Swarms with canonical active Brownian motion.

PubMed

Glück, Alexander; Hüffel, Helmuth; Ilijić, Saša

2011-05-01

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

Brownian motion from Boltzmann's equation.

NASA Technical Reports Server (NTRS)

Montgomery, D.

1971-01-01

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

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.

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)

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

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.

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.

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.

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%.

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.

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.

Effect of interfaces on the nearby Brownian motion

PubMed Central

Huang, Kai; Szlufarska, Izabela

2015-01-01

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

Effect of interfaces on the nearby Brownian motion.

PubMed

Huang, Kai; Szlufarska, Izabela

2015-10-06

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

Brownian motion as a new probe of wettability.

PubMed

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

2017-04-07

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

Brownian Motion and the Temperament of Living Cells

NASA Astrophysics Data System (ADS)

Tsekov, Roumen; Lensen, Marga C.

2013-07-01

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

Active Brownian motion tunable by light.

PubMed

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

2012-07-18

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

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

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.

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

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

Quantum dynamical framework for Brownian heat engines

NASA Astrophysics Data System (ADS)

Agarwal, G. S.; Chaturvedi, S.

2013-07-01

We present a self-contained formalism modeled after the Brownian motion of a quantum harmonic oscillator for describing the performance of microscopic Brownian heat engines such as Carnot, Stirling, and Otto engines. Our theory, besides reproducing the standard thermodynamics results in the steady state, enables us to study the role dissipation plays in determining the efficiency of Brownian heat engines under actual laboratory conditions. In particular, we analyze in detail the dynamics associated with decoupling a system in equilibrium with one bath and recoupling it to another bath and obtain exact analytical results, which are shown to have significant ramifications on the efficiencies of engines involving such a step. We also develop a simple yet powerful technique for computing corrections to the steady state results arising from finite operation time and use it to arrive at the thermodynamic complementarity relations for various operating conditions and also to compute the efficiencies of the three engines cited above at maximum power. Some of the methods and exactly solvable models presented here are interesting in their own right and could find useful applications in other contexts as well.

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…

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.

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.

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)

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

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.

Brownian motion of a particle with arbitrary shape.

PubMed

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

2015-06-07

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

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

ERIC Educational Resources Information Center

Kirksey, H. Graden; Jones, Richard F.

1988-01-01

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

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.

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.

Brownian motion and its descendants according to Schrödinger

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr; Vigier, Jean-Pierre

1992-08-01

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

Simulations of magnetic nanoparticle Brownian motion

PubMed Central

Reeves, Daniel B.; Weaver, John B.

2012-01-01

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

Nonisothermal fluctuating hydrodynamics and Brownian motion

NASA Astrophysics Data System (ADS)

Falasco, G.; Kroy, K.

2016-03-01

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

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

DTIC Science & Technology

1984-10-29

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

Brownian motion of tethered nanowires.

PubMed

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

2014-05-01

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

Resonances arising from hydrodynamic memory in Brownian motion.

PubMed

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

2011-10-05

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

Coupling of Lever Arm Swing and Biased Brownian Motion in Actomyosin

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-04-01

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

Brownian motion of arbitrarily shaped particles in two dimensions.

PubMed

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

2014-11-25

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

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.

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 of boomerang colloidal particles.

PubMed

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

2013-10-18

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

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2013-10-01

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

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 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.

Fractional Brownian motion with a reflecting wall

NASA Astrophysics Data System (ADS)

Wada, Alexander H. O.; Vojta, Thomas

2018-02-01

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

Brownian motion of 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.

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

NASA Astrophysics Data System (ADS)

Okabe, Yasunori

1986-12-01

The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, we obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. We are interested in whether or not it can be measured experimentally.

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

PubMed Central

Mody, Nipa A.; King, Michael R.

2008-01-01

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

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

PubMed

Mody, Nipa A; King, Michael R

2007-05-22

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

Brownian Motion of Boomerang Colloidal Particles

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

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

PubMed

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

2009-10-20

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

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems

Brownian motion of solitons in a Bose-Einstein condensate.

PubMed

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

2017-03-07

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

Brownian motion of solitons in a Bose–Einstein condensate

PubMed Central

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

2017-01-01

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

Statistical thermodynamics of quantum Brownian motion: Construction of perpetuum mobile of the second kind

NASA Astrophysics Data System (ADS)

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

2002-09-01

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

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

PubMed

Nieuwenhuizen, Th M; Allahverdyan, A E

2002-09-01

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

On modeling animal movements using Brownian motion with measurement error.

PubMed

Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

2014-02-01

Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

PubMed

Toth, Arpád; Banky, Dániel; Grolmusz, Vince

2011-12-01

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

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.

Brownian motion model with stochastic parameters for asset prices

NASA Astrophysics Data System (ADS)

Ching, Soo Huei; Hin, Pooi Ah

2013-09-01

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

Turning Passive Brownian Motion Into Active Motion

NASA Astrophysics Data System (ADS)

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

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

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells.

PubMed

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

2016-01-01

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

Semicircular Canals Circumvent Brownian Motion Overload of Mechanoreceptor Hair Cells

PubMed Central

Muller, Mees; Heeck, Kier

2016-01-01

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

Directed motion of a Brownian motor in a temperature gradient

NASA Astrophysics Data System (ADS)

Liu, Yibing; Nie, Wenjie; Lan, Yueheng

2017-05-01

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

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

NASA Astrophysics Data System (ADS)

Li, Xingjie Helen; Menon, Govind

2013-12-01

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

Proteins as micro viscosimeters: Brownian motion revisited.

PubMed

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

2006-08-01

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

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

PubMed

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

2014-03-28

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

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

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

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

Ergodicity Breaking in Geometric Brownian Motion

NASA Astrophysics Data System (ADS)

Peters, O.; Klein, W.

2013-03-01

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

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

ERIC Educational Resources Information Center

Parlar, Mahmut

2004-01-01

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

Active Brownian motion models and applications to ratchets

NASA Astrophysics Data System (ADS)

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

2008-10-01

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

Extreme fluctuations of active Brownian motion

NASA Astrophysics Data System (ADS)

Pietzonka, Patrick; Kleinbeck, Kevin; Seifert, Udo

2016-05-01

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

Effective temperatures of hot Brownian motion.

PubMed

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

2014-09-01

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

Coherent random lasing controlled by Brownian motion of the active scatterer

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Coiled to diffuse: Brownian motion of a helical bacterium.

PubMed

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

2012-09-11

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

Stationary swarming motion of active Brownian particles in parabolic external potential

NASA Astrophysics Data System (ADS)

Zhu, Wei Qiu; Deng, Mao Lin

2005-08-01

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

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

NASA Technical Reports Server (NTRS)

Zhang, Xiaoguang; Davis, Robert H.

1991-01-01

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

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

PubMed Central

Palanisami, Akilan; Miller, John H.

2011-01-01

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

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

PubMed

Cohen, Adam E; Moerner, W E

2008-05-12

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

Nonequilibrium Brownian Motion beyond the Effective Temperature

PubMed Central

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

2014-01-01

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

Nonequilibrium Brownian motion beyond the effective temperature.

PubMed

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

2014-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz

2018-01-01

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

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

PubMed

Makarava, Natallia; Menz, Stephan; Theves, Matthias; Huisinga, Wilhelm; Beta, Carsten; Holschneider, Matthias

2014-10-01

Amoebae explore their environment in a random way, unless external cues like, e.g., nutrients, bias their motion. Even in the absence of cues, however, experimental cell tracks show some degree of persistence. In this paper, we analyzed individual cell tracks in the framework of a linear mixed effects model, where each track is modeled by a fractional Brownian motion, i.e., a Gaussian process exhibiting a long-term correlation structure superposed on a linear trend. The degree of persistence was quantified by the Hurst exponent of fractional Brownian motion. Our analysis of experimental cell tracks of the amoeba Dictyostelium discoideum showed a persistent movement for the majority of tracks. Employing a sliding window approach, we estimated the variations of the Hurst exponent over time, which allowed us to identify points in time, where the correlation structure was distorted ("outliers"). Coarse graining of track data via down-sampling allowed us to identify the dependence of persistence on the spatial scale. While one would expect the (mode of the) Hurst exponent to be constant on different temporal scales due to the self-similarity property of fractional Brownian motion, we observed a trend towards stronger persistence for the down-sampled cell tracks indicating stronger persistence on larger time scales.

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'.

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).

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.

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Suspended particle transport through constriction channel with Brownian motion

NASA Astrophysics Data System (ADS)

Hanasaki, Itsuo; Walther, Jens H.

2017-08-01

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

Suspended particle transport through constriction channel with Brownian motion.

PubMed

Hanasaki, Itsuo; Walther, Jens H

2017-08-01

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

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.

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.

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

PubMed Central

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

2011-01-01

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

Two-dimensional motion of Brownian swimmers in linear flows.

PubMed

Sandoval, Mario; Jimenez, Alonso

2016-03-01

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

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.

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.

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

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

NASA Astrophysics Data System (ADS)

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

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

PubMed Central

Volpe, Giorgio; Volpe, Giovanni; Gigan, Sylvain

2014-01-01

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

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

PubMed

Torres-Carbajal, Alexis; Herrera-Velarde, Salvador; Castañeda-Priego, Ramón

2015-07-15

Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the

Biased and flow driven Brownian motion in periodic channels

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

The Diffusion Process in Small Particles and Brownian Motion

NASA Astrophysics Data System (ADS)

Khoshnevisan, M.

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

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

NASA Astrophysics Data System (ADS)

Tyagi, Neha; Cherayil, Binny J.

2018-03-01

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

Brownian Motion with Active Fluctuations

NASA Astrophysics Data System (ADS)

Romanczuk, Pawel; Schimansky-Geier, Lutz

2011-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Pomeau, Yves

2013-12-01

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

Undergraduate Labs for Biological Physics: Brownian Motion and Optical Trapping

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

Lindenberg, Katja

2015-03-01

Irwin Oppenheim's early work on Langevin equations, master equations, and Brownian motion was one of the earliest and strongest reasons for my change of direction from my PhD work in condensed matter theory to my later and lifelong interest in Brownian motion and, more broadly, statistical mechanics. I will talk about some of my most recent work on subdiffusion, a form of anomalous diffusion that describes random motions in crowded or disordered media where motions are hindered by the medium. On a personal note, I knew Irwin for decades, from the time before he had a family (he was a sworn bachelor...until he met his wife) until shortly before his death. For many years, first alone and then with family, Irwin would spend some portion of the cold Boston winter in warm La Jolla, and we would always get together during these visits. For a period of a number of years we decided to take advantage of these visits to write the definitive text in traditional Thermodynamics. We did not make it past about 2/3 of the project, but it was a great learning experience for me while it lasted. Irwin's knowledge and understanding of the subject were breathtaking.

Modeling stock prices in a portfolio using multidimensional geometric brownian motion

NASA Astrophysics Data System (ADS)

Maruddani, Di Asih I.; Trimono

2018-05-01

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

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

PubMed Central

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

2010-01-01

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

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

PubMed

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

2010-04-21

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

Brownian motion in inhomogeneous suspensions.

PubMed

Yang, Mingcheng; Ripoll, Marisol

2013-06-01

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

Collective motion of active Brownian particles with polar alignment.

PubMed

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

2018-04-04

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

Parallel Molecular Distributed Detection With Brownian Motion.

PubMed

Rogers, Uri; Koh, Min-Sung

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

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

PubMed

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

2014-08-14

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

The effective temperature for the thermal fluctuations in hot Brownian motion

NASA Astrophysics Data System (ADS)

Srivastava, Mayank; Chakraborty, Dipanjan

2018-05-01

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

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.

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

PubMed

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

The flashing Brownian ratchet and Parrondo's paradox.

PubMed

Ethier, S N; Lee, Jiyeon

2018-01-01

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

Quantum harmonic oscillator in a thermal bath

NASA Technical Reports Server (NTRS)

Zhang, Yuhong

1993-01-01

The influence functional path-integral treatment of quantum Brownian motion is briefly reviewed. A newly derived exact master equation of a quantum harmonic oscillator coupled to a general environment at arbitrary temperature is discussed. It is applied to the problem of loss of quantum coherence.

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

PubMed

Grimm, Matthias; Franosch, Thomas; Jeney, Sylvia

2012-08-01

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

Diffusion in different models of active Brownian motion

NASA Astrophysics Data System (ADS)

Lindner, B.; Nicola, E. M.

2008-04-01

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

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

PubMed

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

2018-05-09

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

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

NASA Technical Reports Server (NTRS)

Gallis, Michael R.

1994-01-01

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

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-07-27

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

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

NASA Astrophysics Data System (ADS)

He, Xinjiang; Chen, Wenting

2014-06-01

In this paper, we consider the pricing of the CDS (credit default swap) under a GMFBM (generalized mixed fractional Brownian motion) model. As the name suggests, the GMFBM model is indeed a generalization of all the FBM (fractional Brownian motion) models used in the literature, and is proved to be able to effectively capture the long-range dependence of the stock returns. To develop the pricing mechanics of the CDS, we firstly derive a sufficient condition for the market modeled under the GMFBM to be arbitrage free. Then under the risk-neutral assumption, the CDS is fairly priced by investigating the two legs of the cash flow involved. The price we obtained involves elementary functions only, and can be easily implemented for practical purpose. Finally, based on numerical experiments, we analyze quantitatively the impacts of different parameters on the prices of the CDS. Interestingly, in comparison with all the other FBM models documented in the literature, the results produced from the GMFBM model are in a better agreement with those calculated from the classical Black-Scholes model.

Near-Field, On-Chip Optical Brownian Ratchets.

PubMed

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

2016-08-10

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

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

PubMed

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

2016-04-01

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

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

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

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.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-01-07

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

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

PubMed

Craven, Galen T; Nitzan, Abraham

2018-01-28

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

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

NASA Astrophysics Data System (ADS)

Craven, Galen T.; Nitzan, Abraham

2018-01-01

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

Pricing geometric Asian rainbow options under fractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

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.

The flashing Brownian ratchet and Parrondo’s paradox

PubMed Central

Ethier, S. N.

2018-01-01

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

Brownian trail rectified

NASA Astrophysics Data System (ADS)

Hurd, Alan J.; Ho, Pauline

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

Random functions via Dyson Brownian Motion: progress and problems

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

Wang, Gaoyuan; Battefeld, Thorsten

2016-09-05

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

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

PubMed

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

2014-12-23

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

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2010-04-27

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

Diffusion limit of Lévy-Lorentz gas is Brownian motion

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Szczotka, Wladyslaw

2018-07-01

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

Monitoring autocorrelated process: A geometric Brownian motion process approach

NASA Astrophysics Data System (ADS)

Li, Lee Siaw; Djauhari, Maman A.

2013-09-01

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

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

PubMed

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

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

PubMed Central

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

2013-01-01

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

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.

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].

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

PubMed

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

2016-11-01

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

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

PubMed Central

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

2016-01-01

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

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

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

PubMed

Dossetti, Victor; Sevilla, Francisco J

2015-07-31

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

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

PubMed

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

2017-10-03

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

Detection of Brownian Torque in a Magnetically-Driven Rotating Microsystem

PubMed Central

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

2016-01-01

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

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

PubMed Central

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

2010-01-01

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

Dispersion of aerosol particles undergoing Brownian motion

NASA Astrophysics Data System (ADS)

Alonso, Manuel; Endo, Yoshiyuki

2001-12-01

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

First-passage time of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-02-01

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

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

PubMed

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

2013-11-05

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

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.

Anisotropic Brownian motion in ordered phases of DNA fragments.

PubMed

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

2012-01-01

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

Magnetic microstructures for regulating Brownian motion

NASA Astrophysics Data System (ADS)

Sooryakumar, Ratnasingham

2013-03-01

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

Brownian Emitters

NASA Astrophysics Data System (ADS)

Tsekov, Roumen

2016-06-01

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

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.

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

PubMed

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

2011-06-01

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

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

PubMed

Długosz, Maciej; Antosiewicz, Jan M

2014-01-14

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

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

PubMed

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

2015-02-01

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

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

To, Kiwing; Peng, Zheng

2016-11-01

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

Biased Brownian motion in narrow channels with asymmetry and anisotropy

NASA Astrophysics Data System (ADS)

Peng, Zheng; To, Kiwing

2016-08-01

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

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

PubMed

Holtzer, Gretchen L; Velegol, Darrell

2005-10-25

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

Survival of Near-Critical Branching Brownian Motion

NASA Astrophysics Data System (ADS)

Berestycki, Julien; Berestycki, Nathanaël; Schweinsberg, Jason

2011-06-01

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

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).

Optimal dividends in the Brownian motion risk model with interest

NASA Astrophysics Data System (ADS)

Fang, Ying; Wu, Rong

2009-07-01

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

Differential dynamic microscopy to characterize Brownian motion and bacteria motility

NASA Astrophysics Data System (ADS)

Germain, David; Leocmach, Mathieu; Gibaud, Thomas

2016-03-01

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

Brownian microhydrodynamics of active filaments.

PubMed

Laskar, Abhrajit; Adhikari, R

2015-12-21

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

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

NASA Astrophysics Data System (ADS)

Zhang, Peijie; Lin, Jianzhong; Ku, Xiaoke

2018-05-01

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

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

A simple microviscometric approach based on Brownian motion tracking.

PubMed

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

2015-02-01

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

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

NASA Astrophysics Data System (ADS)

Avan, Jean; Grosjean, Nicolas; Huillet, Thierry

2015-04-01

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

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

PubMed

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

2013-12-01

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

Time since maximum of Brownian motion and asymmetric Lévy processes

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

PubMed

Gautestad, Arild O

2013-03-01

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

Brownian motion and gambling: from ratchets to paradoxical games

NASA Astrophysics Data System (ADS)

Parrondo, J. M. R.; Dinís, Luis

2004-02-01

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

Entropy production of a Brownian ellipsoid in the overdamped limit.

PubMed

Marino, Raffaele; Eichhorn, Ralf; Aurell, Erik

2016-01-01

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

Irreversible Brownian Heat Engine

NASA Astrophysics Data System (ADS)

Taye, Mesfin Asfaw

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas

2017-09-01

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

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

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

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

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

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

PubMed

Li, Pu; Yi, Xiaogang; Liu, Xianglian; Wang, Yuncai; Wang, Yongge

2016-07-11

The nondeterministic property of the optoelectronic random bit generator (RBG) based on laser chaos are experimentally analyzed from two aspects of the central limit theorem and law of iterated logarithm. The random bits are extracted from an optical feedback chaotic laser diode using a multi-bit extraction technique in the electrical domain. Our experimental results demonstrate that the generated random bits have no statistical distance from the Brownian motion, besides that they can pass the state-of-the-art industry-benchmark statistical test suite (NIST SP800-22). All of them give a mathematically provable evidence that the ultrafast random bit generator based on laser chaos can be used as a nondeterministic random bit source.

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

ERIC Educational Resources Information Center

Klein, Hermann; Woermann, Dietrich

2005-01-01

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

Fractional Brownian motion and the critical dynamics of zipping polymers.

PubMed

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

2012-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed Central

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

2012-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Lopes, Artur O.

1989-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

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

2017-10-28

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

2012-02-01

In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0<α<1, here dX(τ)=μX(τ)(2H+σX(τ)dBH(τ), as a model of asset prices, which captures the subdiffusive characteristic of financial markets. We find the corresponding subdiffusive Black-Scholes equation and the Black-Scholes formula for the fair prices of European option, the turnover and transaction costs of replicating strategies. We also give the total transaction costs.

Microscopic theory of Brownian motion revisited: The Rayleigh model

NASA Astrophysics Data System (ADS)

Kim, Changho; Karniadakis, George Em

2013-03-01

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

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

PubMed

Puchkov, Evgeny O

2010-06-01

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

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

PubMed

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

2018-03-30

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

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

On the use of reverse Brownian motion to accelerate hybrid simulations

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

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

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

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

PubMed

Xie, Ping

2009-09-16

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

Entropic Approach to Brownian Movement.

ERIC Educational Resources Information Center

Neumann, Richard M.

1980-01-01

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

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

PubMed

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

2012-11-07

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

Faithful conversion of propagating quantum information to mechanical motion

NASA Astrophysics Data System (ADS)

Reed, A. P.; Mayer, K. H.; Teufel, J. D.; Burkhart, L. D.; Pfaff, W.; Reagor, M.; Sletten, L.; Ma, X.; Schoelkopf, R. J.; Knill, E.; Lehnert, K. W.

2017-12-01

The motion of micrometre-sized mechanical resonators can now be controlled and measured at the fundamental limits imposed by quantum mechanics. These resonators have been prepared in their motional ground state or in squeezed states, measured with quantum-limited precision, and even entangled with microwave fields. Such advances make it possible to process quantum information using the motion of a macroscopic object. In particular, recent experiments have combined mechanical resonators with superconducting quantum circuits to frequency-convert, store and amplify propagating microwave fields. But these systems have not been used to manipulate states that encode quantum bits (qubits), which are required for quantum communication and modular quantum computation. Here we demonstrate the conversion of propagating qubits encoded as superpositions of zero and one photons to the motion of a micromechanical resonator with a fidelity in excess of the classical bound. This ability is necessary for mechanical resonators to convert quantum information between the microwave and optical domains or to act as storage elements in a modular quantum information processor. Additionally, these results are an important step towards testing speculative notions that quantum theory may not be valid for sufficiently massive systems.

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.

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

PubMed

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

2012-02-21

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

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.

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

NASA Astrophysics Data System (ADS)

Liang, Song

2018-01-01

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

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

PubMed

Kanada, Ryo; Kuwata, Takeshi; Kenzaki, Hiroo; Takada, Shoji

2013-01-01

Kinesin is a family of molecular motors that move unidirectionally along microtubules (MT) using ATP hydrolysis free energy. In the family, the conventional two-headed kinesin was experimentally characterized to move unidirectionally through "walking" in a hand-over-hand fashion by coordinated motions of the two heads. Interestingly a single-headed kinesin, a truncated KIF1A, still can generate a biased Brownian movement along MT, as observed by in vitro single molecule experiments. Thus, KIF1A must use a different mechanism from the conventional kinesin to achieve the unidirectional motions. Based on the energy landscape view of proteins, for the first time, we conducted a set of molecular simulations of the truncated KIF1A movements over an ATP hydrolysis cycle and found a mechanism exhibiting and enhancing stochastic forward-biased movements in a similar way to those in experiments. First, simulating stand-alone KIF1A, we did not find any biased movements, while we found that KIF1A with a large friction cargo-analog attached to the C-terminus can generate clearly biased Brownian movements upon an ATP hydrolysis cycle. The linked cargo-analog enhanced the detachment of the KIF1A from MT. Once detached, diffusion of the KIF1A head was restricted around the large cargo which was located in front of the head at the time of detachment, thus generating a forward bias of the diffusion. The cargo plays the role of a diffusional anchor, or cane, in KIF1A "walking."

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

PubMed Central

Minchew, Candace L.; Didenko, Vladimir V.

2014-01-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed

Moussavi-Baygi, R; Mofrad, M R K

2016-07-29

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

Spatial extent of branching Brownian motion.

PubMed

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

2015-04-01

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

Spatial extent of branching Brownian motion

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

Hyeon, Changbong; Hwang, Wonseok

2017-07-01

Using Brownian motion in periodic potentials V (x ) tilted by a force f , we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output generated from dissipative processes necessarily incurs an energetic cost or heat dissipation q , and in order to limit the output fluctuation within a relative uncertainty ɛ , at least 2 kBT /ɛ2 of heat must be dissipated. Our model shows that this bound is attained not only at near-equilibrium [f ≪V'(x ) ] but also at far-from-equilibrium [f ≫V'(x ) ] , more generally when the dissipated heat is normally distributed. Furthermore, the energetic cost is maximized near the critical force when the barrier separating the potential wells is about to vanish and the fluctuation of Brownian particles is maximized. These findings indicate that the deviation of heat distribution from Gaussianity gives rise to the inequality of the uncertainty relation, further clarifying the meaning of the uncertainty relation. Our derivation of the uncertainty relation also recognizes a bound of nonequilibrium fluctuations that the variance of dissipated heat (σq2) increases with its mean (μq), and it cannot be smaller than 2 kBT μq .

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

PubMed

Hyeon, Changbong; Hwang, Wonseok

2017-07-01

Using Brownian motion in periodic potentials V(x) tilted by a force f, we provide physical insight into the thermodynamic uncertainty relation, a recently conjectured principle for statistical errors and irreversible heat dissipation in nonequilibrium steady states. According to the relation, nonequilibrium output generated from dissipative processes necessarily incurs an energetic cost or heat dissipation q, and in order to limit the output fluctuation within a relative uncertainty ε, at least 2k_{B}T/ε^{2} of heat must be dissipated. Our model shows that this bound is attained not only at near-equilibrium [f≪V^{'}(x)] but also at far-from-equilibrium [f≫V^{'}(x)], more generally when the dissipated heat is normally distributed. Furthermore, the energetic cost is maximized near the critical force when the barrier separating the potential wells is about to vanish and the fluctuation of Brownian particles is maximized. These findings indicate that the deviation of heat distribution from Gaussianity gives rise to the inequality of the uncertainty relation, further clarifying the meaning of the uncertainty relation. Our derivation of the uncertainty relation also recognizes a bound of nonequilibrium fluctuations that the variance of dissipated heat (σ_{q}^{2}) increases with its mean (μ_{q}), and it cannot be smaller than 2k_{B}Tμ_{q}.

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

PubMed

Ryabov, Artem; Berestneva, Ekaterina; Holubec, Viktor

2015-09-21

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

Motion and gravity effects in the precision of quantum clocks

PubMed Central

Lindkvist, Joel; Sabín, Carlos; Johansson, Göran; Fuentes, Ivette

2015-01-01

We show that motion and gravity affect the precision of quantum clocks. We consider a localised quantum field as a fundamental model of a quantum clock moving in spacetime and show that its state is modified due to changes in acceleration. By computing the quantum Fisher information we determine how relativistic motion modifies the ultimate bound in the precision of the measurement of time. While in the absence of motion the squeezed vacuum is the ideal state for time estimation, we find that it is highly sensitive to the motion-induced degradation of the quantum Fisher information. We show that coherent states are generally more resilient to this degradation and that in the case of very low initial number of photons, the optimal precision can be even increased by motion. These results can be tested with current technology by using superconducting resonators with tunable boundary conditions. PMID:25988238

Motion and gravity effects in the precision of quantum clocks.

PubMed

Lindkvist, Joel; Sabín, Carlos; Johansson, Göran; Fuentes, Ivette

2015-05-19

We show that motion and gravity affect the precision of quantum clocks. We consider a localised quantum field as a fundamental model of a quantum clock moving in spacetime and show that its state is modified due to changes in acceleration. By computing the quantum Fisher information we determine how relativistic motion modifies the ultimate bound in the precision of the measurement of time. While in the absence of motion the squeezed vacuum is the ideal state for time estimation, we find that it is highly sensitive to the motion-induced degradation of the quantum Fisher information. We show that coherent states are generally more resilient to this degradation and that in the case of very low initial number of photons, the optimal precision can be even increased by motion. These results can be tested with current technology by using superconducting resonators with tunable boundary conditions.

On the Origin of Quantum Diffusion Coefficient and Quantum Potential

NASA Astrophysics Data System (ADS)

Gupta, Aseem

2016-03-01

Synchronizability of space and time experiences between different inhabitants of a spacetime is abstracted as a fundamental premise of Classical physics. Absence thereof i.e. desynchronization between space and time experiences of a system under study and the observer is then studied for a single dimension single particle system. Desynchronization fundamentally makes probability concepts enter physics ab-initio and not as secondary tools to deal with situations wherein incomplete information in situation following perfectly deterministic dynamics demands its introduction. Desynchronization model based on Poisson distribution of events vis-à-vis an observer, leads to expectation of particle's motion as a Brownian motion deriving Nelson's quantum diffusion coefficient naturally, without needing to postulate it. This model also incorporates physical effects akin to those of Bohm's Quantum Potential, again without needing any sub-quantum medium. Schrodinger's equation is shown to be derivable incorporating desynchronization only of space while Quantum Field Theory is shown to model desynchronization of time as well. Fundamental suggestion of the study is that it is desynchronization that is at the root of quantum phenomena rather than sub-micro scales of spacetime. Absence of possibility of synchronization between system's space and time and those of observer is studied. Mathematical modeling of desynchronized evolution explains some intriguing aspects of Quantum Mechanical theory.

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

PubMed

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

2017-02-01

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

Communication: translational Brownian motion for particles of arbitrary shape.

PubMed

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

2012-02-21

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

Myosin V is a biological Brownian machine.

PubMed

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

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

Integrals of motion from quantum toroidal algebras

NASA Astrophysics Data System (ADS)

Feigin, B.; Jimbo, M.; Mukhin, E.

2017-11-01

We identify the Taylor coefficients of the transfer matrices corresponding to quantum toroidal algebras with the elliptic local and non-local integrals of motion introduced by Kojima, Shiraishi, Watanabe, and one of the authors. That allows us to prove the Litvinov conjectures on the Intermediate Long Wave model. We also discuss the ({gl_m, {gl_n) duality of XXZ models in quantum toroidal setting and the implications for the quantum KdV model. In particular, we conjecture that the spectrum of non-local integrals of motion of Bazhanov, Lukyanov, and Zamolodchikov is described by Gaudin Bethe ansatz equations associated to affine {sl}2 . Dedicated to the memory of Petr Petrovich Kulish.

Meandering Brownian Donkeys

NASA Astrophysics Data System (ADS)

Eichhorn, R.; Reimann, P.

2004-04-01

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

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.

Brownian versus Newtonian devitrification of hard-sphere glasses

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Slow kinetics of Brownian maxima.

PubMed

Ben-Naim, E; Krapivsky, P L

2014-07-18

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

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.

Non-Brownian dynamics and strategy of amoeboid cell locomotion.

PubMed

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

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Effective conductivity of suspensions of hard spheres by Brownian motion simulation

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

Chan Kim, I.; Torquato, S.

1991-02-15

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

QUANTUM MECHANICS. Quantum squeezing of motion in a mechanical resonator.

PubMed

Wollman, E E; Lei, C U; Weinstein, A J; Suh, J; Kronwald, A; Marquardt, F; Clerk, A A; Schwab, K C

2015-08-28

According to quantum mechanics, a harmonic oscillator can never be completely at rest. Even in the ground state, its position will always have fluctuations, called the zero-point motion. Although the zero-point fluctuations are unavoidable, they can be manipulated. Using microwave frequency radiation pressure, we have manipulated the thermal fluctuations of a micrometer-scale mechanical resonator to produce a stationary quadrature-squeezed state with a minimum variance of 0.80 times that of the ground state. We also performed phase-sensitive, back-action evading measurements of a thermal state squeezed to 1.09 times the zero-point level. Our results are relevant to the quantum engineering of states of matter at large length scales, the study of decoherence of large quantum systems, and for the realization of ultrasensitive sensing of force and motion. Copyright © 2015, American Association for the Advancement of Science.

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.

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

PubMed Central

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

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Myosin V is a biological Brownian machine

PubMed Central

Fujita, Keisuke; Iwaki, Mitsuhiro

2014-01-01

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

Evanescent radiation, quantum mechanics and the Casimir effect

NASA Technical Reports Server (NTRS)

Schatten, Kenneth H.

1989-01-01

An attempt to bridge the gap between classical and quantum mechanics and to explain the Casimir effect is presented. The general nature of chaotic motion is discussed from two points of view: the first uses catastrophe theory and strange attractors to describe the deterministic view of this motion; the underlying framework for chaos in these classical dynamic systems is their extreme sensitivity to initial conditions. The second interpretation refers to randomness associated with probabilistic dynamics, as for Brownian motion. The present approach to understanding evanescent radiation and its relation to the Casimir effect corresponds to the first interpretation, whereas stochastic electrodynamics corresponds to the second viewpoint. The nonlinear behavior of the electromagnetic field is also studied. This well-understood behavior is utilized to examine the motions of two orbiting charges and shows a closeness between the classical behavior and the quantum uncertainty principle. The evanescent radiation is used to help explain the Casimir effect.

Random Matrix Approach to Quantum Adiabatic Evolution Algorithms

NASA Technical Reports Server (NTRS)

Boulatov, Alexei; Smelyanskiy, Vadier N.

2004-01-01

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

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)

Quantum Error Correction Protects Quantum Search Algorithms Against Decoherence

PubMed Central

Botsinis, Panagiotis; Babar, Zunaira; Alanis, Dimitrios; Chandra, Daryus; Nguyen, Hung; Ng, Soon Xin; Hanzo, Lajos

2016-01-01

When quantum computing becomes a wide-spread commercial reality, Quantum Search Algorithms (QSA) and especially Grover’s QSA will inevitably be one of their main applications, constituting their cornerstone. Most of the literature assumes that the quantum circuits are free from decoherence. Practically, decoherence will remain unavoidable as is the Gaussian noise of classic circuits imposed by the Brownian motion of electrons, hence it may have to be mitigated. In this contribution, we investigate the effect of quantum noise on the performance of QSAs, in terms of their success probability as a function of the database size to be searched, when decoherence is modelled by depolarizing channels’ deleterious effects imposed on the quantum gates. Moreover, we employ quantum error correction codes for limiting the effects of quantum noise and for correcting quantum flips. More specifically, we demonstrate that, when we search for a single solution in a database having 4096 entries using Grover’s QSA at an aggressive depolarizing probability of 10−3, the success probability of the search is 0.22 when no quantum coding is used, which is improved to 0.96 when Steane’s quantum error correction code is employed. Finally, apart from Steane’s code, the employment of Quantum Bose-Chaudhuri-Hocquenghem (QBCH) codes is also considered. PMID:27924865

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

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

Brownian movement and microscopic irreversibility

NASA Astrophysics Data System (ADS)

Gordon, L. G. M.

1981-02-01

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

Active Brownian particles escaping a channel in single file.

PubMed

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

2015-02-01

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

Active Brownian particles escaping a channel in single file

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

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

PubMed

Brenner, Howard

2005-12-01

A quiescent single-component gravity-free gas subject to a small steady uniform temperature gradient T, despite being at rest, is shown to experience a drift velocity UD=-D* gradient ln T, where D* is the gas's nonisothermal self-diffusion coefficient. D* is identified as being the gas's thermometric diffusivity alpha. The latter differs from the gas's isothermal isotopic self-diffusion coefficient D, albeit only slightly. Two independent derivations are given of this drift velocity formula, one kinematical and the other dynamical, both derivations being strictly macroscopic in nature. Within modest experimental and theoretical uncertainties, this virtual drift velocity UD=-alpha gradient ln T is shown to be constitutively and phenomenologically indistinguishable from the well-known experimental and theoretical formulas for the thermophoretic velocity U of a macroscopic (i.e., non-Brownian) non-heat-conducting particle moving under the influence of a uniform temperature gradient through an otherwise quiescent single-component rarefied gas continuum at small Knudsen numbers. Coupled with the size independence of the particle's thermophoretic velocity, the empirically observed equality, U=UD, leads naturally to the hypothesis that these two velocities, the former real and the latter virtual, are, in fact, simply manifestations of the same underlying molecular phenomenon, namely the gas's Brownian movement, albeit biased by the temperature gradient. This purely hydrodynamic continuum-mechanical equality is confirmed by theoretical calculations effected at the kinetic-molecular level on the basis of an existing solution of the Boltzmann equation for a quasi-Lorentzian gas, modulo small uncertainties pertaining to the choice of collision model. Explicitly, this asymptotically valid molecular model allows the virtual drift velocity UD of the light gas and the thermophoretic velocity U of the massive, effectively non-Brownian, particle, now regarded as the tracer particle

Quantum friction in arbitrarily directed motion

DOE PAGES

Klatt, J.; Farías, M. Belen; Dalvit, D. A. R.; ...

2017-05-30

In quantum friction, the electromagnetic fluctuation-induced frictional force decelerating an atom which moves past a macroscopic dielectric body, has so far eluded experimental evidence despite more than three decades of theoretical studies. Inspired by the recent finding that dynamical corrections to such an atom's internal dynamics are enhanced by one order of magnitude for vertical motion—compared with the paradigmatic setup of parallel motion—here we generalize quantum friction calculations to arbitrary angles between the atom's direction of motion and the surface in front of which it moves. Motivated by the disagreement between quantum friction calculations based on Markovian quantum master equationsmore » and time-dependent perturbation theory, we carry out our derivations of the quantum frictional force for arbitrary angles by employing both methods and compare them.« less

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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

ERIC Educational Resources Information Center

Kruglak, Haym

1988-01-01

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

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

PubMed

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

2015-09-01

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

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

PubMed

Berry, Hugues; Chaté, Hugues

2014-02-01

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

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

NASA Astrophysics Data System (ADS)

Eka Putri, Irana; Gita Redhyka, Grace

2017-07-01

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

Brownian motion of a circle swimmer in a harmonic trap

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Sideband cooling of micromechanical motion to the quantum ground state.

PubMed

Teufel, J D; Donner, T; Li, Dale; Harlow, J W; Allman, M S; Cicak, K; Sirois, A J; Whittaker, J D; Lehnert, K W; Simmonds, R W

2011-07-06

The advent of laser cooling techniques revolutionized the study of many atomic-scale systems, fuelling progress towards quantum computing with trapped ions and generating new states of matter with Bose-Einstein condensates. Analogous cooling techniques can provide a general and flexible method of preparing macroscopic objects in their motional ground state. Cavity optomechanical or electromechanical systems achieve sideband cooling through the strong interaction between light and motion. However, entering the quantum regime--in which a system has less than a single quantum of motion--has been difficult because sideband cooling has not sufficiently overwhelmed the coupling of low-frequency mechanical systems to their hot environments. Here we demonstrate sideband cooling of an approximately 10-MHz micromechanical oscillator to the quantum ground state. This achievement required a large electromechanical interaction, which was obtained by embedding a micromechanical membrane into a superconducting microwave resonant circuit. To verify the cooling of the membrane motion to a phonon occupation of 0.34 ± 0.05 phonons, we perform a near-Heisenberg-limited position measurement within (5.1 ± 0.4)h/2π, where h is Planck's constant. Furthermore, our device exhibits strong coupling, allowing coherent exchange of microwave photons and mechanical phonons. Simultaneously achieving strong coupling, ground state preparation and efficient measurement sets the stage for rapid advances in the control and detection of non-classical states of motion, possibly even testing quantum theory itself in the unexplored region of larger size and mass. Because mechanical oscillators can couple to light of any frequency, they could also serve as a unique intermediary for transferring quantum information between microwave and optical domains.

Thermodynamic laws and equipartition theorem in relativistic Brownian motion.

PubMed

Koide, T; Kodama, T

2011-06-01

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

Cooling and heating of the quantum motion of trapped cadmium(+) ions

NASA Astrophysics Data System (ADS)

Deslauriers, Louis

The quest for a quantum system best satisfying the stringent requirements of a quantum information processor has made tremendous progress in many fields of physics. In the last decade, trapped ions have been established as one of the most promising architectures to accomplish the task. Internal states of an ion which can have extremely long coherence time can be used to store a quantum bit, and therefore allow many gate operations before the coherence is lost. Entanglement between multiple ions can be established via Coulomb interactions mediated by appropriate laser fields. Entangling schemes usually require the ions to be initialized to near their motional ground state. The interaction of fluctuating electric fields with the motional state of the ion leads to heating and thus to decoherence for entanglement generation limiting the fidelity of quantum logic gates. Effective ground state cooling of trapped ion motion and suppression of motional heating are thus crucial to many applications of trapped ions in quantum information science. In this thesis, I describe the implementation and study of several components of a Cadmium-ion-based quantum information processor, with special emphasis on the control and decoherence of trapped ion motion. I first discuss the building and design of various ion traps that were used in this work. I also report on the use of ultrafast laser pulses to photoionize and load cadmium ions in a variety of rf Paul trap geometries. A detailed analysis of the photoionization scheme is presented, along with its dependence on controlled experimental parameters. I then describe the implementation of Raman sideband cooling on a single trapped 111Cd+ ion to the ground state of motion, where a ground state population of 97% was achieved. The efficacy of this cooling technique is discussed with respect to different initial motional state distributions and its sensitivity to the presence of motional heating. I also present an experiment where the

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

Adaptive Quantum Control of Charge Motion in Semiconductor Heterostructures

NASA Astrophysics Data System (ADS)

Reitze, David

1998-05-01

Quantum control of electronic wavepacket motion and interactions using ultrafast lasers has moved from the conceptual stage to reality, in large part driven by advances in quantum control theory (R. J. Gordon and S. A. Rice, Ann. Rev. Phys. Chem. (1997), in press.) (M. Shapiro and P. Brumer, J. Chem. Soc. Faraday Trans. V93, 1263 (1997).) (D. Neuhauser and H. Rabitz, Acc. Chem. Res. V26, 496 (1993).) and experimental pulse shaping methods (A. M. Weiner, D. E. Leaird, G. P. Wiederrecht, and K. A. Nelson, Science V247, 412 (1990).) (A. Efimov, C. Schaffer, and D. H. Reitze, J. Opt. Soc. Am VB12, 1968 (1995).). Here, we apply these methods to controlling charge motion in semiconductor heterostructures. Control of coherent charge dynamics in heterostructures enjoys an advantage in that spatial potential profiles can be adjusted almost arbitrarily. Thus, control of charge motion can be exerted by tailoring both the temporal and spatial interactions of the charges with the controlling optical and static fields. In this talk, we demonstrate an experimental feedback loop which adaptively shapes fs pulses in a quantum contol pump-probe experiment, apply it to the control of coherent wavepacket motion in DC-biased asymmetric double quantum well(ADQW) structures, and compare to theoretical predictions of quantum control in ADQWs (N. M. Beach, D. H. Reitze, and J. L. Krause, submitted to Opt. Exp.) (J. L. Krause, D. H. Reitze, G. D. Sanders, A. Kuznetsov, and C. J. Stanton, to appear in Phys. Rev. B).

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

PubMed

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

2013-12-15

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

Brownian dynamics without Green's functions

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

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

2014-04-07

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

Ratcheted electrophoresis of Brownian particles

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

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

2016-05-16

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

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

NASA Astrophysics Data System (ADS)

Khan, Manas; Mason, Thomas G.

2016-08-01

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

Brownian excursions on combs

NASA Astrophysics Data System (ADS)

Dean, David S.; Jansons, Kalvis M.

1993-03-01

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

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

PubMed

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

2011-06-01

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

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.

Reversible Quantum Brownian Heat Engines for Electrons

NASA Astrophysics Data System (ADS)

Humphrey, T. E.; Newbury, R.; Taylor, R. P.; Linke, H.

2002-08-01

Brownian heat engines use local temperature gradients in asymmetric potentials to move particles against an external force. The energy efficiency of such machines is generally limited by irreversible heat flow carried by particles that make contact with different heat baths. Here we show that, by using a suitably chosen energy filter, electrons can be transferred reversibly between reservoirs that have different temperatures and electrochemical potentials. We apply this result to propose heat engines based on mesoscopic semiconductor ratchets, which can quasistatically operate arbitrarily close to Carnot efficiency.

Strong Coupling Corrections in Quantum Thermodynamics

NASA Astrophysics Data System (ADS)

Perarnau-Llobet, M.; Wilming, H.; Riera, A.; Gallego, R.; Eisert, J.

2018-03-01

Quantum systems strongly coupled to many-body systems equilibrate to the reduced state of a global thermal state, deviating from the local thermal state of the system as it occurs in the weak-coupling limit. Taking this insight as a starting point, we study the thermodynamics of systems strongly coupled to thermal baths. First, we provide strong-coupling corrections to the second law applicable to general systems in three of its different readings: As a statement of maximal extractable work, on heat dissipation, and bound to the Carnot efficiency. These corrections become relevant for small quantum systems and vanish in first order in the interaction strength. We then move to the question of power of heat engines, obtaining a bound on the power enhancement due to strong coupling. Our results are exemplified on the paradigmatic non-Markovian quantum Brownian motion.

Achieving swift equilibration of a Brownian particle using flow-fields

NASA Astrophysics Data System (ADS)

Patra, Ayoti; Jarzynski, Christopher

Can a system be driven to a targeted equilibrium state on a timescale that is much shorter than its natural equilibration time? In a recent experiment, the swift equilibration of an overdamped Brownian particle was achieved by use of an appropriately designed, time-dependent optical trap potential. Motivated by these results, we develop a general theoretical approach for guiding an ensemble of Brownian particles to track the instantaneous equilibrium distribution of a desired potential U (q , t) . In our approach, we use flow-fields associated with the parametric evolution of the targeted equilibrium state to construct an auxiliary potential U (q , t) , such that dynamics under the composite potential U (t) + U (t) achieves the desired evolution. Our results establish a close connection between the swift equilibration of Brownian particles, quantum shortcuts to adiabaticity, and the dissipationless driving of a classical, Hamiltonian system.

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

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

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

2014-06-07

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

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

PubMed

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Parameter inference from hitting times for perturbed Brownian motion.

PubMed

Tamborrino, Massimiliano; Ditlevsen, Susanne; Lansky, Peter

2015-07-01

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

Effect of relativistic motion on witnessing nonclassicality of quantum states

NASA Astrophysics Data System (ADS)

Checińska, Agata; Lorek, Krzysztof; Dragan, Andrzej

2017-01-01

We show that the operational definition of nonclassicality of a quantum state depends on the motion of the observer. We use the relativistic Unruh-DeWitt detector model to witness nonclassicality of the probed field state. It turns out that the witness based on the properties of the P representation of the quantum state depends on the trajectory of the detector. Inertial and noninertial motion of the device have qualitatively different impact on the performance of the witness.

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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

PubMed

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

2014-02-01

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

Active Brownian particles with velocity-alignment and active fluctuations

NASA Astrophysics Data System (ADS)

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

2012-07-01

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

The fourth age of quantum chemistry: molecules in motion.

PubMed

Császár, Attila G; Fábri, Csaba; Szidarovszky, Tamás; Mátyus, Edit; Furtenbacher, Tibor; Czakó, Gábor

2012-01-21

Developments during the last two decades in nuclear motion theory made it possible to obtain variational solutions to the time-independent, nuclear-motion Schrödinger equation of polyatomic systems as "exact" as the potential energy surface (PES) is. Nuclear motion theory thus reached a level whereby this branch of quantum chemistry started to catch up with the well developed and widely applied other branch, electronic structure theory. It seems to be fair to declare that we are now in the fourth age of quantum chemistry, where the first three ages are principally defined by developments in electronic structure techniques (G. Richards, Nature, 1979, 278, 507). In the fourth age we are able to incorporate into our quantum chemical treatment the motion of nuclei in an exact fashion and, for example, go beyond equilibrium molecular properties and compute accurate, temperature-dependent, effective properties, thus closing the gap between measurements and electronic structure computations. In this Perspective three fundamental algorithms for the variational solution of the time-independent nuclear-motion Schrödinger equation employing exact kinetic energy operators are presented: one based on tailor-made Hamiltonians, one on the Eckart-Watson Hamiltonian, and one on a general internal-coordinate Hamiltonian. It is argued that the most useful and most widely applicable procedure is the third one, based on a Hamiltonian containing a kinetic energy operator written in terms of internal coordinates and an arbitrary embedding of the body-fixed frame of the molecule. This Hamiltonian makes it feasible to treat the nuclear motions of arbitrary quantum systems, irrespective of whether they exhibit a single well-defined minimum or not, and of arbitrary reduced-dimensional models. As a result, molecular spectroscopy, an important field for the application of nuclear motion theory, has almost black-box-type tools at its disposal. Variational nuclear motion computations, based on

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.

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

PubMed

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

2008-12-31

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

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.

Nanomechanical motion measured with an imprecision below that at the standard quantum limit.

PubMed

Teufel, J D; Donner, T; Castellanos-Beltran, M A; Harlow, J W; Lehnert, K W

2009-12-01

Nanomechanical oscillators are at the heart of ultrasensitive detectors of force, mass and motion. As these detectors progress to even better sensitivity, they will encounter measurement limits imposed by the laws of quantum mechanics. If the imprecision of a measurement of the displacement of an oscillator is pushed below a scale set by the standard quantum limit, the measurement must perturb the motion of the oscillator by an amount larger than that scale. Here we show a displacement measurement with an imprecision below the standard quantum limit scale. We achieve this imprecision by measuring the motion of a nanomechanical oscillator with a nearly shot-noise limited microwave interferometer. As the interferometer is naturally operated at cryogenic temperatures, the thermal motion of the oscillator is minimized, yielding an excellent force detector with a sensitivity of 0.51 aN Hz(-1/2). This measurement is a critical step towards observing quantum behaviour in a mechanical object.

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

NASA Astrophysics Data System (ADS)

Schmidt, Christian; Piel, Alexander

2015-10-01

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

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

PubMed

Grančič, Peter; Štěpánek, František

2012-07-01

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

Solvable Quantum Macroscopic Motions and Decoherence Mechanisms in Quantum Mechanics on Nonstandard Space

NASA Technical Reports Server (NTRS)

Kobayashi, Tsunehiro

1996-01-01

Quantum macroscopic motions are investigated in the scheme consisting of N-number of harmonic oscillators in terms of ultra-power representations of nonstandard analysis. Decoherence is derived from the large internal degrees of freedom of macroscopic matters.

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

NASA Astrophysics Data System (ADS)

Chen, Wenting; Yan, Bowen; Lian, Guanghua; Zhang, Ying

2016-06-01

In this paper, we introduce a robust numerical method, based on the upwind scheme, for the pricing of American puts under the generalized mixed fractional Brownian motion (GMFBM) model. By using portfolio analysis and applying the Wick-Itô formula, a partial differential equation (PDE) governing the prices of vanilla options under the GMFBM is successfully derived for the first time. Based on this, we formulate the pricing of American puts under the current model as a linear complementarity problem (LCP). Unlike the classical Black-Scholes (B-S) model or the generalized B-S model discussed in Cen and Le (2011), the newly obtained LCP under the GMFBM model is difficult to be solved accurately because of the numerical instability which results from the degeneration of the governing PDE as time approaches zero. To overcome this difficulty, a numerical approach based on the upwind scheme is adopted. It is shown that the coefficient matrix of the current method is an M-matrix, which ensures its stability in the maximum-norm sense. Remarkably, we have managed to provide a sharp theoretic error estimate for the current method, which is further verified numerically. The results of various numerical experiments also suggest that this new approach is quite accurate, and can be easily extended to price other types of financial derivatives with an American-style exercise feature under the GMFBM model.

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

PubMed

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

2016-04-30

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

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

NASA Astrophysics Data System (ADS)

Ullah, Rahman; Faizullah, Faiz

2017-10-01

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

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.

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

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.

Non-cooperative Brownian donkeys: A solvable 1D model

NASA Astrophysics Data System (ADS)

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

2003-12-01

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

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

PubMed

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

2016-07-01

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

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

PubMed

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Dynamical stability of the one-dimensional rigid Brownian rotator: the role of the rotator’s spatial size and shape

NASA Astrophysics Data System (ADS)

Jeknić-Dugić, Jasmina; Petrović, Igor; Arsenijević, Momir; Dugić, Miroljub

2018-05-01

We investigate dynamical stability of a single propeller-like shaped molecular cogwheel modelled as the fixed-axis rigid rotator. In the realistic situations, rotation of the finite-size cogwheel is subject to the environmentally-induced Brownian-motion effect that we describe by utilizing the quantum Caldeira-Leggett master equation. Assuming the initially narrow (classical-like) standard deviations for the angle and the angular momentum of the rotator, we investigate the dynamics of the first and second moments depending on the size, i.e. on the number of blades of both the free rotator as well as of the rotator in the external harmonic field. The larger the standard deviations, the less stable (i.e. less predictable) rotation. We detect the absence of the simple and straightforward rules for utilizing the rotator’s stability. Instead, a number of the size-related criteria appear whose combinations may provide the optimal rules for the rotator dynamical stability and possibly control. In the realistic situations, the quantum-mechanical corrections, albeit individually small, may effectively prove non-negligible, and also revealing subtlety of the transition from the quantum to the classical dynamics of the rotator. As to the latter, we detect a strong size-dependence of the transition to the classical dynamics beyond the quantum decoherence process.

Conserved linear dynamics of single-molecule Brownian motion.

PubMed

Serag, Maged F; Habuchi, Satoshi

2017-06-06

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

Conserved linear dynamics of single-molecule Brownian motion

PubMed Central

Serag, Maged F.; Habuchi, Satoshi

2017-01-01

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

Conserved linear dynamics of single-molecule Brownian motion

NASA Astrophysics Data System (ADS)

Serag, Maged F.; Habuchi, Satoshi

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Chen; Zhao, Bin

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Bhattacharyay, A.

2018-03-01

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

Quantum back-action-evading measurement of motion in a negative mass reference frame

NASA Astrophysics Data System (ADS)

Møller, Christoffer B.; Thomas, Rodrigo A.; Vasilakis, Georgios; Zeuthen, Emil; Tsaturyan, Yeghishe; Balabas, Mikhail; Jensen, Kasper; Schliesser, Albert; Hammerer, Klemens; Polzik, Eugene S.

2017-07-01

Quantum mechanics dictates that a continuous measurement of the position of an object imposes a random quantum back-action (QBA) perturbation on its momentum. This randomness translates with time into position uncertainty, thus leading to the well known uncertainty on the measurement of motion. As a consequence of this randomness, and in accordance with the Heisenberg uncertainty principle, the QBA puts a limitation—the so-called standard quantum limit—on the precision of sensing of position, velocity and acceleration. Here we show that QBA on a macroscopic mechanical oscillator can be evaded if the measurement of motion is conducted in the reference frame of an atomic spin oscillator. The collective quantum measurement on this hybrid system of two distant and disparate oscillators is performed with light. The mechanical oscillator is a vibrational ‘drum’ mode of a millimetre-sized dielectric membrane, and the spin oscillator is an atomic ensemble in a magnetic field. The spin oriented along the field corresponds to an energetically inverted spin population and realizes a negative-effective-mass oscillator, while the opposite orientation corresponds to an oscillator with positive effective mass. The QBA is suppressed by -1.8 decibels in the negative-mass setting and enhanced by 2.4 decibels in the positive-mass case. This hybrid quantum system paves the way to entanglement generation and distant quantum communication between mechanical and spin systems and to sensing of force, motion and gravity beyond the standard quantum limit.

Quantum back-action-evading measurement of motion in a negative mass reference frame.

PubMed

Møller, Christoffer B; Thomas, Rodrigo A; Vasilakis, Georgios; Zeuthen, Emil; Tsaturyan, Yeghishe; Balabas, Mikhail; Jensen, Kasper; Schliesser, Albert; Hammerer, Klemens; Polzik, Eugene S

2017-07-12

Quantum mechanics dictates that a continuous measurement of the position of an object imposes a random quantum back-action (QBA) perturbation on its momentum. This randomness translates with time into position uncertainty, thus leading to the well known uncertainty on the measurement of motion. As a consequence of this randomness, and in accordance with the Heisenberg uncertainty principle, the QBA puts a limitation-the so-called standard quantum limit-on the precision of sensing of position, velocity and acceleration. Here we show that QBA on a macroscopic mechanical oscillator can be evaded if the measurement of motion is conducted in the reference frame of an atomic spin oscillator. The collective quantum measurement on this hybrid system of two distant and disparate oscillators is performed with light. The mechanical oscillator is a vibrational 'drum' mode of a millimetre-sized dielectric membrane, and the spin oscillator is an atomic ensemble in a magnetic field. The spin oriented along the field corresponds to an energetically inverted spin population and realizes a negative-effective-mass oscillator, while the opposite orientation corresponds to an oscillator with positive effective mass. The QBA is suppressed by -1.8 decibels in the negative-mass setting and enhanced by 2.4 decibels in the positive-mass case. This hybrid quantum system paves the way to entanglement generation and distant quantum communication between mechanical and spin systems and to sensing of force, motion and gravity beyond the standard quantum limit.

Optimal Control of a Brownian Storage System

DTIC Science & Technology

1976-09-01

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

Sticky Spheres in Quantum Mechanics

NASA Astrophysics Data System (ADS)

Penrose, M. D.; Penrose, O.; Stell, G.

For a 3-dimensional system of hard spheres of diameter D and mass m with an added attractive square-well two-body interaction of width a and depth ɛ, let BD, a denote the quantum second virial coefficient. Let BD denote the quantum second virial coefficient for hard spheres of diameter D without the added attractive interaction. We show that in the limit a → 0 at constant α: = ℰma2/(2ħ2) with α < π2/8, \\[ B_{D, a} =B_D -a \\left(\\frac{\\tan\\surd (2\\alpha)}{\\surd (2\\alpha)} -1\\right) \\frac{d}{dD} B_D +o (a) . \\] The result is true equally for Boltzmann, Bose and Fermi statistics. The method of proof uses the mathematics of Brownian motion. For α > π2/8, we argue that the gaseous phase disappears in the limit a → 0, so that the second virial coefficient becomes irrelevant.

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

PubMed

Gautestad, Arild O

2012-09-07

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

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

PubMed Central

Gautestad, Arild O.

2012-01-01

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

Diffusive motion with nonlinear friction: apparently Brownian.

PubMed

Goohpattader, Partho S; Chaudhury, Manoj K

2010-07-14

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

Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems

NASA Astrophysics Data System (ADS)

Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.

2018-06-01

On the basis of Nelson's stochastic mechanics derivation of the Schrödinger equation, a formal mathematical structure of non-relativistic quantum mechanics equivalent to the one in classical analytical mechanics has been established in the literature. We recently were able to augment this structure by deriving quantum Hamilton equations of motion by finding the Nash equilibrium of a stochastic optimal control problem, which is the generalization of Hamilton's principle of classical mechanics to quantum systems. We showed that these equations allow a description and numerical determination of the ground state of quantum problems without using the Schrödinger equation. We extend this approach here to deliver the complete discrete energy spectrum and related eigenfunctions for bound states of one-dimensional stationary quantum systems. We exemplify this analytically for the one-dimensional harmonic oscillator and numerically by analyzing a quartic double-well potential, a model of broad importance in many areas of physics. We furthermore point out a relation between the tunnel splitting of such models and mean first passage time concepts applied to Nelson's diffusion paths in the ground state.

The Brownian mean field model

NASA Astrophysics Data System (ADS)

Chavanis, Pierre-Henri

2014-05-01

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

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.

Quantum to classical transition in quantum field theory

NASA Astrophysics Data System (ADS)

Lombardo, Fernando C.

1998-12-01

We study the quatum to classical transition process in the context of quantum field theory. Extending the influence functional formalism of Feynman and Vernon, we study the decoherence process for self-interacting quantum fields in flat space. We also use this formalism for arbitrary geometries to analyze the quantum to classical transition in quantum gravity. After summarizing the main results known for the quantum Brownian motion, we consider a self-interacting field theory in Minkowski spacetime. We compute a coarse grained effective action by integrating out the field modes with wavelength shorter than a critical value. From this effective action we obtain the evolution equation for the reduced density matrix (master equation). We compute the diffusion coefficients for this equation and analyze the decoherence induced on the long-wavelength modes. We generalize the results to the case of a conformally coupled scalar field in de Sitter spacetime. We show that the decoherence is effective as long as the critical wavelength is taken to be not shorter than the Hubble radius. On the other hand, we study the classical limit for scalar-tensorial models in two dimensions. We consider different couplings between the dilaton and the scalar field. We discuss the Hawking radiation process and, from an exact evaluation of the influence functional, we study the conditions by which decoherence ensures the validity of the semiclassical approximation in cosmological metrics. Finally we consider four dimensional models with massive scalar fields, arbitrary coupled to the geometry. We compute the Einstein-Langevin equations in order to study the effect of the fluctuations induced by the quantum fields on the classical geometry.

Dissipation equation of motion approach to open quantum systems

NASA Astrophysics Data System (ADS)

Yan, YiJing; Jin, Jinshuang; Xu, Rui-Xue; Zheng, Xiao

2016-08-01

This paper presents a comprehensive account of the dissipaton-equation-of-motion (DEOM) theory for open quantum systems. This newly developed theory treats not only the quantum dissipative systems of primary interest, but also the hybrid environment dynamics that are also experimentally measurable. Despite the fact that DEOM recovers the celebrated hierarchical-equations-of-motion (HEOM) formalism, these two approaches have some fundamental differences. To show these differences, we also scrutinize the HEOM construction via its root at the influence functional path integral formalism. We conclude that many unique features of DEOM are beyond the reach of the HEOM framework. The new DEOM approach renders a statistical quasi-particle picture to account for the environment, which can be either bosonic or fermionic. The review covers the DEOM construction, the physical meanings of dynamical variables, the underlying theorems and dissipaton algebra, and recent numerical advancements for efficient DEOM evaluations of various problems. We also address the issue of high-order many-dissipaton truncations with respect to the invariance principle of quantum mechanics of Schrödinger versus Heisenberg prescriptions. DEOM serves as a universal tool for characterizing of stationary and dynamic properties of system-and-bath interferences, as highlighted with its real-time evaluation of both linear and nonlinear current noise spectra of nonequilibrium electronic transport.

Fast antibody fragment motion: flexible linkers act as entropic spring

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-03-29

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2015-11-01

We have recorded dose-fractionated electron cryo-microscope images of thin films of pure flash-frozen amorphous ice and pre-irradiated amorphous carbon on a Falcon II direct electron detector using 300 keV electrons. We observe Thon rings [1] in both the power spectrum of the summed frames and the sum of power spectra from the individual frames. The Thon rings from amorphous carbon images are always more visible in the power spectrum of the summed frames whereas those of amorphous ice are more visible in the sum of power spectra from the individual frames. This difference indicates that while pre-irradiated carbon behaves like a solid during the exposure, amorphous ice behaves like a fluid with the individual water molecules undergoing beam-induced motion. Using the measured variation in the power spectra amplitude with number of electrons per image we deduce that water molecules are randomly displaced by a mean squared distance of ∼1.1 Å(2) for every incident 300 keV e(-)/Å(2). The induced motion leads to an optimal exposure with 300 keV electrons of 4.0 e(-)/Å(2) per image with which to observe Thon rings centred around the strong 3.7 Å scattering peak from amorphous ice. The beam-induced movement of the water molecules generates pseudo-Brownian motion of embedded macromolecules. The resulting blurring of single particle images contributes an additional term, on top of that from radiation damage, to the minimum achievable B-factor for macromolecular structure determination. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.

Interaction-induced backscattering in short quantum wires

DOE PAGES

Rieder, M. -T.; Micklitz, T.; Levchenko, A.; ...

2014-10-06

We study interaction-induced backscattering in clean quantum wires with adiabatic contacts exposed to a voltage bias. Particle backscattering relaxes such systems to a fully equilibrated steady state only on length scales exponentially large in the ratio of bandwidth of excitations and temperature. Here in this paper we focus on shorter wires in which full equilibration is not accomplished. Signatures of relaxation then are due to backscattering of hole excitations close to the band bottom which perform a diffusive motion in momentum space while scattering from excitations at the Fermi level. This is reminiscent to the first passage problem of amore » Brownian particle and, regardless of the interaction strength, can be described by an inhomogeneous Fokker-Planck equation. From general solutions of the latter we calculate the hole backscattering rate for different wire lengths and discuss the resulting length dependence of interaction-induced correction to the conductance of a clean single channel quantum wire.« less

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

PubMed Central

2012-01-01

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

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.

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

Communication: Adiabatic and non-adiabatic electron-nuclear motion: Quantum and classical dynamics

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

Albert, Julian; Kaiser, Dustin; Engel, Volker

2016-05-07

Using a model for coupled electronic-nuclear motion we investigate the range from negligible to strong non-adiabatic coupling. In the adiabatic case, the quantum dynamics proceeds in a single electronic state, whereas for strong coupling a complete transition between two adiabatic electronic states takes place. It is shown that in all coupling regimes the short-time wave-packet dynamics can be described using ensembles of classical trajectories in the phase space spanned by electronic and nuclear degrees of freedom. We thus provide an example which documents that the quantum concept of non-adiabatic transitions is not necessarily needed if electronic and nuclear motion ismore » treated on the same footing.« less

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

PubMed

Iwaki, Mitsuhiro; Iwane, Atsuko Hikikoshi; Ikebe, Mitsuo; Yanagida, Toshio

2008-01-01

Conventional form to function as a vesicle transporter is not a 'single molecule' but a coordinated 'two molecules'. The coordinated two molecules make it complicated to reveal its mechanism. To overcome the difficulty, we adopted a single-headed myosin-VI as a model protein. Myosin-VI is an intracellular vesicle and organelle transporter that moves along actin filaments in a direction opposite to most other known myosin classes. The myosin-VI was expected to form a dimer to move processively along actin filaments with a hand-over-hand mechanism like other myosin organelle transporters. However, wild-type myosin-VI was demonstrated to be monomer and single-headed, casting doubt on its processivity. Using single molecule techniques, we show that green fluorescent protein (GFP)-fused single-headed myosin-VI does not move processively. However, when coupled to a 200 nm polystyrene bead (comparable to an intracellular vesicle in size) at a ratio of one head per bead, single-headed myosin-VI moves processively with large (40 nm) steps. Furthermore, we found that a single-headed myosin-VI-bead complex moved more processively in a high-viscous solution (40-fold higher than water) similar to cellular environment. Because diffusion of the bead is 60-fold slower than myosin-VI heads alone in water, we propose a model in which the bead acts as a diffusional anchor for the myosin-VI, enhancing the head's rebinding following detachment and supporting processive movement of the bead-monomer complex. This investigation will help us understand how molecular motors utilize Brownian motion in cells.

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

PubMed

Córdoba, Andrés

2018-04-19

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

Quantum dynamics characteristic and the flow of information for an open quantum system under relativistic motion

NASA Astrophysics Data System (ADS)

Sun, Wen-Yang; Wang, Dong; Fang, Bao-Long; Ye, Liu

2018-03-01

In this letter, the dynamics characteristics of quantum entanglement (negativity) and distinguishability (trace distance), and the flow of information for an open quantum system under relativistic motion are investigated. Explicitly, we propose a scenario that a particle A held by Alice suffers from an amplitude damping (AD) noise in a flat space-time and another particle B by Bob entangled with A travels with a fixed acceleration under a non-inertial frame. The results show that quantum distinguishability and entanglement are very vulnerable and fragile under the collective influence of AD noise and Unruh effect. Both of them will decrease with the growing intensity of the Unruh effect and the AD thermal bath. It means that the abilities of quantum distinguishability and entanglement to suppress the collective decoherence (AD noise and Unruh effect) are very weak. Furthermore, it turns out that the reduced quantum distinguishability of Alice’s system and Bob in the physically accessible region is distributed to another quantum distinguishability for Alice’s environment and Bob in the physically inaccessible region. That is, the information regarding the scenario is that the lost quantum distinguishability, as a fixed information, flows from the systems to the collective decoherence environment.

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

PubMed

Gautestad, Arild O; Mysterud, Atle

2013-01-01

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

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

PubMed Central

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

2013-01-01

Planar polarization of the forming hair bundle, the mechanosensory antenna of auditory hair cells, depends on the poorly characterized center-to-edge displacement of a primary cilium, the kinocilium, at their apical surface. Taking advantage of the gradient of hair cell differentiation along the cochlea, we reconstituted a map of the kinocilia displacements in the mouse embryonic cochlea. We then developed a cochlear organotypic culture and video-microscopy approach to monitor the movements of the kinocilium basal body (mother centriole) and its daughter centriole, which we analyzed using particle tracking and modeling. We found that both hair cell centrioles undergo confined Brownian movements around their equilibrium positions, under the apparent constraint of a radial restoring force of ∼0.1 pN. This magnitude depended little on centriole position, suggesting nonlinear interactions with constraining, presumably cytoskeletal elements. The only dynamic change observed during the period of kinocilium migration was a doubling of the centrioles’ confinement area taking place early in the process. It emerges from these static and dynamic observations that kinocilia migrate gradually in parallel with the organization of hair cells into rows during cochlear neuroepithelium extension. Analysis of the confined motion of hair cell centrioles under normal and pathological conditions should help determine which structures contribute to the restoring force exerting on them. PMID:23823223

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

PubMed

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

2013-07-02

Planar polarization of the forming hair bundle, the mechanosensory antenna of auditory hair cells, depends on the poorly characterized center-to-edge displacement of a primary cilium, the kinocilium, at their apical surface. Taking advantage of the gradient of hair cell differentiation along the cochlea, we reconstituted a map of the kinocilia displacements in the mouse embryonic cochlea. We then developed a cochlear organotypic culture and video-microscopy approach to monitor the movements of the kinocilium basal body (mother centriole) and its daughter centriole, which we analyzed using particle tracking and modeling. We found that both hair cell centrioles undergo confined Brownian movements around their equilibrium positions, under the apparent constraint of a radial restoring force of ∼0.1 pN. This magnitude depended little on centriole position, suggesting nonlinear interactions with constraining, presumably cytoskeletal elements. The only dynamic change observed during the period of kinocilium migration was a doubling of the centrioles' confinement area taking place early in the process. It emerges from these static and dynamic observations that kinocilia migrate gradually in parallel with the organization of hair cells into rows during cochlear neuroepithelium extension. Analysis of the confined motion of hair cell centrioles under normal and pathological conditions should help determine which structures contribute to the restoring force exerting on them. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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.

Infinite-mode squeezed coherent states and non-equilibrium statistical mechanics (phase-space-picture approach)

NASA Technical Reports Server (NTRS)

Yeh, Leehwa

1993-01-01

The phase-space-picture approach to quantum non-equilibrium statistical mechanics via the characteristic function of infinite-mode squeezed coherent states is introduced. We use quantum Brownian motion as an example to show how this approach provides an interesting geometrical interpretation of quantum non-equilibrium phenomena.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

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

Three-dimensional nanoscale imaging by plasmonic Brownian microscopy

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Perpetual Motion with Maxwell's Demon

NASA Astrophysics Data System (ADS)

Gordon, Lyndsay G. M.

2002-11-01

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

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.

Consistent description of quantum Brownian motors operating at strong friction.

PubMed

Machura, L; Kostur, M; Hänggi, P; Talkner, P; Luczka, J

2004-09-01

A quantum Smoluchowski equation is put forward that consistently describes thermal quantum states. In particular, it notably does not induce a violation of the second law of thermodynamics. This so modified kinetic equation is applied to study analytically directed quantum transport at strong friction in arbitrarily shaped ratchet potentials that are driven by nonthermal two-state noise. Depending on the mutual interplay of quantum tunneling and quantum reflection these quantum corrections can induce both, a sizable enhancement or a suppression of transport. Moreover, the threshold for current reversals becomes markedly shifted due to such quantum fluctuations.

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.

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.

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.

Species and Scale Dependence of Bacterial Motion Dynamics

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

PubMed

Wittkowski, Raphael; Löwen, Hartmut

2012-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Le Doussal, Pierre

2017-12-01

We obtain several exact results for universal distributions involving the maximum of the Airy2 process minus a parabola and plus a Brownian motion, with applications to the one-dimensional Kardar-Parisi-Zhang (KPZ) stochastic growth universality class. This allows one to obtain (i) the universal limit, for large time separation, of the two-time height correlation for droplet initial conditions, e.g., C∞=limt2/t1→+∞h(t1) h (t2)¯c/h(t1)2¯c, with C∞≈0.623 , as well as conditional moments, which quantify ergodicity breaking in the time evolution; (ii) in the same limit, the distribution of the midpoint position x (t1) of a directed polymer of length t2; and (iii) the height distribution in stationary KPZ with a step. These results are derived from the replica Bethe ansatz for the KPZ continuum equation, with a "decoupling assumption" in the large time limit. They agree and confirm, whenever they can be compared, with (i) our recent tail results for two-time KPZ with the work by de Nardis and Le Doussal [J. Stat. Mech. (2017) 053212, 10.1088/1742-5468/aa6bce], checked in experiments with the work by Takeuchi and co-workers [De Nardis et al., Phys. Rev. Lett. 118, 125701 (2017), 10.1103/PhysRevLett.118.125701] and (ii) a recent result of Maes and Thiery [J. Stat. Phys. 168, 937 (2017), 10.1007/s10955-017-1839-2] on midpoint position.

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

PubMed

Hepp, Christof; Maier, Berenike

2017-10-01

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

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

PubMed

Antonopoulos, Markos; Stamatakos, Georgios

2015-01-01

Intensive glioma tumor infiltration into the surrounding normal brain tissues is one of the most critical causes of glioma treatment failure. To quantitatively understand and mathematically simulate this phenomenon, several diffusion-based mathematical models have appeared in the literature. The majority of them ignore the anisotropic character of diffusion of glioma cells since availability of pertinent truly exploitable tomographic imaging data is limited. Aiming at enriching the anisotropy-enhanced glioma model weaponry so as to increase the potential of exploiting available tomographic imaging data, we propose a Brownian motion-based mathematical analysis that could serve as the basis for a simulation model estimating the infiltration of glioblastoma cells into the surrounding brain tissue. The analysis is based on clinical observations and exploits diffusion tensor imaging (DTI) data. Numerical simulations and suggestions for further elaboration are provided.

Is quantum theory a form of statistical mechanics?

NASA Astrophysics Data System (ADS)

Adler, S. L.

2007-05-01

We give a review of the basic themes of my recent book: Adler S L 2004 Quantum Theory as an Emergent Phenomenon (Cambridge: Cambridge University Press). We first give motivations for considering the possibility that quantum mechanics is not exact, but is instead an accurate asymptotic approximation to a deeper level theory. For this deeper level, we propose a non-commutative generalization of classical mechanics, that we call "trace dynamics", and we give a brief survey of how it works, considering for simplicity only the bosonic case. We then discuss the statistical mechanics of trace dynamics and give our argument that with suitable approximations, the Ward identities for trace dynamics imply that ensemble averages in the canonical ensemble correspond to Wightman functions in quantum field theory. Thus, quantum theory emerges as the statistical thermodynamics of trace dynamics. Finally, we argue that Brownian motion corrections to this thermodynamics lead to stochastic corrections to the Schrödinger equation, of the type that have been much studied in the "continuous spontaneous localization" model of objective state vector reduction. In appendices to the talk, we give details of the existence of a conserved operator in trace dynamics that encodes the structure of the canonical algebra, of the derivation of the Ward identities, and of the proof that the stochastically-modified Schrödinger equation leads to state vector reduction with Born rule probabilities.

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.

Decoherence, discord, and the quantum master equation for cosmological perturbations

NASA Astrophysics Data System (ADS)

Hollowood, Timothy J.; McDonald, Jamie I.

2017-05-01

We examine environmental decoherence of cosmological perturbations in order to study the quantum-to-classical transition and the impact of noise on entanglement during inflation. Given an explicit interaction between the system and environment, we derive a quantum master equation for the reduced density matrix of perturbations, drawing parallels with quantum Brownian motion, where we see the emergence of fluctuation and dissipation terms. Although the master equation is not in Lindblad form, we see how typical solutions exhibit positivity on super-horizon scales, leading to a physically meaningful density matrix. This allows us to write down a Langevin equation with stochastic noise for the classical trajectories which emerge from the quantum system on super-horizon scales. In particular, we find that environmental decoherence increases in strength as modes exit the horizon, with the growth driven essentially by white noise coming from local contributions to environmental correlations. Finally, we use our master equation to quantify the strength of quantum correlations as captured by discord. We show that environmental interactions have a tendency to decrease the size of the discord and that these effects are determined by the relative strength of the expansion rate and interaction rate of the environment. We interpret this in terms of the competing effects of particle creation versus environmental fluctuations, which tend to increase and decrease the discord respectively.

Large scale Brownian dynamics of confined suspensions of rigid particles

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Heisenberg-Langevin versus quantum master equation

NASA Astrophysics Data System (ADS)

Boyanovsky, Daniel; Jasnow, David

2017-12-01

The quantum master equation is an important tool in the study of quantum open systems. It is often derived under a set of approximations, chief among them the Born (factorization) and Markov (neglect of memory effects) approximations. In this article we study the paradigmatic model of quantum Brownian motion of a harmonic oscillator coupled to a bath of oscillators with a Drude-Ohmic spectral density. We obtain analytically the exact solution of the Heisenberg-Langevin equations, with which we study correlation functions in the asymptotic stationary state. We compare the exact correlation functions to those obtained in the asymptotic long time limit with the quantum master equation in the Born approximation with and without the Markov approximation. In the latter case we implement a systematic derivative expansion that yields the exact asymptotic limit under the factorization approximation only. We find discrepancies that could be significant when the bandwidth of the bath Λ is much larger than the typical scales of the system. We study the exact interaction energy as a proxy for the correlations missed by the Born approximation and find that its dependence on Λ is similar to the discrepancy between the exact solution and that of the quantum master equation in the Born approximation. We quantify the regime of validity of the quantum master equation in the Born approximation with or without the Markov approximation in terms of the system's relaxation rate γ , its unrenormalized natural frequency Ω and Λ : γ /Ω ≪1 and also γ Λ /Ω2≪1 . The reliability of the Born approximation is discussed within the context of recent experimental settings and more general environments.

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

ERIC Educational Resources Information Center

Bringuier, E.

2008-01-01

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

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

PubMed

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

2018-05-07

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

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

PubMed

Jannasch, Anita; Mahamdeh, Mohammed; Schäffer, Erik

2011-11-25

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

Trajectories of the ribosome as a Brownian nanomachine

DOE PAGES

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

2014-11-24

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

A bipedal DNA Brownian motor with coordinated legs.

PubMed

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

2009-04-03

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

First passage Brownian functional properties of snowmelt dynamics

NASA Astrophysics Data System (ADS)

Dubey, Ashutosh; Bandyopadhyay, Malay

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Modeling stock return distributions with a quantum harmonic oscillator

NASA Astrophysics Data System (ADS)

Ahn, K.; Choi, M. Y.; Dai, B.; Sohn, S.; Yang, B.

2017-11-01

We propose a quantum harmonic oscillator as a model for the market force which draws a stock return from short-run fluctuations to the long-run equilibrium. The stochastic equation governing our model is transformed into a Schrödinger equation, the solution of which features “quantized” eigenfunctions. Consequently, stock returns follow a mixed χ distribution, which describes Gaussian and non-Gaussian features. Analyzing the Financial Times Stock Exchange (FTSE) All Share Index, we demonstrate that our model outperforms traditional stochastic process models, e.g., the geometric Brownian motion and the Heston model, with smaller fitting errors and better goodness-of-fit statistics. In addition, making use of analogy, we provide an economic rationale of the physics concepts such as the eigenstate, eigenenergy, and angular frequency, which sheds light on the relationship between finance and econophysics literature.

Steady state conductance in a double quantum dot array: the nonequilibrium equation-of-motion Green function approach.

PubMed

Levy, Tal J; Rabani, Eran

2013-04-28

We study steady state transport through a double quantum dot array using the equation-of-motion approach to the nonequilibrium Green functions formalism. This popular technique relies on uncontrolled approximations to obtain a closure for a hierarchy of equations; however, its accuracy is questioned. We focus on 4 different closures, 2 of which were previously proposed in the context of the single quantum dot system (Anderson impurity model) and were extended to the double quantum dot array, and develop 2 new closures. Results for the differential conductance are compared to those attained by a master equation approach known to be accurate for weak system-leads couplings and high temperatures. While all 4 closures provide an accurate description of the Coulomb blockade and other transport properties in the single quantum dot case, they differ in the case of the double quantum dot array, where only one of the developed closures provides satisfactory results. This is rationalized by comparing the poles of the Green functions to the exact many-particle energy differences for the isolate system. Our analysis provides means to extend the equation-of-motion technique to more elaborate models of large bridge systems with strong electronic interactions.

Optimal tuning of a confined Brownian information engine.

PubMed

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

2016-03-01

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

Conformal correlation functions in the Brownian loop soup

NASA Astrophysics Data System (ADS)

Camia, Federico; Gandolfi, Alberto; Kleban, Matthew

2016-01-01

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

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; And Others

1970-01-01

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

A Study of Brownian Motion Using Light Scattering

ERIC Educational Resources Information Center

Clark, Noel A.; Lunacek, Joseph H.

1969-01-01

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

Predictability sieve, pointer states, and the classicality of quantum trajectories

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

Dalvit, D. A. R.; Zurek, W. H.; Dziarmaga, J.

2005-12-15

We study various measures of classicality of the states of open quantum systems subject to decoherence. Classical states are expected to be stable in spite of decoherence, and are thought to leave conspicuous imprints on the environment. Here these expected features of environment-induced superselection are quantified using four different criteria: predictability sieve (which selects states that produce least entropy), purification time (which looks for states that are the easiest to find out from the imprint they leave on the environment), efficiency threshold (which finds states that can be deduced from measurements on a smallest fraction of the environment), and puritymore » loss time (that looks for states for which it takes the longest to lose a set fraction of their initial purity). We show that when pointer states--the most predictable states of an open quantum system selected by the predictability sieve--are well defined, all four criteria agree that they are indeed the most classical states. We illustrate this with two examples: an underdamped harmonic oscillator, for which coherent states are unanimously chosen by all criteria, and a free particle undergoing quantum Brownian motion, for which most criteria select almost identical Gaussian states (although, in this case, the predictability sieve does not select well defined pointer states)« less

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

NASA Astrophysics Data System (ADS)

Ide, Satoshi; Maury, Julie

2018-04-01

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

CNT based thermal Brownian motor to pump water in nanodevices

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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.

Transitions in a genetic transcriptional regulatory system under Lévy motion

PubMed Central

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

2016-01-01

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

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

PubMed

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

2015-05-01

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

Padé spectrum decompositions of quantum distribution functions and optimal hierarchical equations of motion construction for quantum open systems

NASA Astrophysics Data System (ADS)

Hu, Jie; Luo, Meng; Jiang, Feng; Xu, Rui-Xue; Yan, YiJing

2011-06-01

Padé spectrum decomposition is an optimal sum-over-poles expansion scheme of Fermi function and Bose function [J. Hu, R. X. Xu, and Y. J. Yan, J. Chem. Phys. 133, 101106 (2010)], 10.1063/1.3484491. In this work, we report two additional members to this family, from which the best among all sum-over-poles methods could be chosen for different cases of application. Methods are developed for determining these three Padé spectrum decomposition expansions at machine precision via simple algorithms. We exemplify the applications of present development with optimal construction of hierarchical equations-of-motion formulations for nonperturbative quantum dissipation and quantum transport dynamics. Numerical demonstrations are given for two systems. One is the transient transport current to an interacting quantum-dots system, together with the involved high-order co-tunneling dynamics. Another is the non-Markovian dynamics of a spin-boson system.

Static structure of active Brownian hard disks

NASA Astrophysics Data System (ADS)

de Macedo Biniossek, N.; Löwen, H.; Voigtmann, Th; Smallenburg, F.

2018-02-01

We explore the changes in static structure of a two-dimensional system of active Brownian particles (ABP) with hard-disk interactions, using event-driven Brownian dynamics simulations. In particular, the effect of the self-propulsion velocity and the rotational diffusivity on the orientationally-averaged fluid structure factor is discussed. Typically activity increases structural ordering and generates a structure factor peak at zero wave vector which is a precursor of motility-induced phase separation. Our results provide reference data to test future statistical theories for the fluid structure of active Brownian systems. This manuscript was submitted for the special issue of the Journal of Physics: Condensed Matter associated with the Liquid Matter Conference 2017.

Quantum walks: The first detected passage time problem

NASA Astrophysics Data System (ADS)

Friedman, H.; Kessler, D. A.; Barkai, E.

2017-03-01

Even after decades of research, the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time τ , we obtain the statistics of first detection events for quantum dynamics on a lattice, with the detector located at the origin. A quantum renewal equation for a first detection wave function, in terms of which the first detection probability can be calculated, is derived. This formula gives the relation between first detection statistics and the solution of the corresponding Schrödinger equation in the absence of measurement. We illustrate our results with tight-binding quantum walk models. We examine a closed system, i.e., a ring, and reveal the intricate influence of the sampling time τ on the statistics of detection, discussing the quantum Zeno effect, half dark states, revivals, and optimal detection. The initial condition modifies the statistics of a quantum walk on a finite ring in surprising ways. In some cases, the average detection time is independent of the sampling time while in others the average exhibits multiple divergences as the sampling time is modified. For an unbounded one-dimensional quantum walk, the probability of first detection decays like (time)(-3 ) with superimposed oscillations, with exceptional behavior when the sampling period τ times the tunneling rate γ is a multiple of π /2 . The amplitude of the power-law decay is suppressed as τ →0 due to the Zeno effect. Our work, an extended version of our previously published paper, predicts rich physical behaviors compared with classical Brownian motion, for which the first passage probability density decays monotonically like (time)-3 /2, as elucidated by Schrödinger in 1915.

Quantum fluctuations increase the self-diffusive motion of para-hydrogen in narrow carbon nanotubes.

PubMed

Kowalczyk, Piotr; Gauden, Piotr A; Terzyk, Artur P; Furmaniak, Sylwester

2011-05-28

Quantum fluctuations significantly increase the self-diffusive motion of para-hydrogen adsorbed in narrow carbon nanotubes at 30 K comparing to its classical counterpart. Rigorous Feynman's path integral calculations reveal that self-diffusive motion of para-hydrogen in a narrow (6,6) carbon nanotube at 30 K and pore densities below ∼29 mmol cm(-3) is one order of magnitude faster than the classical counterpart. We find that the zero-point energy and tunneling significantly smoothed out the free energy landscape of para-hydrogen molecules adsorbed in a narrow (6,6) carbon nanotube. This promotes a delocalization of the confined para-hydrogen at 30 K (i.e., population of unclassical paths due to quantum effects). Contrary the self-diffusive motion of classical para-hydrogen molecules in a narrow (6,6) carbon nanotube at 30 K is very slow. This is because classical para-hydrogen molecules undergo highly correlated movement when their collision diameter approached the carbon nanotube size (i.e., anomalous diffusion in quasi-one dimensional pores). On the basis of current results we predict that narrow single-walled carbon nanotubes are promising nanoporous molecular sieves being able to separate para-hydrogen molecules from mixtures of classical particles at cryogenic temperatures. This journal is © the Owner Societies 2011

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

PubMed

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

2018-04-15

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

Brownian motion of massive skyrmions in magnetic thin films

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

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

2014-12-15

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

Monte Carlo algorithms for Brownian phylogenetic models.

PubMed

Horvilleur, Benjamin; Lartillot, Nicolas

2014-11-01

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

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

PubMed

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

2012-07-01

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

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

PubMed

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

2013-07-21

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

Catalytic micromotor generating self-propelled regular motion through random fluctuation

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

Pseudochemotaxis in inhomogeneous active Brownian systems

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed

Fiore, Andrew M; Swan, James W

2018-01-28

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

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

NASA Astrophysics Data System (ADS)

Fiore, Andrew M.; Swan, James W.

2018-01-01

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

Robustness of multidimensional Brownian ratchets as directed transport mechanisms.

PubMed

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

2011-08-07

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

Instantaneous ballistic velocity of suspended Brownian nanocrystals measured by upconversion nanothermometry

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Rotational Brownian Dynamics simulations of clathrin cage formation

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

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

2014-08-14

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

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

NASA Astrophysics Data System (ADS)

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

2013-02-01

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

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

PubMed

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

2018-05-01

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

Continuous quantum measurement and the quantum to classical transition

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

Bhattacharya, Tanmoy; Habib, Salman; Jacobs, Kurt

2003-04-01

While ultimately they are described by quantum mechanics, macroscopic mechanical systems are nevertheless observed to follow the trajectories predicted by classical mechanics. Hence, in the regime defining macroscopic physics, the trajectories of the correct classical motion must emerge from quantum mechanics, a process referred to as the quantum to classical transition. Extending previous work [Bhattacharya, Habib, and Jacobs, Phys. Rev. Lett. 85, 4852 (2000)], here we elucidate this transition in some detail, showing that once the measurement processes that affect all macroscopic systems are taken into account, quantum mechanics indeed predicts the emergence of classical motion. We derive inequalities thatmore » describe the parameter regime in which classical motion is obtained, and provide numerical examples. We also demonstrate two further important properties of the classical limit: first, that multiple observers all agree on the motion of an object, and second, that classical statistical inference may be used to correctly track the classical motion.« less

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.

Beyond the Schr{umlt o}dinger Equation: Quantum Motion with Traversal Time Control

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

Sokolovski, D.

1997-12-01

We study a quantum particle, for which the duration {tau} it spends in some region of space is controlled by a meter, e.g., a Larmor clock. The particle is described by a wave function {Psi}(x,t{vert_bar}{tau}) , with {vert_bar}{Psi}(x,t{vert_bar}{tau}){vert_bar}{sup 2} giving the distribution of the meter{close_quote}s readings at location x . The wave function satisfies the {open_quotes}clocked{close_quotes} Schr{umlt o}dinger equation, which we solve numerically for the cases of bound motion and wave packet scattering. The method is shown to be a natural extension of the conventional quantum mechanics. {copyright} {ital 1997} {ital The American Physical Society}

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

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

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

2013-04-15

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

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

DOE PAGES

Moller, Peter; Ichikawa, Takatoshi

2015-12-23

In this study, we propose a method to calculate the two-dimensional (2D) fission-fragment yield Y(Z,N) versus both proton and neutron number, with inclusion of odd-even staggering effects in both variables. The approach is to use the Brownian shape-motion on a macroscopic-microscopic potential-energy surface which, for a particular compound system is calculated versus four shape variables: elongation (quadrupole moment Q 2), neck d, left nascent fragment spheroidal deformation ϵ f1, right nascent fragment deformation ϵ f2 and two asymmetry variables, namely proton and neutron numbers in each of the two fragments. The extension of previous models 1) introduces a method tomore » calculate this generalized potential-energy function and 2) allows the correlated transfer of nucleon pairs in one step, in addition to sequential transfer. In the previous version the potential energy was calculated as a function of Z and N of the compound system and its shape, including the asymmetry of the shape. We outline here how to generalize the model from the “compound-system” model to a model where the emerging fragment proton and neutron numbers also enter, over and above the compound system composition.« less

Correlated electron-nuclear dissociation dynamics: classical versus quantum motion

NASA Astrophysics Data System (ADS)

Schaupp, Thomas; Albert, Julian; Engel, Volker

2017-01-01

We investigate the coupled electron-nuclear dynamics in a model system which undergoes dissociation. In choosing different initial conditions, the cases of adiabatic and non-adiabatic dissociation are realized. We treat the coupled electronic and nuclear motion in the complete configuration space so that classically, no surface hopping procedures have to be incorporated in the case that more than a single adiabatic electronic state is populated during the fragmentation. Due to the anharmonic interaction potential, it is expected that classical mechanics substantially deviate from quantum mechanics. However, we provide examples where the densities and fragmentation yields obtained from the two treatments are in astonishingly strong agreement in the case that one starts in the electronic ground state initially. As expected, larger deviations are found if one starts in electronically excited states where trajectories are sampled from the more spatially extended electronic wave function. In that case, higher initial energies are accessed, and the motion proceeds in regions with increasing degree of anharmonicity. Contribution to the Topical Issue "Dynamics of Molecular Systems (MOLEC 2016)", edited by Alberto Garcia-Vela, Luis Banares and Maria Luisa Senent.

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

PubMed

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

2015-01-01

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

Local Nanomechanical Motion In Single Cells.

NASA Astrophysics Data System (ADS)

Pelling, Andrew; Gimzewski, James

2004-03-01

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

Biased Brownian dynamics for rate constant calculation.

PubMed

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

2000-08-01

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

Effect of quantum nuclear motion on hydrogen bonding

NASA Astrophysics Data System (ADS)

McKenzie, Ross H.; Bekker, Christiaan; Athokpam, Bijyalaxmi; Ramesh, Sai G.

2014-05-01

This work considers how the properties of hydrogen bonded complexes, X-H⋯Y, are modified by the quantum motion of the shared proton. Using a simple two-diabatic state model Hamiltonian, the analysis of the symmetric case, where the donor (X) and acceptor (Y) have the same proton affinity, is carried out. For quantitative comparisons, a parametrization specific to the O-H⋯O complexes is used. The vibrational energy levels of the one-dimensional ground state adiabatic potential of the model are used to make quantitative comparisons with a vast body of condensed phase data, spanning a donor-acceptor separation (R) range of about 2.4 - 3.0 Å, i.e., from strong to weak hydrogen bonds. The position of the proton (which determines the X-H bond length) and its longitudinal vibrational frequency, along with the isotope effects in both are described quantitatively. An analysis of the secondary geometric isotope effect, using a simple extension of the two-state model, yields an improved agreement of the predicted variation with R of frequency isotope effects. The role of bending modes is also considered: their quantum effects compete with those of the stretching mode for weak to moderate H-bond strengths. In spite of the economy in the parametrization of the model used, it offers key insights into the defining features of H-bonds, and semi-quantitatively captures several trends.

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

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

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

2016-07-15

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

Optimum analysis of a Brownian refrigerator.

PubMed

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

2013-02-01

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

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.

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

PubMed

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

2010-12-01

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

Cooperativity of self-organized Brownian motors pulling on soft cargoes

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

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

Fast orthogonal transforms and generation of Brownian paths

PubMed Central

Leobacher, Gunther

2012-01-01

We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length n can be generated in O(nlog(n)) floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples. PMID:23471545

Efficiency of Brownian heat engines.

PubMed

Derényi, I; Astumian, R D

1999-06-01

We study the efficiency of one-dimensional thermally driven Brownian ratchets or heat engines. We identify and compare the three basic setups characterized by the type of the connection between the Brownian particle and the two heat reservoirs: (i) simultaneous, (ii) alternating in time, and (iii) position dependent. We make a clear distinction between the heat flow via the kinetic and the potential energy of the particle, and show that the former is always irreversible and it is only the third setup where the latter is reversible when the engine works quasistatically. We also show that in the third setup the heat flow via the kinetic energy can be reduced arbitrarily, proving that even for microscopic heat engines there is no fundamental limit of the efficiency lower than that of a Carnot cycle.