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

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.

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

PubMed

Li, Guanglai; Tang, Jay X

2009-08-14

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

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

PubMed

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

2013-11-05

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

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.

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.

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.

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.

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.

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.

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.

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

PubMed

Katori, Makoto

2011-12-01

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

O'Connell's process as a vicious Brownian motion

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

Katori, Makoto

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

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.

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.

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.

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.

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

PubMed

Böttcher, Björn

2010-12-03

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

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

PubMed Central

Böttcher, Björn

2010-01-01

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

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.

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.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-07

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

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.

Characterization of turbulence stability through the identification of multifractional Brownian motions

NASA Astrophysics Data System (ADS)

Lee, K. C.

2013-02-01

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

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.

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.

Local times for grey Brownian motion

NASA Astrophysics Data System (ADS)

da Silva, J. L.

2015-01-01

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

Arbitrage with fractional Gaussian processes

NASA Astrophysics Data System (ADS)

Zhang, Xili; Xiao, Weilin

2017-04-01

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

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

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.

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.

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.

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.

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.

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 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

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

Physics Notes.

ERIC Educational Resources Information Center

School Science Review, 1983

1983-01-01

Describes computer measurement of capacitor charge decay, change of fringe width with color, computer simulation of color mixing, Doppler effect/carrier waves, gravitational waves, microwave apparatus, computer simulation of Brownian motion, search coils and problems with the teaching of the relationships of velocity, frequency, and wavelength in…

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.

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.

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.

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)

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.

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.

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.

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.

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

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

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

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.

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.

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

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.

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.

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.

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.

Brownian Motion and the Temperament of Living Cells

NASA Astrophysics Data System (ADS)

Tsekov, Roumen; Lensen, Marga C.

2013-07-01

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

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."

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.

Computer simulation on the collision-sticking dynamics of two colloidal particles in an optical trap.

PubMed

Xu, Shenghua; Sun, Zhiwei

2007-04-14

Collisions of a particle pair induced by optical tweezers have been employed to study colloidal stability. In order to deepen insights regarding the collision-sticking dynamics of a particle pair in the optical trap that were observed in experimental approaches at the particle level, the authors carry out a Brownian dynamics simulation. In the simulation, various contributing factors, including the Derjaguin-Landau-Verwey-Overbeek interaction of particles, hydrodynamic interactions, optical trapping forces on the two particles, and the Brownian motion, were all taken into account. The simulation reproduces the tendencies of the accumulated sticking probability during the trapping duration for the trapped particle pair described in our previous study and provides an explanation for why the two entangled particles in the trap experience two different statuses.

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.

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.

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.

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.

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.

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

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

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

2016-07-15

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

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.

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.

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…

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.

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

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

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

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

Bakalis, Evangelos, E-mail: ebakalis@gmail.com, E-mail: francesco.zerbetto@unibo.it; Höfinger, Siegfried; Zerbetto, Francesco, E-mail: ebakalis@gmail.com, E-mail: francesco.zerbetto@unibo.it

2015-06-07

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

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

PubMed

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

2015-06-07

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

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)

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.

Physical Sensing of Surface Properties by Microswimmers--Directing Bacterial Motion via Wall Slip.

PubMed

Hu, Jinglei; Wysocki, Adam; Winkler, Roland G; Gompper, Gerhard

2015-05-20

Bacteria such as Escherichia coli swim along circular trajectories adjacent to surfaces. Thereby, the orientation (clockwise, counterclockwise) and the curvature depend on the surface properties. We employ mesoscale hydrodynamic simulations of a mechano-elastic model of E. coli, with a spherocylindrical body propelled by a bundle of rotating helical flagella, to study quantitatively the curvature of the appearing circular trajectories. We demonstrate that the cell is sensitive to nanoscale changes in the surface slip length. The results are employed to propose a novel approach to directing bacterial motion on striped surfaces with different slip lengths, which implies a transformation of the circular motion into a snaking motion along the stripe boundaries. The feasibility of this approach is demonstrated by a simulation of active Brownian rods, which also reveals a dependence of directional motion on the stripe width.

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

PubMed

Berry, Hugues; Chaté, Hugues

2014-02-01

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report "anomalous diffusion," where mean-squared displacements scale as a power law of time with exponent α<1 (subdiffusion). While the detailed mechanisms causing such behaviors are not always elucidated, movement hindrance by obstacles is often invoked. However, our understanding of how hindered diffusion leads to subdiffusion is based on diffusion amidst randomly located immobile obstacles. Here, we have used Monte Carlo simulations to investigate transient subdiffusion due to mobile obstacles with various modes of mobility. Our simulations confirm that the anomalous regimes rapidly disappear when the obstacles move by Brownian motion. By contrast, mobile obstacles with more confined displacements, e.g., Orstein-Ulhenbeck motion, are shown to preserve subdiffusive regimes. The mean-squared displacement of tracked protein displays convincing power laws with anomalous exponent α that varies with the density of Orstein-Ulhenbeck (OU) obstacles or the relaxation time scale of the OU process. In particular, some of the values we observed are significantly below the universal value predicted for immobile obstacles in two dimensions. Therefore, our results show that subdiffusion due to mobile obstacles with OU type of motion may account for the large variation range exhibited by experimental measurements in living cells and may explain that some experimental estimates are below the universal value predicted for immobile obstacles.

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

NASA Astrophysics Data System (ADS)

Tyagi, Neha; Cherayil, Binny J.

2018-03-01

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

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

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

Effective conductivity of suspensions of hard spheres by Brownian motion simulation

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

Chan Kim, I.; Torquato, S.

1991-02-15

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

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.

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.

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.

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.

Ratchet effect for nanoparticle transport in hair follicles.

PubMed

Radtke, Matthias; Patzelt, Alexa; Knorr, Fanny; Lademann, Jürgen; Netz, Roland R

2017-07-01

The motion of a single rigid nanoparticle inside a hair follicle is investigated by means of Brownian dynamics simulations. The cuticular hair structure is modeled as a periodic asymmetric ratchet-shaped surface. Induced by oscillating radial hair motion we find directed nanoparticle transport into the hair follicle with maximal velocity at a specific optimal frequency and an optimal particle size. We observe flow reversal when switching from radial to axial oscillatory hair motion. We also study the diffusion behavior and find strongly enhanced diffusion for axial motion with a diffusivity significantly larger than for free diffusion. Copyright © 2016 Elsevier B.V. All rights reserved.

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.

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.

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)

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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.

Physical Sensing of Surface Properties by Microswimmers – Directing Bacterial Motion via Wall Slip

PubMed Central

Hu, Jinglei; Wysocki, Adam; Winkler, Roland G.; Gompper, Gerhard

2015-01-01

Bacteria such as Escherichia coli swim along circular trajectories adjacent to surfaces. Thereby, the orientation (clockwise, counterclockwise) and the curvature depend on the surface properties. We employ mesoscale hydrodynamic simulations of a mechano-elastic model of E. coli, with a spherocylindrical body propelled by a bundle of rotating helical flagella, to study quantitatively the curvature of the appearing circular trajectories. We demonstrate that the cell is sensitive to nanoscale changes in the surface slip length. The results are employed to propose a novel approach to directing bacterial motion on striped surfaces with different slip lengths, which implies a transformation of the circular motion into a snaking motion along the stripe boundaries. The feasibility of this approach is demonstrated by a simulation of active Brownian rods, which also reveals a dependence of directional motion on the stripe width. PMID:25993019

Complex Ion Dynamics in Carbonate Lithium-Ion Battery Electrolytes

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

Ong, Mitchell T.; Bhatia, Harsh; Gyulassy, Attila G.

Li-ion battery performance is strongly influenced by ionic conductivity, which depends on the mobility of the Li ions in solution, and is related to their solvation structure. In this work, we have performed first-principles molecular dynamics (FPMD) simulations of a LiPF6 salt solvated in different Li-ion battery organic electrolytes. We employ an analytical method using relative angles from successive time intervals to characterize complex ionic motion in multiple dimensions from our FPMD simulations. We find different characteristics of ionic motion on different time scales. We find that the Li ion exhibits a strong caging effect due to its strong solvationmore » structure, while the counterion, PF6– undergoes more Brownian-like motion. Lastly, our results show that ionic motion can be far from purely diffusive and provide a quantitative characterization of the microscopic motion of ions over different time scales.« less

Complex Ion Dynamics in Carbonate Lithium-Ion Battery Electrolytes

DOE PAGES

Ong, Mitchell T.; Bhatia, Harsh; Gyulassy, Attila G.; ...

2017-03-06

Li-ion battery performance is strongly influenced by ionic conductivity, which depends on the mobility of the Li ions in solution, and is related to their solvation structure. In this work, we have performed first-principles molecular dynamics (FPMD) simulations of a LiPF6 salt solvated in different Li-ion battery organic electrolytes. We employ an analytical method using relative angles from successive time intervals to characterize complex ionic motion in multiple dimensions from our FPMD simulations. We find different characteristics of ionic motion on different time scales. We find that the Li ion exhibits a strong caging effect due to its strong solvationmore » structure, while the counterion, PF6– undergoes more Brownian-like motion. Lastly, our results show that ionic motion can be far from purely diffusive and provide a quantitative characterization of the microscopic motion of ions over different time scales.« less

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

A new coarse-grained model for E. coli cytoplasm: accurate calculation of the diffusion coefficient of proteins and observation of anomalous diffusion.

PubMed

Hasnain, Sabeeha; McClendon, Christopher L; Hsu, Monica T; Jacobson, Matthew P; Bandyopadhyay, Pradipta

2014-01-01

A new coarse-grained model of the E. coli cytoplasm is developed by describing the proteins of the cytoplasm as flexible units consisting of one or more spheres that follow Brownian dynamics (BD), with hydrodynamic interactions (HI) accounted for by a mean-field approach. Extensive BD simulations were performed to calculate the diffusion coefficients of three different proteins in the cellular environment. The results are in close agreement with experimental or previously simulated values, where available. Control simulations without HI showed that use of HI is essential to obtain accurate diffusion coefficients. Anomalous diffusion inside the crowded cellular medium was investigated with Fractional Brownian motion analysis, and found to be present in this model. By running a series of control simulations in which various forces were removed systematically, it was found that repulsive interactions (volume exclusion) are the main cause for anomalous diffusion, with a secondary contribution from HI.

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

Brownian motion of a circle swimmer in a harmonic trap

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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.

Analysis of 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions.

PubMed

Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

2015-06-07

We explore and describe the roles of inter-molecular vibrations employing a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear infrared absorption (1D IR), we calculated 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are compared with results obtained from the LL+SL BO model applied through use of hierarchal Fokker-Planck equations with non-perturbative and non-Markovian noise. We find that all of the qualitative features of the 2D profiles of the signals obtained from the MD simulations are reproduced with the LL+SL BO model, indicating that this model captures the essential features of the inter-molecular motion. We analyze the fitted 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The origins of the echo peaks of the librational motion and the elongated peaks parallel to the probe direction are elucidated using optical Liouville paths.

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.

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.

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…

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.

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.

Stochastic wave-function unravelling of the generalized Lindblad equation

NASA Astrophysics Data System (ADS)

Semin, V.; Semina, I.; Petruccione, F.

2017-12-01

We investigate generalized non-Markovian stochastic Schrödinger equations (SSEs), driven by a multidimensional counting process and multidimensional Brownian motion introduced by A. Barchielli and C. Pellegrini [J. Math. Phys. 51, 112104 (2010), 10.1063/1.3514539]. We show that these SSEs can be translated in a nonlinear form, which can be efficiently simulated. The simulation is illustrated by the model of a two-level system in a structured bath, and the results of the simulations are compared with the exact solution of the generalized master equation.

Electrodynamic ratchet motor.

PubMed

Lim, Jiufu; Sader, John E; Mulvaney, Paul

2009-03-01

Brownian ratchets produce directed motion through rectification of thermal fluctuations and have been used for separation processes and colloidal transport. We propose a flashing ratchet motor that enables the transduction of electrical energy into rotary micromechanical work. This is achieved through torque generation provided by boundary shaping of equipotential surfaces. The present device contrasts to previous implementations that focus on translational motion. Stochastic simulations elucidate the performance characteristics of this device as a function of its geometry. Miniaturization to nanoscale dimensions yields rotational speeds in excess of 1 kHz, which is comparable to biomolecular motors of similar size.

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.

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.

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.

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.

Brownian motion model with stochastic parameters for asset prices

NASA Astrophysics Data System (ADS)

Ching, Soo Huei; Hin, Pooi Ah

2013-09-01

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

MHD Jeffrey nanofluid past a stretching sheet with viscous dissipation effect

NASA Astrophysics Data System (ADS)

Zokri, S. M.; Arifin, N. S.; Salleh, M. Z.; Kasim, A. R. M.; Mohammad, N. F.; Yusoff, W. N. S. W.

2017-09-01

This study investigates the influence of viscous dissipation on magnetohydrodynamic (MHD) flow of Jeffrey nanofluid over a stretching sheet with convective boundary conditions. The nonlinear partial differential equations are reduced into the nonlinear ordinary differential equations by utilizing the similarity transformation variables. The Runge-Kutta Fehlberg method is used to solve the problem numerically. The numerical solutions obtained are presented graphically for several dimensionless parameters such as Brownian motion, Lewis number and Eckert number on the specified temperature and concentration profiles. It is noted that the temperature profile is accelerated due to increasing values of Brownian motion parameter and Eckert number. In contrast, both the Brownian motion parameter and Lewis number have caused the deceleration in the concentration profiles.

The Building Game: From Enumerative Combinatorics to Conformational Diffusion

NASA Astrophysics Data System (ADS)

Johnson-Chyzhykov, Daniel; Menon, Govind

2016-08-01

We study a discrete attachment model for the self-assembly of polyhedra called the building game. We investigate two distinct aspects of the model: (i) enumerative combinatorics of the intermediate states and (ii) a notion of Brownian motion for the polyhedral linkage defined by each intermediate that we term conformational diffusion. The combinatorial configuration space of the model is computed for the Platonic, Archimedean, and Catalan solids of up to 30 faces, and several novel enumerative results are generated. These represent the most exhaustive computations of this nature to date. We further extend the building game to include geometric information. The combinatorial structure of each intermediate yields a systems of constraints specifying a polyhedral linkage and its moduli space. We use a random walk to simulate a reflected Brownian motion in each moduli space. Empirical statistics of the random walk may be used to define the rates of transition for a Markov process modeling the process of self-assembly.

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.

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

PubMed

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

2015-01-01

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

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.

Swim stress, motion, and deformation of active matter: effect of an external field.

PubMed

Takatori, Sho C; Brady, John F

2014-12-21

We analyze the stress, dispersion, and average swimming speed of self-propelled particles subjected to an external field that affects their orientation and speed. The swimming trajectory is governed by a competition between the orienting influence (i.e., taxis) associated with the external (e.g., magnetic, gravitational, thermal, nutrient concentration) field versus the effects that randomize the particle orientations (e.g., rotary Brownian motion and/or an intrinsic tumbling mechanism like the flagella of bacteria). The swimmers' motion is characterized by a mean drift velocity and an effective translational diffusivity that becomes anisotropic in the presence of the orienting field. Since the diffusivity yields information about the micromechanical stress, the anisotropy generated by the external field creates a normal stress difference in the recently developed "swim stress" tensor [Takatori, Yan, and Brady, Phys. Rev. Lett., 2014]. This property can be exploited in the design of soft, compressible materials in which their size, shape, and motion can be manipulated and tuned by loading the material with active swimmers. Since the swimmers exert different normal stresses in different directions, the material can compress/expand, elongate, and translate depending on the external field strength. Such an active system can be used as nano/micromechanical devices and motors. Analytical solutions are corroborated by Brownian dynamics simulations.

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.

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.

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

PubMed Central

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

2010-01-01

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

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

PubMed

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

2010-04-21

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

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

NASA Astrophysics Data System (ADS)

Magazzù, Luca; Talkner, Peter; Hänggi, Peter

2018-03-01

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

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

Finite element formulation of fluctuating hydrodynamics for fluids filled with rigid particles using boundary fitted meshes

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

De Corato, M., E-mail: marco.decorato@unina.it; Slot, J.J.M., E-mail: j.j.m.slot@tue.nl; Hütter, M., E-mail: m.huetter@tue.nl

In this paper, we present a finite element implementation of fluctuating hydrodynamics with a moving boundary fitted mesh for treating the suspended particles. The thermal fluctuations are incorporated into the continuum equations using the Landau and Lifshitz approach [1]. The proposed implementation fulfills the fluctuation–dissipation theorem exactly at the discrete level. Since we restrict the equations to the creeping flow case, this takes the form of a relation between the diffusion coefficient matrix and friction matrix both at the particle and nodal level of the finite elements. Brownian motion of arbitrarily shaped particles in complex confinements can be considered withinmore » the present formulation. A multi-step time integration scheme is developed to correctly capture the drift term required in the stochastic differential equation (SDE) describing the evolution of the positions of the particles. The proposed approach is validated by simulating the Brownian motion of a sphere between two parallel plates and the motion of a spherical particle in a cylindrical cavity. The time integration algorithm and the fluctuating hydrodynamics implementation are then applied to study the diffusion and the equilibrium probability distribution of a confined circle under an external harmonic potential.« less

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

PubMed

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

2014-12-07

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

A Numerical Method for the Simulation of Skew Brownian Motion and its Application to Diffusive Shock Acceleration of Charged Particles

NASA Astrophysics Data System (ADS)

McEvoy, Erica L.

Stochastic differential equations are becoming a popular tool for modeling the transport and acceleration of cosmic rays in the heliosphere. In diffusive shock acceleration, cosmic rays diffuse across a region of discontinuity where the up- stream diffusion coefficient abruptly changes to the downstream value. Because the method of stochastic integration has not yet been developed to handle these types of discontinuities, I utilize methods and ideas from probability theory to develop a conceptual framework for the treatment of such discontinuities. Using this framework, I then produce some simple numerical algorithms that allow one to incorporate and simulate a variety of discontinuities (or boundary conditions) using stochastic integration. These algorithms were then modified to create a new algorithm which incorporates the discontinuous change in diffusion coefficient found in shock acceleration (known as Skew Brownian Motion). The originality of this algorithm lies in the fact that it is the first of its kind to be statistically exact, so that one obtains accuracy without the use of approximations (other than the machine precision error). I then apply this algorithm to model the problem of diffusive shock acceleration, modifying it to incorporate the additional effect of the discontinuous flow speed profile found at the shock. A steady-state solution is obtained that accurately simulates this phenomenon. This result represents a significant improvement over previous approximation algorithms, and will be useful for the simulation of discontinuous diffusion processes in other fields, such as biology and finance.

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.

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

PubMed

Fiore, Andrew M; Swan, James W

2018-01-28

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle equations of motion leads to a stochastic differential algebraic equation (SDAE) of index 1, which is integrated forward in time using a mid-point integration scheme that implicitly produces stochastic displacements consistent with the fluctuation-dissipation theorem for the constrained system. Calculations for hard sphere dispersions are illustrated and used to explore the performance of the algorithm. An open source, high-performance implementation on graphics processing units capable of dynamic simulations of millions of particles and integrated with the software package HOOMD-blue is used for benchmarking and made freely available in the supplementary material.

The hydrogen diffusion in liquid aluminum alloys from ab initio molecular dynamics

NASA Astrophysics Data System (ADS)

Jakse, N.; Pasturel, A.

2014-09-01

We study the hydrogen diffusion in liquid aluminum alloys through extensive ab initio molecular dynamics simulations. At the microscopic scale, we show that the hydrogen motion is characterized by a broad distribution of spatial jumps that does not correspond to a Brownian motion. To determine the self-diffusion coefficient of hydrogen in liquid aluminum alloys, we use a generalized continuous time random walk model recently developed to describe the hydrogen diffusion in pure aluminum. In particular, we show that the model successfully accounts the effects of alloying elements on the hydrogen diffusion in agreement with experimental features.

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.

Microscopic theory of Brownian motion revisited: The Rayleigh model

NASA Astrophysics Data System (ADS)

Kim, Changho; Karniadakis, George Em

2013-03-01

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

Dynamics simulations for engineering macromolecular interactions

NASA Astrophysics Data System (ADS)

Robinson-Mosher, Avi; Shinar, Tamar; Silver, Pamela A.; Way, Jeffrey

2013-06-01

The predictable engineering of well-behaved transcriptional circuits is a central goal of synthetic biology. The artificial attachment of promoters to transcription factor genes usually results in noisy or chaotic behaviors, and such systems are unlikely to be useful in practical applications. Natural transcriptional regulation relies extensively on protein-protein interactions to insure tightly controlled behavior, but such tight control has been elusive in engineered systems. To help engineer protein-protein interactions, we have developed a molecular dynamics simulation framework that simplifies features of proteins moving by constrained Brownian motion, with the goal of performing long simulations. The behavior of a simulated protein system is determined by summation of forces that include a Brownian force, a drag force, excluded volume constraints, relative position constraints, and binding constraints that relate to experimentally determined on-rates and off-rates for chosen protein elements in a system. Proteins are abstracted as spheres. Binding surfaces are defined radially within a protein. Peptide linkers are abstracted as small protein-like spheres with rigid connections. To address whether our framework could generate useful predictions, we simulated the behavior of an engineered fusion protein consisting of two 20 000 Da proteins attached by flexible glycine/serine-type linkers. The two protein elements remained closely associated, as if constrained by a random walk in three dimensions of the peptide linker, as opposed to showing a distribution of distances expected if movement were dominated by Brownian motion of the protein domains only. We also simulated the behavior of fluorescent proteins tethered by a linker of varying length, compared the predicted Förster resonance energy transfer with previous experimental observations, and obtained a good correspondence. Finally, we simulated the binding behavior of a fusion of two ligands that could simultaneously bind to distinct cell-surface receptors, and explored the landscape of linker lengths and stiffnesses that could enhance receptor binding of one ligand when the other ligand has already bound to its receptor, thus, addressing potential mechanisms for improving targeted signal transduction proteins. These specific results have implications for the design of targeted fusion proteins and artificial transcription factors involving fusion of natural domains. More broadly, the simulation framework described here could be extended to include more detailed system features such as non-spherical protein shapes and electrostatics, without requiring detailed, computationally expensive specifications. This framework should be useful in predicting behavior of engineered protein systems including binding and dissociation reactions.

Dynamics simulations for engineering macromolecular interactions.

PubMed

Robinson-Mosher, Avi; Shinar, Tamar; Silver, Pamela A; Way, Jeffrey

2013-06-01

The predictable engineering of well-behaved transcriptional circuits is a central goal of synthetic biology. The artificial attachment of promoters to transcription factor genes usually results in noisy or chaotic behaviors, and such systems are unlikely to be useful in practical applications. Natural transcriptional regulation relies extensively on protein-protein interactions to insure tightly controlled behavior, but such tight control has been elusive in engineered systems. To help engineer protein-protein interactions, we have developed a molecular dynamics simulation framework that simplifies features of proteins moving by constrained Brownian motion, with the goal of performing long simulations. The behavior of a simulated protein system is determined by summation of forces that include a Brownian force, a drag force, excluded volume constraints, relative position constraints, and binding constraints that relate to experimentally determined on-rates and off-rates for chosen protein elements in a system. Proteins are abstracted as spheres. Binding surfaces are defined radially within a protein. Peptide linkers are abstracted as small protein-like spheres with rigid connections. To address whether our framework could generate useful predictions, we simulated the behavior of an engineered fusion protein consisting of two 20,000 Da proteins attached by flexible glycine/serine-type linkers. The two protein elements remained closely associated, as if constrained by a random walk in three dimensions of the peptide linker, as opposed to showing a distribution of distances expected if movement were dominated by Brownian motion of the protein domains only. We also simulated the behavior of fluorescent proteins tethered by a linker of varying length, compared the predicted Förster resonance energy transfer with previous experimental observations, and obtained a good correspondence. Finally, we simulated the binding behavior of a fusion of two ligands that could simultaneously bind to distinct cell-surface receptors, and explored the landscape of linker lengths and stiffnesses that could enhance receptor binding of one ligand when the other ligand has already bound to its receptor, thus, addressing potential mechanisms for improving targeted signal transduction proteins. These specific results have implications for the design of targeted fusion proteins and artificial transcription factors involving fusion of natural domains. More broadly, the simulation framework described here could be extended to include more detailed system features such as non-spherical protein shapes and electrostatics, without requiring detailed, computationally expensive specifications. This framework should be useful in predicting behavior of engineered protein systems including binding and dissociation reactions.

Trends in the sand: Directional evolution in the shell shape of recessing scallops (Bivalvia: Pectinidae).

PubMed

Sherratt, Emma; Alejandrino, Alvin; Kraemer, Andrew C; Serb, Jeanne M; Adams, Dean C

2016-09-01

Directional evolution is one of the most compelling evolutionary patterns observed in macroevolution. Yet, despite its importance, detecting such trends in multivariate data remains a challenge. In this study, we evaluate multivariate evolution of shell shape in 93 bivalved scallop species, combining geometric morphometrics and phylogenetic comparative methods. Phylomorphospace visualization described the history of morphological diversification in the group; revealing that taxa with a recessing life habit were the most distinctive in shell shape, and appeared to display a directional trend. To evaluate this hypothesis empirically, we extended existing methods by characterizing the mean directional evolution in phylomorphospace for recessing scallops. We then compared this pattern to what was expected under several alternative evolutionary scenarios using phylogenetic simulations. The observed pattern did not fall within the distribution obtained under multivariate Brownian motion, enabling us to reject this evolutionary scenario. By contrast, the observed pattern was more similar to, and fell within, the distribution obtained from simulations using Brownian motion combined with a directional trend. Thus, the observed data are consistent with a pattern of directional evolution for this lineage of recessing scallops. We discuss this putative directional evolutionary trend in terms of its potential adaptive role in exploiting novel habitats. © 2016 The Author(s). Evolution © 2016 The Society for the Study of Evolution.

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

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.

A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

NASA Astrophysics Data System (ADS)

Jha, Prateek; Kuzovkov, Vladimir; Grzybowski, Bartosz; Olvera de La Cruz, Monica

2012-02-01

We have developed an off-lattice kinetic Monte Carlo simulation scheme for reaction-diffusion problems in soft matter systems. The definition of transition probabilities in the Monte Carlo scheme are taken identical to the transition rates in a renormalized master equation of the diffusion process and match that of the Glauber dynamics of Ising model. Our scheme provides several advantages over the Brownian dynamics technique for non-equilibrium simulations. Since particle displacements are accepted/rejected in a Monte Carlo fashion as opposed to moving particles following a stochastic equation of motion, nonphysical movements (e.g., violation of a hard core assumption) are not possible (these moves have zero acceptance). Further, the absence of a stochastic ``noise'' term resolves the computational difficulties associated with generating statistically independent trajectories with definitive mean properties. Finally, since the timestep is independent of the magnitude of the interaction forces, much longer time-steps can be employed than Brownian dynamics. We discuss the applications of this scheme for dynamic self-assembly of photo-switchable nanoparticles and dynamical problems in polymeric systems.

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.

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.

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

PubMed

Gautestad, Arild O

2012-09-07

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

Antiswarming: Structure and dynamics of repulsive chemically active particles

NASA Astrophysics Data System (ADS)

Yan, Wen; Brady, John F.

2017-12-01

Chemically active Brownian particles with surface catalytic reactions may repel each other due to diffusiophoretic interactions in the reaction and product concentration fields. The system behavior can be described by a "chemical" coupling parameter Γc that compares the strength of diffusiophoretic repulsion to Brownian motion, and by a mapping to the classical electrostatic one component plasma (OCP) system. When confined to a constant-volume domain, body-centered cubic (bcc) crystals spontaneously form from random initial configurations when the repulsion is strong enough to overcome Brownian motion. Face-centered cubic (fcc) crystals may also be stable. The "melting point" of the "liquid-to-crystal transition" occurs at Γc≈140 for both bcc and fcc lattices.

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.

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.

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.

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

PubMed

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

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

PubMed

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

2011-06-01

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations (x(t(1))x(t(2)))=D(t(1)(2H)+t(2)(2H)-|t(1)-t(2)|(2H)), where H, with 0

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.

Brownian dynamics without Green's functions

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

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

2014-04-07

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

Rotational Brownian Dynamics simulations of clathrin cage formation

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

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

2014-08-14

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

Book Review:

NASA Astrophysics Data System (ADS)

McKane, Alan

2003-12-01

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

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.

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.

Molten Salts and Isotope Separation

NASA Astrophysics Data System (ADS)

Lantelme, Frédéric

2013-02-01

The work on molten salts and isotope separation performed over the years at Université Pierre et Marie Curie and at Collège de France is critically reviewed. This research, closely related to A. Klemm's pioneering contributions, leads among other things to the discovery of the effect now called the `Chemla effect', after the late Professor Marius Chemla. These studies of ionic motions in melts, and liquids in general, have greatly benefitted from recent advances in molecular simulations. Some recent results of such simulations - molecular dynamics (MD) and Brownian dynamics (BD) - as well as of related theoretical work are discussed.

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

NASA Astrophysics Data System (ADS)

Fiore, Andrew M.; Swan, James W.

2018-01-01

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material are a significant computational challenge. Here, we present a new method for Brownian dynamics simulations of suspended colloidal scale particles such as colloids, polymers, surfactants, and proteins subject to a particular and important class of hydrodynamic constraints. The total computational cost of the algorithm is practically linear with the number of particles modeled and can be further optimized when the characteristic mass fractal dimension of the suspended particles is known. Specifically, we consider the so-called "stresslet" constraint for which suspended particles resist local deformation. This acts to produce a symmetric force dipole in the fluid and imparts rigidity to the particles. The presented method is an extension of the recently reported positively split formulation for Ewald summation of the Rotne-Prager-Yamakawa mobility tensor to higher order terms in the hydrodynamic scattering series accounting for force dipoles [A. M. Fiore et al., J. Chem. Phys. 146(12), 124116 (2017)]. The hydrodynamic mobility tensor, which is proportional to the covariance of particle Brownian displacements, is constructed as an Ewald sum in a novel way which guarantees that the real-space and wave-space contributions to the sum are independently symmetric and positive-definite for all possible particle configurations. This property of the Ewald sum is leveraged to rapidly sample the Brownian displacements from a superposition of statistically independent processes with the wave-space and real-space contributions as respective covariances. The cost of computing the Brownian displacements in this way is comparable to the cost of computing the deterministic displacements. The addition of a stresslet constraint to the over-damped particle equations of motion leads to a stochastic differential algebraic equation (SDAE) of index 1, which is integrated forward in time using a mid-point integration scheme that implicitly produces stochastic displacements consistent with the fluctuation-dissipation theorem for the constrained system. Calculations for hard sphere dispersions are illustrated and used to explore the performance of the algorithm. An open source, high-performance implementation on graphics processing units capable of dynamic simulations of millions of particles and integrated with the software package HOOMD-blue is used for benchmarking and made freely available in the supplementary material (ftp://ftp.aip.org/epaps/journ_chem_phys/E-JCPSA6-148-012805)

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)

Entropic stochastic resonance of a self-propelled Janus particle

NASA Astrophysics Data System (ADS)

Liu, Zhenzhen; Du, Luchun; Guo, Wei; Mei, Dong-Cheng

2016-10-01

Entropic stochastic resonance is investigated when a self-propelled Janus particle moves in a double-cavity container. Numerical simulation results indicate the entropic stochastic resonance can survive even if there is no symmetry breaking in any direction. This is the essential distinction between the property of a self-propelled Janus particle and that of a passive Brownian particle, for the symmetry breaking is necessary for the entropic stochastic resonance of a passive Brownian particle. With the rotational noise intensity growing at small fixed noise intensity of translational motion, the signal power amplification increases monotonically towards saturation which also can be regarded as a kind of stochastic resonance effect. Besides, the increase in the natural frequency of the periodic driving depresses the degree of the stochastic resonance, whereas the rise in its amplitude enhances and then suppresses the behavior.

3D dust clouds (Yukawa Balls) in strongly coupled dusty plasmas

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

Melzer, A.; Passvogel, M.; Miksch, T.

2010-06-16

Three-dimensional finite systems of charged dust particles confined to concentric spherical shells in a dusty plasma, so-called 'Yukawa balls', have been studied with respect to their static and dynamic properties. Here, we review the charging of particles in a dusty plasma discharge by computer simulations and the respective particle arrangements. The normal mode spectrum of Yukawa balls is measured from the 3D thermal Brownian motion of the dust particles around their equilibrium positions.

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.

Dynamics simulations for engineering macromolecular interactions

PubMed Central

Robinson-Mosher, Avi; Shinar, Tamar; Silver, Pamela A.; Way, Jeffrey

2013-01-01

The predictable engineering of well-behaved transcriptional circuits is a central goal of synthetic biology. The artificial attachment of promoters to transcription factor genes usually results in noisy or chaotic behaviors, and such systems are unlikely to be useful in practical applications. Natural transcriptional regulation relies extensively on protein-protein interactions to insure tightly controlled behavior, but such tight control has been elusive in engineered systems. To help engineer protein-protein interactions, we have developed a molecular dynamics simulation framework that simplifies features of proteins moving by constrained Brownian motion, with the goal of performing long simulations. The behavior of a simulated protein system is determined by summation of forces that include a Brownian force, a drag force, excluded volume constraints, relative position constraints, and binding constraints that relate to experimentally determined on-rates and off-rates for chosen protein elements in a system. Proteins are abstracted as spheres. Binding surfaces are defined radially within a protein. Peptide linkers are abstracted as small protein-like spheres with rigid connections. To address whether our framework could generate useful predictions, we simulated the behavior of an engineered fusion protein consisting of two 20 000 Da proteins attached by flexible glycine/serine-type linkers. The two protein elements remained closely associated, as if constrained by a random walk in three dimensions of the peptide linker, as opposed to showing a distribution of distances expected if movement were dominated by Brownian motion of the protein domains only. We also simulated the behavior of fluorescent proteins tethered by a linker of varying length, compared the predicted Förster resonance energy transfer with previous experimental observations, and obtained a good correspondence. Finally, we simulated the binding behavior of a fusion of two ligands that could simultaneously bind to distinct cell-surface receptors, and explored the landscape of linker lengths and stiffnesses that could enhance receptor binding of one ligand when the other ligand has already bound to its receptor, thus, addressing potential mechanisms for improving targeted signal transduction proteins. These specific results have implications for the design of targeted fusion proteins and artificial transcription factors involving fusion of natural domains. More broadly, the simulation framework described here could be extended to include more detailed system features such as non-spherical protein shapes and electrostatics, without requiring detailed, computationally expensive specifications. This framework should be useful in predicting behavior of engineered protein systems including binding and dissociation reactions. PMID:23822508

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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).

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.

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.

Influence of target thickness on the release of radioactive atoms

NASA Astrophysics Data System (ADS)

Guillot, Julien; Roussière, Brigitte; Tusseau-Nenez, Sandrine; Barré-Boscher, Nicole; Borg, Elie; Martin, Julien

2017-03-01

Nowadays, intense exotic beams are needed in order to study nuclei with very short half-life. To increase the release efficiency of the fission products, all the target characteristics involved must be improved (e.g. chemical composition, dimensions, physicochemical properties such as grain size, porosity, density…). In this article, we study the impact of the target thickness. Released fractions measured from graphite and uranium carbide pellets are presented as well as Monte-Carlo simulations of the Brownian motion.

n-Order and maximum fuzzy similarity entropy for discrimination of signals of different complexity: Application to fetal heart rate signals.

PubMed

Zaylaa, Amira; Oudjemia, Souad; Charara, Jamal; Girault, Jean-Marc

2015-09-01

This paper presents two new concepts for discrimination of signals of different complexity. The first focused initially on solving the problem of setting entropy descriptors by varying the pattern size instead of the tolerance. This led to the search for the optimal pattern size that maximized the similarity entropy. The second paradigm was based on the n-order similarity entropy that encompasses the 1-order similarity entropy. To improve the statistical stability, n-order fuzzy similarity entropy was proposed. Fractional Brownian motion was simulated to validate the different methods proposed, and fetal heart rate signals were used to discriminate normal from abnormal fetuses. In all cases, it was found that it was possible to discriminate time series of different complexity such as fractional Brownian motion and fetal heart rate signals. The best levels of performance in terms of sensitivity (90%) and specificity (90%) were obtained with the n-order fuzzy similarity entropy. However, it was shown that the optimal pattern size and the maximum similarity measurement were related to intrinsic features of the time series. Copyright © 2015 Elsevier Ltd. All rights reserved.

Confinement of active systems: trapping, swim pressure, and explosions

NASA Astrophysics Data System (ADS)

Takatori, Sho; de Dier, Raf; Vermant, Jan; Brady, John

2015-11-01

We analyze the run-and-tumble dynamics and motion of living bacteria and self-propelled Janus motors confined in an acoustic trap. Since standard optical tweezers are far too weak, we developed an acoustic trap strong enough to confine swimmers over distances large compared to the swimmers' size and run length. The external trap behaves as an ``osmotic barrier'' that confines the swimmers inside the trapping region, analogous to semipermeable membranes that confine passive Brownian particles inside a boundary. From the swimmers' restricted motion inside the trap, we calculate the unique swim pressure generated by active systems originating from the force required to confine them by boundaries. We apply a strong trap to collect the swimmers into a close-packed active crystal and then turn off the trap which causes the crystal to ``explode'' due to an imbalance of the active pressure. We corroborate all experimental results with Brownian dynamics simulations and analytical theory. ST is supported by a Gates Millennium Scholars fellowship and a NSF Fellowship No. DGE-1144469. RDD is supported by a doctoral fellowship of the fund for scientific research (FWO-Vlaanderen). This work is also supported by NSF Grant CBET 1437570.

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

PubMed

Gautestad, Arild O; Mysterud, Atle

2013-01-01

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

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

PubMed Central

Gautestad, Arild O.

2012-01-01

Animals moving under the influence of spatio-temporal scaling and long-term memory generate a kind of space-use pattern that has proved difficult to model within a coherent theoretical framework. An extended kind of statistical mechanics is needed, accounting for both the effects of spatial memory and scale-free space use, and put into a context of ecological conditions. Simulations illustrating the distinction between scale-specific and scale-free locomotion are presented. The results show how observational scale (time lag between relocations of an individual) may critically influence the interpretation of the underlying process. In this respect, a novel protocol is proposed as a method to distinguish between some main movement classes. For example, the ‘power law in disguise’ paradox—from a composite Brownian motion consisting of a superposition of independent movement processes at different scales—may be resolved by shifting the focus from pattern analysis at one particular temporal resolution towards a more process-oriented approach involving several scales of observation. A more explicit consideration of system complexity within a statistical mechanical framework, supplementing the more traditional mechanistic modelling approach, is advocated. PMID:22456456

Brownian aggregation rate of colloid particles with several active sites

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

Nekrasov, Vyacheslav M.; Yurkin, Maxim A.; Chernyshev, Andrei V., E-mail: chern@ns.kinetics.nsc.ru

2014-08-14

We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shownmore » to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.« less

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.

Boundary layer flow of MHD tangent hyperbolic nanofluid over a stretching sheet: A numerical investigation

NASA Astrophysics Data System (ADS)

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

This article presents the two-dimensional flow of MHD hyperbolic tangent fluid with nanoparticles towards a stretching surface. The mathematical modelling of current flow analysis yields the nonlinear set of partial differential equations which then are reduce to ordinary differential equations by using suitable scaling transforms. Then resulting equations are solved by using shooting technique. The behaviour of the involved physical parameters (Weissenberg number We , Hartmann number M , Prandtl number Pr , Brownian motion parameter Nb , Lewis number Le and thermophoresis number Nt) on velocity, temperature and concentration are interpreted in detail. Additionally, local skin friction, local Nusselt number and local Sherwood number are computed and analyzed. It has been explored that Weissenberg number and Hartmann number are decelerate fluid motion. Brownian motion and thermophoresis both enhance the fluid temperature. Local Sherwood number is increasing function whereas Nusselt number is reducing function for increasing values of Brownian motion parameter Nb , Prandtl number Pr , thermophoresis parameter Nt and Lewis number Le . Additionally, computed results are compared with existing literature to validate the accuracy of solution, one can see that present results have quite resemblance with reported data.

Diffusion of passive particles in active suspensions

NASA Astrophysics Data System (ADS)

Mussler, Matthias; Rafai, Salima; John, Thomas; Peyla, Philippe; Wagner, Christian

2013-11-01

We study how an active suspension consisting of a definite volume fraction of the microswimmer Chlamydomonas Reinhardtii modifies the Brownian movement of small to medium size microspheres. We present measurements and simulations of trajectories of microspheres with a diameter of 20 μm in suspensions of Chlamydomonas Reinhardtii, a so called ``puller,'' and show that the mean squared displacement of such trajectories consist of parabolic and a linear part. The linear part is due to the hydrodynamic noise of the microswimmers while the parabolic part is a consequence of directed motion events that occur randomly, when a microsphere is transported by a microswimmer on a timescale that is in higher order of magnitude than the Brownian like hydrodynamic interaction. In addition, we theoretically describe this effect with a dimensional analysis that takes the force dipole model used to describe ``puller'' like Chlamydomonas Reinhardtii into account.

Momentum conserving Brownian dynamics propagator for complex soft matter fluids

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

Padding, J. T.; Briels, W. J.

2014-12-28

We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution.more » We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.« less

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

PubMed

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

2013-11-26

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

Experimental investigation of particle deposition mechanisms in the lung acinus using microfluidic models.

NASA Astrophysics Data System (ADS)

Fishler, Rami; Mulligan, Molly; Dubowski, Yael; Sznitman, Josue; Sznitman Lab-department of Biomedical Engineering Team; Dubowski Lab-faculty of Civil; Environmental Engineering Team

2014-11-01

In order to experimentally investigate particle deposition mechanisms in the deep alveolated regions of the lungs, we have developed a novel microfluidic device mimicking breathing acinar flow conditions directly at the physiological scale. The model features an anatomically-inspired acinar geometry with five dichotomously branching airway generations lined with periodically expanding and contracting alveoli. Deposition patterns of airborne polystyrene microspheres (spanning 0.1 μm to 2 μm in diameter) inside the airway tree network compare well with CFD simulations and reveal the roles of gravity and Brownian motion on particle deposition sites. Furthermore, measured trajectories of incense particles (0.1-1 μm) inside the breathing device show a critical role for Brownian diffusion in determining the fate of inhaled sub-micron particles by enabling particles to cross from the acinar ducts into alveolar cavities, especially during the short time lag between inhalation and exhalation phases.

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).

Bayesian Decision Tree for the Classification of the Mode of Motion in Single-Molecule Trajectories

PubMed Central

Türkcan, Silvan; Masson, Jean-Baptiste

2013-01-01

Membrane proteins move in heterogeneous environments with spatially (sometimes temporally) varying friction and with biochemical interactions with various partners. It is important to reliably distinguish different modes of motion to improve our knowledge of the membrane architecture and to understand the nature of interactions between membrane proteins and their environments. Here, we present an analysis technique for single molecule tracking (SMT) trajectories that can determine the preferred model of motion that best matches observed trajectories. The method is based on Bayesian inference to calculate the posteriori probability of an observed trajectory according to a certain model. Information theory criteria, such as the Bayesian information criterion (BIC), the Akaike information criterion (AIC), and modified AIC (AICc), are used to select the preferred model. The considered group of models includes free Brownian motion, and confined motion in 2nd or 4th order potentials. We determine the best information criteria for classifying trajectories. We tested its limits through simulations matching large sets of experimental conditions and we built a decision tree. This decision tree first uses the BIC to distinguish between free Brownian motion and confined motion. In a second step, it classifies the confining potential further using the AIC. We apply the method to experimental Clostridium Perfingens -toxin (CPT) receptor trajectories to show that these receptors are confined by a spring-like potential. An adaptation of this technique was applied on a sliding window in the temporal dimension along the trajectory. We applied this adaptation to experimental CPT trajectories that lose confinement due to disaggregation of confining domains. This new technique adds another dimension to the discussion of SMT data. The mode of motion of a receptor might hold more biologically relevant information than the diffusion coefficient or domain size and may be a better tool to classify and compare different SMT experiments. PMID:24376584

Multiscale Simulations of Reactive Transport

NASA Astrophysics Data System (ADS)

Tartakovsky, D. M.; Bakarji, J.

2014-12-01

Discrete, particle-based simulations offer distinct advantages when modeling solute transport and chemical reactions. For example, Brownian motion is often used to model diffusion in complex pore networks, and Gillespie-type algorithms allow one to handle multicomponent chemical reactions with uncertain reaction pathways. Yet such models can be computationally more intensive than their continuum-scale counterparts, e.g., advection-dispersion-reaction equations. Combining the discrete and continuum models has a potential to resolve the quantity of interest with a required degree of physicochemical granularity at acceptable computational cost. We present computational examples of such "hybrid models" and discuss the challenges associated with coupling these two levels of description.

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.

Hydrodynamic interactions for complex-shaped nanocarriers in targeted drug delivery

NASA Astrophysics Data System (ADS)

Wang, Yaohong; Eckmann, David; Radhakrishnan, Ravi; Ayyaswamy, Portonovo

2014-11-01

Nanocarrier motion in a blood vessel involves hydrodynamic and Brownian interactions, which collectively dictate the efficacy in targeted drug delivery. The shape of nanocarriers plays a crucial role in drug delivery. In order to quantify the flow and association properties of elliptical nanoparticles, we have developed an arbitrary Lagrangian-Eulerian framework with capabilities to simulate the hydrodynamic motion of nanoparticles of arbitrary shapes. We introduce the quaternions for rotational motion, and two collision models, namely, (a) an impulse-based model for wall-particle collision, and (b) the short-range repulsive Gay-Berne potential for particle-particle collision. We also study the red blood cell and nanocarrier (such as ellipsoid) interactions. We compare our results with those obtained for a hard sphere model for both RBCs and nanocarriers. Supported by NIH through grant U01-EB016027.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

Thermal fluctuations of haemoglobin from different species: adaptation to temperature via conformational dynamics

PubMed Central

Stadler, A. M.; Garvey, C. J.; Bocahut, A.; Sacquin-Mora, S.; Digel, I.; Schneider, G. J.; Natali, F.; Artmann, G. M.; Zaccai, G.

2012-01-01

Thermodynamic stability, configurational motions and internal forces of haemoglobin (Hb) of three endotherms (platypus, Ornithorhynchus anatinus; domestic chicken, Gallus gallus domesticus and human, Homo sapiens) and an ectotherm (salt water crocodile, Crocodylus porosus) were investigated using circular dichroism, incoherent elastic neutron scattering and coarse-grained Brownian dynamics simulations. The experimental results from Hb solutions revealed a direct correlation between protein resilience, melting temperature and average body temperature of the different species on the 0.1 ns time scale. Molecular forces appeared to be adapted to permit conformational fluctuations with a root mean square displacement close to 1.2 Å at the corresponding average body temperature of the endotherms. Strong forces within crocodile Hb maintain the amplitudes of motion within a narrow limit over the entire temperature range in which the animal lives. In fully hydrated powder samples of human and chicken, Hb mean square displacements and effective force constants on the 1 ns time scale showed no differences over the whole temperature range from 10 to 300 K, in contrast to the solution case. A complementary result of the study, therefore, is that one hydration layer is not sufficient to activate all conformational fluctuations of Hb in the pico- to nanosecond time scale which might be relevant for biological function. Coarse-grained Brownian dynamics simulations permitted to explore residue-specific effects. They indicated that temperature sensing of human and chicken Hb occurs mainly at residues lining internal cavities in the β-subunits. PMID:22696485

Thermal fluctuations of haemoglobin from different species: adaptation to temperature via conformational dynamics.

PubMed

Stadler, A M; Garvey, C J; Bocahut, A; Sacquin-Mora, S; Digel, I; Schneider, G J; Natali, F; Artmann, G M; Zaccai, G

2012-11-07

Thermodynamic stability, configurational motions and internal forces of haemoglobin (Hb) of three endotherms (platypus, Ornithorhynchus anatinus; domestic chicken, Gallus gallus domesticus and human, Homo sapiens) and an ectotherm (salt water crocodile, Crocodylus porosus) were investigated using circular dichroism, incoherent elastic neutron scattering and coarse-grained Brownian dynamics simulations. The experimental results from Hb solutions revealed a direct correlation between protein resilience, melting temperature and average body temperature of the different species on the 0.1 ns time scale. Molecular forces appeared to be adapted to permit conformational fluctuations with a root mean square displacement close to 1.2 Å at the corresponding average body temperature of the endotherms. Strong forces within crocodile Hb maintain the amplitudes of motion within a narrow limit over the entire temperature range in which the animal lives. In fully hydrated powder samples of human and chicken, Hb mean square displacements and effective force constants on the 1 ns time scale showed no differences over the whole temperature range from 10 to 300 K, in contrast to the solution case. A complementary result of the study, therefore, is that one hydration layer is not sufficient to activate all conformational fluctuations of Hb in the pico- to nanosecond time scale which might be relevant for biological function. Coarse-grained Brownian dynamics simulations permitted to explore residue-specific effects. They indicated that temperature sensing of human and chicken Hb occurs mainly at residues lining internal cavities in the β-subunits.

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.

Krylov subspace methods for computing hydrodynamic interactions in Brownian dynamics simulations

PubMed Central

Ando, Tadashi; Chow, Edmond; Saad, Yousef; Skolnick, Jeffrey

2012-01-01

Hydrodynamic interactions play an important role in the dynamics of macromolecules. The most common way to take into account hydrodynamic effects in molecular simulations is in the context of a Brownian dynamics simulation. However, the calculation of correlated Brownian noise vectors in these simulations is computationally very demanding and alternative methods are desirable. This paper studies methods based on Krylov subspaces for computing Brownian noise vectors. These methods are related to Chebyshev polynomial approximations, but do not require eigenvalue estimates. We show that only low accuracy is required in the Brownian noise vectors to accurately compute values of dynamic and static properties of polymer and monodisperse suspension models. With this level of accuracy, the computational time of Krylov subspace methods scales very nearly as O(N2) for the number of particles N up to 10 000, which was the limit tested. The performance of the Krylov subspace methods, especially the “block” version, is slightly better than that of the Chebyshev method, even without taking into account the additional cost of eigenvalue estimates required by the latter. Furthermore, at N = 10 000, the Krylov subspace method is 13 times faster than the exact Cholesky method. Thus, Krylov subspace methods are recommended for performing large-scale Brownian dynamics simulations with hydrodynamic interactions. PMID:22897254

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.

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.

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.

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.

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.

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.

Dynamic simulation of concentrated macromolecular solutions with screened long-range hydrodynamic interactions: Algorithm and limitations

PubMed Central

Ando, Tadashi; Chow, Edmond; Skolnick, Jeffrey

2013-01-01

Hydrodynamic interactions exert a critical effect on the dynamics of macromolecules. As the concentration of macromolecules increases, by analogy to the behavior of semidilute polymer solutions or the flow in porous media, one might expect hydrodynamic screening to occur. Hydrodynamic screening would have implications both for the understanding of macromolecular dynamics as well as practical implications for the simulation of concentrated macromolecular solutions, e.g., in cells. Stokesian dynamics (SD) is one of the most accurate methods for simulating the motions of N particles suspended in a viscous fluid at low Reynolds number, in that it considers both far-field and near-field hydrodynamic interactions. This algorithm traditionally involves an O(N3) operation to compute Brownian forces at each time step, although asymptotically faster but more complex SD methods are now available. Motivated by the idea of hydrodynamic screening, the far-field part of the hydrodynamic matrix in SD may be approximated by a diagonal matrix, which is equivalent to assuming that long range hydrodynamic interactions are completely screened. This approximation allows sparse matrix methods to be used, which can reduce the apparent computational scaling to O(N). Previously there were several simulation studies using this approximation for monodisperse suspensions. Here, we employ newly designed preconditioned iterative methods for both the computation of Brownian forces and the solution of linear systems, and consider the validity of this approximation in polydisperse suspensions. We evaluate the accuracy of the diagonal approximation method using an intracellular-like suspension. The diffusivities of particles obtained with this approximation are close to those with the original method. However, this approximation underestimates intermolecular correlated motions, which is a trade-off between accuracy and computing efficiency. The new method makes it possible to perform large-scale and long-time simulation with an approximate accounting of hydrodynamic interactions. PMID:24089734

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.

Dynamics of a suspension of interacting yolk-shell particles

DOE PAGES

Sánchez Díaz, L. E.; Cortes-Morales, E. C.; Li, X.; ...

2014-12-01

In this work we study the self-diusion properties of a liquid of hollow spherical particles (shells) bearing a smaller solid sphere in their interior (yolks). We model this system using purely repulsive hard-body interactions between all (shell and yolk) particles, but assume the presence of a background ideal solvent such that all the particles execute free Brownian motion between collisions, characterized by short-time self-diusion coecients D0 s for the shells and D0 y for the yolks. Using a softened version of these interparticle potentials we perform Brownian dynamics simulations to determine the mean squared displacement and intermediate scattering function ofmore » the yolk-shell complex. These results can be understood in terms of a set of eective Langevin equations for the N interacting shell particles, pre-averaged over the yolks' degrees of freedom, from which an approximate self-consistent description of the simulated self-diusion properties can be derived. Here we compare the theoretical and simulated results between them, and with the results for the same system in the absence of yolks. We nd that the yolks, which have no eect on the shell-shell static structure, in uence the dynamic properties in a predictable manner, fully captured by the theory.« less

Extinction and persistence of a stochastic nonlinear SIS epidemic model with jumps

NASA Astrophysics Data System (ADS)

Ge, Qing; Ji, Guilin; Xu, Jiabo; Fan, Xiaolin

2016-11-01

In this paper, Brownian motion and L e ´ vy jumps are introduced to a SIS type epidemic model with nonlinear incidence rate. The dynamical behavior of the considered model is investigated. In order to reveal the extinction and permanence of the disease, two threshold values R˜0 ,R¯0 are showed. We find that if R˜0 < 1, the disease may die out, and when R¯0 > 1, the disease may be persistent. Finally, the numerical simulations are presented to illustrate our mathematical results.

Thermophoretic torque in colloidal particles with mass asymmetry

NASA Astrophysics Data System (ADS)

Olarte-Plata, Juan; Rubi, J. Miguel; Bresme, Fernando

2018-05-01

We investigate the response of anisotropic colloids suspended in a fluid under a thermal field. Using nonequilibrium molecular dynamics computer simulations and nonequilibrium thermodynamics theory, we show that an anisotropic mass distribution inside the colloid rectifies the rotational Brownian motion and the colloids experience transient torques that orient the colloid along the direction of the thermal field. This physical effect gives rise to distinctive changes in the dependence of the Soret coefficient with colloid mass, which features a maximum, unlike the monotonic increase of the thermophoretic force with mass observed in homogeneous colloids.

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

Tunable aqueous virtual micropore.

PubMed

Park, Jae Hyun; Guan, Weihua; Reed, Mark A; Krstić, Predrag S

2012-03-26

A charged microparticle can be trapped in an aqueous environment by forming a narrow virtual pore--a cylindrical space region in which the particle motion in the radial direction is limited by forces emerging from dynamical interactions of the particle charge and dipole moment with an external radiofrequency quadrupole electric field. If the particle satisfies the trap stability criteria, its mean motion is reduced exponentially with time due to the viscosity of the aqueous environment; thereafter the long-time motion of particle is subject only to random, Brownian fluctuations, whose magnitude, influenced by the electrophoretic and dielectrophoretic effects and added to the particle size, determines the radius of the virtual pore, which is demonstrated by comparison of computer simulations and experiment. The measured size of the virtual nanopore could be utilized to estimate the charge of a trapped micro-object. Copyright © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Numerical study on trapping and guiding of nanoparticles in a flow using scattering field of laser light

NASA Astrophysics Data System (ADS)

Yokoi, Naomichi; Aizu, Yoshihisa

2018-01-01

Optical trapping and guiding using laser have been proven to be useful for non-contact and non-invasive manipulation of small objects such as biological cells, organelles within cells, and dielectric particles. We have numerically investigated so far the motion of a Brownian particle suspended in still water under the illumination of a speckle pattern generated by the interference of coherent light scattered by a rough object. In the present study, we investigate numerically the motion of a particle in a water flow under the illumination of a speckle pattern that is at rest or in motion. Trajectory of the particle is simulated in relation with its size, flow velocity, maximum irradiance, and moving velocity of the speckle pattern to confirm the feasibility of the present method for performing optical trapping and guiding of the particle in the flow.

Numerical study on trapping and guiding of nanoparticles in a flow using scattering field of laser light

NASA Astrophysics Data System (ADS)

Yokoi, Naomichi; Aizu, Yoshihisa

2018-06-01

Optical trapping and guiding using laser have been proven to be useful for non-contact and non-invasive manipulation of small objects such as biological cells, organelles within cells, and dielectric particles. We have numerically investigated so far the motion of a Brownian particle suspended in still water under the illumination of a speckle pattern generated by the interference of coherent light scattered by a rough object. In the present study, we investigate numerically the motion of a particle in a water flow under the illumination of a speckle pattern that is at rest or in motion. Trajectory of the particle is simulated in relation with its size, flow velocity, maximum irradiance, and moving velocity of the speckle pattern to confirm the feasibility of the present method for performing optical trapping and guiding of the particle in the flow.

A CONTINUUM HARD-SPHERE MODEL OF PROTEIN ADSORPTION

PubMed Central

Finch, Craig; Clarke, Thomas; Hickman, James J.

2012-01-01

Protein adsorption plays a significant role in biological phenomena such as cell-surface interactions and the coagulation of blood. Two-dimensional random sequential adsorption (RSA) models are widely used to model the adsorption of proteins on solid surfaces. Continuum equations have been developed so that the results of RSA simulations can be used to predict the kinetics of adsorption. Recently, Brownian dynamics simulations have become popular for modeling protein adsorption. In this work a continuum model was developed to allow the results from a Brownian dynamics simulation to be used as the boundary condition in a computational fluid dynamics (CFD) simulation. Brownian dynamics simulations were used to model the diffusive transport of hard-sphere particles in a liquid and the adsorption of the particles onto a solid surface. The configuration of the adsorbed particles was analyzed to quantify the chemical potential near the surface, which was found to be a function of the distance from the surface and the fractional surface coverage. The near-surface chemical potential was used to derive a continuum model of adsorption that incorporates the results from the Brownian dynamics simulations. The equations of the continuum model were discretized and coupled to a CFD simulation of diffusive transport to the surface. The kinetics of adsorption predicted by the continuum model closely matched the results from the Brownian dynamics simulation. This new model allows the results from mesoscale simulations to be incorporated into micro- or macro-scale CFD transport simulations of protein adsorption in practical devices. PMID:23729843

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.

Sample-to-sample fluctuations of power spectrum of a random motion in a periodic Sinai model.

PubMed

Dean, David S; Iorio, Antonio; Marinari, Enzo; Oshanin, Gleb

2016-09-01

The Sinai model of a tracer diffusing in a quenched Brownian potential is a much-studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is random but periodic, the regime of anomalous diffusion crosses over to one of normal diffusion once a tracer has diffused over a few periods of the system. Here we consider a system in which the potential is given by a Brownian bridge on a finite interval (0,L) and then periodically repeated over the whole real line and study the power spectrum S(f) of the diffusive process x(t) in such a potential. We show that for most of realizations of x(t) in a given realization of the potential, the low-frequency behavior is S(f)∼A/f^{2}, i.e., the same as for standard Brownian motion, and the amplitude A is a disorder-dependent random variable with a finite support. Focusing on the statistical properties of this random variable, we determine the moments of A of arbitrary, negative, or positive order k and demonstrate that they exhibit a multifractal dependence on k and a rather unusual dependence on the temperature and on the periodicity L, which are supported by atypical realizations of the periodic disorder. We finally show that the distribution of A has a log-normal left tail and exhibits an essential singularity close to the right edge of the support, which is related to the Lifshitz singularity. Our findings are based both on analytic results and on extensive numerical simulations of the process x(t).

Active colloids as assembly machines

NASA Astrophysics Data System (ADS)

Goodrich, Carl; Brenner, Michael

Controlling motion at the microscopic scale is a fundamental goal in the development of biologically-inspired systems. We show that the motion of active, self-propelled colloids can be sufficiently controlled for use as a tool to assemble complex structures such as braids and weaves out of microscopic filaments. Unlike typical self-assembly paradigms, these structures are held together by geometric constraints rather than adhesive bonds. The out-of-equilibrium assembly that we propose involves precisely controlling the two-dimensional motion of active colloids so that their path has a non-trivial topology. We demonstrate with proof-of-principle Brownian dynamics simulations that, when the colloids are attached to long semi-flexible filaments, this motion causes the filaments to braid. The ability of the active particles to provide sufficient force necessary to bend the filaments into a braid depends on a number of factors, including the self-propulsion mechanism, the properties of the filament, and the maximum curvature in the braid. Our work demonstrates that non-equilibrium assembly pathways can be designed using active particles.

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.

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.

On the non-stationary generalized Langevin equation

NASA Astrophysics Data System (ADS)

Meyer, Hugues; Voigtmann, Thomas; Schilling, Tanja

2017-12-01

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. By contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observable as well as for its non-stationary auto-correlation function. The equation is similar in structure to the generalized Langevin equation but exhibits a time-dependent memory kernel as well as a fluctuating force that implicitly depends on the initial conditions of the process. We also derive a relation between this memory kernel and the autocorrelation function of the fluctuating force that has a structure similar to a fluctuation-dissipation relation. In addition, we show how the choice of the projection operator allows us to relate the Taylor expansion of the memory kernel to data that are accessible in MD simulations and experiments, thus allowing us to construct the equation of motion. As a numerical example, the procedure is applied to Brownian motion initialized in non-equilibrium conditions and is shown to be consistent with direct measurements from simulations.

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.

G-Jitter Induced Magnetohydrodynamics Flow of Nanofluid with Constant Convective Thermal and Solutal Boundary Conditions

PubMed Central

Uddin, Mohammed J.; Khan, Waqar A.; Ismail, Ahmad Izani Md.

2015-01-01

Taking into account the effect of constant convective thermal and mass boundary conditions, we present numerical solution of the 2-D laminar g-jitter mixed convective boundary layer flow of water-based nanofluids. The governing transport equations are converted into non-similar equations using suitable transformations, before being solved numerically by an implicit finite difference method with quasi-linearization technique. The skin friction decreases with time, buoyancy ratio, and thermophoresis parameters while it increases with frequency, mixed convection and Brownian motion parameters. Heat transfer rate decreases with time, Brownian motion, thermophoresis and diffusion-convection parameters while it increases with the Reynolds number, frequency, mixed convection, buoyancy ratio and conduction-convection parameters. Mass transfer rate decreases with time, frequency, thermophoresis, conduction-convection parameters while it increases with mixed convection, buoyancy ratio, diffusion-convection and Brownian motion parameters. To the best of our knowledge, this is the first paper on this topic and hence the results are new. We believe that the results will be useful in designing and operating thermal fluids systems for space materials processing. Special cases of the results have been compared with published results and an excellent agreement is found. PMID:25933066

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.

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.

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.

Nonlinear microrheology of dense colloidal suspensions: A mode-coupling theory

NASA Astrophysics Data System (ADS)

Gazuz, I.; Fuchs, M.

2013-03-01

A mode-coupling theory for the motion of a strongly forced probe particle in a dense colloidal suspension is presented. Starting point is the Smoluchowski equation for N bath and a single probe particle. The probe performs Brownian motion under the influence of a strong constant and uniform external force Fex. It is immersed in a dense homogeneous bath of (different) particles also performing Brownian motion. Fluid and glass states are considered; solvent flow effects are neglected. Based on a formally exact generalized Green-Kubo relation, mode coupling approximations are performed and an integration through transients approach applied. A microscopic theory for the nonlinear velocity-force relations of the probe particle in a dense fluid and for the (de-) localized probe in a glass is obtained. It extends the mode coupling theory of the glass transition to strongly forced tracer motion and describes active microrheology experiments. A force threshold is identified which needs to be overcome to pull the probe particle free in a glass. For the model of hard sphere particles, the microscopic equations for the threshold force and the probability density of the localized probe are solved numerically. Neglecting the spatial structure of the theory, a schematic model is derived which contains two types of bifurcation, the glass transition and the force-induced delocalization, and which allows for analytical and numerical solutions. We discuss its phase diagram, forcing effects on the time-dependent correlation functions, and the friction increment. The model was successfully applied to simulations and experiments on colloidal hard sphere systems [Gazuz , Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.102.248302 102, 248302 (2009)], while we provide detailed information on its derivation and general properties.

Finite-element approach to Brownian dynamics of polymers.

PubMed

Cyron, Christian J; Wall, Wolfgang A

2009-12-01

In the last decades simulation tools for Brownian dynamics of polymers have attracted more and more interest. Such simulation tools have been applied to a large variety of problems and accelerated the scientific progress significantly. However, the currently most frequently used explicit bead models exhibit severe limitations, especially with respect to time step size, the necessity of artificial constraints and the lack of a sound mathematical foundation. Here we present a framework for simulations of Brownian polymer dynamics based on the finite-element method. This approach allows simulating a wide range of physical phenomena at a highly attractive computational cost on the basis of a far-developed mathematical background.

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.

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.

Hydrodynamically Coupled Brownian Dynamics: A coarse-grain particle-based Brownian dynamics technique with hydrodynamic interactions for modeling self-developing flow of polymer solutions

NASA Astrophysics Data System (ADS)

Ahuja, V. R.; van der Gucht, J.; Briels, W. J.

2018-01-01

We present a novel coarse-grain particle-based simulation technique for modeling self-developing flow of dilute and semi-dilute polymer solutions. The central idea in this paper is the two-way coupling between a mesoscopic polymer model and a phenomenological fluid model. As our polymer model, we choose Responsive Particle Dynamics (RaPiD), a Brownian dynamics method, which formulates the so-called "conservative" and "transient" pair-potentials through which the polymers interact besides experiencing random forces in accordance with the fluctuation dissipation theorem. In addition to these interactions, our polymer blobs are also influenced by the background solvent velocity field, which we calculate by solving the Navier-Stokes equation discretized on a moving grid of fluid blobs using the Smoothed Particle Hydrodynamics (SPH) technique. While the polymers experience this frictional force opposing their motion relative to the background flow field, our fluid blobs also in turn are influenced by the motion of the polymers through an interaction term. This makes our technique a two-way coupling algorithm. We have constructed this interaction term in such a way that momentum is conserved locally, thereby preserving long range hydrodynamics. Furthermore, we have derived pairwise fluctuation terms for the velocities of the fluid blobs using the Fokker-Planck equation, which have been alternatively derived using the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) approach in Smoothed Dissipative Particle Dynamics (SDPD) literature. These velocity fluctuations for the fluid may be incorporated into the velocity updates for our fluid blobs to obtain a thermodynamically consistent distribution of velocities. In cases where these fluctuations are insignificant, however, these additional terms may well be dropped out as they are in a standard SPH simulation. We have applied our technique to study the rheology of two different concentrations of our model linear polymer solutions. The results show that the polymers and the fluid are coupled very well with each other, showing no lag between their velocities. Furthermore, our results show non-Newtonian shear thinning and the characteristic flattening of the Poiseuille flow profile typically observed for polymer solutions.

Hydrodynamically Coupled Brownian Dynamics: A coarse-grain particle-based Brownian dynamics technique with hydrodynamic interactions for modeling self-developing flow of polymer solutions.

PubMed

Ahuja, V R; van der Gucht, J; Briels, W J

2018-01-21

We present a novel coarse-grain particle-based simulation technique for modeling self-developing flow of dilute and semi-dilute polymer solutions. The central idea in this paper is the two-way coupling between a mesoscopic polymer model and a phenomenological fluid model. As our polymer model, we choose Responsive Particle Dynamics (RaPiD), a Brownian dynamics method, which formulates the so-called "conservative" and "transient" pair-potentials through which the polymers interact besides experiencing random forces in accordance with the fluctuation dissipation theorem. In addition to these interactions, our polymer blobs are also influenced by the background solvent velocity field, which we calculate by solving the Navier-Stokes equation discretized on a moving grid of fluid blobs using the Smoothed Particle Hydrodynamics (SPH) technique. While the polymers experience this frictional force opposing their motion relative to the background flow field, our fluid blobs also in turn are influenced by the motion of the polymers through an interaction term. This makes our technique a two-way coupling algorithm. We have constructed this interaction term in such a way that momentum is conserved locally, thereby preserving long range hydrodynamics. Furthermore, we have derived pairwise fluctuation terms for the velocities of the fluid blobs using the Fokker-Planck equation, which have been alternatively derived using the General Equation for the Non-Equilibrium Reversible-Irreversible Coupling (GENERIC) approach in Smoothed Dissipative Particle Dynamics (SDPD) literature. These velocity fluctuations for the fluid may be incorporated into the velocity updates for our fluid blobs to obtain a thermodynamically consistent distribution of velocities. In cases where these fluctuations are insignificant, however, these additional terms may well be dropped out as they are in a standard SPH simulation. We have applied our technique to study the rheology of two different concentrations of our model linear polymer solutions. The results show that the polymers and the fluid are coupled very well with each other, showing no lag between their velocities. Furthermore, our results show non-Newtonian shear thinning and the characteristic flattening of the Poiseuille flow profile typically observed for polymer solutions.

Conformational State Distributions and Catalytically Relevant Dynamics of a Hinge-Bending Enzyme Studied by Single-Molecule FRET and a Coarse-Grained Simulation

PubMed Central

Gabba, Matteo; Poblete, Simón; Rosenkranz, Tobias; Katranidis, Alexandros; Kempe, Daryan; Züchner, Tina; Winkler, Roland G.; Gompper, Gerhard; Fitter, Jörg

2014-01-01

Over the last few decades, a view has emerged showing that multidomain enzymes are biological machines evolved to harness stochastic kicks of solvent particles into highly directional functional motions. These intrinsic motions are structurally encoded, and Nature makes use of them to catalyze chemical reactions by means of ligand-induced conformational changes and states redistribution. Such mechanisms align reactive groups for efficient chemistry and stabilize conformers most proficient for catalysis. By combining single-molecule Förster resonance energy transfer measurements with normal mode analysis and coarse-grained mesoscopic simulations, we obtained results for a hinge-bending enzyme, namely phosphoglycerate kinase (PGK), which support and extend these ideas. From single-molecule Förster resonance energy transfer, we obtained insight into the distribution of conformational states and the dynamical properties of the domains. The simulations allowed for the characterization of interdomain motions of a compact state of PGK. The data show that PGK is intrinsically a highly dynamic system sampling a wealth of conformations on timescales ranging from nanoseconds to milliseconds and above. Functional motions encoded in the fold are performed by the PGK domains already in its ligand-free form, and substrate binding is not required to enable them. Compared to other multidomain proteins, these motions are rather fast and presumably not rate-limiting in the enzymatic reaction. Ligand binding slightly readjusts the orientation of the domains and feasibly locks the protein motions along a preferential direction. In addition, the functionally relevant compact state is stabilized by the substrates, and acts as a prestate to reach active conformations by means of Brownian motions. PMID:25418172

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.

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.

Growth and form of planetary seedlings: results from a microgravity aggregation experiment.

PubMed

Blum, J; Wurm, G; Kempf, S; Poppe, T; Klahr, H; Kozasa, T; Rott, M; Henning, T; Dorschner, J; Schräpler, R; Keller, H U; Markiewicz, W J; Mann, I; Gustafson, B A; Giovane, F; Neuhaus, D; Fechtig, H; Grün, E; Feuerbacher, B; Kochan, H; Ratke, L; El Goresy, A; Morfill, G; Weidenschilling, S J; Schwehm, G; Metzler, K; Ip, W H

2000-09-18

The outcome of the first stage of planetary formation, which is characterized by ballistic agglomeration of preplanetary dust grains due to Brownian motion in the free molecular flow regime of the solar nebula, is still somewhat speculative. We performed a microgravity experiment flown onboard the space shuttle in which we simulated, for the first time, the onset of free preplanetary dust accumulation and revealed the structures and growth rates of the first dust agglomerates in the young solar system. We find that a thermally aggregating swarm of dust particles evolves very rapidly and forms unexpected open-structured agglomerates.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Spatially dependent diffusion coefficient as a model for pH sensitive microgel particles in microchannels

PubMed Central

Pieprzyk, S.; Heyes, D. M.; Brańka, A. C.

2016-01-01

Solute transport and intermixing in microfluidic devices is strongly dependent on diffusional processes. Brownian Dynamics simulations of pressure-driven flow of model microgel particles in microchannels have been carried out to explore these processes and the factors that influence them. The effects of a pH-field that induces a spatial dependence of particle size and consequently the self-diffusion coefficient and system thermodynamic state were focused on. Simulations were carried out in 1D to represent some of the cross flow dependencies, and in 2D and 3D to include the effects of flow and particle concentration, with typical stripe-like diffusion coefficient spatial variations. In 1D, the mean square displacement and particle displacement probability distribution function agreed well with an analytically solvable model consisting of infinitely repulsive walls and a discontinuous pH-profile in the middle of the channel. Skew category Brownian motion and non-Gaussian dynamics were observed, which follows from correlations of step lengths in the system, and can be considered to be an example of so-called “diffusing diffusivity.” In Poiseuille flow simulations, the particles accumulated in regions of larger diffusivity and the largest particle concentration throughput was found when this region was in the middle of the channel. The trends in the calculated cross-channel diffusional behavior were found to be very similar in 2D and 3D. PMID:27795750

Numerical approach on dynamic self-assembly of colloidal particles

NASA Astrophysics Data System (ADS)

Ibrahimi, Muhamet; Ilday, Serim; Makey, Ghaith; Pavlov, Ihor; Yavuz, Özgàn; Gulseren, Oguz; Ilday, Fatih Omer

Far from equilibrium systems of artificial ensembles are crucial for understanding many intelligent features in self-organized natural systems. However, the lack of established theory underlies a need for numerical implementations. Inspired by a novel work, we simulate a solution-suspended colloidal system that dynamically self assembles due to convective forces generated in the solvent when heated by a laser. In order to incorporate with random fluctuations of particles and continuously changing flow, we exploit a random-walk based Brownian motion model and a fluid dynamics solver prepared for games, respectively. Simulation results manage to fit to experiments and show many quantitative features of a non equilibrium dynamic self assembly, including phase space compression and an ensemble-energy input feedback loop.

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.

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.

Anomalous diffusion and dynamics of fluorescence recovery after photobleaching in the random-comb model

NASA Astrophysics Data System (ADS)

Yuste, S. B.; Abad, E.; Baumgaertner, A.

2016-07-01

We address the problem of diffusion on a comb whose teeth display varying lengths. Specifically, the length ℓ of each tooth is drawn from a probability distribution displaying power law behavior at large ℓ ,P (ℓ ) ˜ℓ-(1 +α ) (α >0 ). To start with, we focus on the computation of the anomalous diffusion coefficient for the subdiffusive motion along the backbone. This quantity is subsequently used as an input to compute concentration recovery curves mimicking fluorescence recovery after photobleaching experiments in comblike geometries such as spiny dendrites. Our method is based on the mean-field description provided by the well-tested continuous time random-walk approach for the random-comb model, and the obtained analytical result for the diffusion coefficient is confirmed by numerical simulations of a random walk with finite steps in time and space along the backbone and the teeth. We subsequently incorporate retardation effects arising from binding-unbinding kinetics into our model and obtain a scaling law characterizing the corresponding change in the diffusion coefficient. Finally, we show that recovery curves obtained with the help of the analytical expression for the anomalous diffusion coefficient cannot be fitted perfectly by a model based on scaled Brownian motion, i.e., a standard diffusion equation with a time-dependent diffusion coefficient. However, differences between the exact curves and such fits are small, thereby providing justification for the practical use of models relying on scaled Brownian motion as a fitting procedure for recovery curves arising from particle diffusion in comblike systems.

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

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.

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

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.

Measuring the self-similarity exponent in Lévy stable processes of financial time series

NASA Astrophysics Data System (ADS)

Fernández-Martínez, M.; Sánchez-Granero, M. A.; Trinidad Segovia, J. E.

2013-11-01

Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently calculate the self-similarity exponent of a time series. In that paper, the authors showed empirically that these algorithms, based on a geometrical approach, are more accurate than the classical algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with (fractional) Brownian motions. Moreover, in [J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero, A note on geometric method-based procedures to calculate the Hurst exponent, Phys. A 391 (2012) 2209-2214], a mathematical background for the validity of such procedures to estimate the self-similarity index of any random process with stationary and self-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in (fractional) Lévy stable motions. In this paper, we prove empirically by Monte Carlo simulation that GM algorithms are able to calculate accurately the self-similarity index in Lévy stable motions and find empirical evidence that they are more precise than the absolute value exponent (denoted by AVE onwards) and the multifractal detrended fluctuation analysis (MF-DFA) algorithms, especially with a short length time series. We also compare them with the generalized Hurst exponent (GHE) algorithm and conclude that both GM2 and GHE algorithms are the most accurate to study financial series. In addition to that, we provide empirical evidence, based on the accuracy of GM algorithms to estimate the self-similarity index in Lévy motions, that the evolution of the stocks of some international market indices, such as U.S. Small Cap and Nasdaq100, cannot be modelized by means of a Brownian motion.

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.

Mean first passage time of active Brownian particle in one dimension

NASA Astrophysics Data System (ADS)

Scacchi, A.; Sharma, A.

2018-02-01

We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modelled as a two state model; the particle moves with a constant propulsion strength but its orientation switches from one state to other as in a random telegraphic process. We study the influence of a finite resetting rate r on the mean first passage time to a fixed target of a single free active Brownian particle and map this result using an effective diffusion process. As in the case of a passive Brownian particle, we can find an optimal resetting rate r* for an active Brownian particle for which the target is found with the minimum average time. In the case of the presence of an external potential, we find good agreement between the theory and numerical simulations using an effective potential approach.

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

Multiscale permutation entropy analysis of laser beam wandering in isotropic turbulence.

PubMed

Olivares, Felipe; Zunino, Luciano; Gulich, Damián; Pérez, Darío G; Rosso, Osvaldo A

2017-10-01

We have experimentally quantified the temporal structural diversity from the coordinate fluctuations of a laser beam propagating through isotropic optical turbulence. The main focus here is on the characterization of the long-range correlations in the wandering of a thin Gaussian laser beam over a screen after propagating through a turbulent medium. To fulfill this goal, a laboratory-controlled experiment was conducted in which coordinate fluctuations of the laser beam were recorded at a sufficiently high sampling rate for a wide range of turbulent conditions. Horizontal and vertical displacements of the laser beam centroid were subsequently analyzed by implementing the symbolic technique based on ordinal patterns to estimate the well-known permutation entropy. We show that the permutation entropy estimations at multiple time scales evidence an interplay between different dynamical behaviors. More specifically, a crossover between two different scaling regimes is observed. We confirm a transition from an integrated stochastic process contaminated with electronic noise to a fractional Brownian motion with a Hurst exponent H=5/6 as the sampling time increases. Besides, we are able to quantify, from the estimated entropy, the amount of electronic noise as a function of the turbulence strength. We have also demonstrated that these experimental observations are in very good agreement with numerical simulations of noisy fractional Brownian motions with a well-defined crossover between two different scaling regimes.

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.

Conduction Properties of KcsA Measured Using Brownian Dynamics with Flexible Carbonyl Groups in the Selectivity Filter

PubMed Central

Chung, Shin-Ho; Corry, Ben

2007-01-01

In the narrow segment of an ion conducting pathway, it is likely that a permeating ion influences the positions of the nearby atoms that carry partial or full electronic charges. Here we introduce a method of incorporating the motion of charged atoms lining the pore into Brownian dynamics simulations of ion conduction. The movements of the carbonyl groups in the selectivity filter of the KcsA channel are calculated explicitly, allowing their bond lengths, bond angles, and dihedral angels to change in response to the forces acting upon them. By systematically changing the coefficients of bond stretching and of angle bending, the carbon and oxygen atoms can be made to fluctuate from their fixed positions by varying mean distances. We show that incorporating carbonyl motion in this way does not alter the mechanism of ion conduction and only has a small influence on the computed current. The slope conductance of the channel increases by ∼25% when the root mean-square fluctuations of the carbonyl groups are increased from 0.01 to 0.61 Å. The energy profiles and the number of resident ions in the channel remain unchanged. The method we utilized here can be extended to allow the movement of glutamate or aspartate side chains lining the selectivity filters of other ionic channels. PMID:17434934

Conduction properties of KcsA measured using brownian dynamics with flexible carbonyl groups in the selectivity filter.

PubMed

Chung, Shin-Ho; Corry, Ben

2007-07-01

In the narrow segment of an ion conducting pathway, it is likely that a permeating ion influences the positions of the nearby atoms that carry partial or full electronic charges. Here we introduce a method of incorporating the motion of charged atoms lining the pore into Brownian dynamics simulations of ion conduction. The movements of the carbonyl groups in the selectivity filter of the KcsA channel are calculated explicitly, allowing their bond lengths, bond angles, and dihedral angels to change in response to the forces acting upon them. By systematically changing the coefficients of bond stretching and of angle bending, the carbon and oxygen atoms can be made to fluctuate from their fixed positions by varying mean distances. We show that incorporating carbonyl motion in this way does not alter the mechanism of ion conduction and only has a small influence on the computed current. The slope conductance of the channel increases by approximately 25% when the root mean-square fluctuations of the carbonyl groups are increased from 0.01 to 0.61 A. The energy profiles and the number of resident ions in the channel remain unchanged. The method we utilized here can be extended to allow the movement of glutamate or aspartate side chains lining the selectivity filters of other ionic channels.

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

Universal Long Ranged Correlations in Driven Binary Mixtures

NASA Astrophysics Data System (ADS)

Poncet, Alexis; Bénichou, Olivier; Démery, Vincent; Oshanin, Gleb

2017-03-01

When two populations of "particles" move in opposite directions, like oppositely charged colloids under an electric field or intersecting flows of pedestrians, they can move collectively, forming lanes along their direction of motion. The nature of this "laning transition" is still being debated and, in particular, the pair correlation functions, which are the key observables to quantify this phenomenon, have not been characterized yet. Here, we determine the correlations using an analytical approach based on a linearization of the stochastic equations for the density fields, which is valid for dense systems of soft particles. We find that the correlations decay algebraically along the direction of motion, and have a self-similar exponential profile in the transverse direction. Brownian dynamics simulations confirm our theoretical predictions and show that they also hold beyond the validity range of our analytical approach, pointing to a universal behavior.

A Method for Molecular Dynamics on Curved Surfaces

PubMed Central

Paquay, Stefan; Kusters, Remy

2016-01-01

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in the field of diffusive transport have focused on solving the diffusion equation on curved surfaces, for which it is not tractable to incorporate particle interactions even though these play a crucial role in crowded systems. We show here that it is possible to take such interactions into account by combining standard constraint algorithms with the classical velocity Verlet scheme to perform molecular dynamics simulations of particles constrained to an arbitrarily curved surface. Furthermore, unlike Brownian dynamics schemes in local coordinates, our method is based on Cartesian coordinates, allowing for the reuse of many other standard tools without modifications, including parallelization through domain decomposition. We show that by applying the schemes to the Langevin equation for various surfaces, we obtain confined Brownian motion, which has direct applications to many biological and physical problems. Finally we present two practical examples that highlight the applicability of the method: 1) the influence of crowding and shape on the lateral diffusion of proteins in curved membranes; and 2) the self-assembly of a coarse-grained virus capsid protein model. PMID:27028633

A Method for Molecular Dynamics on Curved Surfaces

NASA Astrophysics Data System (ADS)

Paquay, Stefan; Kusters, Remy

2016-03-01

Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in the field of diffusive transport have focussed on solving the diffusion equation on curved surfaces, for which it is not tractable to incorporate particle interactions even though these play a crucial role in crowded systems. We show here that it is possible to combine standard constraint algorithms with the classical velocity Verlet scheme to perform molecular dynamics simulations of particles constrained to an arbitrarily curved surface, in which such interactions can be taken into account. Furthermore, unlike Brownian dynamics schemes in local coordinates, our method is based on Cartesian coordinates allowing for the reuse of many other standard tools without modifications, including parallelisation through domain decomposition. We show that by applying the schemes to the Langevin equation for various surfaces, confined Brownian motion is obtained, which has direct applications to many biological and physical problems. Finally we present two practical examples that highlight the applicability of the method: (i) the influence of crowding and shape on the lateral diffusion of proteins in curved membranes and (ii) the self-assembly of a coarse-grained virus capsid protein model.

Spontaneous Mechanical Buckling in Two-Dimensional Materials: A Power Source for Ambient Vibration Energy Harvesters

NASA Astrophysics Data System (ADS)

Thibado, Paul; Kumar, Pradeep; Singh, Surendra

Internet-of-Things (IoT) is projected to become a multi-trillion-dollar market, but most applications cannot afford replacing batteries on such a large scale, driving the need for battery alternatives. We recently discovered that freestanding graphene membranes are in perpetual motion when held at room temperature. Surprisingly, the random up-down motion of the membrane does not follow classical Brownian motion, but instead is super-diffusive at short times and sub-diffusive at long times. Furthermore, the velocity probability distribution function is non-Gaussian and follows the heavy-tailed Cauchy-Lorentz distribution, consistent with Lévy flights. Molecular dynamics simulations reveal that mechanical buckling is spontaneously occurring, and that this is the mechanism responsible for the anomalous movement. Bucking in this system occurs when the local material suddenly flips from concave to convex. The higher kinetic energy associated with this motion is derived from the surrounding thermal waste heat, and it may be converted into an electrical current and used as the active component of small power generators known as ambient vibration energy harvesters. thibado@uark.edu.

Using active colloids as machines to weave and braid on the micrometer scale

NASA Astrophysics Data System (ADS)

Goodrich, Carl P.; Brenner, Michael P.

2017-01-01

Controlling motion at the microscopic scale is a fundamental goal in the development of biologically inspired systems. We show that the motion of active, self-propelled colloids can be sufficiently controlled for use as a tool to assemble complex structures such as braids and weaves out of microscopic filaments. Unlike typical self-assembly paradigms, these structures are held together by geometric constraints rather than adhesive bonds. The out-of-equilibrium assembly that we propose involves precisely controlling the 2D motion of active colloids so that their path has a nontrivial topology. We demonstrate with proof-of-principle Brownian dynamics simulations that, when the colloids are attached to long semiflexible filaments, this motion causes the filaments to braid. The ability of the active particles to provide sufficient force necessary to bend the filaments into a braid depends on a number of factors, including the self-propulsion mechanism, the properties of the filament, and the maximum curvature in the braid. Our work demonstrates that nonequilibrium assembly pathways can be designed using active particles.

Using active colloids as machines to weave and braid on the micrometer scale

PubMed Central

Goodrich, Carl P.; Brenner, Michael P.

2017-01-01

Controlling motion at the microscopic scale is a fundamental goal in the development of biologically inspired systems. We show that the motion of active, self-propelled colloids can be sufficiently controlled for use as a tool to assemble complex structures such as braids and weaves out of microscopic filaments. Unlike typical self-assembly paradigms, these structures are held together by geometric constraints rather than adhesive bonds. The out-of-equilibrium assembly that we propose involves precisely controlling the 2D motion of active colloids so that their path has a nontrivial topology. We demonstrate with proof-of-principle Brownian dynamics simulations that, when the colloids are attached to long semiflexible filaments, this motion causes the filaments to braid. The ability of the active particles to provide sufficient force necessary to bend the filaments into a braid depends on a number of factors, including the self-propulsion mechanism, the properties of the filament, and the maximum curvature in the braid. Our work demonstrates that nonequilibrium assembly pathways can be designed using active particles. PMID:28034922

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.

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.

Brownian dynamics simulation of rigid particles of arbitrary shape in external fields.

PubMed

Fernandes, Miguel X; de la Torre, José García

2002-12-01

We have developed a Brownian dynamics simulation algorithm to generate Brownian trajectories of an isolated, rigid particle of arbitrary shape in the presence of electric fields or any other external agents. Starting from the generalized diffusion tensor, which can be calculated with the existing HYDRO software, the new program BROWNRIG (including a case-specific subprogram for the external agent) carries out a simulation that is analyzed later to extract the observable dynamic properties. We provide a variety of examples of utilization of this method, which serve as tests of its performance, and also illustrate its applicability. Examples include free diffusion, transport in an electric field, and diffusion in a restricting environment.

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

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

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.

Applicability of effective pair potentials for active Brownian particles.

PubMed

Rein, Markus; Speck, Thomas

2016-09-01

We have performed a case study investigating a recently proposed scheme to obtain an effective pair potential for active Brownian particles (Farage et al., Phys. Rev. E 91, 042310 (2015)). Applying this scheme to the Lennard-Jones potential, numerical simulations of active Brownian particles are compared to simulations of passive Brownian particles interacting by the effective pair potential. Analyzing the static pair correlations, our results indicate a limited range of activity parameters (speed and orientational correlation time) for which we obtain quantitative, or even qualitative, agreement. Moreover, we find a qualitatively different behavior for the virial pressure even for small propulsion speeds. Combining these findings we conclude that beyond linear response active particles exhibit genuine non-equilibrium properties that cannot be captured by effective pair interaction alone.

Integrated stationary Ornstein-Uhlenbeck process, and double integral processes

NASA Astrophysics Data System (ADS)

Abundo, Mario; Pirozzi, Enrica

2018-03-01

We find a representation of the integral of the stationary Ornstein-Uhlenbeck (ISOU) process in terms of Brownian motion Bt; moreover, we show that, under certain conditions on the functions f and g , the double integral process (DIP) D(t) = ∫βt g(s) (∫αs f(u) dBu) ds can be thought as the integral of a suitable Gauss-Markov process. Some theoretical and application details are given, among them we provide a simulation formula based on that representation by which sample paths, probability densities and first passage times of the ISOU process are obtained; the first-passage times of the DIP are also studied.

Belavkin filter for mixture of quadrature and photon counting process with some control techniques

NASA Astrophysics Data System (ADS)

Garg, Naman; Parthasarathy, Harish; Upadhyay, D. K.

2018-03-01

The Belavkin filter for the H-P Schrödinger equation is derived when the measurement process consists of a mixture of quantum Brownian motions and conservation/Poisson process. Higher-order powers of the measurement noise differentials appear in the Belavkin dynamics. For simulation, we use a second-order truncation. Control of the Belavkin filtered state by infinitesimal unitary operators is achieved in order to reduce the noise effects in the Belavkin filter equation. This is carried out along the lines of Luc Bouten. Various optimization criteria for control are described like state tracking and Lindblad noise removal.

Determination of the hydrodynamic friction matrix for various anisotropic particles

NASA Astrophysics Data System (ADS)

Kraft, Daniela; Wittkowksi, Raphael; Löwen, Hartmut; Pine, David

2013-03-01

The relationship between the shape of a colloidal particle and its Brownian motion can be captured by the hydrodynamic friction matrix. It fully describes the translational and rotational diffusion along the particle's main axes as well as the coupling between rotational and translational diffusion. We observed a wide variety of anisotropic colloidal particles with confocal microscopy and calculated the hydrodynamic friction matrix from the particle trajectories. We find that symmetries in the particle shape are reflected in the entries of the friction matrix. We compare our experimentally obtained results with numerical simulations and theoretical predictions. Financial support through a Rubicon grant by the Netherlands Organisation for Scientific Research.

α - synuclein under the magnifying glass. Insights from atomistic and coarse-grain simulations

NASA Astrophysics Data System (ADS)

Ilie, Ioana M.; Nayar, Divya; den Otter, Wouter K.; van der Vegt, Nico F. A.; Briels, Wim J.; University of Twente Collaboration; University of Darmstadt Collaboration

Neurodegenerative diseases are linked to the accumulation of misfolded intrinsically disordered proteins in the brain. Here, we use both all-atom and coarse-grain simulations to explore the intricate dynamics and the aggregation of α-synuclein, the protein implicated in Parkinson's disease. We explore the free energy landscapes of α-synuclein by using Molecular Dynamics simulations and extract information on the structure of the protein as well as on its binding affinities. Next, to study the aggregation, we proceed with representing α-synuclein as a chain of deformable particles that can adapt their geometry, binding affinities and can rearrange into different disordered and ordered structures. We use Brownian Dynamics to simulate the translational and rotational motions of the particles, as well as their interaction properties. The simulations show valuable insight into the internal dynamics of α-synuclein and the formation of ordered and disordered aggregates. In addition, the study is extended to investigate the attachment and folding of a protein to a fiber.

Optimization of nanoparticle focusing by coupling thermophoresis and engineered vortex in a microfluidic channel

NASA Astrophysics Data System (ADS)

Zhao, Chao; Cao, Zhibo; Fraser, John; Oztekin, Alparslan; Cheng, Xuanhong

2017-01-01

Enriching nanoparticles in an aqueous solution is commonly practiced for various applications. Despite recent advances in microfluidic technologies, a general method to concentrate nanoparticles in a microfluidic channel in a label free and continuous flow fashion is not yet available, due to strong Brownian motion on the nanoscale. Recent research of thermophoresis indicates that thermophoretic force can overcome the Brownian force to direct nanoparticle movement. Coupling thermophoresis with natural convection on the microscale has been shown to induce significant enrichment of biomolecules in a thermal diffusion column. However, the column operates in a batch process, and the concentrated samples are inconvenient to retrieve. We have recently designed a microfluidic device that combines a helical fluid motion and simple one-dimensional temperature gradient to achieve effective nanoparticle focusing in a continuous flow. The helical convection is introduced by microgrooves patterned on the channel floor, which directly controls the focusing speed and power. Here, COMSOL simulations are conducted to study how the device geometry and flow rate influence transport and subsequent nanoparticle focusing, with a constant temperature gradient. The results demonstrate a complex dependence of nanoparticle accumulation on the microgroove tilting angle, depth, and spacing, as well as channel width and flow rate. Further dimensional analyses reveal that the ratio between particle velocities induced by thermophoretic and fluid inertial forces governs the particle concentration factor, with a maximum concentration at a ratio of approximately one. This simple relationship provides fundamental insights about nanoparticle transport in coupled flow and thermal fields. The study also offers a useful guideline to the design and operation of nanoparticle concentrators based on combining engineered helical fluid motion subject to phoretic fields.

Electroosmotic flow analysis of a branched U-turn nanofluidic device.

PubMed

Parikesit, Gea O F; Markesteijn, Anton P; Kutchoukov, Vladimir G; Piciu, Oana; Bossche, Andre; Westerweel, Jerry; Garini, Yuval; Young, Ian T

2005-10-01

In this paper, we present the analysis of electroosmotic flow in a branched -turn nanofluidic device, which we developed for detection and sorting of single molecules. The device, where the channel depth is only 150 nm, is designed to optically detect fluorescence from a volume as small as 270 attolitres (al) with a common wide-field fluorescent setup. We use distilled water as the liquid, in which we dilute 110 nm fluorescent beads employed as tracer-particles. Quantitative imaging is used to characterize the pathlines and velocity distribution of the electroosmotic flow in the device. Due to the device's complex geometry, the electroosmotic flow cannot be solved analytically. Therefore we use numerical flow simulation to model our device. Our results show that the deviation between measured and simulated data can be explained by the measured Brownian motion of the tracer-particles, which was not incorporated in the simulation.

Brownian dynamics and dynamic Monte Carlo simulations of isotropic and liquid crystal phases of anisotropic colloidal particles: a comparative study.

PubMed

Patti, Alessandro; Cuetos, Alejandro

2012-07-01

We report on the diffusion of purely repulsive and freely rotating colloidal rods in the isotropic, nematic, and smectic liquid crystal phases to probe the agreement between Brownian and Monte Carlo dynamics under the most general conditions. By properly rescaling the Monte Carlo time step, being related to any elementary move via the corresponding self-diffusion coefficient, with the acceptance rate of simultaneous trial displacements and rotations, we demonstrate the existence of a unique Monte Carlo time scale that allows for a direct comparison between Monte Carlo and Brownian dynamics simulations. To estimate the validity of our theoretical approach, we compare the mean square displacement of rods, their orientational autocorrelation function, and the self-intermediate scattering function, as obtained from Brownian dynamics and Monte Carlo simulations. The agreement between the results of these two approaches, even under the condition of heterogeneous dynamics generally observed in liquid crystalline phases, is excellent.

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.

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.

An elementary singularity-free Rotational Brownian Dynamics algorithm for anisotropic particles

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

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

2015-03-21

Brownian Dynamics is the designated technique to simulate the collective dynamics of colloidal particles suspended in a solution, e.g., the self-assembly of patchy particles. Simulating the rotational dynamics of anisotropic particles by a first-order Langevin equation, however, gives rise to a number of complications, ranging from singularities when using a set of three rotational coordinates to subtle metric and drift corrections. Here, we derive and numerically validate a quaternion-based Rotational Brownian Dynamics algorithm that handles these complications in a simple and elegant way. The extension to hydrodynamic interactions is also discussed.

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…

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

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.

Motion of a Janus particle very near a wall

NASA Astrophysics Data System (ADS)

Rashidi, Aidin; Wirth, Christopher L.

2017-12-01

This article describes the simulated Brownian motion of a sphere comprising hemispheres of unequal zeta potential (i.e., "Janus" particle) very near a wall. The simulation tool was developed and used to assist in the methodology development for applying Total Internal Reflection Microscopy (TIRM) to anisotropic particles. Simulations of the trajectory of a Janus sphere with cap density matching that of the base particle very near a boundary were used to construct 3D potential energy landscapes that were subsequently used to infer particle and solution properties, as would be done in a TIRM measurement. Results showed that the potential energy landscape of a Janus sphere has a transition region at the location of the boundary between the two Janus halves, which depended on the relative zeta potential magnitude. The potential energy landscape was fit to accurately obtain the zeta potential of each hemisphere, particle size, minimum potential energy position and electrolyte concentration, or Debye length. We also determined the appropriate orientation bin size and regimes over which the potential energy landscape should be fit to obtain system properties. Our simulations showed that an experiment may require more than 106 observations to obtain a suitable potential energy landscape as a consequence of the multivariable nature of observations for an anisotropic particle. These results illustrate important considerations for conducting TIRM for anisotropic particles.

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

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.

Exact Analysis of the Flow and Heat Transfer of the SA-TiO2 Non-Newtonian Nanofluid Between Two Coaxial Cylinders Through a Porous Medium

NASA Astrophysics Data System (ADS)

Almazmumy, Mariam; Ebaid, Abdelhalim

2017-08-01

In this article, the flow and heat transfer of a non-Newtonian nanofluid between two coaxial cylinders through a porous medium has been investigated. The velocity, temperature, and nanoparticles concentration of the present mathematical model are governed by a system of nonlinear ordinary differential equations. The objective of this article is to obtain new exact solutions for the temperature and the nanoparticles concentration and, therefore, compare them with the previous approximate results in the literature. Moreover, the velocity equation has been numerically solved. The effects of the pressure gradient, thermophoresis, third-grade, Brownian motion, and porosity parameters on the included phenomena have been discussed through several tables and plots. It is found that the velocity profile is increased by increasing the pressure gradient parameter, thermophoresis parameter (slightly), third-grade parameter, and Brownian motion parameter (slightly); however, it decreases with an increase in the porosity parameter and viscosity power index. In addition, the temperature and the nanoparticles concentration reduce with the strengthen of the Brownian motion parameter, while they increase by increasing the thermophoresis parameter. Furthermore, the numerical solution and the physical interpretation in the literature for the same problem have been validated with the current exact analysis, where many remarkable differences and errors have been concluded. Therefore, the suggested analysis may be recommended with high trust for similar problems.

SimGen: A General Simulation Method for Large Systems.

PubMed

Taylor, William R

2017-02-03

SimGen is a stand-alone computer program that reads a script of commands to represent complex macromolecules, including proteins and nucleic acids, in a structural hierarchy that can then be viewed using an integral graphical viewer or animated through a high-level application programming interface in C++. Structural levels in the hierarchy range from α-carbon or phosphate backbones through secondary structure to domains, molecules, and multimers with each level represented in an identical data structure that can be manipulated using the application programming interface. Unlike most coarse-grained simulation approaches, the higher-level objects represented in SimGen can be soft, allowing the lower-level objects that they contain to interact directly. The default motion simulated by SimGen is a Brownian-like diffusion that can be set to occur across all levels of representation in the hierarchy. Links can also be defined between objects, which, when combined with large high-level random movements, result in an effective search strategy for constraint satisfaction, including structure prediction from predicted pairwise distances. The implementation of SimGen makes use of the hierarchic data structure to avoid unnecessary calculation, especially for collision detection, allowing it to be simultaneously run and viewed on a laptop computer while simulating large systems of over 20,000 objects. It has been used previously to model complex molecular interactions including the motion of a myosin-V dimer "walking" on an actin fibre, RNA stem-loop packing, and the simulation of cell motion and aggregation. Several extensions to this original functionality are described. Copyright © 2016 The Francis Crick Institute. Published by Elsevier Ltd.. All rights reserved.

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

Decorrelation correction for nanoparticle tracking analysis of dilute polydisperse suspensions in bulk flow

NASA Astrophysics Data System (ADS)

Hartman, John; Kirby, Brian

2017-03-01

Nanoparticle tracking analysis, a multiprobe single particle tracking technique, is a widely used method to quickly determine the concentration and size distribution of colloidal particle suspensions. Many popular tools remove non-Brownian components of particle motion by subtracting the ensemble-average displacement at each time step, which is termed dedrifting. Though critical for accurate size measurements, dedrifting is shown here to introduce significant biasing error and can fundamentally limit the dynamic range of particle size that can be measured for dilute heterogeneous suspensions such as biological extracellular vesicles. We report a more accurate estimate of particle mean-square displacement, which we call decorrelation analysis, that accounts for correlations between individual and ensemble particle motion, which are spuriously introduced by dedrifting. Particle tracking simulation and experimental results show that this approach more accurately determines particle diameters for low-concentration polydisperse suspensions when compared with standard dedrifting techniques.

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.

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.

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.

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Pseudochemotaxis in inhomogeneous active Brownian systems

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

FRAP to Characterize Molecular Diffusion and Interaction in Various Membrane Environments.

PubMed

Pincet, Frédéric; Adrien, Vladimir; Yang, Rong; Delacotte, Jérôme; Rothman, James E; Urbach, Wladimir; Tareste, David

2016-01-01

Fluorescence recovery after photobleaching (FRAP) is a standard method used to study the dynamics of lipids and proteins in artificial and cellular membrane systems. The advent of confocal microscopy two decades ago has made quantitative FRAP easily available to most laboratories. Usually, a single bleaching pattern/area is used and the corresponding recovery time is assumed to directly provide a diffusion coefficient, although this is only true in the case of unrestricted Brownian motion. Here, we propose some general guidelines to perform FRAP experiments under a confocal microscope with different bleaching patterns and area, allowing the experimentalist to establish whether the molecules undergo Brownian motion (free diffusion) or whether they have restricted or directed movements. Using in silico simulations of FRAP measurements, we further indicate the data acquisition criteria that have to be verified in order to obtain accurate values for the diffusion coefficient and to be able to distinguish between different diffusive species. Using this approach, we compare the behavior of lipids in three different membrane platforms (supported lipid bilayers, giant liposomes and sponge phases), and we demonstrate that FRAP measurements are consistent with results obtained using other techniques such as Fluorescence Correlation Spectroscopy (FCS) or Single Particle Tracking (SPT). Finally, we apply this method to show that the presence of the synaptic protein Munc18-1 inhibits the interaction between the synaptic vesicle SNARE protein, VAMP2, and its partner from the plasma membrane, Syn1A.

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.

A universal constraint-based formulation for freely moving immersed bodies in fluids

NASA Astrophysics Data System (ADS)

Patankar, Neelesh A.

2012-11-01

Numerical simulation of moving immersed bodies in fluids is now practiced routinely. A variety of variants of these approaches have been published, most of which rely on using a background mesh for the fluid equations and tracking the body using Lagrangian points. In this talk, generalized constraint-based governing equations will be presented that provide a unified framework for various immersed body techniques. The key idea that is common to these methods is to assume that the entire fluid-body domain is a ``fluid'' and then to constrain the body domain to move in accordance with its governing equations. The immersed body can be rigid or deforming. The governing equations are developed so that they are independent of the nature of temporal or spatial discretization schemes. Specific choices of time stepping and spatial discretization then lead to techniques developed in prior literature ranging from freely moving rigid to elastic self-propelling bodies. To simulate Brownian systems, thermal fluctuations can be included in the fluid equations via additional random stress terms. Solving the fluctuating hydrodynamic equations coupled with the immersed body results in the Brownian motion of that body. The constraint-based formulation leads to fractional time stepping algorithms a la Chorin-type schemes that are suitable for fast computations of rigid or self-propelling bodies whose deformation kinematics are known. Support from NSF is gratefully acknowledged.

Discrete-state representation of ion permeation coupled to fast gating in a model of ClC chloride channels: comparison to multi-ion continuous space Brownian dynamics simulations.

PubMed

Coalson, Rob D; Cheng, Mary Hongying

2010-01-28

A discrete-state model of chloride ion motion in a ClC chloride channel is constructed, following a previously developed multi-ion continuous space model of the same system (Cheng, M. H.; Mamonov, A. B.; Dukes, J. W.; Coalson, R. D. J. Phys. Chem. B 2007, 111, 5956) that included a simplistic representation of the fast gate in this channel. The reducibility of the many-body continuous space to the eight discrete-state model considered in the present work is examined in detail by performing three-dimensional Brownian dynamics simulations of each allowed state-to-state transition in order to extract the appropriate rate constant for this process, and then inserting the pairwise rate constants thereby obtained into an appropriate set of kinetic master equations. Experimental properties of interest, including the rate of Cl(-) ion permeation through the open channel and the average rate of closing of the fast gate as a function of bulk Cl(-) ion concentrations in the intracellular and extracellular electrolyte reservoirs are computed. Good agreement is found between the results obtained via the eight discrete-state model versus the multi-ion continuous space model, thereby encouraging continued development of the discrete-state model to include more complex behaviors observed experimentally in these channels.

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].

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.

Cluster growth mechanisms in Lennard-Jones fluids: A comparison between molecular dynamics and Brownian dynamics simulations

NASA Astrophysics Data System (ADS)

Jung, Jiyun; Lee, Jumin; Kim, Jun Soo

2015-03-01

We present a simulation study on the mechanisms of a phase separation in dilute fluids of Lennard-Jones (LJ) particles as a model of self-interacting molecules. Molecular dynamics (MD) and Brownian dynamics (BD) simulations of the LJ fluids are employed to model the condensation of a liquid droplet in the vapor phase and the mesoscopic aggregation in the solution phase, respectively. With emphasis on the cluster growth at late times well beyond the nucleation stage, we find that the growth mechanisms can be qualitatively different: cluster diffusion and coalescence in the MD simulations and Ostwald ripening in the BD simulations. We also show that the rates of the cluster growth have distinct scaling behaviors during cluster growth. This work suggests that in the solution phase the random Brownian nature of the solute dynamics may lead to the Ostwald ripening that is qualitatively different from the cluster coalescence in the vapor phase.

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.

Colloidal crystal grain boundary formation and motion

PubMed Central

Edwards, Tara D.; Yang, Yuguang; Beltran-Villegas, Daniel J.; Bevan, Michael A.

2014-01-01

The ability to assemble nano- and micro- sized colloidal components into highly ordered configurations is often cited as the basis for developing advanced materials. However, the dynamics of stochastic grain boundary formation and motion have not been quantified, which limits the ability to control and anneal polycrystallinity in colloidal based materials. Here we use optical microscopy, Brownian Dynamic simulations, and a new dynamic analysis to study grain boundary motion in quasi-2D colloidal bicrystals formed within inhomogeneous AC electric fields. We introduce “low-dimensional” models using reaction coordinates for condensation and global order that capture first passage times between critical configurations at each applied voltage. The resulting models reveal that equal sized domains at a maximum misorientation angle show relaxation dominated by friction limited grain boundary diffusion; and in contrast, asymmetrically sized domains with less misorientation display much faster grain boundary migration due to significant thermodynamic driving forces. By quantifying such dynamics vs. compression (voltage), kinetic bottlenecks associated with slow grain boundary relaxation are understood, which can be used to guide the temporal assembly of defect-free single domain colloidal crystals. PMID:25139760

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.

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.

Brownian dynamics simulation of protein diffusion in crowded environments

NASA Astrophysics Data System (ADS)

Mereghetti, Paolo; Wade, Rebecca C.

2013-02-01

High macromolecular concentrations are a distinguishing feature of living organisms. Understanding how the high concentration of solutes affects the dynamic properties of biological macromolecules is fundamental for the comprehension of biological processes in living systems. We first describe the development of a Brownian dynamics simulation methodology to investigate the dynamic and structural properties of protein solutions using atomic-detail protein structures. We then discuss insights obtained from applying this approach to simulation of solutions of a range of types of proteins.

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.

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.

Inspiration of slip effects on electromagnetohydrodynamics (EMHD) nanofluid flow through a horizontal Riga plate

NASA Astrophysics Data System (ADS)

Ayub, M.; Abbas, T.; Bhatti, M. M.

2016-06-01

The boundary layer flow of nanofluid that is electrically conducting over a Riga plate is considered. The Riga plate is an electromagnetic actuator which comprises a spanwise adjusted cluster of substituting terminal and lasting magnets mounted on a plane surface. The numerical model fuses the Brownian motion and the thermophoresis impacts because of the nanofluid and the Grinberg term for the wall parallel Lorentz force due to the Riga plate in the presence of slip effects. The numerical solution of the problem is presented using the shooting method. The novelties of all the physical parameters such as modified Hartmann number, Richardson number, nanoparticle concentration flux parameter, Prandtl number, Lewis number, thermophoresis parameter, Brownian motion parameter and slip parameter are demonstrated graphically. Numerical values of reduced Nusselt number, Sherwood number are discussed in detail.

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.

Random walk on a leash: a simple single-molecule diffusion model for surface-tethered redox molecules with flexible linkers.

PubMed

Huang, Kuan-Chun; White, Ryan J

2013-08-28

We develop a random walk model to simulate the Brownian motion and the electrochemical response of a single molecule confined to an electrode surface via a flexible molecular tether. We use our simple model, which requires no prior knowledge of the physics of the molecular tether, to predict and better understand the voltammetric response of surface-confined redox molecules when motion of the redox molecule becomes important. The single molecule is confined to a hemispherical volume with a maximum radius determined by the flexible molecular tether (5-20 nm) and is allowed to undergo true three-dimensional diffusion. Distance- and potential-dependent electron transfer probabilities are evaluated throughout the simulations to generate cyclic voltammograms of the model system. We find that at sufficiently slow cyclic voltammetric scan rates the electrochemical reaction behaves like an adsorbed redox molecule with no mass transfer limitation; thus, the peak current is proportional to the scan rate. Conversely, at faster scan rates the diffusional motion of the molecule limits the simulated peak current, which exhibits a linear dependence on the square root of the scan rate. The switch between these two limiting regimes occurs when the diffusion layer thickness, (2Dt)(1/2), is ~10 times the tether length. Finally, we find that our model predicts the voltammetric behavior of a redox-active methylene blue tethered to an electrode surface via short flexible single-stranded, polythymine DNAs, allowing the estimation of diffusion coefficients for the end-tethered molecule.

Flagellar dynamics of a connected chain of active, polar, Brownian particles

PubMed Central

Chelakkot, Raghunath; Gopinath, Arvind; Mahadevan, L.; Hagan, Michael F.

2014-01-01

We show that active, self-propelled particles that are connected together to form a single chain that is anchored at one end can produce the graceful beating motions of flagella. Changing the boundary condition from a clamp to a pivot at the anchor leads to steadily rotating tight coils. Strong noise in the system disrupts the regularity of the oscillations. We use a combination of detailed numerical simulations, mean-field scaling analysis and first passage time theory to characterize the phase diagram as a function of the filament length, passive elasticity, propulsion force and noise. Our study suggests minimal experimental tests for the onset of oscillations in an active polar chain. PMID:24352670

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

Valuation of exotic options in the framework of Levy processes

NASA Astrophysics Data System (ADS)

Milev, Mariyan; Georgieva, Svetla; Markovska, Veneta

2013-12-01

In this paper we explore a straightforward procedure to price derivatives by using the Monte Carlo approach when the underlying process is a jump-diffusion. We have compared the Black-Scholes model with one of its extensions that is the Merton model. The latter model is better in capturing the market's phenomena and is comparative to stochastic volatility models in terms of pricing accuracy. We have presented simulations of asset paths and pricing of barrier options for both Geometric Brownian motion and exponential Levy processes as it is the concrete case of the Merton model. A desired level of accuracy is obtained with simple computer operations in MATLAB for efficient computational time.

Flagellar dynamics of a connected chain of active, polar, Brownian particles.

PubMed

Chelakkot, Raghunath; Gopinath, Arvind; Mahadevan, L; Hagan, Michael F

2014-03-06

We show that active, self-propelled particles that are connected together to form a single chain that is anchored at one end can produce the graceful beating motions of flagella. Changing the boundary condition from a clamp to a pivot at the anchor leads to steadily rotating tight coils. Strong noise in the system disrupts the regularity of the oscillations. We use a combination of detailed numerical simulations, mean-field scaling analysis and first passage time theory to characterize the phase diagram as a function of the filament length, passive elasticity, propulsion force and noise. Our study suggests minimal experimental tests for the onset of oscillations in an active polar chain.

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.

Theory and simulation of the time-dependent rate coefficients of diffusion-influenced reactions.

PubMed Central

Zhou, H X; Szabo, A

1996-01-01

A general formalism is developed for calculating the time-dependent rate coefficient k(t) of an irreversible diffusion-influenced reaction. This formalism allows one to treat most factors that affect k(t), including rotational Brownian motion and conformational gating of reactant molecules and orientation constraint for product formation. At long times k(t) is shown to have the asymptotic expansion k(infinity)[1 + k(infinity) (pie Dt)-1/2 /4 pie D + ...], where D is the relative translational diffusion constant. An approximate analytical method for calculating k(t) is presented. This is based on the approximation that the probability density of the reactant pair in the reactive region keeps the equilibrium distribution but with a decreasing amplitude. The rate coefficient then is determined by the Green function in the absence of chemical reaction. Within the framework of this approximation, two general relations are obtained. The first relation allows the rate coefficient for an arbitrary amplitude of the reactivity to be found if the rate coefficient for one amplitude of the reactivity is known. The second relation allows the rate coefficient in the presence of conformational gating to be found from that in the absence of conformational gating. The ratio k(t)/k(0) is shown to be the survival probability of the reactant pair at time t starting from an initial distribution that is localized in the reactive region. This relation forms the basis of the calculation of k(t) through Brownian dynamics simulations. Two simulation procedures involving the propagation of nonreactive trajectories initiated only from the reactive region are described and illustrated on a model system. Both analytical and simulation results demonstrate the accuracy of the equilibrium-distribution approximation method. PMID:8913584

Hybrid particle-continuum simulations coupling Brownian dynamics and local dynamic density functional theory.

PubMed

Qi, Shuanhu; Schmid, Friederike

2017-11-08

We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense such that particles can switch their level of resolution on the fly. The switching of resolution is controlled by a tuning function which can be chosen at will according to the geometry of the system. As an application, the hybrid scheme is used to study the kinetics of interfacial broadening of a polymer blend, and is validated by comparing the results to the predictions from pure Brownian dynamics and pure local dynamics calculations.

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

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.