmut

2012-02-01

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

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

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

NASA Astrophysics Data System (ADS)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

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

PubMed

Puchkov, Evgeny O

2010-06-01

In the vacuoles of Saccharomyces cerevisiae yeast cells, vividly moving insoluble polyphosphate complexes (IPCs) <1 microm size, stainable by a fluorescent dye, 4',6-diamidino-2-phenylindole (DAPI), may appear under some growth conditions. The aim of this study was to quantitatively characterize the movement of the IPCs and to evaluate the viscosity in the vacuoles using the obtained data. Studies were conducted on S. cerevisiae cells stained by DAPI and fluorescein isothyocyanate-labelled latex microspheres, using fluorescence microscopy combined with computer image analysis (ImageJ software, NIH, USA). IPC movement was photorecorded and shown to be Brownian motion. On latex microspheres, a methodology was developed for measuring a fluorescing particle's two-dimensional (2D) displacements and its size. In four yeast cells, the 2D displacements and sizes of the IPCs were evaluated. Apparent viscosity values in the vacuoles of the cells, computed by the Einstein-Smoluchowski equation using the obtained data, were found to be 2.16 +/- 0.60, 2.52 +/- 0.63, 3.32 +/- 0.9 and 11.3 +/- 1.7 cP. The first three viscosity values correspond to 30-40% glycerol solutions. The viscosity value of 11.3 +/- 1.7 cP was supposed to be an overestimation, caused by the peculiarities of the vacuole structure and/or volume in this particular cell. This conclusion was supported by the particular quality of the Brownian motion trajectories set in this cell as compared to the other three cells.

A new full-field interferometry approach for counting and differentiating aquatic biotic nanoparticles (Conference Presentation)

NASA Astrophysics Data System (ADS)

Boccara, A. Claude; Fedala, Yasmina; Voronkoff, Justine; Paffoni, Nina; Boccara, Martine

2017-03-01

Due to the huge abundance and the major role that viruses and membrane vesicles play in the seas or rivers ecosystems it is necessary to develop simple, sensitive, compact and reliable methods for their detection and characterization. Our approach is based on the measurement of the weak light level scattered by the biotic nanoparticles. We describe a new full-field, incoherently illuminated, shot-noise limited, common-path interferometric detection method coupled with the analysis of Brownian motion to detect, quantify, and differentiate biotic nanoparticles. The last developments take advantage of a new fast (700 Hz) camera with 2 Me- full well capacity that improves the signal to noise ratio and increases the precision of the Brownian motion characterization. We validated the method with calibrated nanoparticles and homogeneous DNA or RNA.viruses. The smallest virus size that we characterized with a suitable signal-to-noise ratio was around 30 nm in diameter with a target towards the numerous 20 nm diameter viruses. We show for the first time anisotropic trajectories for myoviruses meaning that there is a memory of the initial direction of their Brownian motions. Significant improvements have been made in the handling of the sample as well as in the statistical analysis for differentiating the various families of vesicles and virus. We further applied the method for vesicles detection and for analysis of coastal and oligotrophic samples from Tara Oceans circumnavigation as well of various rivers.

On MHD nonlinear stretching flow of Powell-Eyring nanomaterial

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Sajjad, Rai; Muhammad, Taseer; Alsaedi, Ahmed; Ellahi, Rahmat

This communication addresses the magnetohydrodynamic (MHD) flow of Powell-Eyring nanomaterial bounded by a nonlinear stretching sheet. Novel features regarding thermophoresis and Brownian motion are taken into consideration. Powell-Eyring fluid is electrically conducted subject to non-uniform applied magnetic field. Assumptions of small magnetic Reynolds number and boundary layer approximation are employed in the mathematical development. Zero nanoparticles mass flux condition at the sheet is selected. Adequate transformation yield nonlinear ordinary differential systems. The developed nonlinear systems have been computed through the homotopic approach. Effects of different pertinent parameters on velocity, temperature and concentration fields are studied and analyzed. Further numerical data of skin friction and heat transfer rate is also tabulated and interpreted.

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

Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

Time series behaviour of the number of Air Asia passengers: A distributional approach

NASA Astrophysics Data System (ADS)

Asrah, Norhaidah Mohd; Djauhari, Maman Abdurachman

2013-09-01

The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

Theoretical study of a molecular turbine.

PubMed

Perez-Carrasco, R; Sancho, J M

2013-10-01

We present an analytic and stochastic simulation study of a molecular engine working with a flux of particles as a turbine. We focus on the physical observables of velocity, flux, power, and efficiency. The control parameters are the external conservative force and the particle densities. We revise a simpler previous study by using a more realistic model containing multiple equidistant vanes complemented by stochastic simulations of the particles and the turbine. Here we show that the effect of the thermal fluctuations into the flux and the efficiency of these nanometric devices are relevant to the working scale of the system. The stochastic simulations of the Brownian motion of the particles and turbine support the simplified analytical calculations performed.

Active Brownian motion in a narrow channel

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Conformal correlation functions in the Brownian loop soup

NASA Astrophysics Data System (ADS)

Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

2016-01-01

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

Brownian Motion and its Conditional Descendants

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr

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

Two Models of Time Constrained Target Travel between Two Endpoints Constructed by the Application of Brownian Motion and a Random Tour.

DTIC Science & Technology

1983-03-01

the Naval Postgraduate School. As my *advisor, Prof. Gaver suggested and derived the Brownian bridge, as well as nudged me in the right direction when...the * random tour process by deriving the mean square radial distance for a random tour with arbitrary course change distribution to be: EECR I2(V / 2...random tour model, li = Iy = 8, and equation (3)x y results as expected. The notion of an arbitrary course change distribution is important because the

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

PubMed

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

2009-12-18

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

Light scattering and dynamics of interacting Brownian particles

NASA Technical Reports Server (NTRS)

Tsang, T.; Tang, H. T.

1982-01-01

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

PEOPLE IN PHYSICS: Atom - from hypothesis to certainty

NASA Astrophysics Data System (ADS)

Lacina, Ales

1999-11-01

The concept of atoms should not be taken for granted. It was developed relatively recently and based on observations in the fields of thermal phenomena, crystallography and chemistry and the crucial discovery of Brownian motion.

Piscivory limits diversification of feeding morphology in centrarchid fishes.

PubMed

Collar, David C; O'Meara, Brian C; Wainwright, Peter C; Near, Thomas J

2009-06-01

Proximity to an adaptive peak influences a lineage's potential to diversify. We tested whether piscivory, a high quality but functionally demanding trophic strategy, represents an adaptive peak that limits morphological diversification in the teleost fish clade, Centrarchidae. We synthesized published diet data and applied a well-resolved, multilocus and time-calibrated phylogeny to reconstruct ancestral piscivory. We measured functional features of the skull and performed principal components analysis on species' values for these variables. To assess the role of piscivory on morphological diversification, we compared the fit of several models of evolution for each principal component (PC), where model parameters were allowed to vary between lineages that differed in degree of piscivory. According to the best-fitting model, two adaptive peaks influenced PC 1 evolution, one peak shared between highly and moderately piscivorous lineages and another for nonpiscivores. Brownian motion better fit PCs 2, 3, and 4, but the best Brownian models infer a slow rate of PC 2 evolution shared among all piscivores and a uniquely slow rate of PC 4 evolution in highly piscivorous lineages. These results suggest that piscivory limits feeding morphology diversification, but this effect is most severe in lineages that exhibit an extreme form of this diet.

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

PubMed

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

2018-05-01

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

Anisotropic rotational diffusion studied by passage saturation transfer electron paramagnetic resonance

NASA Astrophysics Data System (ADS)

Robinson, Bruce H.; Dalton, Larry R.

1980-01-01

The stochastic Liouville equation for the spin density matrix is modified to consider the effects of Brownian anisotropic rotational diffusion upon electron paramagnetic resonance (EPR) and saturation transfer electron paramagnetic resonance (ST-EPR) spectra. Spectral shapes and the ST-EPR parameters L″/L, C'/C, and H″/H defined by Thomas, Dalton, and Hyde at X-band microwave frequencies [J. Chem. Phys. 65, 3006 (1976)] are examined and discussed in terms of the rotational times τ∥ and τ⊥ and in terms of other defined correlation times for systems characterized by magnetic tensors of axial symmetry and for systems characterized by nonaxially symmetric magnetic tensors. For nearly axially symmetric magnetic tensors, such as nitroxide spin labels studied employing 1-3 GHz microwaves, ST-EPR spectra for systems undergoing anisotropic rotational diffusion are virtually indistinguishable from spectra for systems characterized by isotropic diffusion. For nonaxially symmetric magnetic tensors, such as nitroxide spin labels studied employing 8-35 GHz microwaves, the high field region of the ST-EPR spectra, and hence the H″/H parameter, will be virtually indistinguishable from spectra, and parameter values, obtained for isotropic diffusion. On the other hand, the central spectral region at x-band microwave frequencies, and hence the C'/C parameter, is sensitive to the anisotropic diffusion model provided that a unique and static relationship exists between the magnetic and diffusion tensors. Random labeling or motion of the spin label relative to the biomolecule whose hydrodynamic properties are to be investigated will destroy spectral sensitivity to anisotropic motion. The sensitivity to anisotropic motion is enhanced in proceeding to 35 GHz with the increased sensitivity evident in the low field half of the EPR and ST-EPR spectra. The L″/L parameter is thus a meaningful indicator of anisotropic motion when compared with H″/H parameter analysis. However, consideration of spectral shapes suggests that the C'/C parameter definition is not meaningfully extended from 9.5 to 35 GHz. Alternative definitions of the L″/L and C'/C parameters are proposed for those microwave frequencies for which the electron Zeeman anisotropy is comparable to or greater than the electron-nitrogen nuclear hyperfine anisotropy.

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

To, Kiwing; Peng, Zheng

2016-11-01

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

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

Peng, Zheng; To, Kiwing

2016-08-01

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

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

NASA Astrophysics Data System (ADS)

Eka Putri, Irana; Gita Redhyka, Grace

2017-07-01

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

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.

Computational Models for Nanoscale Fluid Dynamics and Transport Inspired by Nonequilibrium Thermodynamics1

PubMed Central

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

2017-01-01

Traditionally, the numerical computation of particle motion in a fluid is resolved through computational fluid dynamics (CFD). However, resolving the motion of nanoparticles poses additional challenges due to the coupling between the Brownian and hydrodynamic forces. Here, we focus on the Brownian motion of a nanoparticle coupled to adhesive interactions and confining-wall-mediated hydrodynamic interactions. We discuss several techniques that are founded on the basis of combining CFD methods with the theory of nonequilibrium statistical mechanics in order to simultaneously conserve thermal equipartition and to show correct hydrodynamic correlations. These include the fluctuating hydrodynamics (FHD) method, the generalized Langevin method, the hybrid method, and the deterministic method. Through the examples discussed, we also show a top-down multiscale progression of temporal dynamics from the colloidal scales to the molecular scales, and the associated fluctuations, hydrodynamic correlations. While the motivation and the examples discussed here pertain to nanoscale fluid dynamics and mass transport, the methodologies presented are rather general and can be easily adopted to applications in convective heat transfer. PMID:28035168

The one-dimensional asymmetric persistent random walk

NASA Astrophysics Data System (ADS)

Rossetto, Vincent

2018-04-01

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic and symmetric 1D persistent random walk is governed by the telegrapher’s equation, also called the hyperbolic heat conduction equation. These equations have been designed to resolve the paradox of the infinite speed in the heat and diffusion equations. The finiteness of both the speed and the correlation length leads to several classes of random walks: Persistent random walk in one dimension can display anomalies that cannot arise for Brownian motion such as anisotropy and asymmetries. In this work we focus on the case where the mean free path is anisotropic, the only anomaly leading to a physics that is different from the telegrapher’s case. We derive exact expression of its Green’s function, for its scattering statistics and distribution of first-passage time at the origin. The phenomenology of the latter shows a transition for quantities like the escape probability and the residence time.

Developing Single-Molecule TPM Experiments for Direct Observation of Successful RecA-Mediated Strand Exchange Reaction

PubMed Central

Fan, Hsiu-Fang; Cox, Michael M.; Li, Hung-Wen

2011-01-01

RecA recombinases play a central role in homologous recombination. Once assembled on single-stranded (ss) DNA, RecA nucleoprotein filaments mediate the pairing of homologous DNA sequences and strand exchange processes. We have designed two experiments based on tethered particle motion (TPM) to investigate the fates of the invading and the outgoing strands during E. coli RecA-mediated pairing and strand exchange at the single-molecule level in the absence of force. TPM experiments measure the tethered bead Brownian motion indicative of the DNA tether length change resulting from RecA binding and dissociation. Experiments with beads labeled on either the invading strand or the outgoing strand showed that DNA pairing and strand exchange occurs successfully in the presence of either ATP or its non-hydrolyzable analog, ATPγS. The strand exchange rates and efficiencies are similar under both ATP and ATPγS conditions. In addition, the Brownian motion time-courses suggest that the strand exchange process progresses uni-directionally in the 5′-to-3′ fashion, using a synapse segment with a wide and continuous size distribution. PMID:21765895

Light-Steered Isotropic Semiconductor Micromotors.

PubMed

Chen, Chuanrui; Mou, Fangzhi; Xu, Leilei; Wang, Shaofei; Guan, Jianguo; Feng, Zunpeng; Wang, Quanwei; Kong, Lei; Li, Wei; Wang, Joseph; Zhang, Qingjie

2017-01-01

Intelligent photoresponsive isotropic semiconductor micromotors are developed by taking advantage of the limited penetration depth of light to induce asymmetrical surface chemical reactions. Independent of the Brownian motion of themselves, the as-proposed isotropic micromotors are able to continuously move with both motion direction and speed just controlled by light, as well as precisely manipulate particles for nanoengineering. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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

PubMed

Park, Moongyu; Cushman, John Howard; O'Malley, Dan

2014-09-30

The collective molecular reorientations within a nematic liquid crystal fluid bathing a spherical colloid cause the colloid to diffuse anomalously on a short time scale (i.e., as a non-Brownian particle). The deformations and fluctuations of long-range orientational order in the liquid crystal profoundly influence the transient diffusive regimes. Here we show that an anisotropic fractional Brownian process run with a nonlinear multiscaling clock effectively mimics this collective and transient phenomenon. This novel process has memory, Gaussian increments, and a multiscale mean square displacement that can be chosen independently from the fractal dimension of a particle trajectory. The process is capable of modeling multiscale sub-, super-, or classical diffusion. The finite-size Lyapunov exponents for this multiscaling process are defined for future analysis of related mixing processes.

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

PubMed

Jannasch, Anita; Mahamdeh, Mohammed; Schäffer, Erik

2011-11-25

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

Teaching Physics and the Nature of Science Together: A Case Study.

ERIC Educational Resources Information Center

Nott, Mick

1994-01-01

Describes and evaluates an attempt to teach about Brownian motion and to simultaneously draw out lessons about the nature of science. Outlines the learning tasks, summarizes and analyzes student responses from a questionnaire. (DDR)

Middle School Science Notes.

ERIC Educational Resources Information Center

School Science Review, 1980

1980-01-01

Outlines a variety of laboratory procedures, discussions, and demonstrations including Brownian motion, a synchronous motor, jet engine, atmospheric pressure vortex ring machines, solid chemical dispensing, testing household detergents, wallchart storage, pollution by industrial chemicals, an optical illusion, and buoyancy. (GS)

Maxima of two random walks: Universal statistics of lead changes

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

Ben-Naim, E.; Krapivsky, P. L.; Randon-Furling, J.

2016-04-18

In this study, we investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows asmore » $${\\pi }^{-1}\\mathrm{ln}t$$ in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Lévy flights. We also show that the probability to have at most n lead changes behaves as $${t}^{-1/4}{(\\mathrm{ln}t)}^{n}$$ for Brownian motion and as $${t}^{-\\beta (\\mu )}{(\\mathrm{ln}t)}^{n}$$ for symmetric Lévy flights with index μ. The decay exponent $$\\beta \\equiv \\beta (\\mu )$$ varies continuously with the Lévy index when $$0\\lt \\mu \\lt 2$$, and remains constant $$\\beta =1/4$$ for $$\\mu \\gt 2$$.« less

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

NASA Astrophysics Data System (ADS)

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

2007-01-01

The quantum Brownian motion of a particle in an external potential V(x) is treated using the master equation for the Wigner distribution function W(x, p, t) in phase space (x, p). A heuristic method of determination of diffusion coefficients in the master equation is proposed. The time evolution equation so obtained contains explicit quantum correction terms up to o(planck4) and in the classical limit, planck → 0, reduces to the Klein-Kramers equation. For a quantum oscillator, the method yields an evolution equation for W(x, p, t) coinciding with that of Agarwal (1971 Phys. Rev. A 4 739). In the non-inertial regime, by applying the Brinkman expansion of the momentum distribution in Weber functions (Brinkman 1956 Physica 22 29), the corresponding semiclassical Smoluchowski equation is derived.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Brownian motion in inhomogeneous suspensions.

PubMed

Yang, Mingcheng; Ripoll, Marisol

2013-06-01

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

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

PubMed

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

2012-02-21

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

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

PubMed

Antonopoulos, Markos; Stamatakos, Georgios

2015-01-01

Intensive glioma tumor infiltration into the surrounding normal brain tissues is one of the most critical causes of glioma treatment failure. To quantitatively understand and mathematically simulate this phenomenon, several diffusion-based mathematical models have appeared in the literature. The majority of them ignore the anisotropic character of diffusion of glioma cells since availability of pertinent truly exploitable tomographic imaging data is limited. Aiming at enriching the anisotropy-enhanced glioma model weaponry so as to increase the potential of exploiting available tomographic imaging data, we propose a Brownian motion-based mathematical analysis that could serve as the basis for a simulation model estimating the infiltration of glioblastoma cells into the surrounding brain tissue. The analysis is based on clinical observations and exploits diffusion tensor imaging (DTI) data. Numerical simulations and suggestions for further elaboration are provided.

Fractional Brownian motion and the critical dynamics of zipping polymers.

PubMed

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

2012-03-01

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

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

Tempered fractional calculus

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

TEMPERED FRACTIONAL CALCULUS.

PubMed

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

2015-07-15

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

TEMPERED FRACTIONAL CALCULUS

PubMed Central

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

2014-01-01

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

Tempered fractional calculus

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

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

2015-07-15

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

Dynamic heterogeneity and non-Gaussian statistics for acetylcholine receptors on live cell membrane

NASA Astrophysics Data System (ADS)

He, W.; Song, H.; Su, Y.; Geng, L.; Ackerson, B. J.; Peng, H. B.; Tong, P.

2016-05-01

The Brownian motion of molecules at thermal equilibrium usually has a finite correlation time and will eventually be randomized after a long delay time, so that their displacement follows the Gaussian statistics. This is true even when the molecules have experienced a complex environment with a finite correlation time. Here, we report that the lateral motion of the acetylcholine receptors on live muscle cell membranes does not follow the Gaussian statistics for normal Brownian diffusion. From a careful analysis of a large volume of the protein trajectories obtained over a wide range of sampling rates and long durations, we find that the normalized histogram of the protein displacements shows an exponential tail, which is robust and universal for cells under different conditions. The experiment indicates that the observed non-Gaussian statistics and dynamic heterogeneity are inherently linked to the slow-active remodelling of the underlying cortical actin network.

Rich complex behaviour of self-assembled nanoparticles far from equilibrium

PubMed Central

Ilday, Serim; Makey, Ghaith; Akguc, Gursoy B.; Yavuz, Özgün; Tokel, Onur; Pavlov, Ihor; Gülseren, Oguz; Ilday, F. Ömer

2017-01-01

A profoundly fundamental question at the interface between physics and biology remains open: what are the minimum requirements for emergence of complex behaviour from nonliving systems? Here, we address this question and report complex behaviour of tens to thousands of colloidal nanoparticles in a system designed to be as plain as possible: the system is driven far from equilibrium by ultrafast laser pulses that create spatiotemporal temperature gradients, inducing Marangoni flow that drags particles towards aggregation; strong Brownian motion, used as source of fluctuations, opposes aggregation. Nonlinear feedback mechanisms naturally arise between flow, aggregate and Brownian motion, allowing fast external control with minimal intervention. Consequently, complex behaviour, analogous to those seen in living organisms, emerges, whereby aggregates can self-sustain, self-regulate, self-replicate, self-heal and can be transferred from one location to another, all within seconds. Aggregates can comprise only one pattern or bifurcated patterns can coexist, compete, endure or perish. PMID:28443636

Rich complex behaviour of self-assembled nanoparticles far from equilibrium

NASA Astrophysics Data System (ADS)

Ilday, Serim; Makey, Ghaith; Akguc, Gursoy B.; Yavuz, Özgün; Tokel, Onur; Pavlov, Ihor; Gülseren, Oguz; Ilday, F. Ömer

2017-04-01

A profoundly fundamental question at the interface between physics and biology remains open: what are the minimum requirements for emergence of complex behaviour from nonliving systems? Here, we address this question and report complex behaviour of tens to thousands of colloidal nanoparticles in a system designed to be as plain as possible: the system is driven far from equilibrium by ultrafast laser pulses that create spatiotemporal temperature gradients, inducing Marangoni flow that drags particles towards aggregation; strong Brownian motion, used as source of fluctuations, opposes aggregation. Nonlinear feedback mechanisms naturally arise between flow, aggregate and Brownian motion, allowing fast external control with minimal intervention. Consequently, complex behaviour, analogous to those seen in living organisms, emerges, whereby aggregates can self-sustain, self-regulate, self-replicate, self-heal and can be transferred from one location to another, all within seconds. Aggregates can comprise only one pattern or bifurcated patterns can coexist, compete, endure or perish.

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

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

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

The Steady-State Transport of Oxygen through Hemoglobin Solutions

PubMed Central

Keller, K. H.; Friedlander, S. K.

1966-01-01

The steady-state transport of oxygen through hemoglobin solutions was studied to identify the mechanism of the diffusion augmentation observed at low oxygen tensions. A novel technique employing a platinum-silver oxygen electrode was developed to measure the effective diffusion coefficient of oxygen in steady-state transport. The measurements were made over a wider range of hemoglobin and oxygen concentrations than previously reported. Values of the Brownian motion diffusion coefficient of oxygen in hemoglobin solution were obtained as well as measurements of facilitated transport at low oxygen tensions. Transport rates up to ten times greater than ordinary diffusion rates were found. Predictions of oxygen flux were made assuming that the oxyhemoglobin transport coefficient was equal to the Brownian motion diffusivity which was measured in a separate set of experiments. The close correlation between prediction and experiment indicates that the diffusion of oxyhemoglobin is the mechanism by which steady-state oxygen transport is facilitated. PMID:5943608

Financial Crisis: A New Measure for Risk of Pension Fund Portfolios

PubMed Central

Cadoni, Marinella; Melis, Roberta; Trudda, Alessandro

2015-01-01

It has been argued that pension funds should have limitations on their asset allocation, based on the risk profile of the different financial instruments available on the financial markets. This issue proves to be highly relevant at times of market crisis, when a regulation establishing limits to risk taking for pension funds could prevent defaults. In this paper we present a framework for evaluating the risk level of a single financial instrument or a portfolio. By assuming that the log asset returns can be described by a multifractional Brownian motion, we evaluate the risk using the time dependent Hurst parameter H(t) which models volatility. To provide a measure of the risk, we model the Hurst parameter with a random variable with mixture of beta distribution. We prove the efficacy of the methodology by implementing it on different risk level financial instruments and portfolios. PMID:26086529

Financial Crisis: A New Measure for Risk of Pension Fund Portfolios.

PubMed

Cadoni, Marinella; Melis, Roberta; Trudda, Alessandro

2015-01-01

It has been argued that pension funds should have limitations on their asset allocation, based on the risk profile of the different financial instruments available on the financial markets. This issue proves to be highly relevant at times of market crisis, when a regulation establishing limits to risk taking for pension funds could prevent defaults. In this paper we present a framework for evaluating the risk level of a single financial instrument or a portfolio. By assuming that the log asset returns can be described by a multifractional Brownian motion, we evaluate the risk using the time dependent Hurst parameter H(t) which models volatility. To provide a measure of the risk, we model the Hurst parameter with a random variable with mixture of beta distribution. We prove the efficacy of the methodology by implementing it on different risk level financial instruments and portfolios.

Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift

NASA Astrophysics Data System (ADS)

Modarresi, N.; Rezakhah, S.

The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments inside prescribed scale intervals is introduced and studied. To identify the structure of the process, first, we determine the scale intervals, their linear drifts and eliminate them. Then, a new method for the estimation of the Hurst parameter of such DSI processes is presented and applied to some period of the Dow Jones indices. This method is based on fixed number equally spaced samples inside successive scale intervals. We also present some efficient method for estimating Hurst parameter of self-similar processes with stationary increments. We compare the performance of this method with the celebrated FA, DFA and DMA on the simulated data of fractional Brownian motion (fBm).

Cattaneo-Christov double-diffusion theory for three-dimensional flow of viscoelastic nanofluid with the effect of heat generation/absorption

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Qayyum, Sajid; Shehzad, Sabir Ali; Alsaedi, Ahmed

2018-03-01

The present research article focuses on three-dimensional flow of viscoelastic(second grade) nanofluid in the presence of Cattaneo-Christov double-diffusion theory. Flow caused is due to stretching sheet. Characteristics of heat transfer are interpreted by considering the heat generation/absorption. Nanofluid theory comprises of Brownian motion and thermophoresis. Cattaneo-Christov double-diffusion theory is introduced in the energy and concentration expressions. Such diffusions are developed as a part of formulating the thermal and solutal relaxation times framework. Suitable variables are implemented for the conversion of partial differential systems into a sets of ordinary differential equations. The transformed expressions have been explored through homotopic algorithm. Behavior of sundry variables on the velocities, temperature and concentration are scrutinized graphically. Numerical values of skin friction coefficients are also calculated and examined. Here thermal field enhances for heat generation parameter while reverse situation is noticed for heat absorption parameter.

Model and Comparative Study for Flow of Viscoelastic Nanofluids with Cattaneo-Christov Double Diffusion

PubMed Central

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Alsaedi, Ahmed

2017-01-01

Here two classes of viscoelastic fluids have been analyzed in the presence of Cattaneo-Christov double diffusion expressions of heat and mass transfer. A linearly stretched sheet has been used to create the flow. Thermal and concentration diffusions are characterized firstly by introducing Cattaneo-Christov fluxes. Novel features regarding Brownian motion and thermophoresis are retained. The conversion of nonlinear partial differential system to nonlinear ordinary differential system has been taken into place by using suitable transformations. The resulting nonlinear systems have been solved via convergent approach. Graphs have been sketched in order to investigate how the velocity, temperature and concentration profiles are affected by distinct physical flow parameters. Numerical values of skin friction coefficient and heat and mass transfer rates at the wall are also computed and discussed. Our observations demonstrate that the temperature and concentration fields are decreasing functions of thermal and concentration relaxation parameters. PMID:28046011

Impact of heat source/sink on radiative heat transfer to Maxwell nanofluid subject to revised mass flux condition

NASA Astrophysics Data System (ADS)

Khan, M.; Irfan, M.; Khan, W. A.

2018-06-01

Nanofluids retain noteworthy structure that have absorbed attentions of numerous investigators because of their exploration in nanotechnology and nanoscience. In this scrutiny a mathematical computation of 2D flows of Maxwell nanoliquid influenced by a stretched cylinder has been established. The heat transfer structure is conceded out in the manifestation of thermal radiation and heat source/sink. Moreover, the nanoparticles mass flux condition is engaged in this exploration. This newly endorsed tactic is more realistic where the conjecture is made that the nanoparticle flux is zero and nanoparticle fraction regulates itself on the restrictions consequently. By utilizing apposite conversion the governing PDEs are transformed into ODEs and then tackled analytically via HAM. The attained outcomes are plotted and deliberated in aspect for somatic parameters. It is remarked that with an intensification in the Deborah number β diminish the liquid temperature while it boosts for radiation parameter Rd . Furthermore, the concentration of Maxwell liquid has conflicting impact for Brownian motion Nb and thermophoresis parameters Nt .

On magnetohydrodynamic flow of second grade nanofluid over a nonlinear stretching sheet

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Ahmad, Bashir

2016-06-01

This research article addresses the magnetohydrodynamic (MHD) flow of second grade nanofluid over a nonlinear stretching sheet. Heat and mass transfer aspects are investigated through the thermophoresis and Brownian motion effects. Second grade fluid is assumed electrically conducting through a non-uniform applied magnetic field. Mathematical formulation is developed subject to small magnetic Reynolds number and boundary layer assumptions. Newly constructed condition having zero mass flux of nanoparticles at the boundary is incorporated. Transformations have been invoked for the reduction of partial differential systems into the set of nonlinear ordinary differential systems. The governing nonlinear systems have been solved for local behavior. Graphical results of different influential parameters are studied and discussed in detail. Computations for skin friction coefficient and local Nusselt number have been carried out. It is observed that the effects of thermophoresis parameter on the temperature and nanoparticles concentration distributions are qualitatively similar. The temperature and nanoparticles concentration distributions are enhanced for the larger magnetic parameter.

Impact of generalized Fourier's and Fick's laws on MHD 3D second grade nanofluid flow with variable thermal conductivity and convective heat and mass conditions

NASA Astrophysics Data System (ADS)

Ramzan, M.; Bilal, M.; Chung, Jae Dong; Lu, Dian Chen; Farooq, Umer

2017-09-01

A mathematical model has been established to study the magnetohydrodynamic second grade nanofluid flow past a bidirectional stretched surface. The flow is induced by Cattaneo-Christov thermal and concentration diffusion fluxes. Novel characteristics of Brownian motion and thermophoresis are accompanied by temperature dependent thermal conductivity and convective heat and mass boundary conditions. Apposite transformations are betrothed to transform a system of nonlinear partial differential equations to nonlinear ordinary differential equations. Analytic solutions of the obtained nonlinear system are obtained via a convergent method. Graphs are plotted to examine how velocity, temperature, and concentration distributions are affected by varied physical involved parameters. Effects of skin friction coefficients along the x- and y-direction versus various parameters are also shown through graphs and are well debated. Our findings show that velocities along both the x and y axes exhibit a decreasing trend for the Hartmann number. Moreover, temperature and concentration distributions are decreasing functions of thermal and concentration relaxation parameters.

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

NASA Astrophysics Data System (ADS)

Hyeon, Changbong; Hwang, Wonseok

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed

Hyeon, Changbong; Hwang, Wonseok

2017-07-01

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

Quantum dynamical framework for Brownian heat engines

NASA Astrophysics Data System (ADS)

Agarwal, G. S.; Chaturvedi, S.

2013-07-01

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

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

PubMed

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

2013-01-01

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

Multi- and monofractal indices of short-term heart rate variability.

PubMed

Fischer, R; Akay, M; Castiglioni, P; Di Rienzo, M

2003-09-01

Indices of heart rate variability (HRV) based on fractal signal models have recently been shown to possess value as predictors of mortality in specific patient populations. To develop more powerful clinical indices of HRV based on a fractal signal model, the study investigated two HRV indices based on a monofractal signal model called fractional Brownian motion and an index based on a multifractal signal model called multifractional Brownian motion. The performance of the indices was compared with an HRV index in common clinical use. To compare the indices, 18 normal subjects were subjected to postural changes, and the indices were compared on their ability to respond to the resulting autonomic events in HRV recordings. The magnitude of the response to postural change (normalised by the measurement variability) was assessed by analysis of variance and multiple comparison testing. Four HRV indices were investigated for this study: the standard deviation of all normal R-R intervals; an HRV index commonly used in the clinic; detrended fluctuation analysis, an HRV index found to be the most powerful predictor of mortality in a study of patients with depressed left ventricular function; an HRV index developed using the maximum likelihood estimation (MLE) technique for a monofractal signal model; and an HRV index developed for the analysis of multifractional Brownian motion signals. The HRV index based on the MLE technique was found to respond most strongly to the induced postural changes (95% CI). The magnitude of its response (normalised by the measurement variability) was at least 25% greater than any of the other indices tested.

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

PubMed

Thygesen, Uffe Høgsbro

2016-03-01

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

Statistical mechanical theory for steady state systems. II. Reciprocal relations and the second entropy.

PubMed

Attard, Phil

2005-04-15

The concept of second entropy is introduced for the dynamic transitions between macrostates. It is used to develop a theory for fluctuations in velocity, and is exemplified by deriving Onsager reciprocal relations for Brownian motion. The cases of free, driven, and pinned Brownian particles are treated in turn, and Stokes' law is derived. The second entropy analysis is applied to the general case of thermodynamic fluctuations, and the Onsager reciprocal relations for these are derived using the method. The Green-Kubo formulas for the transport coefficients emerge from the analysis, as do Langevin dynamics.