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.

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.

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.

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.

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

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.

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

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.

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.

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.

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.

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.

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.

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

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.

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.

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 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.

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.

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.

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.

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.

The Steady-State Transport of Oxygen through Hemoglobin Solutions

PubMed Central

Keller, K. H.; Friedlander, S. K.

1966-01-01

The steady-state transport of oxygen through hemoglobin solutions was studied to identify the mechanism of the diffusion augmentation observed at low oxygen tensions. A novel technique employing a platinum-silver oxygen electrode was developed to measure the effective diffusion coefficient of oxygen in steady-state transport. The measurements were made over a wider range of hemoglobin and oxygen concentrations than previously reported. Values of the Brownian motion diffusion coefficient of oxygen in hemoglobin solution were obtained as well as measurements of facilitated transport at low oxygen tensions. Transport rates up to ten times greater than ordinary diffusion rates were found. Predictions of oxygen flux were made assuming that the oxyhemoglobin transport coefficient was equal to the Brownian motion diffusivity which was measured in a separate set of experiments. The close correlation between prediction and experiment indicates that the diffusion of oxyhemoglobin is the mechanism by which steady-state oxygen transport is facilitated. PMID:5943608

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.

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.

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

Quantum State Diffusion

NASA Astrophysics Data System (ADS)

Percival, Ian

2005-10-01

1. Introduction; 2. Brownian motion and Itô calculus; 3. Open quantum systems; 4. Quantum state diffusion; 5. Localisation; 6. Numerical methods and examples; 7. Quantum foundations; 8. Primary state diffusion; 9. Classical dynamics of quantum localisation; 10. Semiclassical theory and linear 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.

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.

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.

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.

Anisotropic Brownian motion in ordered phases of DNA fragments.

PubMed

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

2012-01-01

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

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

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

PubMed

Park, Moongyu; Cushman, John Howard; O'Malley, Dan

2014-09-30

The collective molecular reorientations within a nematic liquid crystal fluid bathing a spherical colloid cause the colloid to diffuse anomalously on a short time scale (i.e., as a non-Brownian particle). The deformations and fluctuations of long-range orientational order in the liquid crystal profoundly influence the transient diffusive regimes. Here we show that an anisotropic fractional Brownian process run with a nonlinear multiscaling clock effectively mimics this collective and transient phenomenon. This novel process has memory, Gaussian increments, and a multiscale mean square displacement that can be chosen independently from the fractal dimension of a particle trajectory. The process is capable of modeling multiscale sub-, super-, or classical diffusion. The finite-size Lyapunov exponents for this multiscaling process are defined for future analysis of related mixing processes.

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.

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

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 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.

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

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.

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.

Active colloidal propulsion over a crystalline surface

NASA Astrophysics Data System (ADS)

Choudhury, Udit; Straube, Arthur V.; Fischer, Peer; Gibbs, John G.; Höfling, Felix

2017-12-01

We study both experimentally and theoretically the dynamics of chemically self-propelled Janus colloids moving atop a two-dimensional crystalline surface. The surface is a hexagonally close-packed monolayer of colloidal particles of the same size as the mobile one. The dynamics of the self-propelled colloid reflects the competition between hindered diffusion due to the periodic surface and enhanced diffusion due to active motion. Which contribution dominates depends on the propulsion strength, which can be systematically tuned by changing the concentration of a chemical fuel. The mean-square displacements (MSDs) obtained from the experiment exhibit enhanced diffusion at long lag times. Our experimental data are consistent with a Langevin model for the effectively two-dimensional translational motion of an active Brownian particle in a periodic potential, combining the confining effects of gravity and the crystalline surface with the free rotational diffusion of the colloid. Approximate analytical predictions are made for the MSD describing the crossover from free Brownian motion at short times to active diffusion at long times. The results are in semi-quantitative agreement with numerical results of a refined Langevin model that treats translational and rotational degrees of freedom on the same footing.

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.

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.

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.

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

PubMed Central

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

1996-01-01

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

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.

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

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.

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.

Noah, Joseph and Convex Hulls

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

Brownian 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.

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.

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.

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.

Conserved linear dynamics of single-molecule Brownian motion.

PubMed

Serag, Maged F; Habuchi, Satoshi

2017-06-06

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

Conserved linear dynamics of single-molecule Brownian motion

PubMed Central

Serag, Maged F.; Habuchi, Satoshi

2017-01-01

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance. PMID:28585925

Conserved linear dynamics of single-molecule Brownian motion

NASA Astrophysics Data System (ADS)

Serag, Maged F.; Habuchi, Satoshi

2017-06-01

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

A spin echo sequence with a single-sided bipolar diffusion gradient pulse to obtain snapshot diffusion weighted images in moving media

NASA Astrophysics Data System (ADS)

Freidlin, R. Z.; Kakareka, J. W.; Pohida, T. J.; Komlosh, M. E.; Basser, P. J.

2012-08-01

In vivo MRI data can be corrupted by motion. Motion artifacts are particularly troublesome in Diffusion Weighted MRI (DWI), since the MR signal attenuation due to Brownian motion can be much less than the signal loss due to dephasing from other types of complex tissue motion, which can significantly degrade the estimation of self-diffusion coefficients, diffusion tensors, etc. This paper describes a snapshot DWI sequence, which utilizes a novel single-sided bipolar diffusion sensitizing gradient pulse within a spin echo sequence. The proposed method shortens the diffusion time by applying a single refocused bipolar diffusion gradient on one side of a refocusing RF pulse, instead of a set of diffusion sensitizing gradients, separated by a refocusing RF pulse, while reducing the impact of magnetic field inhomogeneity by using a spin echo sequence. A novel MRI phantom that can exhibit a range of complex motions was designed to demonstrate the robustness of the proposed DWI sequence.

Tracer diffusion in active suspensions

NASA Astrophysics Data System (ADS)

Burkholder, Eric W.; Brady, John F.

2017-05-01

We study the diffusion of a Brownian probe particle of size R in a dilute dispersion of active Brownian particles of size a , characteristic swim speed U0, reorientation time τR, and mechanical energy ksTs=ζaU02τR/6 , where ζa is the Stokes drag coefficient of a swimmer. The probe has a thermal diffusivity DP=kBT /ζP , where kBT is the thermal energy of the solvent and ζP is the Stokes drag coefficient for the probe. When the swimmers are inactive, collisions between the probe and the swimmers sterically hinder the probe's diffusive motion. In competition with this steric hindrance is an enhancement driven by the activity of the swimmers. The strength of swimming relative to thermal diffusion is set by Pes=U0a /DP . The active contribution to the diffusivity scales as Pes2 for weak swimming and Pes for strong swimming, but the transition between these two regimes is nonmonotonic. When fluctuations in the probe motion decay on the time scale τR, the active diffusivity scales as ksTs/ζP : the probe moves as if it were immersed in a solvent with energy ksTs rather than kBT .

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.

Fractional phenomenology of cosmic ray anomalous diffusion

NASA Astrophysics Data System (ADS)

Uchaikin, V. V.

2013-11-01

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

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).

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

The special theory of Brownian relativity: equivalence principle for dynamic and static random paths and uncertainty relation for diffusion.

PubMed

Mezzasalma, Stefano A

2007-03-15

The theoretical basis of a recent theory of Brownian relativity for polymer solutions is deepened and reexamined. After the problem of relative diffusion in polymer solutions is addressed, its two postulates are formulated in all generality. The former builds a statistical equivalence between (uncorrelated) timelike and shapelike reference frames, that is, among dynamical trajectories of liquid molecules and static configurations of polymer chains. The latter defines the "diffusive horizon" as the invariant quantity to work with in the special version of the theory. Particularly, the concept of universality in polymer physics corresponds in Brownian relativity to that of covariance in the Einstein formulation. Here, a "universal" law consists of a privileged observation, performed from the laboratory rest frame and agreeing with any diffusive reference system. From the joint lack of covariance and simultaneity implied by the Brownian Lorentz-Poincaré transforms, a relative uncertainty arises, in a certain analogy with quantum mechanics. It is driven by the difference between local diffusion coefficients in the liquid solution. The same transformation class can be used to infer Fick's second law of diffusion, playing here the role of a gauge invariance preserving covariance of the spacetime increments. An overall, noteworthy conclusion emerging from this view concerns the statistics of (i) static macromolecular configurations and (ii) the motion of liquid molecules, which would be much more related than expected.

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.

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.…

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

Generalized quantum Fokker-Planck, diffusion, and Smoluchowski equations with true probability distribution functions.

PubMed

Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar

2002-05-01

Traditionally, quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasiprobability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using true probability distribution functions is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their coordinates and momenta, we derive a generalized quantum Langevin equation in c numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion, and Smoluchowski equations are the exact quantum analogs of their classical counterparts. The present work is independent of path integral techniques. The theory as developed here is a natural extension of its classical version and is valid for arbitrary temperature and friction (the Smoluchowski equation being considered in the overdamped limit).

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.

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.

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.

Diffusion with resetting inside a circle

NASA Astrophysics Data System (ADS)

Chatterjee, Abhinava; Christou, Christos; Schadschneider, Andreas

2018-06-01

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

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.

Tracer diffusion in active suspensions.

PubMed

Burkholder, Eric W; Brady, John F

2017-05-01

We study the diffusion of a Brownian probe particle of size R in a dilute dispersion of active Brownian particles of size a, characteristic swim speed U_{0}, reorientation time τ_{R}, and mechanical energy k_{s}T_{s}=ζ_{a}U_{0}^{2}τ_{R}/6, where ζ_{a} is the Stokes drag coefficient of a swimmer. The probe has a thermal diffusivity D_{P}=k_{B}T/ζ_{P}, where k_{B}T is the thermal energy of the solvent and ζ_{P} is the Stokes drag coefficient for the probe. When the swimmers are inactive, collisions between the probe and the swimmers sterically hinder the probe's diffusive motion. In competition with this steric hindrance is an enhancement driven by the activity of the swimmers. The strength of swimming relative to thermal diffusion is set by Pe_{s}=U_{0}a/D_{P}. The active contribution to the diffusivity scales as Pe_{s}^{2} for weak swimming and Pe_{s} for strong swimming, but the transition between these two regimes is nonmonotonic. When fluctuations in the probe motion decay on the time scale τ_{R}, the active diffusivity scales as k_{s}T_{s}/ζ_{P}: the probe moves as if it were immersed in a solvent with energy k_{s}T_{s} rather than k_{B}T.

In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

NASA Astrophysics Data System (ADS)

Jeon, Jae-Hyung; Tejedor, Vincent; Burov, Stas; Barkai, Eli; Selhuber-Unkel, Christine; Berg-Sørensen, Kirstine; Oddershede, Lene; Metzler, Ralf

2011-01-01

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

On time-dependent diffusion coefficients arising from stochastic processes with memory

NASA Astrophysics Data System (ADS)

Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

2017-08-01

Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

Rotational Fourier tracking of diffusing polygons.

PubMed

Mayoral, Kenny; Kennair, Terry P; Zhu, Xiaoming; Milazzo, James; Ngo, Kathy; Fryd, Michael M; Mason, Thomas G

2011-11-01

We use optical microscopy to measure the rotational Brownian motion of polygonal platelets that are dispersed in a liquid and confined by depletion attractions near a wall. The depletion attraction inhibits out-of-plane translational and rotational Brownian fluctuations, thereby facilitating in-plane imaging and video analysis. By taking fast Fourier transforms (FFTs) of the images and analyzing the angular position of rays in the FFTs, we determine an isolated particle's rotational trajectory, independent of its position. The measured in-plane rotational diffusion coefficients are significantly smaller than estimates for the bulk; this difference is likely due to the close proximity of the particles to the wall arising from the depletion attraction.

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.

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.

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.

Tempered fractional calculus

NASA Astrophysics Data System (ADS)

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

2015-07-01

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

TEMPERED FRACTIONAL CALCULUS.

PubMed

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

2015-07-15

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

TEMPERED FRACTIONAL CALCULUS

PubMed Central

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

2014-01-01

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

Tempered fractional calculus

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

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

2015-07-15

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

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.

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).

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

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.

Optimal estimates of the diffusion coefficient of a single Brownian trajectory.

PubMed

Boyer, Denis; Dean, David S; Mejía-Monasterio, Carlos; Oshanin, Gleb

2012-03-01

Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry, and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single-particle tracking is to determine the interaction between the particle and its environment. The price paid for having a direct visualization of a single particle is a consequent lack of statistics. Here we address the optimal way to extract diffusion constants from single trajectories for pure Brownian motion. It is shown that the maximum likelihood estimator is much more efficient than the commonly used least-squares estimate. Furthermore, we investigate the effect of disorder on the distribution of estimated diffusion constants and show that it increases the probability of observing estimates much smaller than the true (average) value.

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.

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

To, Kiwing; Peng, Zheng

2016-11-01

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

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

Peng, Zheng; To, Kiwing

2016-08-01

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

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.

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.

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.

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.

Brownian Dynamics of Colloidal Particles in Lyotropic Chromonic Liquid Crystals

NASA Astrophysics Data System (ADS)

Martinez, Angel; Collings, Peter J.; Yodh, Arjun G.

We employ video microscopy to study the Brownian dynamics of colloidal particles in the nematic phase of lyotropic chromonic liquid crystals (LCLCs). These LCLCs (in this case, DSCG) are water soluble, and their nematic phases are characterized by an unusually large elastic anisotropy. Our preliminary measurements of particle mean-square displacement for polystyrene colloidal particles (~5 micron-diameter) show diffusive and sub-diffusive behaviors moving parallel and perpendicular to the nematic director, respectively. In order to understand these motions, we are developing models that incorporate the relaxation of elastic distortions of the surrounding nematic field. Further experiments to confirm these preliminary results and to determine the origin of these deviations compared to simple diffusion theory are ongoing; our results will also be compared to previous diffusion experiments in nematic liquid crystals. We gratefully acknowledge financial support through NSF DMR12-05463, MRSEC DMR11-20901, and NASA NNX08AO0G.

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.

Nuclear quadrupole resonance lineshape analysis for different motional models: Stochastic Liouville approach

NASA Astrophysics Data System (ADS)

Kruk, D.; Earle, K. A.; Mielczarek, A.; Kubica, A.; Milewska, A.; Moscicki, J.

2011-12-01

A general theory of lineshapes in nuclear quadrupole resonance (NQR), based on the stochastic Liouville equation, is presented. The description is valid for arbitrary motional conditions (particularly beyond the valid range of perturbation approaches) and interaction strengths. It can be applied to the computation of NQR spectra for any spin quantum number and for any applied magnetic field. The treatment presented here is an adaptation of the "Swedish slow motion theory," [T. Nilsson and J. Kowalewski, J. Magn. Reson. 146, 345 (2000), 10.1006/jmre.2000.2125] originally formulated for paramagnetic systems, to NQR spectral analysis. The description is formulated for simple (Brownian) diffusion, free diffusion, and jump diffusion models. The two latter models account for molecular cooperativity effects in dense systems (such as liquids of high viscosity or molecular glasses). The sensitivity of NQR slow motion spectra to the mechanism of the motional processes modulating the nuclear quadrupole interaction is discussed.

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

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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.

Transport properties of elastically coupled fractional Brownian motors

NASA Astrophysics Data System (ADS)

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

2015-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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.

Fluorescence Correlation Spectroscopy to Study Diffusion of Polymer Chains within Layered Hydrogen-Bonded Polymer Films

NASA Astrophysics Data System (ADS)

Pristinski, Denis; Kharlampieva, Evguenia; Sukhishvili, Svetlana

2002-03-01

Fluorescence Correlation Spectroscopy (FCS) has been used to probe molecular motions within polymer multilayers formed by hydrogen-bonding sequential self-assembly. Polyethylene glycol (PEG) molecules were end-labeled with the fluorescent tags, and self-assembled with polymethacrylic acid (PMAA) using layer-by-layer deposition. We have found that molecules included in the top adsorbed layer have significant mobility at the millisecond time scale, probably due to translational diffusion. However, their dynamics deviate from classical Brownian motion with a single diffusion time. Possible reasons for the deviation are discussed. We found that motions were significantly slowed with increasing depth within the PEG/PMAA multilayer. This phenomena occured in a narrow pH range around 4.0 in which intermolecular interactions were relatively weak.

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.

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.

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.

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

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

2016-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

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

NASA Astrophysics Data System (ADS)

Palanisamy, Duraivelan; den Otter, Wouter K.

2018-05-01

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

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.

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

PubMed

Block, Stephan

2018-05-22

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

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.

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

NASA Astrophysics Data System (ADS)

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

1998-12-01

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

NMR signals within the generalized Langevin model for fractional Brownian motion

NASA Astrophysics Data System (ADS)

Lisý, Vladimír; Tóthová, Jana

2018-03-01

The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard memoryless Langevin description of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spin-bearing particles in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in an exceedingly simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues. The effect of the trap is demonstrated by introducing a simple model for the generalized diffusion coefficient of the particle.

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

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.

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.

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

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.

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.

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

PubMed

Mody, Nipa A; King, Michael R

2007-05-22

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

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."

Mechanisms underlying anomalous diffusion in the plasma membrane.

PubMed

Krapf, Diego

2015-01-01

The plasma membrane is a complex fluid where lipids and proteins undergo diffusive motion critical to biochemical reactions. Through quantitative imaging analyses such as single-particle tracking, it is observed that diffusion in the cell membrane is usually anomalous in the sense that the mean squared displacement is not linear with time. This chapter describes the different models that are employed to describe anomalous diffusion, paying special attention to the experimental evidence that supports these models in the plasma membrane. We review models based on anticorrelated displacements, such as fractional Brownian motion and obstructed diffusion, and nonstationary models such as continuous time random walks. We also emphasize evidence for the formation of distinct compartments that transiently form on the cell surface. Finally, we overview heterogeneous diffusion processes in the plasma membrane, which have recently attracted considerable interest. Copyright © 2015. Published by Elsevier Inc.

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

Brownian Motion of Asymmetric Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2014-03-01

We used video microscopy and single particle tracking to study the diffusion and local behaviors of asymmetric boomerang particles in a quasi-two dimensional geometry. The motion is biased towards the center of hydrodynamic stress (CoH) and the mean square displacements of the particles are linear at short and long times with different diffusion coefficients and in the crossover regime it is sub-diffusive. Our model based on Langevin theory shows that these behaviors arise from the non-coincidence of the CoH with the center of the body. Since asymmetric boomerangs represent a class of rigid bodies of more generals shape, therefore our findings are generic and true for any non-skewed particle in two dimensions. Both experimental and theoretical results will be discussed.

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.

Revealing nonergodic dynamics in living cells from a single particle trajectory

NASA Astrophysics Data System (ADS)

Lanoiselée, Yann; Grebenkov, Denis S.

2016-05-01

We propose the improved ergodicity and mixing estimators to identify nonergodic dynamics from a single particle trajectory. The estimators are based on the time-averaged characteristic function of the increments and can thus capture additional information on the process as compared to the conventional time-averaged mean-square displacement. The estimators are first investigated and validated for several models of anomalous diffusion, such as ergodic fractional Brownian motion and diffusion on percolating clusters, and nonergodic continuous-time random walks and scaled Brownian motion. The estimators are then applied to two sets of earlier published trajectories of mRNA molecules inside live Escherichia coli cells and of Kv2.1 potassium channels in the plasma membrane. These statistical tests did not reveal nonergodic features in the former set, while some trajectories of the latter set could be classified as nonergodic. Time averages along such trajectories are thus not representative and may be strongly misleading. Since the estimators do not rely on ensemble averages, the nonergodic features can be revealed separately for each trajectory, providing a more flexible and reliable analysis of single-particle tracking experiments in microbiology.

Extreme-value statistics of fractional Brownian motion bridges.

PubMed

Delorme, Mathieu; Wiese, Kay Jörg

2016-11-01

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

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.

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.

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

PubMed

Brenner, Howard

2005-12-01

A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle of the light gas's drift velocity, to each be identified with the Chapman-Enskog "thermal diffusion velocity" of the quasi-Lorentzian gas, here designated by the symbol UM/M, as calculated by de la Mora and Mercer. It is further pointed out that, modulo the collective uncertainties cited above, the common velocities UD,U, and UM/M are identical to the single-component gas's diffuse volume current jv, the latter representing yet another, independent, strictly continuum-mechanical concept. Finally, comments are offered on the extension of the single-component drift velocity notion to liquids, and its application towards rationalizing Soret thermal-diffusion separation phenomena in quasi-Lorentzian liquid-phase binary mixtures composed of disparately sized solute and solvent molecules, with the massive Brownian solute molecules (e.g., colloidal particles) present in disproportionately small amounts relative to that of the solvent.

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

DTIC Science & Technology

1984-10-29

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

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

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.

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.

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

PubMed Central

Mody, Nipa A.; King, Michael R.

2008-01-01

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

Fractional Brownian motion and long term clinical trial recruitment

PubMed Central

Zhang, Qiang; Lai, Dejian

2015-01-01

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

111 years of Brownian motion.

PubMed

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

2016-08-14

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

Fractional Brownian motion and long term clinical trial recruitment.

PubMed

Zhang, Qiang; Lai, Dejian

2011-05-01

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

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.

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.

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

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

Amplified effect of Brownian motion in bacterial near-surface swimming

PubMed Central

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

2008-01-01

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

Brownian motion 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.

Superimposed Code Theoretic Analysis of Deoxyribonucleic Acid (DNA) Codes and DNA Computing

DTIC Science & Technology

2010-01-01

partitioned by font type) of sequences are allowed to be in each position (e.g., Arial = position 0, Comic = position 1, etc. ) and within each collection...movement was modeled by a Brownian motion 3 dimensional random walk. The one dimensional diffusion coefficient D for the ellipsoid shape with 3...temperature, kB is Boltzmann’s constant, and η is the viscosity of the medium. The random walk motion is modeled by assuming the oligo is on a three

On propagators of nonlocal relativistic diffusion of galactic cosmic rays

NASA Astrophysics Data System (ADS)

Uchaikin, V. V.; Sibatov, R. T.

2018-01-01

This report discusses a new model of cosmic ray propagation in the Galaxy. In contrast to the known models based on the principles of Brownian motion, the proposed model agrees with the relativistic principle of speed limitation and takes into account the large-scale turbulence of the interstellar medium, justifying introduction of fractional differential operators.

A Production Network Model and Its Diffusion Approximation.

DTIC Science & Technology

1982-09-01

ordinary Riemann-Stieltjes integrals. Proof. By making minor changes in the proof of the Kunita-Watanabe [91 change of variable formula it can be shown...n.) converges meakly to I, where X Is a Brownian motion wlth drift p and covarlance mtrx A - (ajj) djj b I! (41) aij 2 f Puj(a) do The proof of Lemna

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.

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.

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.

Swarms with canonical active Brownian motion.

PubMed

Glück, Alexander; Hüffel, Helmuth; Ilijić, Saša

2011-05-01

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

Powering a burnt bridges Brownian ratchet: a model for an extracellular motor driven by proteolysis of collagen.

PubMed

Saffarian, Saveez; Qian, Hong; Collier, Ivan; Elson, Elliot; Goldberg, Gregory

2006-04-01

Biased diffusion of collagenase on collagen fibrils may represent the first observed adenosine triphosphate-independent extracellular molecular motor. The magnitude of force generated by the enzyme remains unclear. We propose a propulsion mechanism based on a burnt bridges Brownian ratchet model with a varying degree of coupling of the free energy from collagen proteolysis to the enzyme motion. When constrained by experimental observations, our model predicts 0.1 pN stall force for individual collagenase molecules. A dimer, surprisingly, can generate a force in the range of 5 pN, suggesting that the motor can be of biological significance.

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

Time scale of diffusion in molecular and cellular biology

NASA Astrophysics Data System (ADS)

Holcman, D.; Schuss, Z.

2014-05-01

Diffusion is the driver of critical biological processes in cellular and molecular biology. The diverse temporal scales of cellular function are determined by vastly diverse spatial scales in most biophysical processes. The latter are due, among others, to small binding sites inside or on the cell membrane or to narrow passages between large cellular compartments. The great disparity in scales is at the root of the difficulty in quantifying cell function from molecular dynamics and from simulations. The coarse-grained time scale of cellular function is determined from molecular diffusion by the mean first passage time of molecular Brownian motion to a small targets or through narrow passages. The narrow escape theory (NET) concerns this issue. The NET is ubiquitous in molecular and cellular biology and is manifested, among others, in chemical reactions, in the calculation of the effective diffusion coefficient of receptors diffusing on a neuronal cell membrane strewn with obstacles, in the quantification of the early steps of viral trafficking, in the regulation of diffusion between the mother and daughter cells during cell division, and many other cases. Brownian trajectories can represent the motion of a molecule, a protein, an ion in solution, a receptor in a cell or on its membrane, and many other biochemical processes. The small target can represent a binding site or an ionic channel, a hidden active site embedded in a complex protein structure, a receptor for a neurotransmitter on the membrane of a neuron, and so on. The mean time to attach to a receptor or activator determines diffusion fluxes that are key regulators of cell function. This review describes physical models of various subcellular microdomains, in which the NET coarse-grains the molecular scale to a higher cellular-level, thus clarifying the role of cell geometry in determining subcellular function.

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

NASA Astrophysics Data System (ADS)

Coffey, W. T.; Kalmykov, Yu P.; Titov, S. V.; Mulligan, B. P.

2007-01-01

The quantum Brownian motion of a particle in an external potential V(x) is treated using the master equation for the Wigner distribution function W(x, p, t) in phase space (x, p). A heuristic method of determination of diffusion coefficients in the master equation is proposed. The time evolution equation so obtained contains explicit quantum correction terms up to o(planck4) and in the classical limit, planck → 0, reduces to the Klein-Kramers equation. For a quantum oscillator, the method yields an evolution equation for W(x, p, t) coinciding with that of Agarwal (1971 Phys. Rev. A 4 739). In the non-inertial regime, by applying the Brinkman expansion of the momentum distribution in Weber functions (Brinkman 1956 Physica 22 29), the corresponding semiclassical Smoluchowski equation is derived.

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.

Dynamic heterogeneity and non-Gaussian statistics for acetylcholine receptors on live cell membrane

NASA Astrophysics Data System (ADS)

He, W.; Song, H.; Su, Y.; Geng, L.; Ackerson, B. J.; Peng, H. B.; Tong, P.

2016-05-01

The Brownian motion of molecules at thermal equilibrium usually has a finite correlation time and will eventually be randomized after a long delay time, so that their displacement follows the Gaussian statistics. This is true even when the molecules have experienced a complex environment with a finite correlation time. Here, we report that the lateral motion of the acetylcholine receptors on live muscle cell membranes does not follow the Gaussian statistics for normal Brownian diffusion. From a careful analysis of a large volume of the protein trajectories obtained over a wide range of sampling rates and long durations, we find that the normalized histogram of the protein displacements shows an exponential tail, which is robust and universal for cells under different conditions. The experiment indicates that the observed non-Gaussian statistics and dynamic heterogeneity are inherently linked to the slow-active remodelling of the underlying cortical actin network.

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.

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)

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.

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

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 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.

Currency target-zone modeling: An interplay between physics and economics.

PubMed

Lera, Sandro Claudio; Sornette, Didier

2015-12-01

We study the performance of the euro-Swiss franc exchange rate in the extraordinary period from September 6, 2011 to January 15, 2015 when the Swiss National Bank enforced a minimum exchange rate of 1.20 Swiss francs per euro. Within the general framework built on geometric Brownian motions and based on the analogy between Brownian motion in finance and physics, the first-order effect of such a steric constraint would enter a priori in the form of a repulsive entropic force associated with the paths crossing the barrier that are forbidden. Nonparametric empirical estimates of drift and volatility show that the predicted first-order analogy between economics and physics is incorrect. The clue is to realize that the random-walk nature of financial prices results from the continuous anticipation of traders about future opportunities, whose aggregate actions translate into an approximate efficient market with almost no arbitrage opportunities. With the Swiss National Bank's stated commitment to enforce the barrier, traders' anticipation of this action leads to a vanishing drift together with a volatility of the exchange rate that depends on the distance to the barrier. This effect is described by Krugman's model [P. R. Krugman, Target zones and exchange rate dynamics, Q. J. Econ. 106, 669 (1991)]. We present direct quantitative empirical evidence that Krugman's theoretical model provides an accurate description of the euro-Swiss franc target zone. Motivated by the insights from the economic model, we revise the initial economics-physics analogy and show that, within the context of hindered diffusion, the two systems can be described with the same mathematics after all. Using a recently proposed extended analogy in terms of a colloidal Brownian particle embedded in a fluid of molecules associated with the underlying order book, we derive that, close to the restricting boundary, the dynamics of both systems is described by a stochastic differential equation with a very small constant drift and a linear diffusion coefficient. As a side result, we present a simplified derivation of the linear hydrodynamic diffusion coefficient of a Brownian particle close to a wall.

Currency target-zone modeling: An interplay between physics and economics

NASA Astrophysics Data System (ADS)

Lera, Sandro Claudio; Sornette, Didier

2015-12-01

We study the performance of the euro-Swiss franc exchange rate in the extraordinary period from September 6, 2011 to January 15, 2015 when the Swiss National Bank enforced a minimum exchange rate of 1.20 Swiss francs per euro. Within the general framework built on geometric Brownian motions and based on the analogy between Brownian motion in finance and physics, the first-order effect of such a steric constraint would enter a priori in the form of a repulsive entropic force associated with the paths crossing the barrier that are forbidden. Nonparametric empirical estimates of drift and volatility show that the predicted first-order analogy between economics and physics is incorrect. The clue is to realize that the random-walk nature of financial prices results from the continuous anticipation of traders about future opportunities, whose aggregate actions translate into an approximate efficient market with almost no arbitrage opportunities. With the Swiss National Bank's stated commitment to enforce the barrier, traders' anticipation of this action leads to a vanishing drift together with a volatility of the exchange rate that depends on the distance to the barrier. This effect is described by Krugman's model [P. R. Krugman, Target zones and exchange rate dynamics, Q. J. Econ. 106, 669 (1991), 10.2307/2937922]. We present direct quantitative empirical evidence that Krugman's theoretical model provides an accurate description of the euro-Swiss franc target zone. Motivated by the insights from the economic model, we revise the initial economics-physics analogy and show that, within the context of hindered diffusion, the two systems can be described with the same mathematics after all. Using a recently proposed extended analogy in terms of a colloidal Brownian particle embedded in a fluid of molecules associated with the underlying order book, we derive that, close to the restricting boundary, the dynamics of both systems is described by a stochastic differential equation with a very small constant drift and a linear diffusion coefficient. As a side result, we present a simplified derivation of the linear hydrodynamic diffusion coefficient of a Brownian particle close to a wall.

Stochastic Physicochemical Dynamics

NASA Astrophysics Data System (ADS)

Tsekov, R.

2001-02-01

Thermodynamic Relaxation in Quantum Systems: A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space description of a mechanical system thus leading to a new treatment of this problem different from the Wigner presentation. The equilibrium probability density obtained in the mixed coordinate-momentum space is a reasonable extension of the Gibbs canonical distribution. The validity of the Einstein fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model supposes adiabatic fluctuations and yields another relation between the diffusion coefficient and mobility of a Brownian particle. A new approach to relaxations in quantum systems is also proposed that demonstrates applicability only of the adiabatic model for description of the quantum Brownian dynamics. Stochastic Dynamics of Gas Molecules: A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the molecular Brownian motion are obtained. A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian. The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the description of thermodynamic fluctuations. The range of validity of the Boltzmann-Einstein principle is also discussed and a generalized alternative is proposed. Both expressions coincide in the small fluctuation limit, providing a normal distribution density. Fluctuation Stability of Thin Liquid Films: Memory effect of Brownian motion in an incompressible fluid is studied. The reasoning is based on the Mori-Zwanzig formalism and a new formulation of the Langevin force as a result of collisions between an effective and the Brownian particles. Thus, the stochastic force autocorrelation function with finite dispersion and the corresponding Brownian particle velocity autocorrelation function are obtained. It is demonstrated that the dynamic structure is very important for the rate of drainage of a thin liquid film and it can be effectively taken into account by a dynamic fractal dimension. It is shown that the latter is a powerful tool for description of the film drainage and classifies all the known results from the literature. The obtained general expression for the thinning rate is a heuristic one and predicts variety of drainage models, which are even difficult to simulate in practice. It is a typical example of a scaling law, which explains the origin of the complicate dependence of the thinning rate on the film radius. On the basis of the theory of stochastic processes the evolution of the spatial correlation function of the surface waves on a thin liquid film as well as the corresponding root mean square amplitude A(t) and number of uncorrelated subdomains N(t) are obtained. A formulation of the life time of unstable nonthinning films is proposed, based on the evolution of A and N. It is shown that the presence of uncorrelated subdomains shortens the life time of the film. Some numerical results for A(t) and N(t) at different film thicknesses h and areas S, are demonstrated, taking into account only van der Waals and capillary forces. Resonant Diffusion in Molecular Solid Structures: A new approach to Brownian motion of atomic clusters on solid surfaces is developed. The main topic discussed is the dependence of the diffusion coefficient on the fit between the surface static potential and the internal cluster configuration. It is shown this dependence is non-monotonous, which is the essence of the so-called resonant diffusion. Assuming quicker inner motion of the cluster than its translation, adiabatic separation of these variables is possible and a relatively simple expression for the diffusion coefficient is obtained. In this way, the role of cluster vibrations is accounted for, thus leading to a more complex resonance in the cluster surface mobility. Diffusion of normal alkanes in one-dimensional zeolites is theoretically studied on the basis of the stochastic equation formalism. The calculated diffusion coefficient accounts for the vibrations of the diffusing molecule and zeolite framework, molecule-zeolite interaction, and specific structure of the zeolite. It is shown that when the interaction potential is predominantly determined by the zeolite pore structure, the diffusion coefficient varies periodically with the number of carbon atoms of the alkane molecule, a phenomenon called resonant diffusion. A criterion for observable resonance is obtained from the balance between the interaction potentials of the molecule due to the atomic and pore structures of the zeolite. It shows that the diffusion is not resonant in zeolites without pore structure, such as ZSM-12. Moreover, even in zeolites with developed pore structure no resonant dependence of the diffusion constant can be detected if the pore structure energy barriers are not at least three times higher than the atomic structure energy barriers. The role of the alkane molecule vibrations is examined as well and a surprising effect of suppression of the diffusion in comparison with the case of a rigid molecule is observed. This effect is explained with the balance between the static and dynamic interaction of the molecule and zeolite. Catalytic Kinetics of Chemical Dissociation: A unified description of the catalytic effect of Cu-exchanged zeolites is proposed for the decomposition of NO. A general expression for the rate constant of NO decomposition is obtained by assuming that the rate-determining step consists of the transferring of a single atom associated with breaking of the N-O bond. The analysis is performed on the base of the generalized Langevin equation and takes into account both the potential interactions in the system and the memory effects due to the zeolite vibrations. Two different mechanisms corresponding to monomolecular and bimolecular NO decomposition are discussed. The catalytic effect in the monomolecular mechanism is related to both the Cu+ ions and zeolite O-vacancies, while in the case of the bimolecular mechanism the zeolite contributes through dissipation only. The comparison of the theoretically calculated rate constants with experimental results reveals additional information about the geometric and energetic characteristics of the active centers and confirms the logic of the proposed models.

Ratcheted electrophoresis of Brownian particles

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

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

2016-05-16

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

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.

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.

Hydrodynamics of soap films probed by two-particle microrheology

NASA Astrophysics Data System (ADS)

Prasad, Vikram; Weeks, Eric R.

2007-11-01

A soap film consists of a thin water layer that is separated from two bulk air phases above and below it by surfactant monolayers. The flow fields in the soap film created in response to a perturbation depend on coupling between these different phases, the exact nature of which is unknown. In order to determine this coupling, we use polystyrene spheres as tracer particles and track their diffusive motions in the soap film. The correlated Brownian motion of pairs of particles (two-particle microrheology) maps out the flow field, and provides a measure of the surface viscosity of the soap film as well. This measured surface viscosity agrees well with the value obtained from self diffusion of single particles (one-particle microrheology) in the film.

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.

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

NASA Astrophysics Data System (ADS)

Eka Putri, Irana; Gita Redhyka, Grace

2017-07-01

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

The one-dimensional asymmetric persistent random walk

NASA Astrophysics Data System (ADS)

Rossetto, Vincent

2018-04-01

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

Diffusion of multiple species with excluded-volume effects.

PubMed

Bruna, Maria; Chapman, S Jonathan

2012-11-28

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial differential equations. In this paper we consider multiple interacting subpopulations/species and study how the inter-species competition emerges at the population level. Each individual is described as a finite-size hard core interacting particle undergoing brownian motion. The link between the discrete stochastic equations of motion and the continuum model is considered systematically using the method of matched asymptotic expansions. The system for two species leads to a nonlinear cross-diffusion system for each subpopulation, which captures the enhancement of the effective diffusion rate due to excluded-volume interactions between particles of the same species, and the diminishment due to particles of the other species. This model can explain two alternative notions of the diffusion coefficient that are often confounded, namely collective diffusion and self-diffusion. Simulations of the discrete system show good agreement with the analytic results.

Dynamic interactions between a membrane binding protein and lipids induce fluctuating diffusivity

PubMed Central

Yamamoto, Eiji; Akimoto, Takuma; Kalli, Antreas C.; Yasuoka, Kenji; Sansom, Mark S. P.

2017-01-01

Pleckstrin homology (PH) domains are membrane-binding lipid recognition proteins that interact with phosphatidylinositol phosphate (PIP) molecules in eukaryotic cell membranes. Diffusion of PH domains plays a critical role in biological reactions on membrane surfaces. Although diffusivity can be estimated by long-time measurements, it lacks information on the short-time diffusive nature. We reveal two diffusive properties of a PH domain bound to the surface of a PIP-containing membrane using molecular dynamics simulations. One is fractional Brownian motion, attributed to the motion of the lipids with which the PH domain interacts. The other is temporally fluctuating diffusivity; that is, the short-time diffusivity of the bound protein changes substantially with time. Moreover, the diffusivity for short-time measurements is intrinsically different from that for long-time measurements. This fluctuating diffusivity results from dynamic changes in interactions between the PH domain and PIP molecules. Our results provide evidence that the complexity of protein-lipid interactions plays a crucial role in the diffusion of proteins on biological membrane surfaces. Changes in the diffusivity of PH domains and related membrane-bound proteins may in turn contribute to the formation/dissolution of protein complexes in membranes. PMID:28116358

Derivation of diffusion coefficient of a Brownian particle in tilted periodic potential from the coordinate moments

NASA Astrophysics Data System (ADS)

Zhang, Yunxin

2009-07-01

In this research, diffusion of an overdamped Brownian particle in the tilted periodic potential is investigated. Using the one-dimensional hopping model, the formulations of the mean velocity V and effective diffusion coefficient D of the Brownian particle have been obtained [B. Derrida, J. Stat. Phys. 31 (1983) 433]. Based on the relation between the effective diffusion coefficient and the moments of the mean first passage time, the formulation of effective diffusion coefficient D of the Brownian particle also has been obtained [P. Reimann, et al., Phys. Rev. E 65 (2002) 031104]. In this research, we'll give another analytical expression of the effective diffusion coefficient D from the moments of the particle's coordinate.

Complimentary aspects of diffusion imaging and fMRI: II. Elucidating contributions to the fMRI signal with diffusion sensitization.

PubMed

Mulkern, Robert V; Haker, Steven J; Maier, Stephan E

2007-07-01

Tissue water molecules reside in different biophysical compartments. For example, water molecules in the vasculature reside for variable periods of time within arteries, arterioles, capillaries, venuoles and veins, and may be within blood cells or blood plasma. Water molecules outside of the vasculature, in the extravascular space, reside, for a time, either within cells or within the interstitial space between cells. Within these different compartments, different types of microscopic motion that water molecules may experience have been identified and discussed. These range from Brownian diffusion to more coherent flow over the time scales relevant to functional magnetic resonance imaging (fMRI) experiments, on the order of several 10s of milliseconds. How these different types of motion are reflected in magnetic resonance imaging (MRI) methods developed for "diffusion" imaging studies has been an ongoing and active area of research. Here we briefly review the ideas that have developed regarding these motions within the context of modern "diffusion" imaging techniques and, in particular, how they have been accessed in attempts to further our understanding of the various contributions to the fMRI signal changes sought in studies of human brain activation.

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

Particle image diffusometry: Resolving diffusion coefficient field from microscopy movie data without particle tracking

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Ooi, Yuto

2018-06-01

We propose a technique to evaluate the field of diffusion coefficient for particle dispersion where the Brownian motion is heterogeneous in space and single particle tracking (SPT) analysis is hindered by high concentration of the particles and/or their small size. We realize this "particle image diffusometry" by the principle of the differential dynamic microscopy (DDM). We extend the DDM by introducing the automated objective decision of the scaling regime itself. Label-free evaluation of spatially non-uniform diffusion coefficients without SPT is useful in the diverse applications including crystal nucleation and glass transition where non-invasive observation is desired.

Brownian motion of a particle with arbitrary shape.

PubMed

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

2015-06-07

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

Effect of interfaces on the nearby Brownian motion

PubMed Central

Huang, Kai; Szlufarska, Izabela

2015-01-01

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

Effect of interfaces on the nearby Brownian motion.

PubMed

Huang, Kai; Szlufarska, Izabela

2015-10-06

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

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

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Kawano, Satoyuki

2013-11-01

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

A new fundamental model of moving particle for reinterpreting Schroedinger equation

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

Umar, Muhamad Darwis

2012-06-20

The study of Schroedinger equation based on a hypothesis that every particle must move randomly in a quantum-sized volume has been done. In addition to random motion, every particle can do relative motion through the movement of its quantum-sized volume. On the other way these motions can coincide. In this proposed model, the random motion is one kind of intrinsic properties of the particle. The every change of both speed of randomly intrinsic motion and or the velocity of translational motion of a quantum-sized volume will represent a transition between two states, and the change of speed of randomly intrinsicmore » motion will generate diffusion process or Brownian motion perspectives. Diffusion process can take place in backward and forward processes and will represent a dissipative system. To derive Schroedinger equation from our hypothesis we use time operator introduced by Nelson. From a fundamental analysis, we find out that, naturally, we should view the means of Newton's Law F(vector sign) = ma(vector sign) as no an external force, but it is just to describe both the presence of intrinsic random motion and the change of the particle energy.« less

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%.

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

PubMed

Delorme, Mathieu; Wiese, Kay Jörg

2015-11-20

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

Diffusive motion with nonlinear friction: apparently Brownian.

PubMed

Goohpattader, Partho S; Chaudhury, Manoj K

2010-07-14

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

Generalized Arcsine Laws for Fractional Brownian Motion

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Li, Xingjie Helen; Menon, Govind

2013-12-01

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

Near-Field, On-Chip Optical Brownian Ratchets.

PubMed

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

2016-08-10

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

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

NASA Astrophysics Data System (ADS)

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

2003-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2004-05-01

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

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

PubMed

Holtzer, Gretchen L; Velegol, Darrell

2005-10-25

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

Dynamic Decision Making under Uncertainty and Partial Information

DTIC Science & Technology

2013-11-14

integral under the natural filtration generated by the Brownian motions . This compact expression potentially enables us to design sub- optimal penalties...bounds on bermudan option price under jump diffusion processes. Quantitative Finance , 2013. Under review, available at http://arxiv.org/abs/1305.4321... Finance , 19:53 – 71, 2009. [3] D.P. Bertsekas. Dynamic Programming and Optimal Control. Athena Scientific, 4th edition, 2012. [4] D.B. Brown and J.E

Characterization of Stationary Distributions of Reflected Diffusions

DTIC Science & Technology

2014-01-01

Reiman , M. I. (2003). Fluid and heavy traffic limits for a generalized processor sharing model. Ann. Appl. Probab., 13, 100-139. [37] Ramanan, K. and... Reiman , M. I. (2008). The heavy traffic limit of an unbalanced generalized processor sharing model. Ann. Appl. Probab., 18, 22-58. [38] Reed, J. and...Control and Computing. [39] Reiman , M. I. and Williams, R. J. (1988). A boundary property of semimartingale reflecting Brownian motions. Probab. Theor

A random walk description of individual animal movement accounting for periods of rest

NASA Astrophysics Data System (ADS)

Tilles, Paulo F. C.; Petrovskii, Sergei V.; Natti, Paulo L.

2016-11-01

Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or `bouts' (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings.

A random walk description of individual animal movement accounting for periods of rest.

PubMed

Tilles, Paulo F C; Petrovskii, Sergei V; Natti, Paulo L

2016-11-01

Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or 'bouts' (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings.

A random walk description of individual animal movement accounting for periods of rest

PubMed Central

Tilles, Paulo F. C.

2016-01-01

Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or ‘bouts’ (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings. PMID:28018645

Rolling and aging in temperature-ramp soft adhesion

NASA Astrophysics Data System (ADS)

Boniello, Giuseppe; Tribet, Christophe; Marie, Emmanuelle; Croquette, Vincent; Zanchi, Dražen

2018-01-01

Immediately before adsorption to a horizontal substrate, sinking polymer-coated colloids can undergo a complex sequence of landing, jumping, crawling, and rolling events. Using video tracking, we studied the soft adhesion to a horizontal flat plate of micron-size colloids coated by a controlled molar fraction f of the poly(lysine)-grafted-poly(N-isopropylacrylamide) (PLL-g-PNIPAM) which is a temperature-sensitive polymer. We ramp the temperature from below to above Tc=32 ±1∘C , at which the PNIPAM polymer undergoes a transition, triggering attractive interaction between microparticles and surface. The adsorption rate, the effective in-plane (x -y ) diffusion constant, and the average residence time distribution over z were extracted from the Brownian motion records during last seconds before immobilization. Experimental data are understood within a rate-equations-based model that includes aging effects and includes three populations: the untethered, the rolling, and the arrested colloids. We show that preadsorption dynamics casts a characteristic scaling function α (f ) proportional to the number of available PNIPAM patches met by soft contact during Brownian rolling. In particular, the increase of in-plane diffusivity with increasing f is understood: The stickiest particles have the shortest rolling regime prior to arrest, so that their motion is dominated by the untethered phase.

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

PubMed

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

2016-02-01

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

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

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

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.

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

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.

Rheotaxis of elongated platinum-gold nanoswimmers

NASA Astrophysics Data System (ADS)

Brosseau, Quentin; Wu, Yang; Ristroph, Leif; Zhang, Jun; Ward, Michael; Shelley, Michael

2017-11-01

Directed motion of self-propelled colloids has attracted much attention as a possible means to transport microscopic cargo to desired locations. However, active colloids, such as our gold-platinum (Au-Pt) bi-metallic motors ( 2 micrometers) that are powered by hydrogen peroxide (H2O2), are subjected to Brownian motion and move diffusively. These swimmers can be directed via interactions with structured substrates, e.g. within an array of asymmetric pillars. Our current study focuses on realizing the directed motion in an imposed open flow, of these active nanorods. This dynamic response, often referred to as ``rheotaxis'', is found in many marine organisms. The effect of flow geometry and flow characteristics will be discussed in more details.

Diffusion in translucent media.

PubMed

Shi, Zhou; Genack, Azriel Z

2018-05-10

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction. It is universally acknowledged that the diffusion approach to describing wave transport fails in translucent samples thinner than the distance between scattering events such as are encountered in meteorology, astronomy, biomedicine, and communications. Here we show in optical measurements and numerical simulations that the scaling of transmission and the intensity profiles of transmission eigenchannels have the same form in translucent as in opaque media. Paradoxically, the similarities in transport across translucent and opaque samples explain the puzzling observations of suppressed optical and ultrasonic delay times relative to predictions of diffusion theory well into the diffusive regime.

Brownian motion of electrons in time-dependent magnetic fields.

NASA Technical Reports Server (NTRS)

Iverson, G. J.; Williams, R. M.

1973-01-01

The behavior of a weakly ionized plasma in slowly varying time-dependent magnetic fields is studied through an extension of Williamson's stochastic theory. In particular, attention is focused on the properties of electron diffusion in the plane perpendicular to the direction of the magnetic field, when the field strength is large. It is shown that, in the strong field limit, the classical 1/B-squared dependence of the perpendicular diffusion coefficient is obtained for two models in which the field B(t) is monotonic in t and for two models in which B(t) possesses at least one turning point.

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.

IUTAM symposium on hydrodynamic diffusion of suspended particles

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

Davis, R.H.

Hydrodynamic diffusion refers to the fluctuating motion of nonBrownian particles (or droplets or bubbles) which occurs in a dispersion due to multiparticle interactions. For example, in a concentrated sheared suspension, particles do not move along streamlines but instead exhibit fluctuating motions as they tumble around each other. This leads to a net migration of particles down gradients in particle concentration and in shear rate, due to the higher frequency of encounters of a test particle with other particles on the side of the test particle which has higher concentration or shear rate. As another example, suspended particles subject to sedimentation,more » centrifugation, or fluidization, do not generally move relative to the fluid with a constant velocity, but instead experience diffusion-like fluctuations in velocity due to interactions with neighboring particles and the resulting variation in the microstructure or configuration of the suspended particles. In flowing granular materials, the particles interact through direct collisions or contacts (rather than through the surrounding fluid); these collisions also cause the particles to undergo fluctuating motions characteristic of diffusion processes. Selected papers are indexed separately for inclusion in the Energy Science and Technology Database.« less

Analysis of single quantum-dot mobility inside 1D nanochannel devices

NASA Astrophysics Data System (ADS)

Hoang, H. T.; Segers-Nolten, I. M.; Tas, N. R.; van Honschoten, J. W.; Subramaniam, V.; Elwenspoek, M. C.

2011-07-01

We visualized individual quantum dots using a combination of a confining nanochannel and an ultra-sensitive microscope system, equipped with a high numerical aperture lens and a highly sensitive camera. The diffusion coefficients of the confined quantum dots were determined from the experimentally recorded trajectories according to the classical diffusion theory for Brownian motion in two dimensions. The calculated diffusion coefficients were three times smaller than those in bulk solution. These observations confirm and extend the results of Eichmann et al (2008 Langmuir 24 714-21) to smaller particle diameters and more narrow confinement. A detailed analysis shows that the observed reduction in mobility cannot be explained by conventional hydrodynamic theory.

Anomalous Diffusion of Particles Dispersed in Xanthan Solutions Subjected to Shear Flow

NASA Astrophysics Data System (ADS)

Takikawa, Yoshinori; Yasuta, Muneharu; Fujii, Shuji; Orihara, Hiroshi; Tanaka, Yoshimi; Nishinari, Katsuyoshi

2018-05-01

Xanthan gum exhibits viscoelastic and shear-thinning properties. We investigate the Brownian motion of particles dispersed in xanthan gum solutions that are subjected to simple shear flow. The mean square displacements (MSDs) are obtained in both the flow and vorticity directions. In the absence of shear flow, subdiffusion is observed, MSD ∝ tα with α < 1, where t is time. In the presence of shear flow, however, the exponent α becomes larger together with the MSD itself in both the flow and vorticity directions. We show that the diffusion is enhanced by Taylor dispersion in the flow direction, whereas in the vorticity direction it is enhanced by nonthermal self-diffusion.

Active Brownian motion in a narrow channel

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Self-diffusion in dense granular shear flows.

PubMed

Utter, Brian; Behringer, R P

2004-03-01

Diffusivity is a key quantity in describing velocity fluctuations in granular materials. These fluctuations are the basis of many thermodynamic and hydrodynamic models which aim to provide a statistical description of granular systems. We present experimental results on diffusivity in dense, granular shear flows in a two-dimensional Couette geometry. We find that self-diffusivities D are proportional to the local shear rate gamma; with diffusivities along the direction of the mean flow approximately twice as large as those in the perpendicular direction. The magnitude of the diffusivity is D approximately gamma;a(2), where a is the particle radius. However, the gradient in shear rate, coupling to the mean flow, and strong drag at the moving boundary lead to particle displacements that can appear subdiffusive or superdiffusive. In particular, diffusion appears to be superdiffusive along the mean flow direction due to Taylor dispersion effects and subdiffusive along the perpendicular direction due to the gradient in shear rate. The anisotropic force network leads to an additional anisotropy in the diffusivity that is a property of dense systems and has no obvious analog in rapid flows. Specifically, the diffusivity is suppressed along the direction of the strong force network. A simple random walk simulation reproduces the key features of the data, such as the apparent superdiffusive and subdiffusive behavior arising from the mean velocity field, confirming the underlying diffusive motion. The additional anisotropy is not observed in the simulation since the strong force network is not included. Examples of correlated motion, such as transient vortices, and Lévy flights are also observed. Although correlated motion creates velocity fields which are qualitatively different from collisional Brownian motion and can introduce nondiffusive effects, on average the system appears simply diffusive.

Effects of ionic strength and temperature on the aggregation and deposition of multi-walled carbon nanotubes.

PubMed

Wang, Lixin; Yang, Xuezhi; Wang, Qi; Zeng, Yuxuan; Ding, Lei; Jiang, Wei

2017-01-01

The aggregation and deposition of carbon nanotubes (CNTs) determines their transport and fate in natural waters. Therefore, the aggregation kinetics of humic-acid treated multi-walled carbon nanotubes (HA-MWCNTs) was investigated by time-resolved dynamic light scattering in NaCl and CaCl 2 electrolyte solutions. Increased ionic strength induced HA-MWCNT aggregation due to the less negative zeta potential and the reduced electrostatic repulsion. The critical coagulation concentration (CCC) values of HA-MWCNTs were 80mmol/L in NaCl and 1.3mmol/L in CaCl 2 electrolyte, showing that Ca 2+ causes more serious aggregation than Na + . The aggregation behavior of HA-MWCNTs was consistent with Derjaguin-Landau-Verwey-Overbeek theory. The deposition kinetics of HA-MWCNTs was measured by the optical absorbance at 800nm. The critical deposition concentrations for HA-MWCNT in NaCl and CaCl 2 solutions were close to the CCC values, therefore the rate of deposition cannot be increased by changing the ionic strength in the diffusion-limited aggregation regime. The deposition process was correlated to the aggregation since larger aggregates increased gravitational deposition and decreased random Brownian diffusion. HA-MWCNTs hydrodynamic diameters were evaluated at 5, 15 and 25°C. Higher temperature caused faster aggregation due to the reduced electrostatic repulsion and increased random Brownian motion and collision frequency. HA-MWCNTs aggregate faster at higher temperature in either NaCl or CaCl 2 electrolyte due to the decreased electrostatic repulsion and increased random Brownian motion. Our results suggest that CNT aggregation and deposition are two correlated processes governed by the electrolyte, and CNT transport is favored at low ionic strength and low temperature. Copyright © 2016. Published by Elsevier B.V.

Detection of Brownian Torque in a Magnetically-Driven Rotating Microsystem

PubMed Central

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

2016-01-01

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

Perturbative expansion for the maximum of fractional Brownian motion.

PubMed

Delorme, Mathieu; Wiese, Kay Jörg

2016-07-01

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

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

ERIC Educational Resources Information Center

Klein, Hermann; Woermann, Dietrich

2005-01-01

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

Generalized Arcsine Laws for Fractional Brownian Motion.

PubMed

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

2018-01-26

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

Experimental Study of Short-Time Brownian Motion

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

APM_GUI: analyzing particle movement on the cell membrane and determining confinement.

PubMed

Menchón, Silvia A; Martín, Mauricio G; Dotti, Carlos G

2012-02-20

Single-particle tracking is a powerful tool for tracking individual particles with high precision. It provides useful information that allows the study of diffusion properties as well as the dynamics of movement. Changes in particle movement behavior, such as transitions between Brownian motion and temporary confinement, can reveal interesting biophysical interactions. Although useful applications exist to determine the paths of individual particles, only a few software implementations are available to analyze these data, and these implementations are generally not user-friendly and do not have a graphical interface,. Here, we present APM_GUI (Analyzing Particle Movement), which is a MatLab-implemented application with a Graphical User Interface. This user-friendly application detects confined movement considering non-random confinement when a particle remains in a region longer than a Brownian diffusant would remain. In addition, APM_GUI exports the results, which allows users to analyze this information using software that they are familiar with. APM_GUI provides an open-source tool that quantifies diffusion coefficients and determines whether trajectories have non-random confinements. It also offers a simple and user-friendly tool that can be used by individuals without programming skills.

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.

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.

Flow of nanofluid past a Riga plate

NASA Astrophysics Data System (ADS)

Ahmad, Adeel; Asghar, Saleem; Afzal, Sumaira

2016-03-01

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

Conditions for extreme sensitivity of protein diffusion in membranes to cell environments

PubMed Central

Tserkovnyak, Yaroslav; Nelson, David R.

2006-01-01

We study protein diffusion in multicomponent lipid membranes close to a rigid substrate separated by a layer of viscous fluid. The large-distance, long-time asymptotics for Brownian motion are calculated by using a nonlinear stochastic Navier–Stokes equation including the effect of friction with the substrate. The advective nonlinearity, neglected in previous treatments, gives only a small correction to the renormalized viscosity and diffusion coefficient at room temperature. We find, however, that in realistic multicomponent lipid mixtures, close to a critical point for phase separation, protein diffusion acquires a strong power-law dependence on temperature and the distance to the substrate H, making it much more sensitive to cell environment, unlike the logarithmic dependence on H and very small thermal correction away from the critical point. PMID:17008402

Nanoscale Rheology and Anisotropic Diffusion Using Single Gold Nanorod Probes

NASA Astrophysics Data System (ADS)

Molaei, Mehdi; Atefi, Ehsan; Crocker, John C.

2018-03-01

The complex rotational and translational Brownian motion of anisotropic particles depends on their shape and the viscoelasticity of their surroundings. Because of their strong optical scattering and chemical versatility, gold nanorods would seem to provide the ultimate probes of rheology at the nanoscale, but the suitably accurate orientational tracking required to compute rheology has not been demonstrated. Here we image single gold nanorods with a laser-illuminated dark-field microscope and use optical polarization to determine their three-dimensional orientation to better than one degree. We convert the rotational diffusion of single nanorods in viscoelastic polyethylene glycol solutions to rheology and obtain excellent agreement with bulk measurements. Extensions of earlier models of anisotropic translational diffusion to three dimensions and viscoelastic fluids give excellent agreement with the observed motion of single nanorods. We find that nanorod tracking provides a uniquely capable approach to microrheology and provides a powerful tool for probing nanoscale dynamics and structure in a range of soft materials.

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.

A Dynamical Model Reveals Gene Co-Localizations in Nucleus

PubMed Central

Yao, Ye; Lin, Wei; Hennessy, Conor; Fraser, Peter; Feng, Jianfeng

2011-01-01

Co-localization of networks of genes in the nucleus is thought to play an important role in determining gene expression patterns. Based upon experimental data, we built a dynamical model to test whether pure diffusion could account for the observed co-localization of genes within a defined subnuclear region. A simple standard Brownian motion model in two and three dimensions shows that preferential co-localization is possible for co-regulated genes without any direct interaction, and suggests the occurrence may be due to a limitation in the number of available transcription factors. Experimental data of chromatin movements demonstrates that fractional rather than standard Brownian motion is more appropriate to model gene mobilizations, and we tested our dynamical model against recent static experimental data, using a sub-diffusion process by which the genes tend to colocalize more easily. Moreover, in order to compare our model with recently obtained experimental data, we studied the association level between genes and factors, and presented data supporting the validation of this dynamic model. As further applications of our model, we applied it to test against more biological observations. We found that increasing transcription factor number, rather than factory number and nucleus size, might be the reason for decreasing gene co-localization. In the scenario of frequency- or amplitude-modulation of transcription factors, our model predicted that frequency-modulation may increase the co-localization between its targeted genes. PMID:21760760

Coupling of Lever Arm Swing and Biased Brownian Motion in Actomyosin

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-04-01

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

Brownian Motion 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…

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.

Molecular model for the diffusion of associating telechelic polymer networks

NASA Astrophysics Data System (ADS)

Ramirez, Jorge; Dursch, Thomas; Olsen, Bradley

Understanding the mechanisms of motion and stress relaxation of associating polymers at the molecular level is critical for advanced technological applications such as enhanced oil-recovery, self-healing materials or drug delivery. In associating polymers, the strength and rates of association/dissociation of the reversible physical crosslinks govern the dynamics of the network and therefore all the macroscopic properties, like self-diffusion and rheology. Recently, by means of forced Rayleigh scattering experiments, we have proved that associating polymers of different architectures show super-diffusive behavior when the free motion of single molecular species is slowed down by association/dissociation kinetics. Here we discuss a new molecular picture for unentangled associating telechelic polymers that considers concentration, molecular weight, number of arms of the molecules and equilibrium and rate constants of association/dissociation. The model predicts super-diffusive behavior under the right combination of values of the parameters. We discuss some of the predictions of the model using scaling arguments, show detailed results from Brownian dynamics simulations of the FRS experiments, and attempt to compare the predictions of the model to experimental data.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Ground Motion Studies for Large Future Accelerator

NASA Astrophysics Data System (ADS)

Takeda, Shigeru; Oide, Katsunobu

1997-05-01

The future large accelerator, such as TeV linear collider, should have extremely small emittance to perform the required luminosity. Precise alignment of machine components is essential to prevent emittance dilution. The ground motion spoils alignment of accelerator elements and results in emittance growth. The ground motion in the frequency range of seismic vibration is mostly coherent in the related accelerator. But the incoherent diffusive or Brownian like motion becomes dominant at frequency region less than seismic vibration [1, 2, 3]. Slow ground motion with respect to the machine performance is discussed including the method of tunnel construction. Our experimental results and recent excavated results clarify that application of TBMs is better excavating method than NATM (Drill + Blast) for accelerator tunnel to prevent emittance dilution. ([1] V. Shiltsev, Proc. of IWAA95 Tsukuba, 1995. [2] Shigeru Takeda et al., Proc. of EPAC96, 1996. [3] A. Sery, Proc. of LINAC96, 1996.)

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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

PubMed

Sanders, Lloyd P; Ambjörnsson, Tobias

2012-05-07

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

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

Noise and diffusion of a vibrated self-propelled granular particle

NASA Astrophysics Data System (ADS)

Walsh, Lee; Wagner, Caleb G.; Schlossberg, Sarah; Olson, Christopher; Baskaran, Aparna; Menon, Narayanan

Granular materials are an important physical realization of active matter. In vibration-fluidized granular matter, both diffusion and self-propulsion derive from the same collisional forcing, unlike many other active systems where there is a clean separation between the origin of single-particle mobility and the coupling to noise. Here we present experimental studies of single-particle motion in a vibrated granular monolayer, along with theoretical analysis that compares grain motion at short and long time scales to the assumptions and predictions, respectively, of the active Brownian particle (ABP) model. The results demonstrate that despite the unique relation between noise and propulsion, granular media do show the generic features predicted by the ABP model and indicate that this is a valid framework to predict collective phenomena. Additionally, our scheme of analysis for validating the inputs and outputs of the model can be applied to other granular and non-granular systems.

Diffusion of massive particles around an Abelian-Higgs string

NASA Astrophysics Data System (ADS)

Saha, Abhisek; Sanyal, Soma

2018-03-01

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

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

PubMed

Toth, Arpád; Banky, Dániel; Grolmusz, Vince

2011-12-01

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

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

PubMed

Li, Guanglai; Tang, Jay X

2009-08-14

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

Suppressing Brownian motion of individual biomolecules in solution

PubMed Central

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

2006-01-01

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

Fractional-calculus diffusion equation

PubMed Central

2010-01-01

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

Anti-Brownian ELectrokinetic (ABEL) Trapping of Single High Density Lipoprotein (HDL) Particles

NASA Astrophysics Data System (ADS)

Bockenhauer, Samuel; Furstenberg, Alexandre; Wang, Quan; Devree, Brian; Jie Yao, Xiao; Bokoch, Michael; Kobilka, Brian; Sunahara, Roger; Moerner, W. E.

2010-03-01

The ABEL trap is a novel device for trapping single biomolecules in solution for extended observation. The trap estimates the position of a fluorescently-labeled object as small as ˜10 nm in solution and then applies a feedback electrokinetic drift every 20 us to trap the object by canceling its Brownian motion. We use the ABEL trap to study HDL particles at the single-copy level. HDL particles, essential in regulation of ``good'' cholesterol in humans, comprise a small (˜10 nm) lipid bilayer disc bounded by a belt of apolipoproteins. By engineering HDL particles with single fluorescent donor/acceptor probes and varying lipid compositions, we are working to study lipid diffusion on small length scales. We also use HDL particles as hosts for single transmembrane receptors, which should enable study of receptor conformational dynamics on long timescales.

Diffusion of active chiral particles

NASA Astrophysics Data System (ADS)

Sevilla, Francisco J.

2016-12-01

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position x and moving along the direction v ̂ at time t , and numerically, by the use of Langevin dynamics simulations. The analysis is focused on the marginal probability density of finding a particle at a given location and at a given time (independently of its direction of motion), which is found from an infinite hierarchy of differential-recurrence relations for the coefficients that appear in the multipole expansion of the probability distribution, which contains the whole kinematic information. This approach allows the explicit calculation of the time dependence of the mean-squared displacement and the time dependence of the kurtosis of the marginal probability distribution, quantities from which the effective diffusion coefficient and the "shape" of the positions distribution are examined. Oscillations between two characteristic values were found in the time evolution of the kurtosis, namely, between the value that corresponds to a Gaussian and the one that corresponds to a distribution of spherical shell shape. In the case of an ensemble of particles, each one rotating around a uniformly distributed random axis, evidence is found of the so-called effect "anomalous, yet Brownian, diffusion," for which particles follow a non-Gaussian distribution for the positions yet the mean-squared displacement is a linear function of time.

Stochastic Simulation of Complex Fluid Flows

DTIC Science & Technology

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

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

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

Entropy production of a Brownian ellipsoid in the overdamped limit.

PubMed

Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

2016-01-01

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

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

PubMed

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

2009-10-20

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

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.

Brownian Motion.

ERIC Educational Resources Information Center

Lavenda, Bernard H.

1985-01-01

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

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

PubMed

Cohen, Adam E; Moerner, W E

2008-05-12

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

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.

Dark field differential dynamic microscopy enables accurate characterization of the roto-translational dynamics of bacteria and colloidal clusters

NASA Astrophysics Data System (ADS)

Cerbino, Roberto; Piotti, Davide; Buscaglia, Marco; Giavazzi, Fabio

2018-01-01

Micro- and nanoscale objects with anisotropic shape are key components of a variety of biological systems and inert complex materials, and represent fundamental building blocks of novel self-assembly strategies. The time scale of their thermal motion is set by their translational and rotational diffusion coefficients, whose measurement may become difficult for relatively large particles with small optical contrast. Here we show that dark field differential dynamic microscopy is the ideal tool for probing the roto-translational Brownian motion of anisotropic shaped particles. We demonstrate our approach by successful application to aqueous dispersions of non-motile bacteria and of colloidal aggregates of spherical particles.

A fractal process of hydrogen diffusion in a-Si:H with exponential energy distribution

NASA Astrophysics Data System (ADS)

Hikita, Harumi; Ishikawa, Hirohisa; Morigaki, Kazuo

2017-04-01

Hydrogen diffusion in a-Si:H with exponential distribution of the states in energy exhibits the fractal structure. It is shown that a probability P(t) of the pausing time t has a form of tα (α: fractal dimension). It is shown that the fractal dimension α = Tr/T0 (Tr: hydrogen temperature, T0: a temperature corresponding to the width of exponential distribution of the states in energy) is in agreement with the Hausdorff dimension. A fractal graph for the case of α ≤ 1 is like the Cantor set. A fractal graph for the case of α > 1 is like the Koch curves. At α = ∞, hydrogen migration exhibits Brownian motion. Hydrogen diffusion in a-Si:H should be the fractal process.

Nonequilibrium Chromosome Looping via Molecular Slip Links

NASA Astrophysics Data System (ADS)

Brackley, C. A.; Johnson, J.; Michieletto, D.; Morozov, A. N.; Nicodemi, M.; Cook, P. R.; Marenduzzo, D.

2017-09-01

We propose a model for the formation of chromatin loops based on the diffusive sliding of molecular slip links. These mimic the behavior of molecules like cohesin, which, along with the CTCF protein, stabilize loops which contribute to organizing the genome. By combining 3D Brownian dynamics simulations and 1D exactly solvable nonequilibrium models, we show that diffusive sliding is sufficient to account for the strong bias in favor of convergent CTCF-mediated chromosome loops observed experimentally. We also find that the diffusive motion of multiple slip links along chromatin is rectified by an intriguing ratchet effect that arises if slip links bind to the chromatin at a preferred "loading site." This emergent collective behavior favors the extrusion of loops which are much larger than the ones formed by single slip links.

The open quantum Brownian motions

NASA Astrophysics Data System (ADS)

Bauer, Michel; Bernard, Denis; Tilloy, Antoine

2014-09-01

Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H_z : orbital (walker) Hilbert space, {C}^{{Z}} in the discrete, L^2({R}) in the continuum H_c : internal spin (or gyroscope) Hilbert space H_sys=H_z\\otimesH_c : system Hilbert space H_p : probe (or quantum coin) Hilbert space, H_p={C}^2 \\rho^tot_t : density matrix for the total system (walker + internal spin + quantum coins) \\bar \\rho_t : reduced density matrix on H_sys : \\bar\\rho_t=\\int dxdy\\, \\bar\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | \\hat \\rho_t : system density matrix in a quantum trajectory: \\hat\\rho_t=\\int dxdy\\, \\hat\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | . If diagonal and localized in position: \\hat \\rho_t=\\rho_t\\otimes| X_t \\rangle _z\\langle X_t | ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, \\xi_t^\\dagger : quantum noises

Rad4 recognition-at-a-distance: Physical basis of conformation-specific anomalous diffusion of DNA repair proteins.

PubMed

Kong, Muwen; Van Houten, Bennett

2017-08-01

Since Robert Brown's first observations of random walks by pollen particles suspended in solution, the concept of diffusion has been subject to countless theoretical and experimental studies in diverse fields from finance and social sciences, to physics and biology. Diffusive transport of macromolecules in cells is intimately linked to essential cellular functions including nutrient uptake, signal transduction, gene expression, as well as DNA replication and repair. Advancement in experimental techniques has allowed precise measurements of these diffusion processes. Mathematical and physical descriptions and computer simulations have been applied to model complicated biological systems in which anomalous diffusion, in addition to simple Brownian motion, was observed. The purpose of this review is to provide an overview of the major physical models of anomalous diffusion and corresponding experimental evidence on the target search problem faced by DNA-binding proteins, with an emphasis on DNA repair proteins and the role of anomalous diffusion in DNA target recognition. Copyright © 2016 Elsevier Ltd. All rights reserved.

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.

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.

Long-range correlations, geometrical structure, and transport properties of macromolecular solutions. The equivalence of configurational statistics and geometrodynamics of large molecules.

PubMed

Mezzasalma, Stefano A

2007-12-04

A special theory of Brownian relativity was previously proposed to describe the universal picture arising in ideal polymer solutions. In brief, it redefines a Gaussian macromolecule in a 4-dimensional diffusive spacetime, establishing a (weak) Lorentz-Poincaré invariance between liquid and polymer Einstein's laws for Brownian movement. Here, aimed at inquiring into the effect of correlations, we deepen the extension of the special theory to a general formulation. The previous statistical equivalence, for dynamic trajectories of liquid molecules and static configurations of macromolecules, and rather obvious in uncorrelated systems, is enlarged by a more general principle of equivalence, for configurational statistics and geometrodynamics. Accordingly, the three geodesic motion, continuity, and field equations could be rewritten, and a number of scaling behaviors were recovered in a spacetime endowed with general static isotropic metric (i.e., for equilibrium polymer solutions). We also dealt with universality in the volume fraction and, unexpectedly, found that a hyperscaling relation of the form, (average size) x (diffusivity) x (viscosity)1/2 ~f(N0, phi0) is fulfilled in several regimes, both in the chain monomer number (N) and polymer volume fraction (phi). Entangled macromolecular dynamics was treated as a geodesic light deflection, entaglements acting in close analogy to the field generated by a spherically symmetric mass source, where length fluctuations of the chain primitive path behave as azimuth fluctuations of its shape. Finally, the general transformation rule for translational and diffusive frames gives a coordinate gauge invariance, suggesting a widened Lorentz-Poincaré symmetry for Brownian statistics. We expect this approach to find effective applications to solutions of arbitrarily large molecules displaying a variety of structures, where the effect of geometry is more explicit and significant in itself (e.g., surfactants, lipids, proteins).

Hanle effect in nonmonochromatic laser light

NASA Astrophysics Data System (ADS)

Ryan, R. E.; Bergeman, T. H.

1991-06-01

We report results of calculations on the Hanle effect in a J=0⇆J=1 atomic transition with three types of model fluctuating light fields: (a) the Brownian-motion phase-diffusion field, as produced in recent experiments by Arnett et al. [Phys. Rev. A 41, 2580 (1990)]; (b) Gaussian amplitude fluctuations; and (c) the chaotic field model, in which real and imaginary parts of the electric-field amplitude fluctuate. For the stochastic density-matrix equations, we use methods developed by Zoller and co-workers [e.g., Dixit, Zoller, and Lambropoulos, Phys. Rev. A 21, 1289 (1980)] employing the Fokker-Planck operator and leading to matrix continued-fraction expansions. The Hanle effect is of interest as a prototype for multisublevel atomic transitions. The width of the Hanle dip at zero magnetic field reflects the tendency of the light field to preserve the coherence between excited-state sublevels. For monochromatic light, the Hanle dip width increases as the square root of light intensity. When the laser bandwidth increases, power broadening of the coherence dip normally decreases. However, with the Brownian-motion phase-diffusion model, if the laser spectral profile is nearly Gaussian, broadening the laser up to several times the natural width of the atomic line does not diminish the Hanle dip width. With amplitude fluctuations, even in the limit of monochromatic light, power broadening of the Hanle dip with intensity is reduced by one-third to one-half depending on the particular model.

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.

Effective diffusion of confined active Brownian swimmers.

PubMed

Sandoval, Mario; Dagdug, Leornardo

2014-12-01

We theoretically find the effect of confinement and thermal fluctuations on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian dynamics simulations and we obtain excellent agreement.

Three-Dimensional Tracking of Interfacial Hopping Diffusion

NASA Astrophysics Data System (ADS)

Wang, Dapeng; Wu, Haichao; Schwartz, Daniel K.

2017-12-01

Theoretical predictions have suggested that molecular motion at interfaces—which influences processes including heterogeneous catalysis, (bio)chemical sensing, lubrication and adhesion, and nanomaterial self-assembly—may be dominated by hypothetical "hops" through the adjacent liquid phase, where a diffusing molecule readsorbs after a given hop according to a probabilistic "sticking coefficient." Here, we use three-dimensional (3D) single-molecule tracking to explicitly visualize this process for human serum albumin at solid-liquid interfaces that exert varying electrostatic interactions on the biomacromolecule. Following desorption from the interface, a molecule experiences multiple unproductive surface encounters before readsorption. An average of approximately seven surface collisions is required for the repulsive surfaces, decreasing to approximately two and a half for surfaces that are more attractive. The hops themselves are also influenced by long-range interactions, with increased electrostatic repulsion causing hops of longer duration and distance. These findings explicitly demonstrate that interfacial diffusion is dominated by biased 3D Brownian motion involving bulk-surface coupling and that it can be controlled by influencing short- and long-range adsorbate-surface interactions.

Anomalous Diffusion of Single Particles in Cytoplasm

PubMed Central

Regner, Benjamin M.; Vučinić, Dejan; Domnisoru, Cristina; Bartol, Thomas M.; Hetzer, Martin W.; Tartakovsky, Daniel M.; Sejnowski, Terrence J.

2013-01-01

The crowded intracellular environment poses a formidable challenge to experimental and theoretical analyses of intracellular transport mechanisms. Our measurements of single-particle trajectories in cytoplasm and their random-walk interpretations elucidate two of these mechanisms: molecular diffusion in crowded environments and cytoskeletal transport along microtubules. We employed acousto-optic deflector microscopy to map out the three-dimensional trajectories of microspheres migrating in the cytosolic fraction of a cellular extract. Classical Brownian motion (BM), continuous time random walk, and fractional BM were alternatively used to represent these trajectories. The comparison of the experimental and numerical data demonstrates that cytoskeletal transport along microtubules and diffusion in the cytosolic fraction exhibit anomalous (nonFickian) behavior and posses statistically distinct signatures. Among the three random-walk models used, continuous time random walk provides the best representation of diffusion, whereas microtubular transport is accurately modeled with fractional BM. PMID:23601312

Cattaneo-Christov double-diffusion theory for three-dimensional flow of viscoelastic nanofluid with the effect of heat generation/absorption

NASA Astrophysics Data System (ADS)

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

2018-03-01

The present research article focuses on three-dimensional flow of viscoelastic(second grade) nanofluid in the presence of Cattaneo-Christov double-diffusion theory. Flow caused is due to stretching sheet. Characteristics of heat transfer are interpreted by considering the heat generation/absorption. Nanofluid theory comprises of Brownian motion and thermophoresis. Cattaneo-Christov double-diffusion theory is introduced in the energy and concentration expressions. Such diffusions are developed as a part of formulating the thermal and solutal relaxation times framework. Suitable variables are implemented for the conversion of partial differential systems into a sets of ordinary differential equations. The transformed expressions have been explored through homotopic algorithm. Behavior of sundry variables on the velocities, temperature and concentration are scrutinized graphically. Numerical values of skin friction coefficients are also calculated and examined. Here thermal field enhances for heat generation parameter while reverse situation is noticed for heat absorption parameter.

Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions.

PubMed

Bauler, Patricia; Huber, Gary A; McCammon, J Andrew

2012-04-28

Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetric diffusion systems.

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.

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

NASA Astrophysics Data System (ADS)

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

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

Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension

NASA Astrophysics Data System (ADS)

Malakar, Kanaya; Jemseena, V.; Kundu, Anupam; Vijay Kumar, K.; Sabhapandit, Sanjib; Majumdar, Satya N.; Redner, S.; Dhar, Abhishek

2018-04-01

We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite domain, this probability distribution approaches a Gaussian form in the long-time limit, as in the case of a regular Brownian particle. At intermediate times, this distribution exhibits unexpected multi-modal forms. In a finite domain, the probability distribution reaches a steady-state form with peaks at the boundaries, in contrast to a Brownian particle. We also study the relaxation to the steady-state analytically. Finally we compute the survival probability of the RTP in a semi-infinite domain with an absorbing boundary condition at the origin. In the finite interval, we compute the exit probability and the associated exit times. We provide numerical verification of our analytical results.

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.

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

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

Development of a semiclassical method to compute mobility and diffusion coefficient of a Brownian particle in a nonequilibrium environment.

PubMed

Shit, Anindita; Ghosh, Pradipta; Chattopadhyay, Sudip; Chaudhuri, Jyotipratim Ray

2011-03-01

We explore the issue of a quantum-noise-induced directed transport of an overdamped Brownian particle that is allowed to move in a spatially periodic potential. The established system-reservoir model has been employed here to study the quantum-noise-induced transport of a Brownian particle in a periodic potential, where the reservoir is being modulated externally by a Gaussian-colored noise. The mobility of the Brownian particle in the linear response regime has been calculated. Then, using Einstein's relation, the analytical expression for the diffusion rate is evaluated for any arbitrary periodic potential for the high-temperature quantum regime.

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.

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.

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

DOE PAGES

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

2014-04-14

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

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

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

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

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

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

PubMed

Böttcher, Björn

2010-12-03

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

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

Thermophoresis of a Brownian particle driven by inhomogeneous thermal fluctuation

NASA Astrophysics Data System (ADS)

Tsuji, Tetsuro; Saita, Sho; Kawano, Satoyuki

2018-03-01

Brownian motion of a spherical particle induced by the interaction with surrounding molecules is considered. If the particle is larger than the molecules and the temperature of surrounding media is spatially non-uniform, the interaction between an individual molecule and the particle is also position-dependent. That is, the particle is subject to inhomogeneous thermal fluctuation. In this paper, we investigate the contribution of the inhomogeneous thermal fluctuation to the thermophoresis, i.e., the Soret coefficient or thermal diffusion factor. The problem is simplified by assuming a hard-sphere potential between the particle and the surrounding molecules and is investigated using the kinetic theory, namely, we consider a linear Boltzmann-type equation for the velocity distribution function of the particle. Using the perturbation analysis with respect to the square root of mass ratio between the molecule and the particle, the drift-diffusion equation of the particle is derived. It is found that the Soret coefficient, or thermal diffusion factor, is dependent on the mass ratio and the excluded volume of the particle. In particular, when the ratio of the mass density of the particle to that of the surrounding media decreases, the Soret coefficient also decreases and may take negative value. The present result well describes the mass-dependency of thermal diffusion factor obtained by the molecular dynamics simulation carried out in an existing study and the one in the present study, where soft potentials of Lennard-Jones-type are used instead of hard-sphere potential.

Shear-induced reversibility of 2D colloidal suspensions in the presence of minimal thermal noise.

PubMed

Farhadi, Somayeh; Arratia, Paulo E

2017-06-14

The effects of minimal thermal noise on particle rearrangements in cyclically sheared colloidal suspensions are experimentally investigated using particle tracking methods. Our experimental model system consists of polystyrene microspheres adsorbed at an oil-water interface, in which the particles exhibit small but non-negligible Brownian motion. Experiments are performed on bidisperse (1.0 and 1.2 μm in diameter) systems, which form area fractions of 0.20 and 0.32 at the interface. We first characterize the thermal (Brownian) noise using particle diffusivities at quiescent states, and show that under our experimental flow conditions both systems (0.20 and 0.32 area fraction) behave as athermal, in the sense that the particle diffusion time scale is larger than the flow time scale. We then characterize particle rearrangements as a function of strain amplitude, and show that small but finite levels of thermal noise affect the reversibility dynamics, even in effectively athermal systems. Our data indicate that as thermal noise is slightly increased in a cyclically sheared athermal system, the fraction of reversible rearrangements is reduced, the reversible cycles become unstable, and the rearrangement hysteresis is significantly hindered.

Mixed convection peristaltic flow of third order nanofluid with an induced magnetic field.

PubMed

Noreen, Saima

2013-01-01

This research is concerned with the peristaltic flow of third order nanofluid in an asymmetric channel. The governing equations of third order nanofluid are modelled in wave frame of reference. Effect of induced magnetic field is considered. Long wavelength and low Reynolds number situation is tackled. Numerical solutions of the governing problem are computed and analyzed. The effects of Brownian motion and thermophoretic diffusion of nano particles are particularly emphasized. Physical quantities such as velocity, pressure rise, temperature, induced magnetic field and concentration distributions are discussed.

Mixed Convection Flow of Nanofluid in Presence of an Inclined Magnetic Field

PubMed Central

Noreen, Saima; Ahmed, Bashir; Hayat, Tasawar

2013-01-01

This research is concerned with the mixed convection peristaltic flow of nanofluid in an inclined asymmetric channel. The fluid is conducting in the presence of inclined magnetic field. The governing equations are modelled. Mathematical formulation is completed through long wavelength and low Reynolds number approach. Numerical solution to the nonlinear analysis is made by shooting technique. Attention is mainly focused to the effects of Brownian motion and thermophoretic diffusion of nanoparticle. Results for velocity, temperature, concentration, pumping and trapping are obtained and analyzed in detail. PMID:24086276

Flying over decades

NASA Astrophysics Data System (ADS)

Hoeller, Judith; Issler, Mena; Imamoglu, Atac

Levy flights haven been extensively used in the past three decades to describe non-Brownian motion of particles. In this presentation I give an overview on how Levy flights have been used across several disciplines, ranging from biology to finance to physics. In our publication we describe how a single electron spin 'flies' when captured in quantum dot using the central spin model. At last I motivate the use of Levy flights for the description of anomalous diffusion in modern experiments, concretely to describe the lifetimes of quasi-particles in Josephson junctions. Finished PhD at ETH in Spring 2015.

Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes

NASA Astrophysics Data System (ADS)

Duffy, Ken; Lobunets, Olena; Suhov, Yuri

2007-05-01

We propose a model of a loss averse investor who aims to maximize his expected wealth under certain constraints. The constraints are that he avoids, with high probability, incurring an (suitably defined) unacceptable loss. The methodology employed comes from the theory of large deviations. We explore a number of fundamental properties of the model and illustrate its desirable features. We demonstrate its utility by analyzing assets that follow some commonly used financial return processes: Fractional Brownian Motion, Jump Diffusion, Variance Gamma and Truncated Lévy.

Flow of chemically reactive magneto Cross nanoliquid with temperature-dependent conductivity

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Ullah, Ikram; Waqas, Muhammad; Alsaedi, Ahmed

2018-05-01

Influence of temperature-dependent thermal conductivity on MHD flow of Cross nanoliquid bounded by a stretched sheet is explored. The combined feature of Brownian motion and thermophoresis in nanoliquid modeling is retained. In addition, the attributes of zero mass flux at sheet are imposed. First-order chemical reaction is retained. The resulting problems are numerically computed. Plots and tabulated values are presented and examined. It is figured out that larger thermophoretic diffusion and thermal conductivity significantly rise the thermal field, whereas opposite situation is seen for heat transfer rate.

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.

Anomalous Diffusion of Water in Lamellar Membranes Formed by Pluronic Polymers

NASA Astrophysics Data System (ADS)

Zhang, Zhe; Ohl, Michael; Han, Youngkyu; Smith, Gregory; Do, Changwoo; Biology; Soft-Matter Division, Oak Ridge National Laboratory Team; Julich CenterNeutron Science Team

Water diffusion is playing an important role in polymer systems. We calculated the water diffusion coefficient at different layers along z-direction which is perpendicular to the lamellar membrane formed by Pluronic block copolymers (L62: (EO6-PO34-EO6)) with the molecular dynamics simulation trajectories. Water molecules at bulk layers are following the normal diffusion, while that at hydration layers formed by polyethylene oxide (PEO) and hydrophobic layers formed by polypropylene oxide (PPO) are following anomalous diffusion. We find that although the subdiffusive regimes at PEO layers and PPO layers are the same, which is the fractional Brownian motion, however, the dynamics are different, i.e. diffusion at the PEO layers is much faster than that at the PPO layers, and meanwhile it exhibits a normal diffusive approximation within a short time period which is governed by the localized free self-diffusion, but becomes subdiffusive after t >8 ps, which is governed by the viscoelastic medium. The Scientific User Facilities Division, Office of Basic Energy Sciences, U.S. Department of Energy; and Zhe Zhang gratefully acknowledges financial support from Julich Center for Neutron Science.

Control of dynamical self-assembly of strongly Brownian nanoparticles through convective forces induced by ultrafast laser

NASA Astrophysics Data System (ADS)

Ilday, Serim; Akguc, Gursoy B.; Tokel, Onur; Makey, Ghaith; Yavuz, Ozgun; Yavuz, Koray; Pavlov, Ihor; Ilday, F. Omer; Gulseren, Oguz

We report a new dynamical self-assembly mechanism, where judicious use of convective and strong Brownian forces enables effective patterning of colloidal nanoparticles that are almost two orders of magnitude smaller than the laser beam. Optical trapping or tweezing effects are not involved, but the laser is used to create steep thermal gradients through multi-photon absorption, and thereby guide the colloids through convective forces. Convective forces can be thought as a positive feedback mechanism that helps to form and reinforce pattern, while Brownian motion act as a competing negative feedback mechanism to limit the growth of the pattern, as well as to increase the possibilities of bifurcation into different patterns, analogous to the competition observed in reaction-diffusion systems. By steering stochastic processes through these forces, we are able to gain control over the emergent pattern such as to form-deform-reform of a pattern, to change its shape and transport it spatially within seconds. This enables us to dynamically initiate and control large patterns comprised of hundreds of colloids. Further, by not relying on any specific chemical, optical or magnetic interaction, this new method is, in principle, completely independent of the material type being assembled.

Three-dimensional nanoscale imaging by plasmonic Brownian microscopy

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion

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

Guo, Ran; Du, Jiulin, E-mail: jiulindu@aliyun.com

2015-08-15

We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalousmore » diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution.« less

The valuation of currency options by fractional Brownian motion.

PubMed

Shokrollahi, Foad; Kılıçman, Adem

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Gu, Hui; Liang, Jin-Rong; Zhang, Yun-Xiu

2012-08-01

This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black-Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained.

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.

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.

FCS diffusion laws in two-phase lipid membranes: determination of domain mean size by experiments and Monte Carlo simulations.

PubMed

Favard, Cyril; Wenger, Jérôme; Lenne, Pierre-François; Rigneault, Hervé

2011-03-02

Many efforts have been undertaken over the last few decades to characterize the diffusion process in model and cellular lipid membranes. One of the techniques developed for this purpose, fluorescence correlation spectroscopy (FCS), has proved to be a very efficient approach, especially if the analysis is extended to measurements on different spatial scales (referred to as FCS diffusion laws). In this work, we examine the relevance of FCS diffusion laws for probing the behavior of a pure lipid and a lipid mixture at temperatures below, within and above the phase transitions, both experimentally and numerically. The accuracy of the microscopic description of the lipid mixtures found here extends previous work to a more complex model in which the geometry is unknown and the molecular motion is driven only by the thermodynamic parameters of the system itself. For multilamellar vesicles of both pure lipid and lipid mixtures, the FCS diffusion laws recorded at different temperatures exhibit large deviations from pure Brownian motion and reveal the existence of nanodomains. The variation of the mean size of these domains with temperature is in perfect correlation with the enthalpy fluctuation. This study highlights the advantages of using FCS diffusion laws in complex lipid systems to describe their temporal and spatial structure. Copyright © 2011 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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.

Diffuse charge dynamics in ionic thermoelectrochemical systems.

PubMed

Stout, Robert F; Khair, Aditya S

2017-08-01

Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1/Dκ^{2}, where D is the Brownian diffusion coefficient of both ion species, and κ^{-1} is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L^{2}/D, where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.

Diffuse charge dynamics in ionic thermoelectrochemical systems

NASA Astrophysics Data System (ADS)

Stout, Robert F.; Khair, Aditya S.

2017-08-01

Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1 /D κ2 , where D is the Brownian diffusion coefficient of both ion species, and κ-1 is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L2/D , where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.

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.

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

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

Intrachain exciton dynamics in conjugated polymer chains in solution.

PubMed

Tozer, Oliver Robert; Barford, William

2015-08-28

We investigate exciton dynamics on a polymer chain in solution induced by the Brownian rotational motion of the monomers. Poly(para-phenylene) is chosen as the model system and excitons are modeled via the Frenkel exciton Hamiltonian. The Brownian fluctuations of the torsional modes were modeled via the Langevin equation. The rotation of monomers in polymer chains in solution has a number of important consequences for the excited state properties. First, the dihedral angles assume a thermal equilibrium which causes off-diagonal disorder in the Frenkel Hamiltonian. This disorder Anderson localizes the Frenkel exciton center-of-mass wavefunctions into super-localized local exciton ground states (LEGSs) and higher-energy more delocalized quasi-extended exciton states (QEESs). LEGSs correspond to chromophores on polymer chains. The second consequence of rotations-that are low-frequency-is that their coupling to the exciton wavefunction causes local planarization and the formation of an exciton-polaron. This torsional relaxation causes additional self-localization. Finally, and crucially, the torsional dynamics cause the Frenkel Hamiltonian to be time-dependent, leading to exciton dynamics. We identify two distinct types of dynamics. At low temperatures, the torsional fluctuations act as a perturbation on the polaronic nature of the exciton state. Thus, the exciton dynamics at low temperatures is a small-displacement diffusive adiabatic motion of the exciton-polaron as a whole. The temperature dependence of the diffusion constant has a linear dependence, indicating an activationless process. As the temperature increases, however, the diffusion constant increases at a faster than linear rate, indicating a second non-adiabatic dynamics mechanism begins to dominate. Excitons are thermally activated into higher energy more delocalized exciton states (i.e., LEGSs and QEESs). These states are not self-localized by local torsional planarization. During the exciton's temporary occupation of a LEGS-and particularly a quasi-band QEES-its motion is semi-ballistic with a large group velocity. After a short period of rapid transport, the exciton wavefunction collapses again into an exciton-polaron state. We present a simple model for the activated dynamics which is in agreement with the data.

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.

Generalized Einstein relation for the mutual diffusion coefficient of a binary fluid mixture.

PubMed

Felderhof, B U

2017-08-21

The method employed by Einstein to derive his famous relation between the diffusion coefficient and the friction coefficient of a Brownian particle is used to derive a generalized Einstein relation for the mutual diffusion coefficient of a binary fluid mixture. The expression is compared with the one derived by de Groot and Mazur from irreversible thermodynamics and later by Batchelor for a Brownian suspension. A different result was derived by several other workers in irreversible thermodynamics. For a nearly incompressible solution, the generalized Einstein relation agrees with the expression derived by de Groot and Mazur. The two expressions also agree to first order in solute density. For a Brownian suspension, the result derived from the generalized Smoluchowski equation agrees with both expressions.

The influence of ionic strength on DNA diffusion in gel networks

NASA Astrophysics Data System (ADS)

Fu, Yuanxi; Jee, Ah-Young; Kim, Hyeong-Ju; Granick, Steve

Cations are known to reduce the rigidity of the DNA molecules by screening the negative charge along the sugar phosphate backbone. This was established by optical tweezer pulling experiment of immobilized DNA strands. However, little is known regarding the influence of ions on the motion of DNA molecules as they thread through network meshes. We imaged in real time the Brownian diffusion of fluorescent labeled lambda-DNA in an agarose gel network in the presence of salt with monovalent or multivalent cations. Each movie was analyzed using home-written program to yield a trajectory of center of the mass and the accompanying history of the shape fluctuations. One preliminary finding is that ionic strength has a profound influence on the slope of the trace of mean square displacement (MSD) versus time. The influence of ionic strength on DNA diffusion in gel networks.

Model and Comparative Study for Flow of Viscoelastic Nanofluids with Cattaneo-Christov Double Diffusion

PubMed Central

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Alsaedi, Ahmed

2017-01-01

Here two classes of viscoelastic fluids have been analyzed in the presence of Cattaneo-Christov double diffusion expressions of heat and mass transfer. A linearly stretched sheet has been used to create the flow. Thermal and concentration diffusions are characterized firstly by introducing Cattaneo-Christov fluxes. Novel features regarding Brownian motion and thermophoresis are retained. The conversion of nonlinear partial differential system to nonlinear ordinary differential system has been taken into place by using suitable transformations. The resulting nonlinear systems have been solved via convergent approach. Graphs have been sketched in order to investigate how the velocity, temperature and concentration profiles are affected by distinct physical flow parameters. Numerical values of skin friction coefficient and heat and mass transfer rates at the wall are also computed and discussed. Our observations demonstrate that the temperature and concentration fields are decreasing functions of thermal and concentration relaxation parameters. PMID:28046011

Modeling meiotic chromosome pairing: nuclear envelope attachment, telomere-led active random motion, and anomalous diffusion

PubMed Central

Marshall, Wallace F.; Fung, Jennifer C.

2016-01-01

The recognition and pairing of homologous chromosomes during meiosis is a complex physical and molecular process involving a combination of polymer dynamics and molecular recognition events. Two highly conserved features of meiotic chromosome behavior are the attachment of telomeres to the nuclear envelope and the active random motion of telomeres driven by their interaction with cytoskeletal motor proteins. Both of these features have been proposed to facilitate the process of homolog pairing, but exactly what role these features play in meiosis remains poorly understood. Here we investigate the roles of active motion and nuclear envelope tethering using a Brownian dynamics simulation in which meiotic chromosomes are represented by a Rouse polymer model subjected to tethering and active forces at the telomeres. We find that tethering telomeres to the nuclear envelope slows down pairing relative to the rates achieved by un-attached chromosomes, but that randomly-directed active forces applied to the telomeres speeds up pairing dramatically in a manner that depends on the statistical properties of the telomere force fluctuations. The increased rate of initial pairing cannot be explained by stretching out of the chromosome conformation but instead seems to correlate with anomalous diffusion of sub-telomeric regions. PMID:27046097

Modeling meiotic chromosome pairing: nuclear envelope attachment, telomere-led active random motion, and anomalous diffusion

NASA Astrophysics Data System (ADS)

Marshall, Wallace F.; Fung, Jennifer C.

2016-04-01

The recognition and pairing of homologous chromosomes during meiosis is a complex physical and molecular process involving a combination of polymer dynamics and molecular recognition events. Two highly conserved features of meiotic chromosome behavior are the attachment of telomeres to the nuclear envelope and the active random motion of telomeres driven by their interaction with cytoskeletal motor proteins. Both of these features have been proposed to facilitate the process of homolog pairing, but exactly what role these features play in meiosis remains poorly understood. Here we investigate the roles of active motion and nuclear envelope tethering using a Brownian dynamics simulation in which meiotic chromosomes are represented by a Rouse polymer model subjected to tethering and active forces at the telomeres. We find that tethering telomeres to the nuclear envelope slows down pairing relative to the rates achieved by unattached chromosomes, but that randomly directed active forces applied to the telomeres speed up pairing dramatically in a manner that depends on the statistical properties of the telomere force fluctuations. The increased rate of initial pairing cannot be explained by stretching out of the chromosome conformation but instead seems to correlate with anomalous diffusion of sub-telomeric regions.

Stable Lévy motion with inverse Gaussian subordinator

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

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

Escape rate of Brownian particles from a metastable potential well under time derivative Ornstein-Uhlenbeck noise

NASA Astrophysics Data System (ADS)

Bai, Zhan-Wu; Wang, Ping

2016-03-01

We investigate the escape rate of Brownian particles that move in a cubic metastable potential subjected to an internal time derivative Ornstein-Uhlenbeck noise (DOUN). This noise can induce the ballistic diffusion of force-free Brownian particles. Some new features are found. The escape rate for DOUN shows qualitative different dependence on potential well width compared with OUN which induces normal diffusion. As the potential barrier height decreases, the escape rate of DOUN deviates from Arrhenius law considerably earlier than that of Ornstein-Uhlenbeck noise (OUN). The Brownian particles escape faster under DOUN than that under OUN. A quasi-periodic oscillation occurs in transient state. A solvable case is presented to demonstrate the significant cancellation behavior in the barrier region that governs most of these phenomena. The physical mechanism of the findings can be clarified by the noise features. These characteristics should be common for internal noises that induce superdiffusion, especially the ballistic diffusion.

Hybrid colored noise process with space-dependent switching rates

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Lawley, Sean D.

2017-07-01

A fundamental issue in the theory of continuous stochastic process is the interpretation of multiplicative white noise, which is often referred to as the Itô-Stratonovich dilemma. From a physical perspective, this reflects the need to introduce additional constraints in order to specify the nature of the noise, whereas from a mathematical perspective it reflects an ambiguity in the formulation of stochastic differential equations (SDEs). Recently, we have identified a mechanism for obtaining an Itô SDE based on a form of temporal disorder. Motivated by switching processes in molecular biology, we considered a Brownian particle that randomly switches between two distinct conformational states with different diffusivities. In each state, the particle undergoes normal diffusion (additive noise) so there is no ambiguity in the interpretation of the noise. However, if the switching rates depend on position, then in the fast switching limit one obtains Brownian motion with a space-dependent diffusivity of the Itô form. In this paper, we extend our theory to include colored additive noise. We show that the nature of the effective multiplicative noise process obtained by taking both the white-noise limit (κ →0 ) and fast switching limit (ɛ →0 ) depends on the order the two limits are taken. If the white-noise limit is taken first, then we obtain Itô, and if the fast switching limit is taken first, then we obtain Stratonovich. Moreover, the form of the effective diffusion coefficient differs in the two cases. The latter result holds even in the case of space-independent transition rates, where one obtains additive noise processes with different diffusion coefficients. Finally, we show that yet another form of multiplicative noise is obtained in the simultaneous limit ɛ ,κ →0 with ɛ /κ2 fixed.

Rumor spreading model with noise interference in complex social networks

NASA Astrophysics Data System (ADS)

Zhu, Liang; Wang, Youguo

2017-03-01

In this paper, a modified susceptible-infected-removed (SIR) model has been proposed to explore rumor diffusion on complex social networks. We take variation of connectivity into consideration and assume the variation as noise. On the basis of related literature on virus networks, the noise is described as standard Brownian motion while stochastic differential equations (SDE) have been derived to characterize dynamics of rumor diffusion both on homogeneous networks and heterogeneous networks. Then, theoretical analysis on homogeneous networks has been demonstrated to investigate the solution of SDE model and the steady state of rumor diffusion. Simulations both on Barabási-Albert (BA) network and Watts-Strogatz (WS) network display that the addition of noise accelerates rumor diffusion and expands diffusion size, meanwhile, the spreading speed on BA network is much faster than on WS network under the same noise intensity. In addition, there exists a rumor diffusion threshold in statistical average meaning on homogeneous network which is absent on heterogeneous network. Finally, we find a positive correlation between peak value of infected individuals and noise intensity while a negative correlation between rumor lifecycle and noise intensity overall.

Hemoglobin diffusion and the dynamics of oxygen capture by red blood cells.

PubMed

Longeville, Stéphane; Stingaciu, Laura-Roxana

2017-09-05

Translational diffusion of macromolecules in cell is generally assumed to be anomalous due high macromolecular crowding of the milieu. Red blood cells are a special case of cells filled quasi exclusively (95% of the dry weight of the cell) with an almost spherical protein: hemoglobin. Hemoglobin diffusion has since a long time been recognized as facilitating the rate of oxygen diffusion through a solution. We address in this paper the question on how hemoglobin diffusion in the red blood cells can help the oxygen capture at the cell level and hence to improve oxygen transport. We report a measurement by neutron spin echo spectroscopy of the diffusion of hemoglobin in solutions with increasing protein concentration. We show that hemoglobin diffusion in solution can be described as Brownian motion up to physiological concentration and that hemoglobin diffusion in the red blood cells and in solutions at similar concentration are the same. Finally, using a simple model and the concentration dependence of the diffusion of the protein reported here, we show that hemoglobin concentration observed in human red blood cells ([Formula: see text]330 g.L -1 ) corresponds to an optimum for oxygen transport for individuals under strong activity.

Hemoglobin diffusion and the dynamics of oxygen capture by red blood cells

DOE PAGES

Longeville, Stéphane; Stingaciu, Laura-Roxana

2017-09-05

Translational diffusion of macromolecules in cell is generally assumed to be anomalous due high macromolecular crowding of the milieu. Red blood cells are a special case of cells filled quasi exclusively (95% of the dry weight of the cell) with an almost spherical protein: hemoglobin. Hemoglobin diffusion has since a long time been recognized as facilitating the rate of oxygen diffusion through a solution. We address in this paper the question on how hemoglobin diffusion in the red blood cells can help the oxygen capture at the cell level and hence to improve oxygen transport. We report a measurement bymore » neutron spin echo spectroscopy of the diffusion of hemoglobin in solutions with increasing protein concentration. We show that hemoglobin diffusion in solution can be described as Brownian motion up to physiological concentration and that hemoglobin diffusion in the red blood cells and in solutions at similar concentration are the same. Finally, using a simple model and the concentration dependence of the diffusion of the protein reported here, we show that hemoglobin concentration observed in human red blood cells (≃330 g.L -1) corresponds to an optimum for oxygen transport for individuals under strong activity.« less

Hemoglobin diffusion and the dynamics of oxygen capture by red blood cells

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

Longeville, Stéphane; Stingaciu, Laura-Roxana

Translational diffusion of macromolecules in cell is generally assumed to be anomalous due high macromolecular crowding of the milieu. Red blood cells are a special case of cells filled quasi exclusively (95% of the dry weight of the cell) with an almost spherical protein: hemoglobin. Hemoglobin diffusion has since a long time been recognized as facilitating the rate of oxygen diffusion through a solution. We address in this paper the question on how hemoglobin diffusion in the red blood cells can help the oxygen capture at the cell level and hence to improve oxygen transport. We report a measurement bymore » neutron spin echo spectroscopy of the diffusion of hemoglobin in solutions with increasing protein concentration. We show that hemoglobin diffusion in solution can be described as Brownian motion up to physiological concentration and that hemoglobin diffusion in the red blood cells and in solutions at similar concentration are the same. Finally, using a simple model and the concentration dependence of the diffusion of the protein reported here, we show that hemoglobin concentration observed in human red blood cells (≃330 g.L -1) corresponds to an optimum for oxygen transport for individuals under strong activity.« less

Dynamical continuous time random Lévy flights

NASA Astrophysics Data System (ADS)

Liu, Jian; Chen, Xiaosong

2016-03-01

The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

Slow Lévy flights

NASA Astrophysics Data System (ADS)

Boyer, Denis; Pineda, Inti

2016-02-01

Among Markovian processes, the hallmark of Lévy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that Lévy laws, as well as Gaussian distributions, can also be the limit distributions of processes with long-range memory that exhibit very slow diffusion, logarithmic in time. These processes are path dependent and anomalous motion emerges from frequent relocations to already visited sites. We show how the central limit theorem is modified in this context, keeping the usual distinction between analytic and nonanalytic characteristic functions. A fluctuation-dissipation relation is also derived. Our results may have important applications in the study of animal and human displacements.

Photoinduced diffusion molecular transport

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

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

2016-08-14

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

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.

Fitting a function to time-dependent ensemble averaged data.

PubMed

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

2018-05-03

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

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

NASA Astrophysics Data System (ADS)

Petruccione, Francesco; Sinayskiy, Ilya

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

Two-dimensional transport in structured optical force landscapes

NASA Astrophysics Data System (ADS)

Xiao, Ke

The overdamped transport of a Brownian particle in a structured force landscape has been studied extensively for a century. Even such well-studied examples as Brownian transport in a one-dimensional tilted washboard potential continue to yield surprising results, with recent discoveries including the giant enhancement of diffusion at the depinning transition, and the so-called "thermal ratchet effect". The transport phenomena in higher-dimensional systems should be substantially richer, but remain largely unexplored. In this Thesis we study the biased diffusion of colloidal spheres through two-dimensional force landscapes created with holographic optical tweezers (HOT). These studies take advantage of holographic video microscopy (HVM), which enables us to follow spheres' three-dimensional motions with nanometer resolution while simultaneously measuring their radii and refractive indexes with part-per-thousand resolution. Using these techniques we investigated the kinetically and statistically locked-in transport of colloidal spheres through arrays of optical traps, and confirmed previously untested predictions for kinetically locked-in transport that can be used for sorting applications with previously unheard finesse. Extending this result to highly structured two-dimensional landscapes, we developed prismatic optical fractionation, in which objects with different physical properties are deflected into different directions, a phenomenon analogous to a prism dispersing different wavelengths of light into different directions. Our simulational and experimental studies revealed the important role that thermal fluctuations play in establishing the hierarchy of kinetically locked-in states. We also investigated Brownian motion in a two-dimensional optical force landscape that varies in time. The traps for these studies were arranged in particular pattern called a "Fibonacci spiral" that is both the densest arrangement of circular objects with a circular domain and also particularly endowed with useful and interesting symmetries. Periodically rotating this pattern gives rise to transport in the both radial and azimuthal dimensions, whose direction depends on the angle and speed of rotation as well as the inter-trap separation. This deceptively simple system displays an extremely rich pattern of flux reversals in both dimensions and creates new avenues for studying the departure from equilibrium in noise-driven machines.

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

Temperature and chain length dependence of ultrafast vibrational dynamics of thiocyanate in alkylimidazolium ionic liquids: A random walk on a rugged energy landscape.

PubMed

Brinzer, Thomas; Garrett-Roe, Sean

2017-11-21

Ultrafast two-dimensional infrared spectroscopy of a thiocyanate vibrational probe (SCN - ) was used to investigate local dynamics in alkylimidazolium bis-[trifluoromethylsulfonyl]imide ionic liquids ([Im n,1 ][Tf 2 N], n = 2, 4, 6) at temperatures from 5 to 80 °C. The rate of frequency fluctuations reported by SCN - increases with increasing temperature and decreasing alkyl chain length. Temperature-dependent correlation times scale proportionally to temperature-dependent bulk viscosities of each ionic liquid studied. A multimode Brownian oscillator model demonstrates that very low frequency (<10 cm -1 ) modes primarily drive the observed spectral diffusion and that these modes broaden and blue shift on average with increasing temperature. An Arrhenius analysis shows activation barriers for local motions around the probe between 5.5 and 6.5 kcal/mol that are very similar to those for translational diffusion of ions. [Im 6,1 ][Tf 2 N] shows an unexpected decrease in activation energy compared to [Im 4,1 ][Tf 2 N] that may be related to mesoscopically ordered polar and nonpolar domains. A model of dynamics on a rugged potential energy landscape provides a unifying description of the observed Arrhenius behavior and the Brownian oscillator model of the low frequency modes.

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.

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.

Diffusion tensor optical coherence tomography

NASA Astrophysics Data System (ADS)

Marks, Daniel L.; Blackmon, Richard L.; Oldenburg, Amy L.

2018-01-01

In situ measurements of diffusive particle transport provide insight into tissue architecture, drug delivery, and cellular function. Analogous to diffusion-tensor magnetic resonance imaging (DT-MRI), where the anisotropic diffusion of water molecules is mapped on the millimeter scale to elucidate the fibrous structure of tissue, here we propose diffusion-tensor optical coherence tomography (DT-OCT) for measuring directional diffusivity and flow of optically scattering particles within tissue. Because DT-OCT is sensitive to the sub-resolution motion of Brownian particles as they are constrained by tissue macromolecules, it has the potential to quantify nanoporous anisotropic tissue structure at micrometer resolution as relevant to extracellular matrices, neurons, and capillaries. Here we derive the principles of DT-OCT, relating the detected optical signal from a minimum of six probe beams with the six unique diffusion tensor and three flow vector components. The optimal geometry of the probe beams is determined given a finite numerical aperture, and a high-speed hardware implementation is proposed. Finally, Monte Carlo simulations are employed to assess the ability of the proposed DT-OCT system to quantify anisotropic diffusion of nanoparticles in a collagen matrix, an extracellular constituent that is known to become highly aligned during tumor development.

[From Brownian motion to mind imaging: diffusion MRI].

PubMed

Le Bihan, Denis

2006-11-01

The success of diffusion MRI, which was introduced in the mid 1980s is deeply rooted in the powerful concept that during their random, diffusion-driven movements water molecules probe tissue structure at a microscopic scale well beyond the usual image resolution. The observation of these movements thus provides valuable information on the structure and the geometric organization of tissues. The most successful application of diffusion MRI has been in brain ischemia, following the discovery that water diffusion drops at a very early stage of the ischemic event. Diffusion MRI provides some patients with the opportunity to receive suitable treatment at a very acute stage when brain tissue might still be salvageable. On the other hand, diffusion is modulated by the spatial orientation of large bundles of myelinated axons running in parallel through in brain white matter. This feature can be exploited to map out the orientation in space of the white matter tracks and to visualize the connections between different parts of the brain on an individual basis. Furthermore, recent data suggest that diffusion MRI may also be used to visualize rapid dynamic tissue changes, such as neuronal swelling, associated with cortical activation, offering a new and direct approach to brain functional imaging.

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.

Optimized green fluorescent protein fused to FoF1-ATP synthase for single-molecule FRET using a fast anti-Brownian electrokinetic trap

NASA Astrophysics Data System (ADS)

Dienerowitz, Maria; Ilchenko, Mykhailo; Su, Bertram; Deckers-Hebestreit, Gabriele; Mayer, Günter; Henkel, Thomas; Heitkamp, Thomas; Börsch, Michael

2016-02-01

Observation times of freely diffusing single molecules in solution are limited by the photophysics of the attached fluorescence markers and by a small observation volume in the femtolitre range that is required for a sufficient signal-to-background ratio. To extend diffusion-limited observation times through a confocal detection volume, A. E. Cohen and W. E. Moerner have invented and built the ABELtrap -- a microfluidic device to actively counteract Brownian motion of single nanoparticles with an electrokinetic trap. 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 chip. This ABELtrap holds single fluorescent nanoparticles for more than 100 seconds, increasing the observation time of fluorescent nanoparticles compared to free diffusion by a factor of 10000. To monitor conformational changes of individual membrane proteins in real time, we record sequential distance changes between two specifically attached dyes using Förster resonance energy transfer (smFRET). Fusing the a-subunit of the FoF1-ATP synthase with mNeonGreen results in an improved signal-to-background ratio at lower laser excitation powers. This increases our measured trap duration of proteoliposomes beyond 2 s. Additionally, we observe different smFRET levels attributed to varying distances between the FRET donor (mNeonGreen) and acceptor (Alexa568) fluorophore attached at the a- and c-subunit of the FoF1-ATP synthase respectively.

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.

First passage Brownian functional properties of snowmelt dynamics

NASA Astrophysics Data System (ADS)

Dubey, Ashutosh; Bandyopadhyay, Malay

2018-04-01

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

Spatial extent of branching Brownian motion.

PubMed

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

2015-04-01

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

Spatial extent of branching Brownian motion

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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.

Stochastic mechanics of reciprocal diffusions

NASA Astrophysics Data System (ADS)

Levy, Bernard C.; Krener, Arthur J.

1996-02-01

The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger's equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner's joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values.

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.

Principal component analysis for protein folding dynamics.

PubMed

Maisuradze, Gia G; Liwo, Adam; Scheraga, Harold A

2009-01-09

Protein folding is considered here by studying the dynamics of the folding of the triple beta-strand WW domain from the Formin-binding protein 28. Starting from the unfolded state and ending either in the native or nonnative conformational states, trajectories are generated with the coarse-grained united residue (UNRES) force field. The effectiveness of principal components analysis (PCA), an already established mathematical technique for finding global, correlated motions in atomic simulations of proteins, is evaluated here for coarse-grained trajectories. The problems related to PCA and their solutions are discussed. The folding and nonfolding of proteins are examined with free-energy landscapes. Detailed analyses of many folding and nonfolding trajectories at different temperatures show that PCA is very efficient for characterizing the general folding and nonfolding features of proteins. It is shown that the first principal component captures and describes in detail the dynamics of a system. Anomalous diffusion in the folding/nonfolding dynamics is examined by the mean-square displacement (MSD) and the fractional diffusion and fractional kinetic equations. The collisionless (or ballistic) behavior of a polypeptide undergoing Brownian motion along the first few principal components is accounted for.

On observation of position in quantum theory

NASA Astrophysics Data System (ADS)

Kryukov, A.

2018-05-01

Newtonian and Schrödinger dynamics can be formulated in a physically meaningful way within the same Hilbert space framework. This fact was recently used to discover an unexpected relation between classical and quantum motions that goes beyond the results provided by the Ehrenfest theorem. A formula relating the normal probability distribution and the Born rule was also found. Here the dynamical mechanism responsible for the latter formula is proposed and applied to measurements of macroscopic and microscopic systems. A relationship between the classical Brownian motion and the diffusion of state on the space of states is discovered. The role of measuring devices in quantum theory is investigated in the new framework. It is shown that the so-called collapse of the wave function is not measurement specific and does not require a "concentration" near the eigenstates of the measured observable. Instead, it is explained by the common diffusion of a state over the space of states under interaction with the apparatus and the environment. This in turn provides us with a basic reason for the definite position of macroscopic bodies in space.

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.

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.

Motion of particles adhering to the leading lamella of crawling cells

PubMed Central

1981-01-01

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

Optical coherence tomography speckle decorrelation for detecting cell death

NASA Astrophysics Data System (ADS)

Farhat, Golnaz; Mariampillai, Adrian; Yang, Victor X. D.; Czarnota, Gregory J.; Kolios, Michael C.

2011-03-01

We present a dynamic light scattering technique applied to optical coherence tomography (OCT) for detecting changes in intracellular motion caused by cellular reorganization during apoptosis. We have validated our method by measuring Brownian motion in microsphere suspensions and comparing the measured values to those derived based on particle diffusion calculated using the Einstein-Stokes equation. Autocorrelations of OCT signal intensities acquired from acute myeloid leukemia cells as a function of treatment time demonstrated a significant drop in the decorrelation time after 24 hours of cisplatin treatment. This corresponded with nuclear fragmentation and irregular cell shape observed in histological sections. A similar analysis conducted with multicellular tumor spheroids indicated a shorter decorrelation time in the spheroid core relative to its edges. The spheroid core corresponded to a region exhibiting signs of cell death in histological sections and increased backscatter intensity in OCT images.

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

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.

Anisotropic rotational diffusion studied by passage saturation transfer electron paramagnetic resonance

NASA Astrophysics Data System (ADS)

Robinson, Bruce H.; Dalton, Larry R.

1980-01-01

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

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

PubMed

Krause, Maya; Blum, Jürgen

2004-07-09

In a second microgravity experiment on the formation of dust agglomerates by Brownian motion-induced collisions we find that the agglomerates have fractal dimensions as low as 1.4. Because of much better data, we are now able to derive the diffusion constant of the agglomerates as a function of mass, to show that a power law with an exponent of 1.7 describes the temporal evolution of the mean agglomerate mass very well and to prove that the collision cross section is proportional to the geometrical cross section. In addition to that we derived the universal mass-distribution function of the agglomerates.

Three-Dimensional Flow of Nanofluid Induced by an Exponentially Stretching Sheet: An Application to Solar Energy

PubMed Central

Khan, Junaid Ahmad; Mustafa, M.; Hayat, T.; Sheikholeslami, M.; Alsaedi, A.

2015-01-01

This work deals with the three-dimensional flow of nanofluid over a bi-directional exponentially stretching sheet. The effects of Brownian motion and thermophoretic diffusion of nanoparticles are considered in the mathematical model. The temperature and nanoparticle volume fraction at the sheet are also distributed exponentially. Local similarity solutions are obtained by an implicit finite difference scheme known as Keller-box method. The results are compared with the existing studies in some limiting cases and found in good agreement. The results reveal the existence of interesting Sparrow-Gregg-type hills for temperature distribution corresponding to some range of parametric values. PMID:25785857

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.

Directed and persistent movement arises from mechanochemistry of the ParA/ParB system

NASA Astrophysics Data System (ADS)

Hu, Longhua; Vecchiarelli, Anthony G.; Mizuuchi, Kiyoshi; Neuman, Keir C.; Liu, Jian

The segregation of DNA prior to cell division is essential for faithful genetic inheritance. In many bacteria, segregation of the low-copy-number plasmids involves an active partition system composed of ParA ATPase and its stimulator protein ParB. Recent experiments suggest that ParA/ParB system motility is driven by a diffusion-ratchet mechanism in which ParB-coated plasmid both creates and follows a ParA gradient on the nucleoid surface. However, the detailed mechanism of ParA/ParB-mediated directed and persistent movement remains unknown. We develop a theoretical model describing ParA/ParB-mediated motility. We show that the ParA/ParB system can work as a Brownian ratchet, which effectively couples the ATPase-dependent cycling of ParA-nucleoid affinity to the motion of the ParB bound cargo. Paradoxically, the resulting processive motion relies on quenching diffusive plasmid motion through a large number of transient ParA/ParB-mediated tethers to the nucleoid surface. Our work sheds light on a new emergent phenomenon in which non-motor proteins work collectively via mechanochemical coupling to propel cargos -- an ingenious solution shaped by evolution to cope with the lack of processive motor proteins in bacteria.

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.

Motion of single MreB bacterial actin proteins in Caulobacter show treadmilling in vivo

NASA Astrophysics Data System (ADS)

Moerner, W. E.; Kim, Soyeon; Gitai, Zemer; Kinkhabwala, Anika; McAdams, Harley; Shapiro, Lucy

2006-03-01

Ensemble imaging of a bacterial actin homologue, the MreB protein, suggests that the MreB proteins form a dynamic filamentous spiral along the long axis of the cell in Caulobacter crescentus. MreB contracts and expands along the cell axis and plays an important role in cell shape and polarity maintenance, as well as chromosome segregation and translocation of the origin of replication during cell division. In this study we investigated the real-time polymerization of MreB in Caulobacter crescentus using single-molecule fluorescence imaging. With time-lapse imaging, polymerized MreB could be distinguished from cytoplasmic MreB monomers, because single monomeric MreB showed fast motion characteristic of Brownian diffusion, while single polymerized MreB displayed slow, directed motion. This directional movement of labeled MreB in the growing polymer implies that treadmilling is the predominant mechanism in MreB filament formation. These single-molecule imaging experiments provide the first available information on the velocity of bacterial actin polymerization in a living cell.

Adiabatic elimination of inertia of the stochastic microswimmer driven by α -stable noise

NASA Astrophysics Data System (ADS)

Noetel, Joerg; Sokolov, Igor M.; Schimansky-Geier, Lutz

2017-10-01

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric Lévy-stable (α -stable) noise. The purpose is to develop a kinetic approach to eliminate the angular component of the dynamics to find a coarse-grained description in the coordinate space. By defining the joint probability density function of the position and of the orientation of the particle through the Fokker-Planck equation, we derive transport equations for the position-dependent marginal density, the particle's mean velocity, and the velocity's variance. At time scales larger than the relaxation time of the torque τϕ, the two higher moments follow the marginal density and can be adiabatically eliminated. As a result, a closed equation for the marginal density follows. This equation, which gives a coarse-grained description of the microswimmer's positions at time scales t ≫τϕ , is a diffusion equation with a constant diffusion coefficient depending on the properties of the noise. Hence, the long-time dynamics of a microswimmer can be described as a normal, diffusive, Brownian motion with Gaussian increments.

Adiabatic elimination of inertia of the stochastic microswimmer driven by α-stable noise.

PubMed

Noetel, Joerg; Sokolov, Igor M; Schimansky-Geier, Lutz

2017-10-01

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric Lévy-stable (α-stable) noise. The purpose is to develop a kinetic approach to eliminate the angular component of the dynamics to find a coarse-grained description in the coordinate space. By defining the joint probability density function of the position and of the orientation of the particle through the Fokker-Planck equation, we derive transport equations for the position-dependent marginal density, the particle's mean velocity, and the velocity's variance. At time scales larger than the relaxation time of the torque τ_{ϕ}, the two higher moments follow the marginal density and can be adiabatically eliminated. As a result, a closed equation for the marginal density follows. This equation, which gives a coarse-grained description of the microswimmer's positions at time scales t≫τ_{ϕ}, is a diffusion equation with a constant diffusion coefficient depending on the properties of the noise. Hence, the long-time dynamics of a microswimmer can be described as a normal, diffusive, Brownian motion with Gaussian increments.

Diffusing wave spectroscopy in Maxwellian fluids.

PubMed

Galvan-Miyoshi, J; Delgado, J; Castillo, R

2008-08-01

We present a critical assessment of the diffusing wave spectroscopy (DWS) technique for obtaining the characteristic lengths and for measuring the loss and storage moduli of a reasonable well-known wormlike micelle (WM) system. For this purpose, we tracked the Brownian motion of particles using DWS embedded in a Maxwellian fluid constituted by a wormlike micellar solution made of cetyltrimethylammonium bromide (CTAB), sodium salicylate (NaSal), and water. We found that the motion of particles was governed by the viscosity of the solvent at short times and by the stress relaxation mechanisms of the giant micelles at longer times. From the time evolution of the mean square displacement of particles, we could obtain for the WM solution the cage size where each particle is harmonically bound at short times, the long-time diffusion coefficient, and experimental values for the exponent that accounts for the broad spectrum of relaxation times at the plateau onset time found in the (deltar2(t)) vs. time curves. In addition, from the (deltar2(t)) vs. time curves, we obtained G'(omega) and G"(omega) for the WM solutions. All the DWS microreological information allowed us to estimate the characteristic lengths of the WM network. We compare our DWS microrheological results and characteristic lengths with those obtained with mechanical rheometers at different NaSal/CTAB concentration ratios and temperatures.

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.

Brownian Dynamics simulations of model colloids in channel geometries and external fields

NASA Astrophysics Data System (ADS)

Siems, Ullrich; Nielaba, Peter

2018-04-01

We review the results of Brownian Dynamics simulations of colloidal particles in external fields confined in channels. Super-paramagnetic Brownian particles are well suited two- dimensional model systems for a variety of problems on different length scales, ranging from pedestrian walking through a bottleneck to ions passing ion-channels in living cells. In such systems confinement into channels can have a great influence on the diffusion and transport properties. Especially we will discuss the crossover from single file diffusion in a narrow channel to the diffusion in the extended two-dimensional system. Therefore a new algorithm for computing the mean square displacement (MSD) on logarithmic time scales is presented. In a different study interacting colloidal particles were dragged over a washboard potential and are additionally confined in a two-dimensional micro-channel. In this system kink and anti-kink solitons determine the depinning process of the particles from the periodic potential.

Fast antibody fragment motion: flexible linkers act as entropic spring

PubMed Central

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

2016-01-01

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

Fast antibody fragment motion: flexible linkers act as entropic spring

DOE PAGES

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

2016-03-29

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

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

PubMed

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

2016-03-29

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

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

ERIC Educational Resources Information Center

Kruglak, Haym

1988-01-01

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

Variations in thermo-optical properties of neutral red dye with laser ablated gold nanoparticles

NASA Astrophysics Data System (ADS)

Prakash, Anitha; Pathrose, Bini P.; Mathew, S.; Nampoori, V. P. N.; Radhakrishnan, P.; Mujeeb, A.

2018-05-01

We have investigated the thermal and optical properties of neutral red dye incorporated with different weight percentage of gold nanoparticles prepared by laser ablation method. Optical absorption studies confirmed the production of spherical nanoparticles and also the interactions of the dye molecules with gold nanoparticles. The quenching of fluorescence and the reduction in the lifetime of gold incorporated samples were observed and was due to the non-radiative energy transfer between the dye molecules and gold nanoparticles. Dual beam thermal lens technique has been employed to measure the heat diffusion in neutral red with various weight percentage of gold nano sol dispersed in ethanol. The significant outcome of the experiment is that, the overall heat diffusion is slower in the presence of gold nano sol compared to that of dye alone sample. Brownian motion is suggested to be the main mechanism of heat transfer under the present conditions. The thermal diffusivity variations of samples with respect to different excitation power of laser were also studied.

Spatial Mapping of Translational Diffusion Coefficients Using Diffusion Tensor Imaging: A Mathematical Description

PubMed Central

SHETTY, ANIL N.; CHIANG, SHARON; MALETIC-SAVATIC, MIRJANA; KASPRIAN, GREGOR; VANNUCCI, MARINA; LEE, WESLEY

2016-01-01

In this article, we discuss the theoretical background for diffusion weighted imaging and diffusion tensor imaging. Molecular diffusion is a random process involving thermal Brownian motion. In biological tissues, the underlying microstructures restrict the diffusion of water molecules, making diffusion directionally dependent. Water diffusion in tissue is mathematically characterized by the diffusion tensor, the elements of which contain information about the magnitude and direction of diffusion and is a function of the coordinate system. Thus, it is possible to generate contrast in tissue based primarily on diffusion effects. Expressing diffusion in terms of the measured diffusion coefficient (eigenvalue) in any one direction can lead to errors. Nowhere is this more evident than in white matter, due to the preferential orientation of myelin fibers. The directional dependency is removed by diagonalization of the diffusion tensor, which then yields a set of three eigenvalues and eigenvectors, representing the magnitude and direction of the three orthogonal axes of the diffusion ellipsoid, respectively. For example, the eigenvalue corresponding to the eigenvector along the long axis of the fiber corresponds qualitatively to diffusion with least restriction. Determination of the principal values of the diffusion tensor and various anisotropic indices provides structural information. We review the use of diffusion measurements using the modified Stejskal–Tanner diffusion equation. The anisotropy is analyzed by decomposing the diffusion tensor based on symmetrical properties describing the geometry of diffusion tensor. We further describe diffusion tensor properties in visualizing fiber tract organization of the human brain. PMID:27441031

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

A short walk in quantum probability

NASA Astrophysics Data System (ADS)

Hudson, Robin

2018-04-01

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

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

PubMed

Muzikar, Paul

2016-06-30

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

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

PubMed

Qi, Hongsheng; Yan, Litan

2018-01-01

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

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

DTIC Science & Technology

2010-07-01

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

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

DTIC Science & Technology

2011-05-01

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

Effective diffusion of confined active Brownian swimmers

NASA Astrophysics Data System (ADS)

Sandoval, Mario; Dagdug, Leonardo

2014-11-01

We find theoretically the effect of confinement and thermal fluctuations, on the diffusivity of a spherical active swimmer moving inside a two-dimensional narrow cavity of general shape. The explicit formulas for the effective diffusion coefficient of a swimmer moving inside two particular cavities are presented. We also compare our analytical results with Brownian Dynamics simulations and we obtain excellent agreement. L.D. thanks Consejo Nacional de Ciencia y Tecnologia (CONACyT) Mexico, for partial support by Grant No. 176452. M. S. thanks CONACyT and Programa de Mejoramiento de Profesorado (PROMEP) for partially funding this work under Grant No. 103.5/13/6732.

Transport properties of active Brownian particles in a modified energy-depot model driven by correlated noises

NASA Astrophysics Data System (ADS)

Guan, Lin; Fang, Yuwen; Li, Kongzhai; Zeng, Chunhua; Yang, Fengzao

2018-09-01

In this paper, we investigate the role of correlated multiplicative (κ1) and additive (κ2) noises in a modified energy conversion depot model, at which it is added a linear term in the conversion of internal energy of active Brownian particles (ABPs). The linear term (a1 ≠ 0 . 0) in energy conversion model breaks the symmetry of the potential to generate motion of the ABPs with a net transport velocity. Adopt a nonlinear Langevin approach, the transport properties of the ABPs have been discussed, and our results show that: (i) the transport velocity <υ1 > of the ABPs are always positive whether the correlation intensity λ = 0 . 0 or not; (ii) for a small value of the multiplicative noise intensity κ1, the variation of <υ1 > with λ shows a minimum, there exists an optimal value of the correlation intensity λ at which the <υ1 > of the ABPs is minimized. But for a large value of κ1, the <υ1 > monotonically decreases; (iii) the transport velocity <υ1 > increases with the increase of the κ1 or κ2, i.e., the multiplicative or additive noise can facilitate the transport of the ABPs; and (iv) the effective diffusion increases with the increase of a1, namely, the linear term in modified energy conversion model of the ABPs can enhance the diffusion of the ABPs.

Diffusion, Dispersion, and Uncertainty in Anisotropic Fractal Porous Media

NASA Astrophysics Data System (ADS)

Monnig, N. D.; Benson, D. A.

2007-12-01

Motivated by field measurements of aquifer hydraulic conductivity (K), recent techniques were developed to construct anisotropic fractal random fields, in which the scaling, or self-similarity parameter, varies with direction and is defined by a matrix. Ensemble numerical results are analyzed for solute transport through these 2-D "operator-scaling" fractional Brownian motion (fBm) ln(K) fields. Contrary to some analytic stochastic theories for monofractal K fields, the plume growth rates never exceed Mercado's (1967) purely stratified aquifer growth rate of plume apparent dispersivity proportional to mean distance. Apparent super-stratified growth must be the result of other demonstrable factors, such as initial plume size. The addition of large local dispersion and diffusion does not significantly change the effective longitudinal dispersivity of the plumes. In the presence of significant local dispersion or diffusion, the concentration coefficient of variation CV={σc}/{\\langle c \\rangle} remains large at the leading edge of the plumes. This indicates that even with considerable mixing due to dispersion or diffusion, there is still substantial uncertainty in the leading edge of a plume moving in fractal porous media.

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.

Ellipsoidal Brownian self-driven particles in a magnetic field

NASA Astrophysics Data System (ADS)

Fan, Wai-Tong Louis; Pak, On Shun; Sandoval, Mario

2017-03-01

We study the two-dimensional Brownian dynamics of an ellipsoidal paramagnetic microswimmer moving at a low Reynolds number and subject to a magnetic field. Its corresponding mean-square displacement, showing the effect of a particles's shape, activity, and magnetic field on the microswimmer's diffusion, is analytically obtained. Comparison between analytical and computational results shows good agreement. In addition, the effect of self-propulsion on the transition time from anisotropic to isotropic diffusion of the ellipse is investigated.

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.

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.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

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.

Lateral diffusion and retrograde movements of individual cell surface components on single motile cells observed with Nanovid microscopy

PubMed Central

1991-01-01

A recently introduced extension of video-enhanced light microscopy, called Nanovid microscopy, documents the dynamic reorganization of individual cell surface components on living cells. 40-microns colloidal gold probes coupled to different types of poly-L-lysine label negative cell surface components of PTK2 cells. Evidence is provided that they bind to negative sialic acid residues of glycoproteins, probably through nonspecific electrostatic interactions. The gold probes, coupled to short poly-L-lysine molecules (4 kD) displayed Brownian motion, with a diffusion coefficient in the range 0.1-0.2 micron2/s. A diffusion coefficient in the 0.1 micron2/s range was also observed with 40-nm gold probes coupled to an antibody against the lipid-linked Thy-1 antigen on 3T3 fibroblasts. Diffusion of these probes is largely confined to apparent microdomains of 1-2 microns in size. On the other hand, the gold probes, coupled to long poly-L-lysine molecules (240 kD) molecules and bound to the leading lamella, were driven rearward, toward the boundary between lamelloplasm and perinuclear cytoplasm at a velocity of 0.5-1 micron/min by a directed ATP-dependent mechanism. This uniform motion was inhibited by cytochalasin, suggesting actin microfilament involvement. A similar behavior on MO cells was observed when the antibody-labeled gold served as a marker for the PGP-1 (GP-80) antigen. These results show that Nanovid microscopy, offering the possibility to observe the motion of individual specific cell surface components, provides a new and powerful tool to study the dynamic reorganization of the cell membrane during locomotion and in other biological contexts as well. PMID:1670778

Simulation of Molecular Transport in Systems Containing Mobile Obstacles.

PubMed

Polanowski, Piotr; Sikorski, Andrzej

2016-08-04

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

Non-Brownian dynamics and strategy of amoeboid cell locomotion.

PubMed

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

2012-04-01

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

Mean Field Limits for Interacting Diffusions in a Two-Scale Potential

NASA Astrophysics Data System (ADS)

Gomes, S. N.; Pavliotis, G. A.

2018-06-01

In this paper, we study the combined mean field and homogenization limits for a system of weakly interacting diffusions moving in a two-scale, locally periodic confining potential, of the form considered in Duncan et al. (Brownian motion in an N-scale periodic potential, arXiv:1605.05854, 2016b). We show that, although the mean field and homogenization limits commute for finite times, they do not, in general, commute in the long time limit. In particular, the bifurcation diagrams for the stationary states can be different depending on the order with which we take the two limits. Furthermore, we construct the bifurcation diagram for the stationary McKean-Vlasov equation in a two-scale potential, before passing to the homogenization limit, and we analyze the effect of the multiple local minima in the confining potential on the number and the stability of stationary solutions.

Statistical mechanics of an ideal active fluid confined in a channel

NASA Astrophysics Data System (ADS)

Wagner, Caleb; Baskaran, Aparna; Hagan, Michael

The statistical mechanics of ideal active Brownian particles (ABPs) confined in a channel is studied by obtaining the exact solution of the steady-state Smoluchowski equation for the 1-particle distribution function. The solution is derived using results from the theory of two-way diffusion equations, combined with an iterative procedure that is justified by numerical results. Using this solution, we quantify the effects of confinement on the spatial and orientational order of the ensemble. Moreover, we rigorously show that both the bulk density and the fraction of particles on the channel walls obey simple scaling relations as a function of channel width. By considering a constant-flux steady state, an effective diffusivity for ABPs is derived which shows signatures of the persistent motion that characterizes ABP trajectories. Finally, we discuss how our techniques generalize to other active models, including systems whose activity is modeled in terms of an Ornstein-Uhlenbeck process.

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.

Application of ToFSIMS to Studying Surface Diffusion: Do cocaine and heroin form a two-dimensional gas on surfaces?

NASA Astrophysics Data System (ADS)

Avci, Recep; Maccagnano, Sara; Bohannan, Gary; Gresham, Gary; Groenewold, Gary

2001-03-01

Imaging time-of-flight secondary ion mass spectroscopy ( ToFSIMS) is a practical tool for studying the movement of molecules on material surfaces as a function of time. The high detection sensitivity, rapid data acquisition and reasonable spatial resolution present ideal conditions for such studies. An application of ToFSIMS is presented characterizing the diffusion of large molecules on gold-coated Si wafers. Polydimethylsiloxane (PDMS) was selected for study because it contaminates material surfaces and can be detected easily. Also, the temperature dependent diffusion properties of hydrochlorinated heroin and cocaine are presented as part of a forensic application. While the PDMS diffusion could be explained by a two-dimensional ( 2-D) Brownian motion with a Gaussian probability distribution function (pdf) with a diffusion coefficient of 1.6 μ m^2/sec, the cocaine and to a lesser extent heroin were observed to move nearly freely on the surfaces as though they were part of a 2-D gas evaporating in 2-D from a condensed phase. The results could be described reasonably well using an extreme Lévi pdf with an index of stability α<= 0.01.

Ellipsoidal Brownian self-driven particles in a magnetic field

NASA Astrophysics Data System (ADS)

Sandoval, Mario; Wai-Tong, Fan; Shun Pak, On

We study the two-dimensional Brownian dynamics of an ellipsoidal paramagnetic microswimmer moving at low Reynolds number and subject to a magnetic field. Its corresponding mean-square displacement showing the effect of particles's shape, activity, and magnetic field on the microswimmer's diffusion is analytically obtained. A comparison among analytical and computational results is also made and we obtain good agreement. Additionally, the effect of self-propulsion on the transition time from anisotropic to isotropic diffusion of the ellipse is also elucidated. CONACYT GRANT: CB 2014/237848.

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.

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.

Permutation entropy of fractional Brownian motion and fractional Gaussian noise

NASA Astrophysics Data System (ADS)

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

2008-06-01

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

A short walk in quantum probability.

PubMed

Hudson, Robin

2018-04-28

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

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

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

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

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

PubMed

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

2014-01-01

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

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

PubMed Central

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas

2017-09-01

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

Competing nucleation pathways in a mixture of oppositely charged colloids: out-of-equilibrium nucleation revisited.

PubMed

Peters, Baron

2009-12-28

Recent simulations of crystal nucleation from a compressed liquid of oppositely charged colloids show that the natural Brownian dynamics results in nuclei of a charge-disordered FCC (DFCC) solid whereas artificially accelerated dynamics with charge swap moves result in charge-ordered nuclei of a CsCl phase. These results were interpreted as a breakdown of the quasiequilibrium assumption for precritical nuclei. We use structure-specific nucleus size coordinates for the CsCl and DFCC structures and equilibrium based sampling methods to understand the dynamical effects on structure selectivity in this system. Nonequilibrium effects observed in previous simulations emerge from a diffusion tensor that dramatically changes when charge swap moves are used. Without the charge swap moves diffusion is strongly anisotropic with very slow motion along the charge-ordered CsCl axis and faster motion along the DFCC axis. Kramers-Langer-Berezhkovskii-Szabo theory predicts that under the realistic dynamics, the diffusion anisotropy shifts the current toward the DFCC axis. The diffusion tensor also varies with location on the free energy landscape. A numerical calculation of the current field with a diffusion tensor that depends on the location in the free energy landscape exacerbates the extent to which the current is skewed toward DFCC structures. Our analysis confirms that quasiequilibrium theories based on equilibrium properties can explain the nonequilibrium behavior of this system. Our analysis also shows that using a structure-specific nucleus size coordinate for each possible nucleation product can provide mechanistic insight on selectivity and competition between nucleation pathways.

Competing nucleation pathways in a mixture of oppositely charged colloids: Out-of-equilibrium nucleation revisited

NASA Astrophysics Data System (ADS)

Peters, Baron

2009-12-01

Recent simulations of crystal nucleation from a compressed liquid of oppositely charged colloids show that the natural Brownian dynamics results in nuclei of a charge-disordered FCC (DFCC) solid whereas artificially accelerated dynamics with charge swap moves result in charge-ordered nuclei of a CsCl phase. These results were interpreted as a breakdown of the quasiequilibrium assumption for precritical nuclei. We use structure-specific nucleus size coordinates for the CsCl and DFCC structures and equilibrium based sampling methods to understand the dynamical effects on structure selectivity in this system. Nonequilibrium effects observed in previous simulations emerge from a diffusion tensor that dramatically changes when charge swap moves are used. Without the charge swap moves diffusion is strongly anisotropic with very slow motion along the charge-ordered CsCl axis and faster motion along the DFCC axis. Kramers-Langer-Berezhkovskii-Szabo theory predicts that under the realistic dynamics, the diffusion anisotropy shifts the current toward the DFCC axis. The diffusion tensor also varies with location on the free energy landscape. A numerical calculation of the current field with a diffusion tensor that depends on the location in the free energy landscape exacerbates the extent to which the current is skewed toward DFCC structures. Our analysis confirms that quasiequilibrium theories based on equilibrium properties can explain the nonequilibrium behavior of this system. Our analysis also shows that using a structure-specific nucleus size coordinate for each possible nucleation product can provide mechanistic insight on selectivity and competition between nucleation pathways.

Brownian dynamics of confined rigid bodies

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

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

2015-10-14

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the othermore » based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.« less

Overdamping by weakly coupled environments

NASA Astrophysics Data System (ADS)

Esposito, Massimiliano; Haake, Fritz

2005-12-01

A quantum system weakly interacting with a fast environment usually undergoes a relaxation with complex frequencies whose imaginary parts are damping rates quadratic in the coupling to the environment in accord with Fermi’s “golden rule.” We show for various models (spin damped by harmonic-oscillator or random-matrix baths, quantum diffusion, and quantum Brownian motion) that upon increasing the coupling up to a critical value still small enough to allow for weak-coupling Markovian master equations, a different relaxation regime can occur. In that regime, complex frequencies lose their real parts such that the process becomes overdamped. Our results call into question the standard belief that overdamping is exclusively a strong coupling feature.

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.

Introduction to Physical Intelligence

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

A slight deviation from Newtonian dynamics can lead to new effects associated with the concept of physical intelligence. Non-Newtonian effects such as deviation from classical thermodynamic as well as quantum-like properties have been analyzed. A self-supervised (intelligent) particle that can escape from Brownian motion autonomously is introduced. Such a capability is due to a coupling of the particle governing equation with its own Liouville equation via an appropriate feedback. As a result, the governing equation is self-stabilized, and random oscillations are suppressed, while the Liouville equation takes the form of the Fokker-Planck equation with negative diffusion. Non- Newtonian properties of such a dynamical system as well as thermodynamical implications have been evaluated.

Active ideal sedimentation: exact two-dimensional steady states.

PubMed

Hermann, Sophie; Schmidt, Matthias

2018-02-28

We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two space dimensions for steady states. The resulting one-body density is given as a series, where each term is a product of an orientation-dependent Mathieu function and a height-dependent exponential. A lower hard wall is implemented as a no-flux boundary condition. Numerical evaluation of the suitably truncated analytical solution shows the formation of two different spatial regimes upon increasing Peclet number. These regimes differ in their mean particle orientation and in their variation of the orientation-averaged density with height.

Mass Transfer and Rheology of Fiber Suspensions

NASA Astrophysics Data System (ADS)

Wang, Jianghui

Rheological and mass transfer properties of non-Brownian fiber suspensions are affected by fiber characteristics, fiber interactions, and processing conditions. In this thesis we develop several simulation methods to study the dynamics of single fibers in simple shear flow, as well as the rheology and mass transfer of fiber suspensions. Isolated, rigid, neutrally-buoyant, non-Brownian, slightly curved, nonchiral fibers in simple shear flow of an incompressible Newtonian fluid at low Reynolds number can drift steadily in the gradient direction without external forces or torques. The average drift velocity and direction depend on the fiber aspect ratio, curvature and initial orientation. The drift results from the coupling of rotational and translational dynamics, and the combined effects of flipping, scooping, and spinning motions of the fiber. Irreversible fiber collisions in the suspensions cause shear-induced diffusion. The shear-induced self-diffusivity of dilute suspensions of fibers increases with increasing concentration and increasing static friction between contacts. The diffusivities in both the gradient and vorticity directions are larger for suspensions of curved fibers than for suspensions of straight fibers. For suspensions of curved fibers, significant enhancements in the diffusivity in the gradient direction are attributed to fiber drift in the gradient direction. The shear-induced self-diffusivity of concentrated suspensions of fibers increases with increasing concentration before fiber networks or flocs are formed, after which the diffusivity decreases with increasing concentration. The diffusivity increases with increasing fiber equilibrium bending angle, effective stiffness, coefficient of static friction, and rate of collisions. The specific viscosity of fiber suspensions increases with increasing fiber curvature, friction coefficient between mechanical contacts, and solids concentration. The specific viscosity increases linearly with concentration in the dilute regime, and increases with the cube of the concentration in the semi-dilute regime. Concentrated fiber suspensions are highly viscous, shear thinning, and exhibit significant yield stresses and normal stress differences. Yield stresses scale with volume concentration and fiber aspect ratio in the same way as that observed in experiments. The first normal stress difference increases linearly with shear rate. The shear-induced diffusivity increases linearly with the derivative of the particle contribution to stress for dilute suspensions with respective to concentration. This correlation between rheology and shear-induced diffusion makes it possible to predict diffusivity from easily measured rheological properties.

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.

Wave-particle interaction in the Faraday waves.

PubMed

Francois, N; Xia, H; Punzmann, H; Shats, M

2015-10-01

Wave motion in disordered Faraday waves is analysed in terms of oscillons or quasi-particles. The motion of these oscillons is measured using particle tracking tools and it is compared with the motion of fluid particles on the water surface. Both the real floating particles and the oscillons, representing the collective fluid motion, show Brownian-type dispersion exhibiting ballistic and diffusive mean squared displacement at short and long times, respectively. While the floating particles motion has been previously explained in the context of two-dimensional turbulence driven by Faraday waves, no theoretical description exists for the random walk type motion of oscillons. It is found that the r.m.s velocity ⟨μ̃(osc)⟩(rms) of oscillons is directly related to the turbulent r.m.s. velocity ⟨μ̃⟩(rms) of the fluid particles in a broad range of vertical accelerations. The measured ⟨μ̃(osc)⟩(rms) accurately explains the broadening of the frequency spectra of the surface elevation observed in disordered Faraday waves. These results suggest that 2D turbulence is the driving force behind both the randomization of the oscillons motion and the resulting broadening of the wave frequency spectra. The coupling between wave motion and hydrodynamic turbulence demonstrated here offers new perspectives for predicting complex fluid transport from the knowledge of wave field spectra and vice versa.

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.

Chemistry in motion: tiny synthetic motors.

PubMed

Colberg, Peter H; Reigh, Shang Yik; Robertson, Bryan; Kapral, Raymond

2014-12-16

CONSPECTUS: Diffusion is the principal transport mechanism that controls the motion of solute molecules and other species in solution; however, the random walk process that underlies diffusion is slow and often nonspecific. Although diffusion is an essential mechanism for transport in the biological realm, biological systems have devised more efficient transport mechanisms using molecular motors. Most biological motors utilize some form of chemical energy derived from their surroundings to induce conformational changes in order to carry out specific functions. These small molecular motors operate in the presence of strong thermal fluctuations and in the regime of low Reynolds numbers, where viscous forces dominate inertial forces. Thus, their dynamical behavior is fundamentally different from that of macroscopic motors, and different mechanisms are responsible for the production of useful mechanical motion. There is no reason why our interest should be confined to the small motors that occur naturally in biological systems. Recently, micron and nanoscale motors that use chemical energy to produce directed motion by a number of different mechanisms have been made in the laboratory. These small synthetic motors also experience strong thermal fluctuations and operate in regimes where viscous forces dominate. Potentially, these motors could be directed to perform different transport tasks, analogous to those of biological motors, for both in vivo and in vitro applications. Although some synthetic motors execute conformational changes to effect motion, the majority do not, and, instead, they use other mechanisms to convert chemical energy into directed motion. In this Account, we describe how synthetic motors that operate by self-diffusiophoresis make use of a self-generated concentration gradient to drive motor motion. A description of propulsion by self-diffusiophoresis is presented for Janus particle motors comprising catalytic and noncatalytic faces. The properties of the dynamics of chemically powered motors are illustrated by presenting the results of particle-based simulations of sphere-dimer motors constructed from linked catalytic and noncatalytic spheres. The geometries of both Janus and sphere-dimer motors with asymmetric catalytic activity support the formation of concentration gradients around the motors. Because directed motion can occur only when the system is not in equilibrium, the nature of the environment and the role it plays in motor dynamics are described. Rotational Brownian motion also acts to limit directed motion, and it has especially strong effects for very small motors. We address the following question: how small can motors be and still exhibit effects due to propulsion, even if only to enhance diffusion? Synthetic motors have the potential to transform the manner in which chemical dynamical processes are carried out for a wide range of applications.

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

Dissipative particle dynamics study of velocity autocorrelation function and self-diffusion coefficient in terms of interaction potential strength

NASA Astrophysics Data System (ADS)

Zohravi, Elnaz; Shirani, Ebrahim; Pishevar, Ahmadreza; Karimpour, Hossein

2018-07-01

This research focuses on numerically investigating the self-diffusion coefficient and velocity autocorrelation function (VACF) of a dissipative particle dynamics (DPD) fluid as a function of the conservative interaction strength. Analytic solutions to VACF and self-diffusion coefficients in DPD were obtained by many researchers in some restricted cases including ideal gases, without the account of conservative force. As departure from the ideal gas conditions are accentuated with increasing the relative proportion of conservative force, it is anticipated that the VACF should gradually deviate from its normally expected exponentially decay. This trend is confirmed through numerical simulations and an expression in terms of the conservative force parameter, density and temperature is proposed for the self-diffusion coefficient. As it concerned the VACF, the equivalent Langevin equation describing Brownian motion of particles with a harmonic potential is adapted to the problem and reveals an exponentially decaying oscillatory pattern influenced by the conservative force parameter, dissipative parameter and temperature. Although the proposed model for obtaining the self-diffusion coefficient with consideration of the conservative force could not be verified due to computational complexities, nonetheless the Arrhenius dependency of the self-diffusion coefficient to temperature and pressure permits to certify our model over a definite range of DPD parameters.

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

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.