Sample records for simulation method brownian

  1. [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.

  2. Krylov subspace methods for computing hydrodynamic interactions in Brownian dynamics simulations

    PubMed Central

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

    2012-01-01

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

  3. 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

  4. Finite-element approach to Brownian dynamics of polymers.

    PubMed

    Cyron, Christian J; Wall, Wolfgang A

    2009-12-01

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

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

    NASA Astrophysics Data System (ADS)

    Yang, Jianqiang; Ma, Hong; Zhong, Suchuang

    2018-03-01

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

  6. 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

  7. 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.

  8. 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

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

    PubMed

    Fernandes, Miguel X; de la Torre, José García

    2002-12-01

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

  10. Ion Move Brownian Dynamics (IMBD)--simulations of ion transport.

    PubMed

    Kurczynska, Monika; Kotulska, Malgorzata

    2014-01-01

    Comparison of the computed characteristics and physiological measurement of ion transport through transmembrane proteins could be a useful method to assess the quality of protein structures. Simulations of ion transport should be detailed but also timeefficient. The most accurate method could be Molecular Dynamics (MD), which is very time-consuming, hence is not used for this purpose. The model which includes ion-ion interactions and reduces the simulation time by excluding water, protein and lipid molecules is Brownian Dynamics (BD). In this paper a new computer program for BD simulation of the ion transport is presented. We evaluate two methods for calculating the pore accessibility (round and irregular shape) and two representations of ion sizes (van der Waals diameter and one voxel). Ion Move Brownian Dynamics (IMBD) was tested with two nanopores: alpha-hemolysin and potassium channel KcsA. In both cases during the simulation an ion passed through the pore in less than 32 ns. Although two types of ions were in solution (potassium and chloride), only ions which agreed with the selectivity properties of the channels passed through the pores. IMBD is a new tool for the ion transport modelling, which can be used in the simulations of wide and narrow pores.

  11. 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.

  12. Self-Consistent Simulation of the Brownian Stage of Dust Growth

    NASA Technical Reports Server (NTRS)

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

    1996-01-01

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

  13. Mixed analytical-stochastic simulation method for the recovery of a Brownian gradient source from probability fluxes to small windows.

    PubMed

    Dobramysl, U; Holcman, D

    2018-02-15

    Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid tracking Brownian trajectories in the entire infinite space. Instead, we generate particles near the absorbing windows, computed from the analytical expression of the exit probability. When the Brownian particles are generated by a steady-state gradient at a single point, we compute asymptotically the fluxes to small absorbing holes distributed on the boundary of half-space and on a disk in two dimensions, which agree with stochastic simulations. We also derive an expression for the splitting probability between small windows using the matched asymptotic method. Finally, when there are more than two small absorbing windows, we show how to reconstruct the position of the source from the diffusion fluxes. The present approach provides a computational first principle for the mechanism of sensing a gradient of diffusing particles, a ubiquitous problem in cell biology.

  14. Large Scale Brownian Dynamics of Confined Suspensions of Rigid Particles

    NASA Astrophysics Data System (ADS)

    Donev, Aleksandar; Sprinkle, Brennan; Balboa, Florencio; Patankar, Neelesh

    2017-11-01

    We introduce new numerical methods for simulating the dynamics of passive and active Brownian colloidal suspensions of particles of arbitrary shape sedimented near a bottom wall. The methods also apply for periodic (bulk) suspensions. Our methods scale linearly in the number of particles, and enable previously unprecedented simulations of tens to hundreds of thousands of particles. We demonstrate the accuracy and efficiency of our methods on a suspension of boomerang-shaped colloids. We also model recent experiments on active dynamics of uniform suspensions of spherical microrollers. This work was supported in part by the National Science Foundation under award DMS-1418706, and by the U.S. Department of Energy under award DE-SC0008271.

  15. Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

    PubMed

    Erban, Radek

    2016-02-01

    Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

  16. Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

    NASA Astrophysics Data System (ADS)

    Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

    2017-03-01

    The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

  17. An iterative method for hydrodynamic interactions in Brownian dynamics simulations of polymer dynamics

    NASA Astrophysics Data System (ADS)

    Miao, Linling; Young, Charles D.; Sing, Charles E.

    2017-07-01

    Brownian Dynamics (BD) simulations are a standard tool for understanding the dynamics of polymers in and out of equilibrium. Quantitative comparison can be made to rheological measurements of dilute polymer solutions, as well as direct visual observations of fluorescently labeled DNA. The primary computational challenge with BD is the expensive calculation of hydrodynamic interactions (HI), which are necessary to capture physically realistic dynamics. The full HI calculation, performed via a Cholesky decomposition every time step, scales with the length of the polymer as O(N3). This limits the calculation to a few hundred simulated particles. A number of approximations in the literature can lower this scaling to O(N2 - N2.25), and explicit solvent methods scale as O(N); however both incur a significant constant per-time step computational cost. Despite this progress, there remains a need for new or alternative methods of calculating hydrodynamic interactions; large polymer chains or semidilute polymer solutions remain computationally expensive. In this paper, we introduce an alternative method for calculating approximate hydrodynamic interactions. Our method relies on an iterative scheme to establish self-consistency between a hydrodynamic matrix that is averaged over simulation and the hydrodynamic matrix used to run the simulation. Comparison to standard BD simulation and polymer theory results demonstrates that this method quantitatively captures both equilibrium and steady-state dynamics after only a few iterations. The use of an averaged hydrodynamic matrix allows the computationally expensive Brownian noise calculation to be performed infrequently, so that it is no longer the bottleneck of the simulation calculations. We also investigate limitations of this conformational averaging approach in ring polymers.

  18. Modeling the electrophoretic separation of short biological molecules in nanofluidic devices

    NASA Astrophysics Data System (ADS)

    Fayad, Ghassan; Hadjiconstantinou, Nicolas

    2010-11-01

    Via comparisons with Brownian Dynamics simulations of the worm-like-chain and rigid-rod models, and the experimental results of Fu et al. [Phys. Rev. Lett., 97, 018103 (2006)], we demonstrate that, for the purposes of low-to-medium field electrophoretic separation in periodic nanofilter arrays, sufficiently short biomolecules can be modeled as point particles, with their orientational degrees of freedom accounted for using partition coefficients. This observation is used in the present work to build a particularly simple and efficient Brownian Dynamics simulation method. Particular attention is paid to the model's ability to quantitatively capture experimental results using realistic values of all physical parameters. A variance-reduction method is developed for efficiently simulating arbitrarily small forcing electric fields.

  19. 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.

  20. 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.

  1. Large scale Brownian dynamics of confined suspensions of rigid particles

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  2. 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.

  3. 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.

  4. 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.

  5. 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.

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

    PubMed

    Fiore, Andrew M; Swan, James W

    2018-01-28

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

  7. Brownian systems with spatially inhomogeneous activity

    NASA Astrophysics Data System (ADS)

    Sharma, A.; Brader, J. M.

    2017-09-01

    We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016), 10.1063/1.4966153], to include spatially inhomogeneous activity. The method is applied to predict the spatial dependence of the average orientation per particle and the density. The average orientation is given by an integral over the self part of the Van Hove function and a simple Gaussian approximation to this quantity yields an accurate analytical expression. Taking this analytical result as input to a dynamic density functional theory approximates the spatial dependence of the density in good agreement with simulation data. All theoretical predictions are validated using Brownian dynamics simulations.

  8. Rapid sampling of stochastic displacements in Brownian dynamics simulations

    NASA Astrophysics Data System (ADS)

    Fiore, Andrew M.; Balboa Usabiaga, Florencio; Donev, Aleksandar; Swan, James W.

    2017-03-01

    We present a new method for sampling stochastic displacements in Brownian Dynamics (BD) simulations of colloidal scale particles. The method relies on a new formulation for Ewald summation of the Rotne-Prager-Yamakawa (RPY) tensor, which guarantees that the real-space and wave-space contributions to the tensor are independently symmetric and positive-definite for all possible particle configurations. Brownian displacements are drawn from a superposition of two independent samples: a wave-space (far-field or long-ranged) contribution, computed using techniques from fluctuating hydrodynamics and non-uniform fast Fourier transforms; and a real-space (near-field or short-ranged) correction, computed using a Krylov subspace method. The combined computational complexity of drawing these two independent samples scales linearly with the number of particles. The proposed method circumvents the super-linear scaling exhibited by all known iterative sampling methods applied directly to the RPY tensor that results from the power law growth of the condition number of tensor with the number of particles. For geometrically dense microstructures (fractal dimension equal three), the performance is independent of volume fraction, while for tenuous microstructures (fractal dimension less than three), such as gels and polymer solutions, the performance improves with decreasing volume fraction. This is in stark contrast with other related linear-scaling methods such as the force coupling method and the fluctuating immersed boundary method, for which performance degrades with decreasing volume fraction. Calculations for hard sphere dispersions and colloidal gels are illustrated and used to explore the role of microstructure on performance of the algorithm. In practice, the logarithmic part of the predicted scaling is not observed and the algorithm scales linearly for up to 4 ×106 particles, obtaining speed ups of over an order of magnitude over existing iterative methods, and making the cost of computing Brownian displacements comparable to the cost of computing deterministic displacements in BD simulations. A high-performance implementation employing non-uniform fast Fourier transforms implemented on graphics processing units and integrated with the software package HOOMD-blue is used for benchmarking.

  9. Transport behaviors of locally fractional coupled Brownian motors with fluctuating interactions

    NASA Astrophysics Data System (ADS)

    Wang, Huiqi; Ni, Feixiang; Lin, Lifeng; Lv, Wangyong; Zhu, Hongqiang

    2018-09-01

    In some complex viscoelastic mediums, it is ubiquitous that absorbing and desorbing surrounding Brownian particles randomly occur in coupled systems. The conventional method is to model a variable-mass system driven by both multiplicative and additive noises. In this paper, an improved mathematical model is created based on generalized Langevin equations (GLE) to characterize the random interaction with locally fluctuating number of coupled particles in the elastically coupled factional Brownian motors (FBM). By the numerical simulations, the effect of fluctuating interactions on collective transport behaviors is investigated, and some abnormal phenomena, such as cooperative behaviors, stochastic resonance (SR) and anomalous transport, are observed in the regime of sub-diffusion.

  10. A CONTINUUM HARD-SPHERE MODEL OF PROTEIN ADSORPTION

    PubMed Central

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

    2012-01-01

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

  11. 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.

  12. 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.

  13. 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

  14. 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

  15. 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)).

  16. 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

  17. 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.

  18. Adaptive two-regime method: Application to front propagation

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

    Robinson, Martin, E-mail: martin.robinson@maths.ox.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Flegg, Mark, E-mail: mark.flegg@monash.edu

    2014-03-28

    The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a generalization of the previously developed Two-Regime Method [Flegg et al., J. R. Soc., Interface 9, 859 (2012)] to multiscale problems which require a dynamic selection of regions where detailed Brownian dynamics simulation is used. Typical applications include a front propagation or spatio-temporal oscillations. In this paper, the ATRM is used for an in-depth study of front propagation in a stochastic reaction-diffusion system which has its mean-field model given in termsmore » of the Fisher equation [R. Fisher, Ann. Eugen. 7, 355 (1937)]. It exhibits a travelling reaction front which is sensitive to stochastic fluctuations at the leading edge of the wavefront. Previous studies into stochastic effects on the Fisher wave propagation speed have focused on lattice-based models, but there has been limited progress using off-lattice (Brownian dynamics) models, which suffer due to their high computational cost, particularly at the high molecular numbers that are necessary to approach the Fisher mean-field model. By modelling only the wavefront itself with the off-lattice model, it is shown that the ATRM leads to the same Fisher wave results as purely off-lattice models, but at a fraction of the computational cost. The error analysis of the ATRM is also presented for a morphogen gradient model.« less

  19. 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

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

    NASA Astrophysics Data System (ADS)

    Fiore, Andrew M.; Swan, James W.

    2018-01-01

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

  1. Stochastic Simulation of Complex Fluid Flows

    DTIC Science & Technology

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

  2. Wavelet Monte Carlo dynamics: A new algorithm for simulating the hydrodynamics of interacting Brownian particles

    NASA Astrophysics Data System (ADS)

    Dyer, Oliver T.; Ball, Robin C.

    2017-03-01

    We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds number regime propagated according to the Oseen tensor. When small moves are removed, the correlations closely approximate the Rotne-Prager tensor, itself widely used to correct for deficiencies in Oseen. We also include plane wave moves to provide the longest range correlations, which we detail for both infinite and periodic systems. The computational cost of the algorithm scales competitively with the number of particles simulated, N, scaling as N In N in homogeneous systems and as N in dilute systems. In comparisons to established lattice Boltzmann and Brownian dynamics algorithms, the wavelet method was found to be only a factor of order 1 times more expensive than the cheaper lattice Boltzmann algorithm in marginally semi-dilute simulations, while it is significantly faster than both algorithms at large N in dilute simulations. We also validate the algorithm by checking that it reproduces the correct dynamics and equilibrium properties of simple single polymer systems, as well as verifying the effect of periodicity on the mobility tensor.

  3. Fundamental energy limits of SET-based Brownian NAND and half-adder circuits. Preliminary findings from a physical-information-theoretic methodology

    NASA Astrophysics Data System (ADS)

    Ercan, İlke; Suyabatmaz, Enes

    2018-06-01

    The saturation in the efficiency and performance scaling of conventional electronic technologies brings about the development of novel computational paradigms. Brownian circuits are among the promising alternatives that can exploit fluctuations to increase the efficiency of information processing in nanocomputing. A Brownian cellular automaton, where signals propagate randomly and are driven by local transition rules, can be made computationally universal by embedding arbitrary asynchronous circuits on it. One of the potential realizations of such circuits is via single electron tunneling (SET) devices since SET technology enable simulation of noise and fluctuations in a fashion similar to Brownian search. In this paper, we perform a physical-information-theoretic analysis on the efficiency limitations in a Brownian NAND and half-adder circuits implemented using SET technology. The method we employed here establishes a solid ground that enables studying computational and physical features of this emerging technology on an equal footing, and yield fundamental lower bounds that provide valuable insights into how far its efficiency can be improved in principle. In order to provide a basis for comparison, we also analyze a NAND gate and half-adder circuit implemented in complementary metal oxide semiconductor technology to show how the fundamental bound of the Brownian circuit compares against a conventional paradigm.

  4. 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.

  5. A Computational Approach to Increase Time Scales in Brownian Dynamics–Based Reaction-Diffusion Modeling

    PubMed Central

    Frazier, Zachary

    2012-01-01

    Abstract Particle-based Brownian dynamics simulations offer the opportunity to not only simulate diffusion of particles but also the reactions between them. They therefore provide an opportunity to integrate varied biological data into spatially explicit models of biological processes, such as signal transduction or mitosis. However, particle based reaction-diffusion methods often are hampered by the relatively small time step needed for accurate description of the reaction-diffusion framework. Such small time steps often prevent simulation times that are relevant for biological processes. It is therefore of great importance to develop reaction-diffusion methods that tolerate larger time steps while maintaining relatively high accuracy. Here, we provide an algorithm, which detects potential particle collisions prior to a BD-based particle displacement and at the same time rigorously obeys the detailed balance rule of equilibrium reactions. We can show that for reaction-diffusion processes of particles mimicking proteins, the method can increase the typical BD time step by an order of magnitude while maintaining similar accuracy in the reaction diffusion modelling. PMID:22697237

  6. A molecule-centered method for accelerating the calculation of hydrodynamic interactions in Brownian dynamics simulations containing many flexible biomolecules

    PubMed Central

    Elcock, Adrian H.

    2013-01-01

    Inclusion of hydrodynamic interactions (HIs) is essential in simulations of biological macromolecules that treat the solvent implicitly if the macromolecules are to exhibit correct translational and rotational diffusion. The present work describes the development and testing of a simple approach aimed at allowing more rapid computation of HIs in coarse-grained Brownian dynamics simulations of systems that contain large numbers of flexible macromolecules. The method combines a complete treatment of intramolecular HIs with an approximate treatment of the intermolecular HIs which assumes that the molecules are effectively spherical; all of the HIs are calculated at the Rotne-Prager-Yamakawa level of theory. When combined with Fixman’s Chebyshev polynomial method for calculating correlated random displacements, the proposed method provides an approach that is simple to program but sufficiently fast that it makes it computationally viable to include HIs in large-scale simulations. Test calculations performed on very coarse-grained models of the pyruvate dehydrogenase (PDH) E2 complex and on oligomers of ParM (ranging in size from 1 to 20 monomers) indicate that the method reproduces the translational diffusion behavior seen in more complete HI simulations surprisingly well; the method performs less well at capturing rotational diffusion but its discrepancies diminish with increasing size of the simulated assembly. Simulations of residue-level models of two tetrameric protein models demonstrate that the method also works well when more structurally detailed models are used in the simulations. Finally, test simulations of systems containing up to 1024 coarse-grained PDH molecules indicate that the proposed method rapidly becomes more efficient than the conventional BD approach in which correlated random displacements are obtained via a Cholesky decomposition of the complete diffusion tensor. PMID:23914146

  7. Amoeba-inspired nanoarchitectonic computing implemented using electrical Brownian ratchets.

    PubMed

    Aono, M; Kasai, S; Kim, S-J; Wakabayashi, M; Miwa, H; Naruse, M

    2015-06-12

    In this study, we extracted the essential spatiotemporal dynamics that allow an amoeboid organism to solve a computationally demanding problem and adapt to its environment, thereby proposing a nature-inspired nanoarchitectonic computing system, which we implemented using a network of nanowire devices called 'electrical Brownian ratchets (EBRs)'. By utilizing the fluctuations generated from thermal energy in nanowire devices, we used our system to solve the satisfiability problem, which is a highly complex combinatorial problem related to a wide variety of practical applications. We evaluated the dependency of the solution search speed on its exploration parameter, which characterizes the fluctuation intensity of EBRs, using a simulation model of our system called 'AmoebaSAT-Brownian'. We found that AmoebaSAT-Brownian enhanced the solution searching speed dramatically when we imposed some constraints on the fluctuations in its time series and it outperformed a well-known stochastic local search method. These results suggest a new computing paradigm, which may allow high-speed problem solving to be implemented by interacting nanoscale devices with low power consumption.

  8. Mean first passage time of active Brownian particle in one dimension

    NASA Astrophysics Data System (ADS)

    Scacchi, A.; Sharma, A.

    2018-02-01

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

  9. Book Review:

    NASA Astrophysics Data System (ADS)

    McKane, Alan

    2003-12-01

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

  10. Brownian dynamics simulations with stiff finitely extensible nonlinear elastic-Fraenkel springs as approximations to rods in bead-rod models.

    PubMed

    Hsieh, Chih-Chen; Jain, Semant; Larson, Ronald G

    2006-01-28

    A very stiff finitely extensible nonlinear elastic (FENE)-Fraenkel spring is proposed to replace the rigid rod in the bead-rod model. This allows the adoption of a fast predictor-corrector method so that large time steps can be taken in Brownian dynamics (BD) simulations without over- or understretching the stiff springs. In contrast to the simple bead-rod model, BD simulations with beads and FENE-Fraenkel (FF) springs yield a random-walk configuration at equilibrium. We compare the simulation results of the free-draining bead-FF-spring model with those for the bead-rod model in relaxation, start-up of uniaxial extensional, and simple shear flows, and find that both methods generate nearly identical results. The computational cost per time step for a free-draining BD simulation with the proposed bead-FF-spring model is about twice as high as the traditional bead-rod model with the midpoint algorithm of Liu [J. Chem. Phys. 90, 5826 (1989)]. Nevertheless, computations with the bead-FF-spring model are as efficient as those with the bead-rod model in extensional flow because the former allows larger time steps. Moreover, the Brownian contribution to the stress for the bead-FF-spring model is isotropic and therefore simplifies the calculation of the polymer stresses. In addition, hydrodynamic interaction can more easily be incorporated into the bead-FF-spring model than into the bead-rod model since the metric force arising from the non-Cartesian coordinates used in bead-rod simulations is absent from bead-spring simulations. Finally, with our newly developed bead-FF-spring model, existing computer codes for the bead-spring models can trivially be converted to ones for effective bead-rod simulations merely by replacing the usual FENE or Cohen spring law with a FENE-Fraenkel law, and this convertibility provides a very convenient way to perform multiscale BD simulations.

  11. Brownian dynamics simulations with stiff finitely extensible nonlinear elastic-Fraenkel springs as approximations to rods in bead-rod models

    NASA Astrophysics Data System (ADS)

    Hsieh, Chih-Chen; Jain, Semant; Larson, Ronald G.

    2006-01-01

    A very stiff finitely extensible nonlinear elastic (FENE)-Fraenkel spring is proposed to replace the rigid rod in the bead-rod model. This allows the adoption of a fast predictor-corrector method so that large time steps can be taken in Brownian dynamics (BD) simulations without over- or understretching the stiff springs. In contrast to the simple bead-rod model, BD simulations with beads and FENE-Fraenkel (FF) springs yield a random-walk configuration at equilibrium. We compare the simulation results of the free-draining bead-FF-spring model with those for the bead-rod model in relaxation, start-up of uniaxial extensional, and simple shear flows, and find that both methods generate nearly identical results. The computational cost per time step for a free-draining BD simulation with the proposed bead-FF-spring model is about twice as high as the traditional bead-rod model with the midpoint algorithm of Liu [J. Chem. Phys. 90, 5826 (1989)]. Nevertheless, computations with the bead-FF-spring model are as efficient as those with the bead-rod model in extensional flow because the former allows larger time steps. Moreover, the Brownian contribution to the stress for the bead-FF-spring model is isotropic and therefore simplifies the calculation of the polymer stresses. In addition, hydrodynamic interaction can more easily be incorporated into the bead-FF-spring model than into the bead-rod model since the metric force arising from the non-Cartesian coordinates used in bead-rod simulations is absent from bead-spring simulations. Finally, with our newly developed bead-FF-spring model, existing computer codes for the bead-spring models can trivially be converted to ones for effective bead-rod simulations merely by replacing the usual FENE or Cohen spring law with a FENE-Fraenkel law, and this convertibility provides a very convenient way to perform multiscale BD simulations.

  12. 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

  13. 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

  14. 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.

  15. 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

  16. Brownian Dynamics and Molecular Dynamics Study of the Association between Hydrogenase and Ferredoxin from Chlamydomonas reinhardtii

    PubMed Central

    Long, Hai; Chang, Christopher H.; King, Paul W.; Ghirardi, Maria L.; Kim, Kwiseon

    2008-01-01

    The [FeFe] hydrogenase from the green alga Chlamydomonas reinhardtii can catalyze the reduction of protons to hydrogen gas using electrons supplied from photosystem I and transferred via ferredoxin. To better understand the association of the hydrogenase and the ferredoxin, we have simulated the process over multiple timescales. A Brownian dynamics simulation method gave an initial thorough sampling of the rigid-body translational and rotational phase spaces, and the resulting trajectories were used to compute the occupancy and free-energy landscapes. Several important hydrogenase-ferredoxin encounter complexes were identified from this analysis, which were then individually simulated using atomistic molecular dynamics to provide more details of the hydrogenase and ferredoxin interaction. The ferredoxin appeared to form reasonable complexes with the hydrogenase in multiple orientations, some of which were good candidates for inclusion in a transition state ensemble of configurations for electron transfer. PMID:18621810

  17. Applicability of effective pair potentials for active Brownian particles.

    PubMed

    Rein, Markus; Speck, Thomas

    2016-09-01

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

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

    PubMed

    Patti, Alessandro; Cuetos, Alejandro

    2012-07-01

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

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

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

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

    2015-03-21

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

  20. Better Than Counting: Density Profiles from Force Sampling

    NASA Astrophysics Data System (ADS)

    de las Heras, Daniel; Schmidt, Matthias

    2018-05-01

    Calculating one-body density profiles in equilibrium via particle-based simulation methods involves counting of events of particle occurrences at (histogram-resolved) space points. Here, we investigate an alternative method based on a histogram of the local force density. Via an exact sum rule, the density profile is obtained with a simple spatial integration. The method circumvents the inherent ideal gas fluctuations. We have tested the method in Monte Carlo, Brownian dynamics, and molecular dynamics simulations. The results carry a statistical uncertainty smaller than that of the standard counting method, reducing therefore the computation time.

  1. 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

  2. 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.

  3. Modeling 2D and 3D diffusion.

    PubMed

    Saxton, Michael J

    2007-01-01

    Modeling obstructed diffusion is essential to the understanding of diffusion-mediated processes in the crowded cellular environment. Simple Monte Carlo techniques for modeling obstructed random walks are explained and related to Brownian dynamics and more complicated Monte Carlo methods. Random number generation is reviewed in the context of random walk simulations. Programming techniques and event-driven algorithms are discussed as ways to speed simulations.

  4. 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.

  5. Effective Brownian ratchet separation by a combination of molecular filtering and a self-spreading lipid bilayer system.

    PubMed

    Motegi, Toshinori; Nabika, Hideki; Fu, Yingqiang; Chen, Lili; Sun, Yinlu; Zhao, Jianwei; Murakoshi, Kei

    2014-07-01

    A new molecular manipulation method in the self-spreading lipid bilayer membrane by combining Brownian ratchet and molecular filtering effects is reported. The newly designed ratchet obstacle was developed to effectively separate dye-lipid molecules. The self-spreading lipid bilayer acted as both a molecular transport system and a manipulation medium. By controlling the size and shape of ratchet obstacles, we achieved a significant increase in the separation angle for dye-lipid molecules compared to that with the previous ratchet obstacle. A clear difference was observed between the experimental results and the simple random walk simulation that takes into consideration only the geometrical effect of the ratchet obstacles. This difference was explained by considering an obstacle-dependent local decrease in molecular diffusivity near the obstacles, known as the molecular filtering effect at nanospace. Our experimental findings open up a novel controlling factor in the Brownian ratchet manipulation that allow the efficient separation of molecules in the lipid bilayer based on the combination of Brownian ratchet and molecular filtering effects.

  6. 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.

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

    PubMed

    Fornés, José A

    2010-01-15

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-03-01

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

  9. 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.

  10. Brownian dynamics simulation of protein diffusion in crowded environments

    NASA Astrophysics Data System (ADS)

    Mereghetti, Paolo; Wade, Rebecca C.

    2013-02-01

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

  11. 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.

  12. 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.

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

    PubMed

    Qi, Shuanhu; Schmid, Friederike

    2017-11-08

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

  14. Magnetic nanoparticle thermometry independent of Brownian relaxation

    NASA Astrophysics Data System (ADS)

    Zhong, Jing; Schilling, Meinhard; Ludwig, Frank

    2018-01-01

    An improved method of magnetic nanoparticle (MNP) thermometry is proposed. The phase lag ϕ of the fundamental f 0 harmonic is measured to eliminate the influence of Brownian relaxation on the ratio of 3f 0 to f 0 harmonic amplitudes applying a phenomenological model, thus allowing measurements in high-frequency ac magnetic fields. The model is verified by simulations of the Fokker-Planck equation. An MNP spectrometer is calibrated for the measurements of the phase lag ϕ and the amplitudes of 3f 0 and f 0 harmonics. Calibration curves of the harmonic ratio and tanϕ are measured by varying the frequency (from 10 Hz to 1840 Hz) of ac magnetic fields with different amplitudes (from 3.60 mT to 4.00 mT) at a known temperature. A phenomenological model is employed to fit the calibration curves. Afterwards, the improved method is proposed to iteratively compensate the measured harmonic ratio with tanϕ, and consequently calculate temperature applying the static Langevin function. Experimental results on SHP-25 MNPs show that the proposed method significantly improves the systematic error to 2 K at maximum with a relative accuracy of about 0.63%. This demonstrates the feasibility of the proposed method for MNP thermometry with SHP-25 MNPs even if the MNP signal is affected by Brownian relaxation.

  15. 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.

  16. Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

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

    Guerrier, C.; Holcman, D., E-mail: david.holcman@ens.fr; Mathematical Institute, Oxford OX2 6GG, Newton Institute

    The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationallymore » greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.« less

  17. 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.

  18. Shear thickening regimes of dense non-Brownian suspensions.

    PubMed

    Ness, Christopher; Sun, Jin

    2016-01-21

    We propose a unifying rheological framework for dense suspensions of non-Brownian spheres, predicting the onsets of particle friction and particle inertia as distinct shear thickening mechanisms, while capturing quasistatic and soft particle rheology at high volume fractions and shear rates respectively. Discrete element method simulations that take suitable account of hydrodynamic and particle-contact interactions corroborate the model predictions, demonstrating both mechanisms of shear thickening, and showing that they can occur concurrently with carefully selected particle surface properties under certain flow conditions. Microstructural transitions associated with frictional shear thickening are presented. We find very distinctive divergences of both microstructural and dynamic variables with respect to volume fraction in the thickened and non-thickened states.

  19. 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.

  20. Linear response approach to active Brownian particles in time-varying activity fields

    NASA Astrophysics Data System (ADS)

    Merlitz, Holger; Vuijk, Hidde D.; Brader, Joseph; Sharma, Abhinav; Sommer, Jens-Uwe

    2018-05-01

    In a theoretical and simulation study, active Brownian particles (ABPs) in three-dimensional bulk systems are exposed to time-varying sinusoidal activity waves that are running through the system. A linear response (Green-Kubo) formalism is applied to derive fully analytical expressions for the torque-free polarization profiles of non-interacting particles. The activity waves induce fluxes that strongly depend on the particle size and may be employed to de-mix mixtures of ABPs or to drive the particles into selected areas of the system. Three-dimensional Langevin dynamics simulations are carried out to verify the accuracy of the linear response formalism, which is shown to work best when the particles are small (i.e., highly Brownian) or operating at low activity levels.

  1. 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.

  2. 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

  3. 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.

  4. 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.

  5. 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.

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

    NASA Astrophysics Data System (ADS)

    McEvoy, Erica L.

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

  7. Atomic detail brownian dynamics simulations of concentrated protein solutions with a mean field treatment of hydrodynamic interactions.

    PubMed

    Mereghetti, Paolo; Wade, Rebecca C

    2012-07-26

    High macromolecular concentrations are a distinguishing feature of living organisms. Understanding how the high concentration of solutes affects the dynamic properties of biological macromolecules is fundamental for the comprehension of biological processes in living systems. In this paper, we describe the implementation of mean field models of translational and rotational hydrodynamic interactions into an atomically detailed many-protein brownian dynamics simulation method. Concentrated solutions (30-40% volume fraction) of myoglobin, hemoglobin A, and sickle cell hemoglobin S were simulated, and static structure factors, oligomer formation, and translational and rotational self-diffusion coefficients were computed. Good agreement of computed properties with available experimental data was obtained. The results show the importance of both solvent mediated interactions and weak protein-protein interactions for accurately describing the dynamics and the association properties of concentrated protein solutions. Specifically, they show a qualitative difference in the translational and rotational dynamics of the systems studied. Although the translational diffusion coefficient is controlled by macromolecular shape and hydrodynamic interactions, the rotational diffusion coefficient is affected by macromolecular shape, direct intermolecular interactions, and both translational and rotational hydrodynamic interactions.

  8. Hydrodynamic suppression of phase separation in active suspensions.

    PubMed

    Matas-Navarro, Ricard; Golestanian, Ramin; Liverpool, Tanniemola B; Fielding, Suzanne M

    2014-09-01

    We simulate with hydrodynamics a suspension of active disks squirming through a Newtonian fluid. We explore numerically the full range of squirmer area fractions from dilute to close packed and show that "motility induced phase separation," which was recently proposed to arise generically in active matter, and which has been seen in simulations of active Brownian disks, is strongly suppressed by hydrodynamic interactions. We give an argument for why this should be the case and support it with counterpart simulations of active Brownian disks in a parameter regime that provides a closer counterpart to hydrodynamic suspensions than in previous studies.

  9. 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.

  10. GPU accelerated Monte Carlo simulation of Brownian motors dynamics with CUDA

    NASA Astrophysics Data System (ADS)

    Spiechowicz, J.; Kostur, M.; Machura, L.

    2015-06-01

    This work presents an updated and extended guide on methods of a proper acceleration of the Monte Carlo integration of stochastic differential equations with the commonly available NVIDIA Graphics Processing Units using the CUDA programming environment. We outline the general aspects of the scientific computing on graphics cards and demonstrate them with two models of a well known phenomenon of the noise induced transport of Brownian motors in periodic structures. As a source of fluctuations in the considered systems we selected the three most commonly occurring noises: the Gaussian white noise, the white Poissonian noise and the dichotomous process also known as a random telegraph signal. The detailed discussion on various aspects of the applied numerical schemes is also presented. The measured speedup can be of the astonishing order of about 3000 when compared to a typical CPU. This number significantly expands the range of problems solvable by use of stochastic simulations, allowing even an interactive research in some cases.

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

    PubMed Central

    Ando, Tadashi; Chow, Edmond; Skolnick, Jeffrey

    2013-01-01

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

  12. Local shear stress and its correlation with local volume fraction in concentrated non-Brownian suspensions: Lattice Boltzmann simulation

    NASA Astrophysics Data System (ADS)

    Lee, Young Ki; Ahn, Kyung Hyun; Lee, Seung Jong

    2014-12-01

    The local shear stress of non-Brownian suspensions was investigated using the lattice Boltzmann method coupled with the smoothed profile method. Previous studies have only focused on the bulk rheology of complex fluids because the local rheology of complex fluids was not accessible due to technical limitations. In this study, the local shear stress of two-dimensional solid particle suspensions in Couette flow was investigated with the method of planes to correlate non-Newtonian fluid behavior with the structural evolution of concentrated particle suspensions. Shear thickening was successfully captured for highly concentrated suspensions at high particle Reynolds number, and both the local rheology and local structure of the suspensions were analyzed. It was also found that the linear correlation between the local particle stress and local particle volume fraction was dramatically reduced during shear thickening. These results clearly show how the change in local structure of suspensions influences the local and bulk rheology of the suspensions.

  13. Rheology of wormlike micellar fluids from Brownian and molecular dynamics simulations

    NASA Astrophysics Data System (ADS)

    Padding, J. T.; Boek, E. S.; Briels, W. J.

    2005-11-01

    There is a great need for understanding the link between the detailed chemistry of surfactants, forming wormlike micelles, and their macroscopic rheological properties. In this paper we show how this link may be explored through particle simulations. First we review an existing bead-spring model. We find that shear flow enhances the formation of rings at the expense of linear chains. The shear viscosity of this model is dominated by solvent contributions, however, and the link with the chemistry of the surfactants is missing. We introduce a more realistic Brownian dynamics model, the parameters of which are measured from atomistic molecular dynamics simulations.

  14. 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.

  15. Structure Analysis of Jungle-Gym-Type Gels by Brownian Dynamics Simulation

    NASA Astrophysics Data System (ADS)

    Ohta, Noriyoshi; Ono, Kohki; Takasu, Masako; Furukawa, Hidemitsu

    2008-02-01

    We investigated the structure and the formation process of two kinds of gels by Brownian dynamics simulation. The effect of flexibility of main chain oligomer was studied. From our results, hard gel with rigid main chain forms more homogeneous network structure than soft gel with flexible main chain. In soft gel, many small loops are formed, and clusters tend to shrink. This heterogeneous network structure may be caused by microgels. In the low density case, soft gel shows more heterogeneity than the high density case.

  16. A Method for Molecular Dynamics on Curved Surfaces

    PubMed Central

    Paquay, Stefan; Kusters, Remy

    2016-01-01

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

  17. A Method for Molecular Dynamics on Curved Surfaces

    NASA Astrophysics Data System (ADS)

    Paquay, Stefan; Kusters, Remy

    2016-03-01

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

  18. 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.

  19. 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.

  20. Brownian dynamics simulation of fission yeast mitotic spindle formation

    NASA Astrophysics Data System (ADS)

    Edelmaier, Christopher

    2014-03-01

    The mitotic spindle segregates chromosomes during mitosis. The dynamics that establish bipolar spindle formation are not well understood. We have developed a computational model of fission-yeast mitotic spindle formation using Brownian dynamics and kinetic Monte Carlo methods. Our model includes rigid, dynamic microtubules, a spherical nuclear envelope, spindle pole bodies anchored in the nuclear envelope, and crosslinkers and crosslinking motor proteins. Crosslinkers and crosslinking motor proteins attach and detach in a grand canonical ensemble, and exert forces and torques on the attached microtubules. We have modeled increased affinity for crosslinking motor attachment to antiparallel microtubule pairs, and stabilization of microtubules in the interpolar bundle. We study parameters controlling the stability of the interpolar bundle and assembly of a bipolar spindle from initially adjacent spindle-pole bodies.

  1. 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.

  2. Brownian escape and force-driven transport through entropic barriers: Particle size effect.

    PubMed

    Cheng, Kuang-Ling; Sheng, Yu-Jane; Tsao, Heng-Kwong

    2008-11-14

    Brownian escape from a spherical cavity through small holes and force-driven transport through periodic spherical cavities for finite-size particles have been investigated by Brownian dynamic simulations and scaling analysis. The mean first passage time and force-driven mobility are obtained as a function of particle diameter a, hole radius R(H), cavity radius R(C), and external field strength. In the absence of external field, the escape rate is proportional to the exit effect, (R(H)R(C))(1-a2R(H))(32). In weak fields, Brownian diffusion is still dominant and the migration is controlled by the exit effect. Therefore, smaller particles migrate faster than larger ones. In this limit the relation between Brownian escape and force-driven transport can be established by the generalized Einstein-Smoluchowski relation. As the field strength is strong enough, the mobility becomes field dependent and grows with increasing field strength. As a result, the size selectivity diminishes.

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

    NASA Astrophysics Data System (ADS)

    Siems, Ullrich; Nielaba, Peter

    2018-04-01

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

  4. Effective diffusion of confined active Brownian swimmers.

    PubMed

    Sandoval, Mario; Dagdug, Leornardo

    2014-12-01

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

  5. An algorithm for emulsion stability simulations: account of flocculation, coalescence, surfactant adsorption and the process of Ostwald ripening.

    PubMed

    Urbina-Villalba, German

    2009-03-01

    The first algorithm for Emulsion Stability Simulations (ESS) was presented at the V Conferencia Iberoamericana sobre Equilibrio de Fases y Diseño de Procesos [Luis, J.; García-Sucre, M.; Urbina-Villalba, G. Brownian Dynamics Simulation of Emulsion Stability In: Equifase 99. Libro de Actas, 1(st) Ed., Tojo J., Arce, A., Eds.; Solucion's: Vigo, Spain, 1999; Volume 2, pp. 364-369]. The former version of the program consisted on a minor modification of the Brownian Dynamics algorithm to account for the coalescence of drops. The present version of the program contains elaborate routines for time-dependent surfactant adsorption, average diffusion constants, and Ostwald ripening.

  6. Web interface for Brownian dynamics simulation of ion transport and its applications to beta-barrel pores.

    PubMed

    Lee, Kyu Il; Jo, Sunhwan; Rui, Huan; Egwolf, Bernhard; Roux, Benoît; Pastor, Richard W; Im, Wonpil

    2012-01-30

    Brownian dynamics (BD) based on accurate potential of mean force is an efficient and accurate method for simulating ion transport through wide ion channels. Here, a web-based graphical user interface (GUI) is presented for carrying out grand canonical Monte Carlo (GCMC) BD simulations of channel proteins: http://www.charmm-gui.org/input/gcmcbd. The webserver is designed to help users avoid most of the technical difficulties and issues encountered in setting up and simulating complex pore systems. GCMC/BD simulation results for three proteins, the voltage dependent anion channel (VDAC), α-Hemolysin (α-HL), and the protective antigen pore of the anthrax toxin (PA), are presented to illustrate the system setup, input preparation, and typical output (conductance, ion density profile, ion selectivity, and ion asymmetry). Two models for the input diffusion constants for potassium and chloride ions in the pore are compared: scaling of the bulk diffusion constants by 0.5, as deduced from previous all-atom molecular dynamics simulations of VDAC, and a hydrodynamics based model (HD) of diffusion through a tube. The HD model yields excellent agreement with experimental conductances for VDAC and α-HL, while scaling bulk diffusion constants by 0.5 leads to underestimates of 10-20%. For PA, simulated ion conduction values overestimate experimental values by a factor of 1.5-7 (depending on His protonation state and the transmembrane potential), implying that the currently available computational model of this protein requires further structural refinement. Copyright © 2011 Wiley Periodicals, Inc.

  7. Web Interface for Brownian Dynamics Simulation of Ion Transport and Its Applications to Beta-Barrel Pores

    PubMed Central

    Lee, Kyu Il; Jo, Sunhwan; Rui, Huan; Egwolf, Bernhard; Roux, Benoît; Pastor, Richard W.; Im, Wonpil

    2011-01-01

    Brownian dynamics (BD) in a suitably constructed potential of mean force is an efficient and accurate method for simulating ion transport through wide ion channels. Here, a web-based graphical user interface (GUI) is presented for grand canonical Monte Carlo (GCMC) BD simulations of channel proteins: http://www.charmm-gui.org/input/gcmcbd. The webserver is designed to help users avoid most of the technical difficulties and issues encountered in setting up and simulating complex pore systems. GCMC/BD simulation results for three proteins, the voltage dependent anion channel (VDAC), α-Hemolysin, and the protective antigen pore of the anthrax toxin (PA), are presented to illustrate system setup, input preparation, and typical output (conductance, ion density profile, ion selectivity, and ion asymmetry). Two models for the input diffusion constants for potassium and chloride ions in the pore are compared: scaling of the bulk diffusion constants by 0.5, as deduced from previous all-atom molecular dynamics simulations of VDAC; and a hydrodynamics based model (HD) of diffusion through a tube. The HD model yields excellent agreement with experimental conductances for VDAC and α-Hemolysin, while scaling bulk diffusion constants by 0.5 leads to underestimates of 10–20%. For PA, simulated ion conduction values overestimate experimental values by a factor of 1.5 to 7 (depending on His protonation state and the transmembrane potential), implying that the currently available computational model of this protein requires further structural refinement. PMID:22102176

  8. Measuring nanoparticle diffusion in an ABELtrap

    NASA Astrophysics Data System (ADS)

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

    2018-03-01

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

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

    PubMed

    Xu, Shenghua; Sun, Zhiwei

    2007-04-14

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

  10. 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.

  11. 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

  12. Simulation of dilute polymeric fluids in a three-dimensional contraction using a multiscale FENE model

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

    Griebel, M., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de; Rüttgers, A., E-mail: griebel@ins.uni-bonn.de, E-mail: ruettgers@ins.uni-bonn.de

    The multiscale FENE model is applied to a 3D square-square contraction flow problem. For this purpose, the stochastic Brownian configuration field method (BCF) has been coupled with our fully parallelized three-dimensional Navier-Stokes solver NaSt3DGPF. The robustness of the BCF method enables the numerical simulation of high Deborah number flows for which most macroscopic methods suffer from stability issues. The results of our simulations are compared with that of experimental measurements from literature and show a very good agreement. In particular, flow phenomena such as a strong vortex enhancement, streamline divergence and a flow inversion for highly elastic flows are reproduced.more » Due to their computational complexity, our simulations require massively parallel computations. Using a domain decomposition approach with MPI, the implementation achieves excellent scale-up results for up to 128 processors.« less

  13. 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

  14. Brownian aggregation rate of colloid particles with several active sites

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

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

    2014-08-14

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

  15. Understanding molecular motor walking along a microtubule: a themosensitive asymmetric Brownian motor driven by bubble formation.

    PubMed

    Arai, Noriyoshi; Yasuoka, Kenji; Koishi, Takahiro; Ebisuzaki, Toshikazu; Zeng, Xiao Cheng

    2013-06-12

    The "asymmetric Brownian ratchet model", a variation of Feynman's ratchet and pawl system, is invoked to understand the kinesin walking behavior along a microtubule. The model system, consisting of a motor and a rail, can exhibit two distinct binding states, namely, the random Brownian state and the asymmetric potential state. When the system is transformed back and forth between the two states, the motor can be driven to "walk" in one direction. Previously, we suggested a fundamental mechanism, that is, bubble formation in a nanosized channel surrounded by hydrophobic atoms, to explain the transition between the two states. In this study, we propose a more realistic and viable switching method in our computer simulation of molecular motor walking. Specifically, we propose a thermosensitive polymer model with which the transition between the two states can be controlled by temperature pulses. Based on this new motor system, the stepping size and stepping time of the motor can be recorded. Remarkably, the "walking" behavior observed in the newly proposed model resembles that of the realistic motor protein. The bubble formation based motor not only can be highly efficient but also offers new insights into the physical mechanism of realistic biomolecule motors.

  16. 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.

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

    PubMed

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

    2016-09-01

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

  18. Physical mechanism and modeling of heat generation and transfer in magnetic fluid hyperthermia through Néelian and Brownian relaxation: a review.

    PubMed

    Suriyanto; Ng, E Y K; Kumar, S D

    2017-03-23

    Current clinically accepted technologies for cancer treatment still have limitations which lead to the exploration of new therapeutic methods. Since the past few decades, the hyperthermia treatment has attracted the attention of investigators owing to its strong biological rationales in applying hyperthermia as a cancer treatment modality. Advancement of nanotechnology offers a potential new heating method for hyperthermia by using nanoparticles which is termed as magnetic fluid hyperthermia (MFH). In MFH, superparamagnetic nanoparticles dissipate heat through Néelian and Brownian relaxation in the presence of an alternating magnetic field. The heating power of these particles is dependent on particle properties and treatment settings. A number of pre-clinical and clinical trials were performed to test the feasibility of this novel treatment modality. There are still issues yet to be solved for the successful transition of this technology from bench to bedside. These issues include the planning, execution, monitoring and optimization of treatment. The modeling and simulation play crucial roles in solving some of these issues. Thus, this review paper provides a basic understanding of the fundamental and rationales of hyperthermia and recent development in the modeling and simulation applied to depict the heat generation and transfer phenomena in the MFH.

  19. 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

  20. ReaDDy - A Software for Particle-Based Reaction-Diffusion Dynamics in Crowded Cellular Environments

    PubMed Central

    Schöneberg, Johannes; Noé, Frank

    2013-01-01

    We introduce the software package ReaDDy for simulation of detailed spatiotemporal mechanisms of dynamical processes in the cell, based on reaction-diffusion dynamics with particle resolution. In contrast to other particle-based reaction kinetics programs, ReaDDy supports particle interaction potentials. This permits effects such as space exclusion, molecular crowding and aggregation to be modeled. The biomolecules simulated can be represented as a sphere, or as a more complex geometry such as a domain structure or polymer chain. ReaDDy bridges the gap between small-scale but highly detailed molecular dynamics or Brownian dynamics simulations and large-scale but little-detailed reaction kinetics simulations. ReaDDy has a modular design that enables the exchange of the computing core by efficient platform-specific implementations or dynamical models that are different from Brownian dynamics. PMID:24040218

  1. Electrostatic channeling in P. falciparum DHFR-TS: Brownian dynamics and Smoluchowski modeling.

    PubMed

    Metzger, Vincent T; Eun, Changsun; Kekenes-Huskey, Peter M; Huber, Gary; McCammon, J Andrew

    2014-11-18

    We perform Brownian dynamics simulations and Smoluchowski continuum modeling of the bifunctional Plasmodium falciparum dihydrofolate reductase-thymidylate synthase (P. falciparum DHFR-TS) with the objective of understanding the electrostatic channeling of dihydrofolate generated at the TS active site to the DHFR active site. The results of Brownian dynamics simulations and Smoluchowski continuum modeling suggest that compared to Leishmania major DHFR-TS, P. falciparum DHFR-TS has a lower but significant electrostatic-mediated channeling efficiency (?15-25%) at physiological pH (7.0) and ionic strength (150 mM). We also find that removing the electric charges from key basic residues located between the DHFR and TS active sites significantly reduces the channeling efficiency of P. falciparum DHFR-TS. Although several protozoan DHFR-TS enzymes are known to have similar tertiary and quaternary structure, subtle differences in structure, active-site geometry, and charge distribution appear to influence both electrostatic-mediated and proximity-based substrate channeling.

  2. Brownian dynamics simulations of a flexible polymer chain which includes continuous resistance and multibody hydrodynamic interactions

    NASA Astrophysics Data System (ADS)

    Butler, Jason E.; Shaqfeh, Eric S. G.

    2005-01-01

    Using methods adapted from the simulation of suspension dynamics, we have developed a Brownian dynamics algorithm with multibody hydrodynamic interactions for simulating the dynamics of polymer molecules. The polymer molecule is modeled as a chain composed of a series of inextensible, rigid rods with constraints at each joint to ensure continuity of the chain. The linear and rotational velocities of each segment of the polymer chain are described by the slender-body theory of Batchelor [J. Fluid Mech. 44, 419 (1970)]. To include hydrodynamic interactions between the segments of the chain, the line distribution of forces on each segment is approximated by making a Legendre polynomial expansion of the disturbance velocity on the segment, where the first two terms of the expansion are retained in the calculation. Thus, the resulting linear force distribution is specified by a center of mass force, couple, and stresslet on each segment. This method for calculating the hydrodynamic interactions has been successfully used to simulate the dynamics of noncolloidal suspensions of rigid fibers [O. G. Harlen, R. R. Sundararajakumar, and D. L. Koch, J. Fluid Mech. 388, 355 (1999); J. E. Butler and E. S. G. Shaqfeh, J. Fluid Mech. 468, 204 (2002)]. The longest relaxation time and center of mass diffusivity are among the quantities calculated with the simulation technique. Comparisons are made for different levels of approximation of the hydrodynamic interactions, including multibody interactions, two-body interactions, and the "freely draining" case with no interactions. For the short polymer chains studied in this paper, the results indicate a difference in the apparent scaling of diffusivity with polymer length for the multibody versus two-body level of approximation for the hydrodynamic interactions.

  3. Brownian dynamics simulations of a flexible polymer chain which includes continuous resistance and multibody hydrodynamic interactions.

    PubMed

    Butler, Jason E; Shaqfeh, Eric S G

    2005-01-01

    Using methods adapted from the simulation of suspension dynamics, we have developed a Brownian dynamics algorithm with multibody hydrodynamic interactions for simulating the dynamics of polymer molecules. The polymer molecule is modeled as a chain composed of a series of inextensible, rigid rods with constraints at each joint to ensure continuity of the chain. The linear and rotational velocities of each segment of the polymer chain are described by the slender-body theory of Batchelor [J. Fluid Mech. 44, 419 (1970)]. To include hydrodynamic interactions between the segments of the chain, the line distribution of forces on each segment is approximated by making a Legendre polynomial expansion of the disturbance velocity on the segment, where the first two terms of the expansion are retained in the calculation. Thus, the resulting linear force distribution is specified by a center of mass force, couple, and stresslet on each segment. This method for calculating the hydrodynamic interactions has been successfully used to simulate the dynamics of noncolloidal suspensions of rigid fibers [O. G. Harlen, R. R. Sundararajakumar, and D. L. Koch, J. Fluid Mech. 388, 355 (1999); J. E. Butler and E. S. G. Shaqfeh, J. Fluid Mech. 468, 204 (2002)]. The longest relaxation time and center of mass diffusivity are among the quantities calculated with the simulation technique. Comparisons are made for different levels of approximation of the hydrodynamic interactions, including multibody interactions, two-body interactions, and the "freely draining" case with no interactions. For the short polymer chains studied in this paper, the results indicate a difference in the apparent scaling of diffusivity with polymer length for the multibody versus two-body level of approximation for the hydrodynamic interactions. (c) 2005 American Institute of Physics.

  4. 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.

  5. A bound particle coupled to two thermostats

    NASA Astrophysics Data System (ADS)

    Fogedby, Hans C.; Imparato, Alberto

    2011-05-01

    We consider a harmonically bound Brownian particle coupled to two distinct heat reservoirs at different temperatures. We show that the presence of a harmonic trap does not change the large deviation function from the case of a free Brownian particle discussed by Derrida and Brunet and Visco. Likewise, the Gallavotti-Cohen fluctuation theorem related to the entropy production at the heat sources remains in force. We support the analytical results with numerical simulations.

  6. The underdamped Brownian duet and stochastic linear irreversible thermodynamics

    NASA Astrophysics Data System (ADS)

    Proesmans, Karel; Van den Broeck, Christian

    2017-10-01

    Building on our earlier work [Proesmans et al., Phys. Rev. X 6, 041010 (2016)], we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the theory of stochastic thermodynamics are illustrated with explicit analytic calculations and corresponding Langevin simulations. In particular, we discuss the Onsager-Casimir symmetry, the trade-off relations between power, efficiency and dissipation, and stochastic efficiency.

  7. Predicting protein interactions by Brownian dynamics simulations.

    PubMed

    Meng, Xuan-Yu; Xu, Yu; Zhang, Hong-Xing; Mezei, Mihaly; Cui, Meng

    2012-01-01

    We present a newly adapted Brownian-Dynamics (BD)-based protein docking method for predicting native protein complexes. The approach includes global BD conformational sampling, compact complex selection, and local energy minimization. In order to reduce the computational costs for energy evaluations, a shell-based grid force field was developed to represent the receptor protein and solvation effects. The performance of this BD protein docking approach has been evaluated on a test set of 24 crystal protein complexes. Reproduction of experimental structures in the test set indicates the adequate conformational sampling and accurate scoring of this BD protein docking approach. Furthermore, we have developed an approach to account for the flexibility of proteins, which has been successfully applied to reproduce the experimental complex structure from the structure of two unbounded proteins. These results indicate that this adapted BD protein docking approach can be useful for the prediction of protein-protein interactions.

  8. Elastic moduli of a Brownian colloidal glass former

    NASA Astrophysics Data System (ADS)

    Fritschi, S.; Fuchs, M.

    2018-01-01

    The static, dynamic and flow-dependent shear moduli of a binary mixture of Brownian hard disks are studied by an event-driven molecular dynamics simulation. Thereby, the emergence of rigidity close to the glass transition encoded in the static shear modulus G_∞ is accessed by three methods. Results from shear stress auto-correlation functions, elastic dispersion relations, and the elastic response to strain deformations upon the start-up of shear flow are compared. This enables one to sample the time-dependent shear modulus G(t) consistently over several decades in time. By that a very precise specification of the glass transition point and of G_∞ is feasible. Predictions by mode coupling theory of a finite shear modulus at the glass transition, of α-scaling in fluid states close to the transition, and of shear induced decay in yielding glass states are tested and broadly verified.

  9. 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.

  10. Mesoscopic-microscopic spatial stochastic simulation with automatic system partitioning.

    PubMed

    Hellander, Stefan; Hellander, Andreas; Petzold, Linda

    2017-12-21

    The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian dynamics or Green's function reaction dynamics, the RDME can be orders of magnitude faster if the lattice spacing can be chosen coarse enough. However, strongly diffusion-controlled reactions mandate a very fine mesh resolution for acceptable accuracy. It is common that reactions in the same model differ in their degree of diffusion control and therefore require different degrees of mesh resolution. This renders mesoscopic simulation inefficient for systems with multiscale properties. Mesoscopic-microscopic hybrid methods address this problem by resolving the most challenging reactions with a microscale, off-lattice simulation. However, all methods to date require manual partitioning of a system, effectively limiting their usefulness as "black-box" simulation codes. In this paper, we propose a hybrid simulation algorithm with automatic system partitioning based on indirect a priori error estimates. We demonstrate the accuracy and efficiency of the method on models of diffusion-controlled networks in 3D.

  11. Design of a rapid magnetic microfluidic mixer

    NASA Astrophysics Data System (ADS)

    Ballard, Matthew; Owen, Drew; Mills, Zachary Grant; Hanasoge, Srinivas; Hesketh, Peter; Alexeev, Alexander

    2015-11-01

    Using three-dimensional simulations and experiments, we demonstrate rapid mixing of fluid streams in a microchannel using orbiting magnetic microbeads. We use a lattice Boltzmann model coupled to a Brownian dynamics model to perform numerical simulations that study in depth the effect of system parameters such as channel configuration and fluid and bead velocities. We use our findings to aid the design of an experimental micromixer. Using this experimental device, we demonstrate rapid microfluidic mixing over a compact channel length, and validate our numerical simulation results. Finally, we use numerical simulations to study the physical mechanisms leading to microfluidic mixing in our system. Our findings demonstrate a promising method of rapid microfluidic mixing over a short distance, with applications in lab-on-a-chip sample testing.

  12. Microsecond Simulations of DNA and Ion Transport in Nanopores with Novel Ion-Ion and Ion-Nucleotides Effective Potentials

    PubMed Central

    De Biase, Pablo M.; Markosyan, Suren; Noskov, Sergei

    2014-01-01

    We developed a novel scheme based on the Grand-Canonical Monte-Carlo/Brownian Dynamics (GCMC/BD) simulations and have extended it to studies of ion currents across three nanopores with the potential for ssDNA sequencing: solid-state nanopore Si3N4, α-hemolysin, and E111N/M113Y/K147N mutant. To describe nucleotide-specific ion dynamics compatible with ssDNA coarse-grained model, we used the Inverse Monte-Carlo protocol, which maps the relevant ion-nucleotide distribution functions from an all-atom MD simulations. Combined with the previously developed simulation platform for Brownian Dynamic (BD) simulations of ion transport, it allows for microsecond- and millisecond-long simulations of ssDNA dynamics in nanopore with a conductance computation accuracy that equals or exceeds that of all-atom MD simulations. In spite of the simplifications, the protocol produces results that agree with the results of previous studies on ion conductance across open channels and provide direct correlations with experimentally measured blockade currents and ion conductances that have been estimated from all-atom MD simulations. PMID:24738152

  13. 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.

  14. Velocity Gradient Power Functional for Brownian Dynamics.

    PubMed

    de Las Heras, Daniel; Schmidt, Matthias

    2018-01-12

    We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.

  15. Velocity Gradient Power Functional for Brownian Dynamics

    NASA Astrophysics Data System (ADS)

    de las Heras, Daniel; Schmidt, Matthias

    2018-01-01

    We present an explicit and simple approximation for the superadiabatic excess (over ideal gas) free power functional, admitting the study of the nonequilibrium dynamics of overdamped Brownian many-body systems. The functional depends on the local velocity gradient and is systematically obtained from treating the microscopic stress distribution as a conjugate field. The resulting superadiabatic forces are beyond dynamical density functional theory and are of a viscous nature. Their high accuracy is demonstrated by comparison to simulation results.

  16. 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.

  17. 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.

  18. The tug-of-war behavior of a Brownian particle in an asymmetric double optical trap with stochastic fluctuations

    NASA Astrophysics Data System (ADS)

    Long, Fei; Zhu, Jia-Pei

    2018-07-01

    A Brownian particle optically trapped in an asymmetric double potential surrounded by a thermal bath was simulated. Under the cooperative action of the resultant deterministic optical force and the stochastic fluctuations of the thermal bath, the confined particle undergoes Kramers transition, and oscillates between the two traps with a probability of trap occupancy that is asymmetrically distributed about the midpoint. The simulation results obtained at different temperatures indicate that the oscillation behavior of the particle can be treated as the result of a tug-of-war game played between the resultant deterministic force and the random force. We also employ a bistable model to explain the observed phenomena.

  19. 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.

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

    PubMed Central

    Zhou, H X; Szabo, A

    1996-01-01

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

  1. Brownian dynamics simulations on a hypersphere in 4-space

    NASA Astrophysics Data System (ADS)

    Nissfolk, Jarl; Ekholm, Tobias; Elvingson, Christer

    2003-10-01

    We describe an algorithm for performing Brownian dynamics simulations of particles diffusing on S3, a hypersphere in four dimensions. The system is chosen due to recent interest in doing computer simulations in a closed space where periodic boundary conditions can be avoided. We specifically address the question how to generate a random walk on the 3-sphere, starting from the solution of the corresponding diffusion equation, and we also discuss an efficient implementation based on controlled approximations. Since S3 is a closed manifold (space), the average square displacement during a random walk is no longer proportional to the elapsed time, as in R3. Instead, its time rate of change is continuously decreasing, and approaches zero as time becomes large. We show, however, that the effective diffusion coefficient can still be obtained from the time dependence of the square displacement.

  2. Physics Notes.

    ERIC Educational Resources Information Center

    School Science Review, 1983

    1983-01-01

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

  3. 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.

  4. 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.

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

    PubMed

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

    2012-04-28

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

  6. 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.

  7. 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

  8. Numerical Simulation of Natural Convection of a Nanofluid in an Inclined Heated Enclosure Using Two-Phase Lattice Boltzmann Method: Accurate Effects of Thermophoresis and Brownian Forces.

    PubMed

    Ahmed, Mahmoud; Eslamian, Morteza

    2015-12-01

    Laminar natural convection in differentially heated (β = 0°, where β is the inclination angle), inclined (β = 30° and 60°), and bottom-heated (β = 90°) square enclosures filled with a nanofluid is investigated, using a two-phase lattice Boltzmann simulation approach. The effects of the inclination angle on Nu number and convection heat transfer coefficient are studied. The effects of thermophoresis and Brownian forces which create a relative drift or slip velocity between the particles and the base fluid are included in the simulation. The effect of thermophoresis is considered using an accurate and quantitative formula proposed by the authors. Some of the existing results on natural convection are erroneous due to using wrong thermophoresis models or simply ignoring the effect. Here we show that thermophoresis has a considerable effect on heat transfer augmentation in laminar natural convection. Our non-homogenous modeling approach shows that heat transfer in nanofluids is a function of the inclination angle and Ra number. It also reveals some details of flow behavior which cannot be captured by single-phase models. The minimum heat transfer rate is associated with β = 90° (bottom-heated) and the maximum heat transfer rate occurs in an inclination angle which varies with the Ra number.

  9. From Lévy to Brownian: a computational model based on biological fluctuation.

    PubMed

    Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi

    2011-02-03

    Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

  10. Density profiles of granular gases studied by molecular dynamics and Brownian bridges

    NASA Astrophysics Data System (ADS)

    Peñuñuri, F.; Montoya, J. A.; Carvente, O.

    2018-02-01

    Despite the inherent frictional forces and dissipative collisions, confined granular matter can be regarded as a system in a stationary state if we inject energy continuously. Under these conditions, both the density and the granular temperature are, in general, non-monotonic variables along the height of the container. In consequence, an analytical description of a granular system is hard to conceive. Here, by using molecular dynamics simulations, we measure the packing fraction profiles for a vertically vibrating three-dimensional granular system in several gaseous-like stationary states. We show that by using the Brownian bridge concept, the determined packing fraction profiles can be reproduced accurately and give a complete description of the distribution of the particles inside the simulation box.

  11. 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.

  12. 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.

  13. 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.

  14. Equivalence of Brownian dynamics and dynamic Monte Carlo simulations in multicomponent colloidal suspensions.

    PubMed

    Cuetos, Alejandro; Patti, Alessandro

    2015-08-01

    We propose a simple but powerful theoretical framework to quantitatively compare Brownian dynamics (BD) and dynamic Monte Carlo (DMC) simulations of multicomponent colloidal suspensions. By extending our previous study focusing on monodisperse systems of rodlike colloids, here we generalize the formalism described there to multicomponent colloidal mixtures and validate it by investigating the dynamics in isotropic and liquid crystalline phases containing spherical and rodlike particles. In order to investigate the dynamics of multicomponent colloidal systems by DMC simulations, it is key to determine the elementary time step of each species and establish a unique timescale. This is crucial to consistently study the dynamics of colloidal particles with different geometry. By analyzing the mean-square displacement, the orientation autocorrelation functions, and the self part of the van Hove correlation functions, we show that DMC simulation is a very convenient and reliable technique to describe the stochastic dynamics of any multicomponent colloidal system. Our theoretical formalism can be easily extended to any colloidal system containing size and/or shape polydisperse particles.

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

    PubMed

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

    2014-01-01

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

  16. 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.

  17. On-chip Brownian relaxation measurements of magnetic nanobeads in the time domain

    NASA Astrophysics Data System (ADS)

    Østerberg, Frederik Westergaard; Rizzi, Giovanni; Hansen, Mikkel Fougt

    2013-06-01

    We present and demonstrate a new method for on-chip Brownian relaxation measurements on magnetic nanobeads in the time domain using magnetoresistive sensors. The beads are being magnetized by the sensor self-field arising from the bias current passed through the sensors and thus no external magnetic fields are needed. First, the method is demonstrated on Brownian relaxation measurements of beads with nominal sizes of 40, 80, 130, and 250 nm. The results are found to compare well to those obtained by an already established measurement technique in the frequency domain. Next, we demonstrate the time and frequency domain methods on Brownian relaxation detection of clustering of streptavidin coated magnetic beads in the presence of different concentrations of biotin-conjugated bovine serum albumin and obtain comparable results. In the time domain, a measurement is carried out in less than 30 s, which is about six times faster than in the frequency domain. This substantial reduction of the measurement time allows for continuous monitoring of the bead dynamics vs. time and opens for time-resolved studies, e.g., of binding kinetics.

  18. 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.

  19. Binary data corruption due to a Brownian agent

    NASA Astrophysics Data System (ADS)

    Newman, T. J.; Triampo, Wannapong

    1999-05-01

    We introduce a model of binary data corruption induced by a Brownian agent (active random walker) on a d-dimensional lattice. A continuum formulation allows the exact calculation of several quantities related to the density of corrupted bits ρ, for example, the mean of ρ and the density-density correlation function. Excellent agreement is found with the results from numerical simulations. We also calculate the probability distribution of ρ in d=1, which is found to be log normal, indicating that the system is governed by extreme fluctuations.

  20. 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.

  1. Simulations of shear-thinning frictional non-Brownian suspensions

    NASA Astrophysics Data System (ADS)

    Lemaire, Elisabeth; Lobry, Laurent; Blanc, Frederic; Peters, Francois; RSC Team

    2017-11-01

    Most non-Brownian suspensions exhibit non-Newtonian behaviours such as anisotropic normal stresses, shear-thickening or shear-thinning. The later is still largely an open question. Acrivos wet al. (JoR 1994) proposed that particle resuspension is responsible for the apparent shear-thinning behavior in a cylindrical Couette rheometer. Another explanation has been suggested by Vasquez-Quesada et al. (PRL 2017), who noticed that some polymeric suspending liquids themselves are shear-thinning for the high shear-rate values involved in the narrow gaps between particles. Here we propose that the shear-thinning behaviour is directly connected to the solid contact between particles that has been shown to play a crucial role in the rheological behaviour of concentrated non-Brownian suspensions. In particular, it has been recently shown that frictional contact between particles greatly enhances the viscosity. Even though the friction coefficient between macroscopic surfaces does not depend on the load, it may be not the case at the scale of the low load contact between particles in suspensions. Here, we present discrete numerical simulations where the friction coefficient decreases with the interparticle forces. The obtained shear-thinning behaviour is in good agreement with our experiments.

  2. Force-velocity relation for actin-polymerization-driven motility from Brownian dynamics simulations.

    PubMed

    Lee, Kun-Chun; Liu, Andrea J

    2009-09-02

    We report numerical simulation results for the force-velocity relation for actin-polymerization-driven motility. We use Brownian dynamics to solve a physically consistent formulation of the dendritic nucleation model with semiflexible filaments that self-assemble and push a disk. We find that at small loads, the disk speed is independent of load, whereas at high loads, the speed decreases and vanishes at a characteristic stall pressure. Our results demonstrate that at small loads, the velocity is controlled by the reaction rates, whereas at high loads the stall pressure is determined by the mechanical properties of the branched actin network. The behavior is consistent with experiments and with our recently proposed self-diffusiophoretic mechanism for actin-polymerization-driven motility. New in vitro experiments to measure the force-velocity relation are proposed.

  3. Analysis of Ligand-Receptor Association and Intermediate Transfer Rates in Multienzyme Nanostructures with All-Atom Brownian Dynamics Simulations.

    PubMed

    Roberts, Christopher C; Chang, Chia-En A

    2016-08-25

    We present the second-generation GeomBD Brownian dynamics software for determining interenzyme intermediate transfer rates and substrate association rates in biomolecular complexes. Substrate and intermediate association rates for a series of enzymes or biomolecules can be compared between the freely diffusing disorganized configuration and various colocalized or complexed arrangements for kinetic investigation of enhanced intermediate transfer. In addition, enzyme engineering techniques, such as synthetic protein conjugation, can be computationally modeled and analyzed to better understand changes in substrate association relative to native enzymes. Tools are provided to determine nonspecific ligand-receptor association residence times, and to visualize common sites of nonspecific association of substrates on receptor surfaces. To demonstrate features of the software, interenzyme intermediate substrate transfer rate constants are calculated and compared for all-atom models of DNA origami scaffold-bound bienzyme systems of glucose oxidase and horseradish peroxidase. Also, a DNA conjugated horseradish peroxidase enzyme was analyzed for its propensity to increase substrate association rates and substrate local residence times relative to the unmodified enzyme. We also demonstrate the rapid determination and visualization of common sites of nonspecific ligand-receptor association by using HIV-1 protease and an inhibitor, XK263. GeomBD2 accelerates simulations by precomputing van der Waals potential energy grids and electrostatic potential grid maps, and has a flexible and extensible support for all-atom and coarse-grained force fields. Simulation software is written in C++ and utilizes modern parallelization techniques for potential grid preparation and Brownian dynamics simulation processes. Analysis scripts, written in the Python scripting language, are provided for quantitative simulation analysis. GeomBD2 is applicable to the fields of biophysics, bioengineering, and enzymology in both predictive and explanatory roles.

  4. Applications of Density Functional Theory in Soft Condensed Matter

    NASA Astrophysics Data System (ADS)

    Löwen, Hartmut

    Applications of classical density functional theory (DFT) to soft matter systems like colloids, liquid crystals and polymer solutions are discussed with a focus on the freezing transition and on nonequilibrium Brownian dynamics. First, after a brief reminder of equilibrium density functional theory, DFT is applied to the freezing transition of liquids into crystalline lattices. In particular, spherical particles with radially symmetric pair potentials will be treated (like hard spheres, the classical one-component plasma or Gaussian-core particles). Second, the DFT will be generalized towards Brownian dynamics in order to tackle nonequilibrium problems. After a general introduction to Brownian dynamics using the complementary Smoluchowski and Langevin pictures appropriate for the dynamics of colloidal suspensions, the dynamical density functional theory (DDFT) will be derived from the Smoluchowski equation. This will be done first for spherical particles (e.g. hard spheres or Gaussian-cores) without hydrodynamic interactions. Then we show how to incorporate hydrodynamic interactions between the colloidal particles into the DDFT framework and compare to Brownian dynamics computer simulations. Third orientational degrees of freedom (rod-like particles) will be considered as well. In the latter case, the stability of intermediate liquid crystalline phases (isotropic, nematic, smectic-A, plastic crystals etc) can be predicted. Finally, the corresponding dynamical extension of density functional theory towards orientational degrees of freedom is proposed and the collective behaviour of "active" (self-propelled) Brownian particles is briefly discussed.

  5. From Lévy to Brownian: A Computational Model Based on Biological Fluctuation

    PubMed Central

    Nurzaman, Surya G.; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi

    2011-01-01

    Background Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. Methodology/Principal Findings We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Conclusions/Significance Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior. PMID:21304911

  6. Computationally efficient algorithms for Brownian dynamics simulation of long flexible macromolecules modeled as bead-rod chains

    NASA Astrophysics Data System (ADS)

    Moghani, Mahdy Malekzadeh; Khomami, Bamin

    2017-02-01

    The computational efficiency of Brownian dynamics (BD) simulation of the constrained model of a polymeric chain (bead-rod) with n beads and in the presence of hydrodynamic interaction (HI) is reduced to the order of n2 via an efficient algorithm which utilizes the conjugate-gradient (CG) method within a Picard iteration scheme. Moreover, the utility of the Barnes and Hut (BH) multipole method in BD simulation of polymeric solutions in the presence of HI, with regard to computational cost, scaling, and accuracy, is discussed. Overall, it is determined that this approach leads to a scaling of O (n1.2) . Furthermore, a stress algorithm is developed which accurately captures the transient stress growth in the startup of flow for the bead-rod model with HI and excluded volume (EV) interaction. Rheological properties of the chains up to n =350 in the presence of EV and HI are computed via the former algorithm. The result depicts qualitative differences in shear thinning behavior of the polymeric solutions in the intermediate values of the Weissenburg number (10

  7. A dynamic Brownian bridge movement model to estimate utilization distributions for heterogeneous animal movement.

    PubMed

    Kranstauber, Bart; Kays, Roland; Lapoint, Scott D; Wikelski, Martin; Safi, Kamran

    2012-07-01

    1. The recently developed Brownian bridge movement model (BBMM) has advantages over traditional methods because it quantifies the utilization distribution of an animal based on its movement path rather than individual points and accounts for temporal autocorrelation and high data volumes. However, the BBMM assumes unrealistic homogeneous movement behaviour across all data. 2. Accurate quantification of the utilization distribution is important for identifying the way animals use the landscape. 3. We improve the BBMM by allowing for changes in behaviour, using likelihood statistics to determine change points along the animal's movement path. 4. This novel extension, outperforms the current BBMM as indicated by simulations and examples of a territorial mammal and a migratory bird. The unique ability of our model to work with tracks that are not sampled regularly is especially important for GPS tags that have frequent failed fixes or dynamic sampling schedules. Moreover, our model extension provides a useful one-dimensional measure of behavioural change along animal tracks. 5. This new method provides a more accurate utilization distribution that better describes the space use of realistic, behaviourally heterogeneous tracks. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

  8. 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.

  9. Long Range Debye-Hückel Correction for Computation of Grid-based Electrostatic Forces Between Biomacromolecules

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

    Mereghetti, Paolo; Martinez, M.; Wade, Rebecca C.

    Brownian dynamics (BD) simulations can be used to study very large molecular systems, such as models of the intracellular environment, using atomic-detail structures. Such simulations require strategies to contain the computational costs, especially for the computation of interaction forces and energies. A common approach is to compute interaction forces between macromolecules by precomputing their interaction potentials on three-dimensional discretized grids. For long-range interactions, such as electrostatics, grid-based methods are subject to finite size errors. We describe here the implementation of a Debye-Hückel correction to the grid-based electrostatic potential used in the SDA BD simulation software that was applied to simulatemore » solutions of bovine serum albumin and of hen egg white lysozyme.« less

  10. 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.

  11. Brownian dynamics of sterically-stabilized colloidal suspensions

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

    TeGrotenhuis, W.E.; Radke, C.J.; Denn, M.M.

    1994-02-01

    One application where microstructure plays a critical role is in the production of specialty ceramics, where colloidal suspensions act as precursors; here the microstructure influences the structural, thermal, optical and electrical properties of the ceramic products. Using Brownian dynamics, equilibrium and dynamic properties are calculated for colloidal suspensions that are stabilized through the Milner, Witten and Cates (1988) steric potential. Results are reported for osmotic pressures, radial distributions functions, static structure factors, and self-diffusion coefficients. The sterically-stabilized systems are also approximated by equivalent hard spheres, with good agreement for osmotic pressure and long-range structure. The suitability of the potential tomore » model the behavior of a real system is explored by comparing static structure factors calculated from Brownian dynamics simulations to those measured using SANS. Finally, the effects of Hamaker and hydrodynamic forces on calculated properties are investigated.« less

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

    NASA Astrophysics Data System (ADS)

    Cheang, U. Kei; Kim, Min Jun

    2015-03-01

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

  13. Simulations of magnetic nanoparticle Brownian motion

    PubMed Central

    Reeves, Daniel B.; Weaver, John B.

    2012-01-01

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

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. Numerical Simulation of the Perrin-Like Experiments

    ERIC Educational Resources Information Center

    Mazur, Zygmunt; Grech, Dariusz

    2008-01-01

    A simple model of the random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be solved analytically and simulated numerically. The analytic solution gives the known Einstein-Smoluchowski diffusion law r[superscript 2] = 2Dt, where the diffusion constant D is expressed by the mass and geometry of a…

  19. Active Curved Polymers Form Vortex Patterns on Membranes.

    PubMed

    Denk, Jonas; Huber, Lorenz; Reithmann, Emanuel; Frey, Erwin

    2016-04-29

    Recent in vitro experiments with FtsZ polymers show self-organization into different dynamic patterns, including structures reminiscent of the bacterial Z ring. We model FtsZ polymers as active particles moving along chiral, circular paths by Brownian dynamics simulations and a Boltzmann approach. Our two conceptually different methods point to a generic phase behavior. At intermediate particle densities, we find self-organization into vortex structures including closed rings. Moreover, we show that the dynamics at the onset of pattern formation is described by a generalized complex Ginzburg-Landau equation.

  20. Effective diffusion of confined active Brownian swimmers

    NASA Astrophysics Data System (ADS)

    Sandoval, Mario; Dagdug, Leonardo

    2014-11-01

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

  1. A Brownian dynamics program for the simulation of linear and circular DNA and other wormlike chain polyelectrolytes.

    PubMed Central

    Klenin, K; Merlitz, H; Langowski, J

    1998-01-01

    For the interpretation of solution structural and dynamic data of linear and circular DNA molecules in the kb range, and for the prediction of the effect of local structural changes on the global conformation of such DNAs, we have developed an efficient and easy way to set up a program based on a second-order explicit Brownian dynamics algorithm. The DNA is modeled by a chain of rigid segments interacting through harmonic spring potentials for bending, torsion, and stretching. The electrostatics are handled using precalculated energy tables for the interactions between DNA segments as a function of relative orientation and distance. Hydrodynamic interactions are treated using the Rotne-Prager tensor. While maintaining acceptable precision, the simulation can be accelerated by recalculating this tensor only once in a certain number of steps. PMID:9533691

  2. Simulation of Molecular Transport in Systems Containing Mobile Obstacles.

    PubMed

    Polanowski, Piotr; Sikorski, Andrzej

    2016-08-04

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

  3. 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.

  4. 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

  5. Simulation of miniature endplate potentials in neuromuscular junctions by using a cellular automaton

    NASA Astrophysics Data System (ADS)

    Avella, Oscar Javier; Muñoz, José Daniel; Fayad, Ramón

    2008-01-01

    Miniature endplate potentials are recorded in the neuromuscular junction when the acetylcholine contents of one or a few synaptic vesicles are spontaneously released into the synaptic cleft. Since their discovery by Fatt and Katz in 1952, they have been among the paradigms in neuroscience. Those potentials are usually simulated by means of numerical approaches, such as Brownian dynamics, finite differences and finite element methods. Hereby we propose that diffusion cellular automata can be a useful alternative for investigating them. To illustrate this point, we simulate a miniature endplate potential by using experimental parameters. Our model reproduces the potential shape, amplitude and time course. Since our automaton is able to track the history and interactions of each single particle, it is very easy to introduce non-linear effects with little computational effort. This makes cellular automata excellent candidates for simulating biological reaction-diffusion processes, where no other external forces are involved.

  6. Effect of molecular topology on the transport properties of dendrimers in dilute solution at Θ temperature: A Brownian dynamics study

    NASA Astrophysics Data System (ADS)

    Bosko, Jaroslaw T.; Ravi Prakash, J.

    2008-01-01

    Structure and transport properties of dendrimers in dilute solution are studied with the aid of Brownian dynamics simulations. To investigate the effect of molecular topology on the properties, linear chain, star, and dendrimer molecules of comparable molecular weights are studied. A bead-spring chain model with finitely extensible springs and fluctuating hydrodynamic interactions is used to represent polymer molecules under Θ conditions. Structural properties as well as the diffusivity and zero-shear-rate intrinsic viscosity of polymers with varied degrees of branching are analyzed. Results for the free-draining case are compared to and found in very good agreement with the Rouse model predictions. Translational diffusivity is evaluated and the difference between the short-time and long-time behavior due to dynamic correlations is observed. Incorporation of hydrodynamic interactions is found to be sufficient to reproduce the maximum in the intrinsic viscosity versus molecular weight observed experimentally for dendrimers. Results of the nonequilibrium Brownian dynamics simulations of dendrimers and linear chain polymers subjected to a planar shear flow in a wide range of strain rates are also reported. The flow-induced molecular deformation of molecules is found to decrease hydrodynamic interactions and lead to the appearance of shear thickening. Further, branching is found to suppress flow-induced molecular alignment and deformation.

  7. Multi-Conformation Monte Carlo: A Method for Introducing Flexibility in Efficient Simulations of Many-Protein Systems.

    PubMed

    Prytkova, Vera; Heyden, Matthias; Khago, Domarin; Freites, J Alfredo; Butts, Carter T; Martin, Rachel W; Tobias, Douglas J

    2016-08-25

    We present a novel multi-conformation Monte Carlo simulation method that enables the modeling of protein-protein interactions and aggregation in crowded protein solutions. This approach is relevant to a molecular-scale description of realistic biological environments, including the cytoplasm and the extracellular matrix, which are characterized by high concentrations of biomolecular solutes (e.g., 300-400 mg/mL for proteins and nucleic acids in the cytoplasm of Escherichia coli). Simulation of such environments necessitates the inclusion of a large number of protein molecules. Therefore, computationally inexpensive methods, such as rigid-body Brownian dynamics (BD) or Monte Carlo simulations, can be particularly useful. However, as we demonstrate herein, the rigid-body representation typically employed in simulations of many-protein systems gives rise to certain artifacts in protein-protein interactions. Our approach allows us to incorporate molecular flexibility in Monte Carlo simulations at low computational cost, thereby eliminating ambiguities arising from structure selection in rigid-body simulations. We benchmark and validate the methodology using simulations of hen egg white lysozyme in solution, a well-studied system for which extensive experimental data, including osmotic second virial coefficients, small-angle scattering structure factors, and multiple structures determined by X-ray and neutron crystallography and solution NMR, as well as rigid-body BD simulation results, are available for comparison.

  8. 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.

  9. Free-energy landscape of glycerol permeation through aquaglyceroporin GlpF determined from steered molecular dynamics simulations.

    PubMed

    Chen, L Y

    2010-10-01

    The free-energy landscape of glycerol permeation through the aquaglyceroporin GlpF has been estimated in the literature by the nonequilibrium method of steered molecular dynamics (SMD) simulations and by the equilibrium method of adaptive biasing force (ABF) simulations. However, the ABF results qualitatively disagree with the SMD results that were based on the Jarzynski equality (JE) relating the equilibrium free-energy difference to the nonequilibrium work of the irreversible pulling experiments. In this paper, I present a new SMD study of the glycerol permeation through GlpF to explore the free-energy profile of glycerol along the permeation channel. Instead of the JE in terms of thermodynamic work, I use the fluctuation-dissipation theorem (FDT) of Brownian dynamics (BD), in terms of mechanical work, for extracting the free-energy difference from the nonequilibrium work of irreversible pulling experiments. The results of this new SMD-BD-FDT study are in agreement with the experimental data and with the ABF results. 2010 Elsevier B.V. All rights reserved.

  10. Vesicle solubilization by bile salts: comparison of macroscopic theory and simulation.

    PubMed

    Haustein, M; Wahab, M; Mögel, H-J; Schiller, P

    2015-04-14

    Lipid metabolism is accompanied by the solubilization of lipid bilayer membranes by bile salts. We use Brownian dynamics simulations to study the solubilization of model membranes and vesicles by sodium cholate. The solubilization pathways of small and large vesicles are found to be different. Both results for small and large vesicles can be compared with predictions of a macroscopic theoretical description. The line tension of bilayer edges is an important parameter in the solubilization process. We propose a simple method to determine the line tension by analyzing the shape fluctuations of planar membrane patches. Macroscopic mechanical models provide a reasonable explanation for processes observed when a spherical vesicle consisting of lipids and adsorbed bile salt molecules is transformed into mixed lipid-bile salt micelles.

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

    NASA Astrophysics Data System (ADS)

    Mitra, Asish

    2017-08-01

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

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

    NASA Astrophysics Data System (ADS)

    Patankar, Neelesh A.

    2012-11-01

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

  13. Non-equilibrium surface tension of the vapour-liquid interface of active Lennard-Jones particles

    NASA Astrophysics Data System (ADS)

    Paliwal, Siddharth; Prymidis, Vasileios; Filion, Laura; Dijkstra, Marjolein

    2017-08-01

    We study a three-dimensional system of self-propelled Brownian particles interacting via the Lennard-Jones potential. Using Brownian dynamics simulations in an elongated simulation box, we investigate the steady states of vapour-liquid phase coexistence of active Lennard-Jones particles with planar interfaces. We measure the normal and tangential components of the pressure tensor along the direction perpendicular to the interface and verify mechanical equilibrium of the two coexisting phases. In addition, we determine the non-equilibrium interfacial tension by integrating the difference of the normal and tangential components of the pressure tensor and show that the surface tension as a function of strength of particle attractions is well fitted by simple power laws. Finally, we measure the interfacial stiffness using capillary wave theory and the equipartition theorem and find a simple linear relation between surface tension and interfacial stiffness with a proportionality constant characterized by an effective temperature.

  14. Fully Anisotropic Rotational Diffusion Tensor from Molecular Dynamics Simulations.

    PubMed

    Linke, Max; Köfinger, Jürgen; Hummer, Gerhard

    2018-05-31

    We present a method to calculate the fully anisotropic rotational diffusion tensor from molecular dynamics simulations. Our approach is based on fitting the time-dependent covariance matrix of the quaternions that describe the rigid-body rotational dynamics. Explicit analytical expressions have been derived for the covariances by Favro, which are valid irrespective of the degree of anisotropy. We use these expressions to determine an optimal rotational diffusion tensor from trajectory data. The molecular structures are aligned against a reference by optimal rigid-body superposition. The quaternion covariances can then be obtained directly from the rotation matrices used in the alignment. The rotational diffusion tensor is determined by a fit to the time-dependent quaternion covariances, or directly by Laplace transformation and matrix diagonalization. To quantify uncertainties in the fit, we derive analytical expressions and compare them with the results of Brownian dynamics simulations of anisotropic rotational diffusion. We apply the method to microsecond long trajectories of the Dickerson-Drew B-DNA dodecamer and of horse heart myoglobin. The anisotropic rotational diffusion tensors calculated from simulations agree well with predictions from hydrodynamics.

  15. 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.

  16. Continuum theory of phase separation kinetics for active Brownian particles.

    PubMed

    Stenhammar, Joakim; Tiribocchi, Adriano; Allen, Rosalind J; Marenduzzo, Davide; Cates, Michael E

    2013-10-04

    Active Brownian particles (ABPs), when subject to purely repulsive interactions, are known to undergo activity-induced phase separation broadly resembling an equilibrium (attraction-induced) gas-liquid coexistence. Here we present an accurate continuum theory for the dynamics of phase-separating ABPs, derived by direct coarse graining, capturing leading-order density gradient terms alongside an effective bulk free energy. Such gradient terms do not obey detailed balance; yet we find coarsening dynamics closely resembling that of equilibrium phase separation. Our continuum theory is numerically compared to large-scale direct simulations of ABPs and accurately accounts for domain growth kinetics, domain topologies, and coexistence densities.

  17. 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.

  18. 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.

  19. Effect of friction on the rheology of dense suspensions

    NASA Astrophysics Data System (ADS)

    Gallier, Stany; Lemaire, Elisabeth; Peters, François; Lobry, Laurent

    2014-11-01

    This work reports three-dimensional numerical simulations of sheared non-Brownian concentrated suspensions using a fictitious domain method. Contacts between particles are modeled using a DEM-like approach (Discrete Element Method), which allows for a more physical description, including roughness and friction. This study emphasizes the effect of friction between particles and its role on rheological properties, especially on normal stress differences. Friction is shown to notably increase viscosity and second normal stress difference | N2 | and decrease | N1 | , in better agreement with experiments. The hydrodynamic and contact contributions to the overall particle stress are particularly investigated and this shows that the effect of friction is mostly due to the additional contact stress since the hydrodynamic stress remains unaffected by friction. Simulation results are also compared with experiments and the agreement is improved when friction is accounted for: this suggests that friction is operative in actual suspensions.

  20. 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.

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

    PubMed

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

    2013-01-01

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

  2. Computer simulations of equilibrium magnetization and microstructure in magnetic fluids

    NASA Astrophysics Data System (ADS)

    Rosa, A. P.; Abade, G. C.; Cunha, F. R.

    2017-09-01

    In this work, Monte Carlo and Brownian Dynamics simulations are developed to compute the equilibrium magnetization of a magnetic fluid under action of a homogeneous applied magnetic field. The particles are free of inertia and modeled as hard spheres with the same diameters. Two different periodic boundary conditions are implemented: the minimum image method and Ewald summation technique by replicating a finite number of particles throughout the suspension volume. A comparison of the equilibrium magnetization resulting from the minimum image approach and Ewald sums is performed by using Monte Carlo simulations. The Monte Carlo simulations with minimum image and lattice sums are used to investigate suspension microstructure by computing the important radial pair-distribution function go(r), which measures the probability density of finding a second particle at a distance r from a reference particle. This function provides relevant information on structure formation and its anisotropy through the suspension. The numerical results of go(r) are compared with theoretical predictions based on quite a different approach in the absence of the field and dipole-dipole interactions. A very good quantitative agreement is found for a particle volume fraction of 0.15, providing a validation of the present simulations. In general, the investigated suspensions are dominated by structures like dimmer and trimmer chains with trimmers having probability to form an order of magnitude lower than dimmers. Using Monte Carlo with lattice sums, the density distribution function g2(r) is also examined. Whenever this function is different from zero, it indicates structure-anisotropy in the suspension. The dependence of the equilibrium magnetization on the applied field, the magnetic particle volume fraction, and the magnitude of the dipole-dipole magnetic interactions for both boundary conditions are explored in this work. Results show that at dilute regimes and with moderate dipole-dipole interactions, the standard method of minimum image is both accurate and computationally efficient. Otherwise, lattice sums of magnetic particle interactions are required to accelerate convergence of the equilibrium magnetization. The accuracy of the numerical code is also quantitatively verified by comparing the magnetization obtained from numerical results with asymptotic predictions of high order in the particle volume fraction, in the presence of dipole-dipole interactions. In addition, Brownian Dynamics simulations are used in order to examine magnetization relaxation of a ferrofluid and to calculate the magnetic relaxation time as a function of the magnetic particle interaction strength for a given particle volume fraction and a non-dimensional applied field. The simulations of magnetization relaxation have shown the existence of a critical value of the dipole-dipole interaction parameter. For strength of the interactions below the critical value at a given particle volume fraction, the magnetic relaxation time is close to the Brownian relaxation time and the suspension has no appreciable memory. On the other hand, for strength of dipole interactions beyond its critical value, the relaxation time increases exponentially with the strength of dipole-dipole interaction. Although we have considered equilibrium conditions, the obtained results have far-reaching implications for the analysis of magnetic suspensions under external flow.

  3. 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.

  4. Role of hydrodynamic interactions in dynamics of semi-flexible polyelectrolytes

    NASA Astrophysics Data System (ADS)

    Kekre, Rahul

    Experiments have shown that DNA molecules in capillary electrophoresis migrate across field lines if a pressure gradient is applied simultaneously. We suggest that this migration results from an electrically driven flow field around the polyelectrolyte, which generates additional contributions to the center-of-mass velocity if the overall polymer conformation is asymmetric. Numerical simulations and experiments have demonstrated that confined polymers migrate towards the center of the channel in response to both external forces and uniaxial flows. Yet, migration towards the walls has been observed with combinations of external force and flow. In this work, the kinetic theory for an elastic dumbbell developed by Ma and Graham [Phys. Fluids 17, 083103 (2005)] has been extended to account for the effects of an external body force. Further modifications account for counterion screening within a Debye-Huckel approximation for the specific case of applied electric field. The theory qualitatively reproduces results of both experiments for the migration of neutral polymers and polyelectrolytes. The favorable comparison supports the contention [Long et al., Phys. Rev. Lett. 76, 3858 (1996)] that the hydrodynamic interactions in polyelectrolytes decay algebraically, as 1/r 3, rather than exponentially. A coarse-grained polymer model, without explicit charges, is developed and integrated using Brownian-dynamics simulations in analogy with the kinetic theory. The novel feature of the simulations is the inclusion of hydrodynamic interactions induced by the electric field. This model quantitatively captures experimental observations [Zheng and Yeung, Anal. Chem. 75, 3675 (2003)] of DNA migration under combined electric and pressure-driven flow fields in absence of any adjusted parameters. In addition the model predicts dependence of electrophoretic velocity on the instantaneous length of the polyelectrolyte which has been verified by experiments of Lee et. al. [Electrophoresis 31, 2813 (2010)]. The model also predicts phenomenons that are yet to be verified experimentally. These include decrease in diffusivity and increase in radius of gyration of the polyelectrolyte in high electric fields due to internal dispersion. The resulting change in orientation distribution at high electric fields decreases the extent of migration. Preliminary results from microfluidic experiments are presented in this dissertation demonstrating the saturation of migration. This dissertation also includes comparison of results from lattice-Boltzmann and Brownian dynamics simulations of a linear bead-spring model of DNA for two cases; infinite dilution and confinement. We have systematically varied the parameters that may affect the accuracy of the lattice-Boltzmann simulations, including grid resolution, temperature, polymer mass, periodic boundary size and fluid viscosity. For the case of a single chain Lattice-Boltzmann results for the diffusion coefficient and Rouse mode relaxation times were within 1--2% from those obtained from Brownian-dynamics. Results from both methods are also compared for polymer migration in confined flows driven by a uniform shear or pressure gradient. Center-of-mass distribution obtained from Lattice-Boltzmann simulations agrees quantitatively with Brownian-dynamics results, contradicting previously published results. The mobility matrix for a confined polymer was derived by applying Faxen's correction to the flow-field generated by a point force bounded by two parallel plates. This formulation of the mobility matrix is symmetric and positive-definite for all physically accessible configurations of the polymer.

  5. Assessment of the relative merits of a few methods to detect evolutionary trends.

    PubMed

    Laurin, Michel

    2010-12-01

    Some of the most basic questions about the history of life concern evolutionary trends. These include determining whether or not metazoans have become more complex over time, whether or not body size tends to increase over time (the Cope-Depéret rule), or whether or not brain size has increased over time in various taxa, such as mammals and birds. Despite the proliferation of studies on such topics, assessment of the reliability of results in this field is hampered by the variability of techniques used and the lack of statistical validation of these methods. To solve this problem, simulations are performed using a variety of evolutionary models (gradual Brownian motion, speciational Brownian motion, and Ornstein-Uhlenbeck), with or without a drift of variable amplitude, with variable variance of tips, and with bounds placed close or far from the starting values and final means of simulated characters. These are used to assess the relative merits (power, Type I error rate, bias, and mean absolute value of error on slope estimate) of several statistical methods that have recently been used to assess the presence of evolutionary trends in comparative data. Results show widely divergent performance of the methods. The simple, nonphylogenetic regression (SR) and variance partitioning using phylogenetic eigenvector regression (PVR) with a broken stick selection procedure have greatly inflated Type I error rate (0.123-0.180 at a 0.05 threshold), which invalidates their use in this context. However, they have the greatest power. Most variants of Felsenstein's independent contrasts (FIC; five of which are presented) have adequate Type I error rate, although two have a slightly inflated Type I error rate with at least one of the two reference trees (0.064-0.090 error rate at a 0.05 threshold). The power of all contrast-based methods is always much lower than that of SR and PVR, except under Brownian motion with a strong trend and distant bounds. Mean absolute value of error on slope of all FIC methods is slightly higher than that of phylogenetic generalized least squares (PGLS), SR, and PVR. PGLS performs well, with low Type I error rate, low error on regression coefficient, and power comparable with some FIC methods. Four variants of skewness analysis are examined, and a new method to assess significance of results is presented. However, all have consistently low power, except in rare combinations of trees, trend strength, and distance between final means and bounds. Globally, the results clearly show that FIC-based methods and PGLS are globally better than nonphylogenetic methods and variance partitioning with PVR. FIC methods and PGLS are sensitive to the model of evolution (and, hence, to branch length errors). Our results suggest that regressing raw character contrasts against raw geological age contrasts yields a good combination of power and Type I error rate. New software to facilitate batch analysis is presented.

  6. 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.

  7. Direct measurements of protein-stabilized gold nanoparticle interactions.

    PubMed

    Eichmann, Shannon L; Bevan, Michael A

    2010-09-21

    We report integrated video and total internal reflection microscopy measurements of protein stabilized 110 nm Au nanoparticles confined in 280 nm gaps in physiological media. Measured potential energy profiles display quantitative agreement with Brownian dynamic simulations that include hydrodynamic interactions and camera exposure time and noise effects. Our results demonstrate agreement between measured nonspecific van der Waals and adsorbed protein interactions with theoretical potentials. Confined, lateral nanoparticle diffusivity measurements also display excellent agreement with predictions. These findings provide a basis to interrogate specific biomacromolecular interactions in similar experimental configurations and to design future improved measurement methods.

  8. Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

    NASA Astrophysics Data System (ADS)

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

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

  9. Brownian dynamics simulations of insulin microspheres formation

    NASA Astrophysics Data System (ADS)

    Li, Wei; Chakrabarti, Amit; Gunton, James

    2010-03-01

    Recent experiments have indicated a novel, aqueous process of microsphere insulin fabrication based on controlled phase separation of protein from water-soluble polymers. We investigate the insulin microsphere crystal formation from insulin-PEG-water systems via 3D Brownian Dynamics simulations. We use the two component Asakura-Oosawa model to simulate the kinetics of this colloid polymer mixture. We first perform a deep quench below the liquid-crystal boundary that leads to fractal formation. We next heat the system to obtain a break-up of the fractal clusters and subsequently cool the system to obtain a spherical aggregation of droplets with a relatively narrow size distribution. We analyze the structure factor S(q) to identify the cluster dimension. S(q) crosses over from a power law q dependence of 1.8 (in agreement with DLCA) to 4 as q increases, which shows the evolution from fractal to spherical clusters. By studying the bond-order parameters, we find the phase transition from liquid-like droplets to crystals which exhibit local HCP and FCC order. This work is supported by grants from the NSF and Mathers Foundation.

  10. A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

    NASA Astrophysics Data System (ADS)

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

    2012-02-01

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

  11. DNA Packaging in Bacteriophage: Is Twist Important?

    PubMed Central

    Spakowitz, Andrew James; Wang, Zhen-Gang

    2005-01-01

    We study the packaging of DNA into a bacteriophage capsid using computer simulation, specifically focusing on the potential impact of twist on the final packaged conformation. We perform two dynamic simulations of packaging a polymer chain into a spherical confinement: one where the chain end is rotated as it is fed, and one where the chain is fed without end rotation. The final packaged conformation exhibits distinct differences in these two cases: the packaged conformation from feeding with rotation exhibits a spool-like character that is consistent with experimental and previous theoretical work, whereas feeding without rotation results in a folded conformation inconsistent with a spool conformation. The chain segment density shows a layered structure, which is more pronounced for packaging with rotation. However, in both cases, the conformation is marked by frequent jumps of the polymer chain from layer to layer, potentially influencing the ability to disentangle during subsequent ejection. Ejection simulations with and without Brownian forces show that Brownian forces are necessary to achieve complete ejection of the polymer chain in the absence of external forces. PMID:15805174

  12. DNA packaging in bacteriophage: is twist important?

    PubMed

    Spakowitz, Andrew James; Wang, Zhen-Gang

    2005-06-01

    We study the packaging of DNA into a bacteriophage capsid using computer simulation, specifically focusing on the potential impact of twist on the final packaged conformation. We perform two dynamic simulations of packaging a polymer chain into a spherical confinement: one where the chain end is rotated as it is fed, and one where the chain is fed without end rotation. The final packaged conformation exhibits distinct differences in these two cases: the packaged conformation from feeding with rotation exhibits a spool-like character that is consistent with experimental and previous theoretical work, whereas feeding without rotation results in a folded conformation inconsistent with a spool conformation. The chain segment density shows a layered structure, which is more pronounced for packaging with rotation. However, in both cases, the conformation is marked by frequent jumps of the polymer chain from layer to layer, potentially influencing the ability to disentangle during subsequent ejection. Ejection simulations with and without Brownian forces show that Brownian forces are necessary to achieve complete ejection of the polymer chain in the absence of external forces.

  13. Homology Model of the GABAA Receptor Examined Using Brownian Dynamics

    PubMed Central

    O'Mara, Megan; Cromer, Brett; Parker, Michael; Chung, Shin-Ho

    2005-01-01

    We have developed a homology model of the GABAA receptor, using the subunit combination of α1β2γ2, the most prevalent type in the mammalian brain. The model is produced in two parts: the membrane-embedded channel domain and the extracellular N-terminal domain. The pentameric transmembrane domain model is built by modeling each subunit by homology with the equivalent subunit of the heteropentameric acetylcholine receptor transmembrane domain. This segment is then joined with the extracellular domain built by homology with the acetylcholine binding protein. The all-atom model forms a wide extracellular vestibule that is connected to an oval chamber near the external surface of the membrane. A narrow, cylindrical transmembrane channel links the outer segment of the pore to a shallow intracellular vestibule. The physiological properties of the model so constructed are examined using electrostatic calculations and Brownian dynamics simulations. A deep energy well of ∼80 kT accommodates three Cl− ions in the narrow transmembrane channel and seven Cl− ions in the external vestibule. Inward permeation takes place when one of the ions queued in the external vestibule enters the narrow segment and ejects the innermost ion. The model, when incorporated into Brownian dynamics, reproduces key experimental features, such as the single-channel current-voltage-concentration profiles. Finally, we simulate the γ2 K289M epilepsy inducing mutation and examine Cl− ion permeation through the mutant receptor. PMID:15749776

  14. The van Hove distribution function for Brownian hard spheres: Dynamical test particle theory and computer simulations for bulk dynamics

    NASA Astrophysics Data System (ADS)

    Hopkins, Paul; Fortini, Andrea; Archer, Andrew J.; Schmidt, Matthias

    2010-12-01

    We describe a test particle approach based on dynamical density functional theory (DDFT) for studying the correlated time evolution of the particles that constitute a fluid. Our theory provides a means of calculating the van Hove distribution function by treating its self and distinct parts as the two components of a binary fluid mixture, with the "self " component having only one particle, the "distinct" component consisting of all the other particles, and using DDFT to calculate the time evolution of the density profiles for the two components. We apply this approach to a bulk fluid of Brownian hard spheres and compare to results for the van Hove function and the intermediate scattering function from Brownian dynamics computer simulations. We find good agreement at low and intermediate densities using the very simple Ramakrishnan-Yussouff [Phys. Rev. B 19, 2775 (1979)] approximation for the excess free energy functional. Since the DDFT is based on the equilibrium Helmholtz free energy functional, we can probe a free energy landscape that underlies the dynamics. Within the mean-field approximation we find that as the particle density increases, this landscape develops a minimum, while an exact treatment of a model confined situation shows that for an ergodic fluid this landscape should be monotonic. We discuss possible implications for slow, glassy, and arrested dynamics at high densities.

  15. A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application

    NASA Astrophysics Data System (ADS)

    He, Ling-Yun; Qian, Wen-Bin

    2012-07-01

    A correct or precise estimation of the Hurst exponent is one of the fundamentally important problems in the financial economics literature. There are three widely used tools to estimate the Hurst exponent, the canonical rescaled range (R/S), the variance rescaled statistic (V/S) and the Modified rescaled range (Modified R/S). To clarify their performance, we compare them by Monte Carlo simulations; we generate many time-series of a fractal Brownian motion, of a Weierstrass-Mandelbrot cosine fractal function and of a fractionally integrated process, whose theoretical Hurst exponents are known, to compare the Hurst exponents estimated by the three methods. To better understand their pragmatic performance, we further apply all of these methods empirically in real-world applications. Our results imply it is not appropriate to conclude simply which method is better as V/S performs better when the analyzed market is anti-persistent while R/S seems to be a reliable tool used in persistent market.

  16. Exact and approximate stochastic simulation of intracellular calcium dynamics.

    PubMed

    Wieder, Nicolas; Fink, Rainer H A; Wegner, Frederic von

    2011-01-01

    In simulations of chemical systems, the main task is to find an exact or approximate solution of the chemical master equation (CME) that satisfies certain constraints with respect to computation time and accuracy. While Brownian motion simulations of single molecules are often too time consuming to represent the mesoscopic level, the classical Gillespie algorithm is a stochastically exact algorithm that provides satisfying results in the representation of calcium microdomains. Gillespie's algorithm can be approximated via the tau-leap method and the chemical Langevin equation (CLE). Both methods lead to a substantial acceleration in computation time and a relatively small decrease in accuracy. Elimination of the noise terms leads to the classical, deterministic reaction rate equations (RRE). For complex multiscale systems, hybrid simulations are increasingly proposed to combine the advantages of stochastic and deterministic algorithms. An often used exemplary cell type in this context are striated muscle cells (e.g., cardiac and skeletal muscle cells). The properties of these cells are well described and they express many common calcium-dependent signaling pathways. The purpose of the present paper is to provide an overview of the aforementioned simulation approaches and their mutual relationships in the spectrum ranging from stochastic to deterministic algorithms.

  17. 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.

  18. Computational methods for diffusion-influenced biochemical reactions.

    PubMed

    Dobrzynski, Maciej; Rodríguez, Jordi Vidal; Kaandorp, Jaap A; Blom, Joke G

    2007-08-01

    We compare stochastic computational methods accounting for space and discrete nature of reactants in biochemical systems. Implementations based on Brownian dynamics (BD) and the reaction-diffusion master equation are applied to a simplified gene expression model and to a signal transduction pathway in Escherichia coli. In the regime where the number of molecules is small and reactions are diffusion-limited predicted fluctuations in the product number vary between the methods, while the average is the same. Computational approaches at the level of the reaction-diffusion master equation compute the same fluctuations as the reference result obtained from the particle-based method if the size of the sub-volumes is comparable to the diameter of reactants. Using numerical simulations of reversible binding of a pair of molecules we argue that the disagreement in predicted fluctuations is due to different modeling of inter-arrival times between reaction events. Simulations for a more complex biological study show that the different approaches lead to different results due to modeling issues. Finally, we present the physical assumptions behind the mesoscopic models for the reaction-diffusion systems. Input files for the simulations and the source code of GMP can be found under the following address: http://www.cwi.nl/projects/sic/bioinformatics2007/

  19. Brownian dynamics simulations of polyelectrolyte adsorption in shear flow with hydrodynamic interaction

    NASA Astrophysics Data System (ADS)

    Hoda, Nazish; Kumar, Satish

    2007-12-01

    The adsorption of single polyelectrolyte molecules in shear flow is studied using Brownian dynamics simulations with hydrodynamic interaction (HI). Simulations are performed with bead-rod and bead-spring chains, and electrostatic interactions are incorporated through a screened Coulombic potential with excluded volume accounted for by the repulsive part of a Lennard-Jones potential. A correction to the Rotne-Prager-Yamakawa tensor is derived that accounts for the presence of a planar wall. The simulations show that migration away from an uncharged wall, which is due to bead-wall HI, is enhanced by increases in the strength of flow and intrachain electrostatic repulsion, consistent with kinetic theory predictions. When the wall and polyelectrolyte are oppositely charged, chain behavior depends on the strength of electrostatic screening. For strong screening, chains get depleted from a region close to the wall and the thickness of this depletion layer scales as N1/3Wi2/3 at high Wi, where N is the chain length and Wi is the Weissenberg number. At intermediate screening, bead-wall electrostatic attraction competes with bead-wall HI, and it is found that there is a critical Weissenberg number for desorption which scales as N-1/2κ-3(lB∣σq∣)3/2, where κ is the inverse screening length, lB is the Bjerrum length, σ is the surface charge density, and q is the bead charge. When the screening is weak, adsorbed chains are observed to align in the vorticity direction at low shear rates due to the effects of repulsive intramolecular interactions. At higher shear rates, the chains align in the flow direction. The simulation method and results of this work are expected to be useful for a number of applications in biophysics and materials science in which polyelectrolyte adsorption plays a key role.

  20. Universal aspects of conformations and transverse fluctuations of a two-dimensional semi-flexible chain

    NASA Astrophysics Data System (ADS)

    Hsu, Hsiao-Ping; Huang, Aiqun; Bhattacharya, Aniket; Binder, Kurt

    2015-03-01

    In this talk we compare the results obtained from Monte Carlo (MC) and Brownian dynamics (BD) simulation for the universal properties of a semi-flexible chain. Specifically we compare MC results obtained using pruned-enriched Rosenbluth method (PERM) with those obtained from BD simulation. We find that the scaled plot of root-mean-square (RMS) end-to-end distance / 2 Llp and RMS transverse transverse fluctuations √{ } /lp as a function of L /lp (where L and lp are the contour length, and the persistence length respectively) are universal and independent of the definition of the persistence length used in MC and BD schemes. We further investigate to what extent these results agree for a semi-flexible polymer confined in a quasi one dimensional channel.

  1. Noise enhanced stability of a metastable state containing coupled Brownian particles

    NASA Astrophysics Data System (ADS)

    Singh, R. K.

    2017-05-01

    Dynamics of coupled Brownian particles with color correlated additive Gaussian colored noises in a metastable state is analyzed to study the phenomenon of noise enhanced stability. The lifetime of such a metastable state is found to depend on the noise correlations and initial conditions. Dynamics of the slow variable is analyzed using the method of adiabatic elimination in the weak color limit.

  2. Navier-Stokes simulation with constraint forces: finite-difference method for particle-laden flows and complex geometries.

    PubMed

    Höfler, K; Schwarzer, S

    2000-06-01

    Building on an idea of Fogelson and Peskin [J. Comput. Phys. 79, 50 (1988)] we describe the implementation and verification of a simulation technique for systems of non-Brownian particles in fluids at Reynolds numbers up to about 20 on the particle scale. This direct simulation technique fills a gap between simulations in the viscous regime and high-Reynolds-number modeling. It also combines sufficient computational accuracy with numerical efficiency and allows studies of several thousand, in principle arbitrarily shaped, extended and hydrodynamically interacting particles on regular work stations. We verify the algorithm in two and three dimensions for (i) single falling particles and (ii) a fluid flowing through a bed of fixed spheres. In the context of sedimentation we compute the volume fraction dependence of the mean sedimentation velocity. The results are compared with experimental and other numerical results both in the viscous and inertial regime and we find very satisfactory agreement.

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

    PubMed

    Katori, Makoto

    2011-12-01

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

  4. Dynamics simulations for engineering macromolecular interactions

    NASA Astrophysics Data System (ADS)

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

    2013-06-01

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

  5. Dynamics simulations for engineering macromolecular interactions.

    PubMed

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

    2013-06-01

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

  6. Long range Debye-Hückel correction for computation of grid-based electrostatic forces between biomacromolecules

    PubMed Central

    2014-01-01

    Background Brownian dynamics (BD) simulations can be used to study very large molecular systems, such as models of the intracellular environment, using atomic-detail structures. Such simulations require strategies to contain the computational costs, especially for the computation of interaction forces and energies. A common approach is to compute interaction forces between macromolecules by precomputing their interaction potentials on three-dimensional discretized grids. For long-range interactions, such as electrostatics, grid-based methods are subject to finite size errors. We describe here the implementation of a Debye-Hückel correction to the grid-based electrostatic potential used in the SDA BD simulation software that was applied to simulate solutions of bovine serum albumin and of hen egg white lysozyme. Results We found that the inclusion of the long-range electrostatic correction increased the accuracy of both the protein-protein interaction profiles and the protein diffusion coefficients at low ionic strength. Conclusions An advantage of this method is the low additional computational cost required to treat long-range electrostatic interactions in large biomacromolecular systems. Moreover, the implementation described here for BD simulations of protein solutions can also be applied in implicit solvent molecular dynamics simulations that make use of gridded interaction potentials. PMID:25045516

  7. Hybrid finite element and Brownian dynamics method for charged particles

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

    Huber, Gary A., E-mail: ghuber@ucsd.edu; Miao, Yinglong; Zhou, Shenggao

    2016-04-28

    Diffusion is often the rate-determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. A previous study introduced a new hybrid diffusion method that couples the strengths of each of these two methods, but was limited by the lack of interactions among the particles; the force on each particle had to be from an external field. This study further develops the method to allow charged particles. The method is derived for a general multidimensional system and is presented usingmore » a basic test case for a one-dimensional linear system with one charged species and a radially symmetric system with three charged species.« less

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

    PubMed

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

    2015-09-01

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

  9. Brownian dynamics simulation of a polymer chain in a solid-state nanopore attached to a molecular stop

    NASA Astrophysics Data System (ADS)

    Wells, Craig; Hulings, Zachery; Melnikov, Dmitriy; Gracheva, Maria

    We study a nanopore inside a silicon dioxide membrane submerged in a KCl solution with a negatively charged polymer chain of varying lengths whose movement is described using Brownian dynamics. The polymer is attached to a molecule with a radius larger than that of the nanopore's which acts as a molecular stop, allowing the chain to thread the nanopore but preventing it from translocating. We found that the polymer chain's variation of movement along the nanopore decreased when increasing applied biases and chain lengths for portions of the chain closest to the molecular stop. The chain displacement within the pore is also compared to a freely translocating polymer where preliminary results show the free polymer having a greater variation in the radial direction. Overall, our preliminary results indicate that the radial direction of the polymer chain is dominated by the confinement in the narrow nanopore with restrictions imposed by the molecular stop and bias playing a lesser role. Understanding the interaction behavior of the polymer chain-stop molecule may lead to methods that decrease movement variation, facilitating an improvement on characterizing and identification of molecules. NSF DMR and CBET Grant No. 1352218.

  10. 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.

  11. 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

  12. 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.

  13. On the contributions of diffusion and thermal activation to electron transfer between Phormidium laminosum plastocyanin and cytochrome f: Brownian dynamics simulations with explicit modeling of nonpolar desolvation interactions and electron transfer events.

    PubMed

    Gabdoulline, Razif R; Wade, Rebecca C

    2009-07-08

    The factors that determine the extent to which diffusion and thermal activation processes govern electron transfer (ET) between proteins are debated. The process of ET between plastocyanin (PC) and cytochrome f (CytF) from the cyanobacterium Phormidium laminosum was initially thought to be diffusion-controlled but later was found to be under activation control (Schlarb-Ridley, B. G.; et al. Biochemistry 2005, 44, 6232). Here we describe Brownian dynamics simulations of the diffusional association of PC and CytF, from which ET rates were computed using a detailed model of ET events that was applied to all of the generated protein configurations. The proteins were modeled as rigid bodies represented in atomic detail. In addition to electrostatic forces, which were modeled as in our previous simulations of protein-protein association, the proteins interacted by a nonpolar desolvation (hydrophobic) force whose derivation is described here. The simulations yielded close to realistic residence times of transient protein-protein encounter complexes of up to tens of microseconds. The activation barrier for individual ET events derived from the simulations was positive. Whereas the electrostatic interactions between P. laminosum PC and CytF are weak, simulations for a second cyanobacterial PC-CytF pair, that from Nostoc sp. PCC 7119, revealed ET rates influenced by stronger electrostatic interactions. In both cases, the simulations imply significant contributions to ET from both diffusion and thermal activation processes.

  14. Studying flow close to an interface by total internal reflection fluorescence cross-correlation spectroscopy: Quantitative data analysis

    NASA Astrophysics Data System (ADS)

    Schmitz, R.; Yordanov, S.; Butt, H. J.; Koynov, K.; Dünweg, B.

    2011-12-01

    Total internal reflection fluorescence cross-correlation spectroscopy (TIR-FCCS) has recently [S. Yordanov , Optics ExpressOPEXFF1094-408710.1364/OE.17.021149 17, 21149 (2009)] been established as an experimental method to probe hydrodynamic flows near surfaces, on length scales of tens of nanometers. Its main advantage is that fluorescence occurs only for tracer particles close to the surface, thus resulting in high sensitivity. However, the measured correlation functions provide only rather indirect information about the flow parameters of interest, such as the shear rate and the slip length. In the present paper, we show how to combine detailed and fairly realistic theoretical modeling of the phenomena by Brownian dynamics simulations with accurate measurements of the correlation functions, in order to establish a quantitative method to retrieve the flow properties from the experiments. First, Brownian dynamics is used to sample highly accurate correlation functions for a fixed set of model parameters. Second, these parameters are varied systematically by means of an importance-sampling Monte Carlo procedure in order to fit the experiments. This provides the optimum parameter values together with their statistical error bars. The approach is well suited for massively parallel computers, which allows us to do the data analysis within moderate computing times. The method is applied to flow near a hydrophilic surface, where the slip length is observed to be smaller than 10nm, and, within the limitations of the experiments and the model, indistinguishable from zero.

  15. Enabling Microscopic Simulators to Perform System Level Tasks: A System-Identification Based, Closure-on-Demand Toolkit for Multiscale Simulation Stability/Bifurcation Analysis, Optimization and Control

    DTIC Science & Technology

    2006-10-01

    The objective was to construct a bridge between existing and future microscopic simulation codes ( kMC , MD, MC, BD, LB etc.) and traditional, continuum...kinetic Monte Carlo, kMC , equilibrium MC, Lattice-Boltzmann, LB, Brownian Dynamics, BD, or general agent-based, AB) simulators. It also, fortuitously...cond-mat/0310460 at arXiv.org. 27. Coarse Projective kMC Integration: Forward/Reverse Initial and Boundary Value Problems", R. Rico-Martinez, C. W

  16. BROMOC suite: Monte Carlo/Brownian dynamics suite for studies of ion permeation and DNA transport in biological and artificial pores with effective potentials.

    PubMed

    De Biase, Pablo M; Markosyan, Suren; Noskov, Sergei

    2015-02-05

    The transport of ions and solutes by biological pores is central for cellular processes and has a variety of applications in modern biotechnology. The time scale involved in the polymer transport across a nanopore is beyond the accessibility of conventional MD simulations. Moreover, experimental studies lack sufficient resolution to provide details on the molecular underpinning of the transport mechanisms. BROMOC, the code presented herein, performs Brownian dynamics simulations, both serial and parallel, up to several milliseconds long. BROMOC can be used to model large biological systems. IMC-MACRO software allows for the development of effective potentials for solute-ion interactions based on radial distribution function from all-atom MD. BROMOC Suite also provides a versatile set of tools to do a wide variety of preprocessing and postsimulation analysis. We illustrate a potential application with ion and ssDNA transport in MspA nanopore. © 2014 Wiley Periodicals, Inc.

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

    NASA Astrophysics Data System (ADS)

    Woelki, Stefan; Kohler, Hans-Helmut

    2003-09-01

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

  18. Multi-Dielectric Brownian Dynamics and Design-Space-Exploration Studies of Permeation in Ion Channels.

    PubMed

    Siksik, May; Krishnamurthy, Vikram

    2017-09-01

    This paper proposes a multi-dielectric Brownian dynamics simulation framework for design-space-exploration (DSE) studies of ion-channel permeation. The goal of such DSE studies is to estimate the channel modeling-parameters that minimize the mean-squared error between the simulated and expected "permeation characteristics." To address this computational challenge, we use a methodology based on statistical inference that utilizes the knowledge of channel structure to prune the design space. We demonstrate the proposed framework and DSE methodology using a case study based on the KcsA ion channel, in which the design space is successfully reduced from a 6-D space to a 2-D space. Our results show that the channel dielectric map computed using the framework matches with that computed directly using molecular dynamics with an error of 7%. Finally, the scalability and resolution of the model used are explored, and it is shown that the memory requirements needed for DSE remain constant as the number of parameters (degree of heterogeneity) increases.

  19. Micro-Macro Simulation of Viscoelastic Fluids in Three Dimensions

    NASA Astrophysics Data System (ADS)

    Rüttgers, Alexander; Griebel, Michael

    2012-11-01

    The development of the chemical industry resulted in various complex fluids that cannot be correctly described by classical fluid mechanics. For instance, this includes paint, engine oils with polymeric additives and toothpaste. We currently perform multiscale viscoelastic flow simulations for which we have coupled our three-dimensional Navier-Stokes solver NaSt3dGPF with the stochastic Brownian configuration field method on the micro-scale. In this method, we represent a viscoelastic fluid as a dumbbell system immersed in a three-dimensional Newtonian liquid which leads to a six-dimensional problem in space. The approach requires large computational resources and therefore depends on an efficient parallelisation strategy. Our flow solver is parallelised with a domain decomposition approach using MPI. It shows excellent scale-up results for up to 128 processors. In this talk, we present simulation results for viscoelastic fluids in square-square contractions due to their relevance for many engineering applications such as extrusion. Another aspect of the talk is the parallel implementation in NaSt3dGPF and the parallel scale-up and speed-up behaviour.

  20. Comparisons of characteristic timescales and approximate models for Brownian magnetic nanoparticle rotations

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

    Reeves, Daniel B., E-mail: dbr@Dartmouth.edu; Weaver, John B.

    2015-06-21

    Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time ofmore » Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations.« less

  1. 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

  2. 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

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

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

    Katori, Makoto

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

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

    PubMed Central

    Chung, Shin-Ho; Corry, Ben

    2007-01-01

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

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

    PubMed

    Chung, Shin-Ho; Corry, Ben

    2007-07-01

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

  6. Short- and long-time diffusion and dynamic scaling in suspensions of charged colloidal particles

    NASA Astrophysics Data System (ADS)

    Banchio, Adolfo J.; Heinen, Marco; Holmqvist, Peter; Nägele, Gerhard

    2018-04-01

    We report on a comprehensive theory-simulation-experimental study of collective and self-diffusion in concentrated suspensions of charge-stabilized colloidal spheres. In theory and simulation, the spheres are assumed to interact directly by a hard-core plus screened Coulomb effective pair potential. The intermediate scattering function, fc(q, t), is calculated by elaborate accelerated Stokesian dynamics (ASD) simulations for Brownian systems where many-particle hydrodynamic interactions (HIs) are fully accounted for, using a novel extrapolation scheme to a macroscopically large system size valid for all correlation times. The study spans the correlation time range from the colloidal short-time to the long-time regime. Additionally, Brownian Dynamics (BD) simulation and mode-coupling theory (MCT) results of fc(q, t) are generated where HIs are neglected. Using these results, the influence of HIs on collective and self-diffusion and the accuracy of the MCT method are quantified. It is shown that HIs enhance collective and self-diffusion at intermediate and long times. At short times self-diffusion, and for wavenumbers outside the structure factor peak region also collective diffusion, are slowed down by HIs. MCT significantly overestimates the slowing influence of dynamic particle caging. The dynamic scattering functions obtained in the ASD simulations are in overall good agreement with our dynamic light scattering (DLS) results for a concentration series of charged silica spheres in an organic solvent mixture, in the experimental time window and wavenumber range. From the simulation data for the time derivative of the width function associated with fc(q, t), there is indication of long-time exponential decay of fc(q, t), for wavenumbers around the location of the static structure factor principal peak. The experimental scattering functions in the probed time range are consistent with a time-wavenumber factorization scaling behavior of fc(q, t) that was first reported by Segrè and Pusey [Phys. Rev. Lett. 77, 771 (1996)] for suspensions of hard spheres. Our BD simulation and MCT results predict a significant violation of exact factorization scaling which, however, is approximately restored according to the ASD results when HIs are accounted for, consistent with the experimental findings for fc(q, t). Our study of collective diffusion is amended by simulation and theoretical results for the self-intermediate scattering function, fs(q, t), and its non-Gaussian parameter α2(t) and for the particle mean squared displacement W(t) and its time derivative. Since self-diffusion properties are not assessed in standard DLS measurements, a method to deduce W(t) approximately from fc(q, t) is theoretically validated.

  7. Testing the Applicability of Nernst-Planck Theory in Ion Channels: Comparisons with Brownian Dynamics Simulations

    PubMed Central

    Song, Chen; Corry, Ben

    2011-01-01

    The macroscopic Nernst-Planck (NP) theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD) simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex ‘catenary’ channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction. PMID:21731672

  8. Testing the applicability of Nernst-Planck theory in ion channels: comparisons with Brownian dynamics simulations.

    PubMed

    Song, Chen; Corry, Ben

    2011-01-01

    The macroscopic Nernst-Planck (NP) theory has often been used for predicting ion channel currents in recent years, but the validity of this theory at the microscopic scale has not been tested. In this study we systematically tested the ability of the NP theory to accurately predict channel currents by combining and comparing the results with those of Brownian dynamics (BD) simulations. To thoroughly test the theory in a range of situations, calculations were made in a series of simplified cylindrical channels with radii ranging from 3 to 15 Å, in a more complex 'catenary' channel, and in a realistic model of the mechanosensitive channel MscS. The extensive tests indicate that the NP equation is applicable in narrow ion channels provided that accurate concentrations and potentials can be input as the currents obtained from the combination of BD and NP match well with those obtained directly from BD simulations, although some discrepancies are seen when the ion concentrations are not radially uniform. This finding opens a door to utilising the results of microscopic simulations in continuum theory, something that is likely to be useful in the investigation of a range of biophysical and nano-scale applications and should stimulate further studies in this direction.

  9. Multiscale modeling and simulation of microtubule-motor-protein assemblies

    NASA Astrophysics Data System (ADS)

    Gao, Tong; Blackwell, Robert; Glaser, Matthew A.; Betterton, M. D.; Shelley, Michael J.

    2015-12-01

    Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate-consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation.

  10. Multiscale modeling and simulation of microtubule-motor-protein assemblies.

    PubMed

    Gao, Tong; Blackwell, Robert; Glaser, Matthew A; Betterton, M D; Shelley, Michael J

    2015-01-01

    Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate-consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation.

  11. Molecular Dynamics Simulations of Orai Reveal How the Third Transmembrane Segment Contributes to Hydration and Ca2+ Selectivity in Calcium Release-Activated Calcium Channels.

    PubMed

    Alavizargar, Azadeh; Berti, Claudio; Ejtehadi, Mohammad Reza; Furini, Simone

    2018-04-26

    Calcium release-activated calcium (CRAC) channels open upon depletion of Ca 2+ from the endoplasmic reticulum, and when open, they are permeable to a selective flux of calcium ions. The atomic structure of Orai, the pore domain of CRAC channels, from Drosophila melanogaster has revealed many details about conduction and selectivity in this family of ion channels. However, it is still unclear how residues on the third transmembrane helix can affect the conduction properties of the channel. Here, molecular dynamics and Brownian dynamics simulations were employed to analyze how a conserved glutamate residue on the third transmembrane helix (E262) contributes to selectivity. The comparison between the wild-type and mutated channels revealed a severe impact of the mutation on the hydration pattern of the pore domain and on the dynamics of residues K270, and Brownian dynamics simulations proved that the altered configuration of residues K270 in the mutated channel impairs selectivity to Ca 2+ over Na + . The crevices of water molecules, revealed by molecular dynamics simulations, are perfectly located to contribute to the dynamics of the hydrophobic gate and the basic gate, suggesting a possible role in channel opening and in selectivity function.

  12. Brownian dynamics simulation of amphiphilic block copolymers with different tail lengths, comparison with theory and comicelles.

    PubMed

    Hafezi, Mohammad-Javad; Sharif, Farhad

    2015-11-01

    Study on the effect of amphiphilic copolymers structure on their self assembly is an interesting subject, with important applications in the area of drug delivery and biological system treatments. Brownian dynamics simulations were performed to study self-assembly of the linear amphiphilic block copolymers with the same hydrophilic head, but hydrophobic tails of different lengths. Critical micelle concentration (CMC), gyration radius distribution, micelle size distribution, density profiles of micelles, shape anisotropy, and dynamics of micellization were investigated as a function of tail length. Simulation results were compared with predictions from theory and simulation for mixed systems of block copolymers with long and short hydrophobic tail, reported in our previous work. Interestingly, the equilibrium structural and dynamic parameters of pure and mixed block copolymers were similarly dependant on the intrinsic/apparent hydrophobic block length. Log (CMC) was, however; proportional to the tail length and had a different behavior compared to the mixed system. The power law scaling relation of equilibrium structural parameters for amphiphilic block copolymers predicts the same dependence for similar hydrophobic tail lengths, but the power law prediction of CMC is different, which is due to its simplifying assumptions as discussed here. Copyright © 2015 Elsevier Inc. All rights reserved.

  13. Multiscale modeling and simulation of microtubule–motor-protein assemblies

    PubMed Central

    Gao, Tong; Blackwell, Robert; Glaser, Matthew A.; Betterton, M. D.; Shelley, Michael J.

    2016-01-01

    Microtubules and motor proteins self-organize into biologically important assemblies including the mitotic spindle and the centrosomal microtubule array. Outside of cells, microtubule-motor mixtures can form novel active liquid-crystalline materials driven out of equilibrium by adenosine triphosphate–consuming motor proteins. Microscopic motor activity causes polarity-dependent interactions between motor proteins and microtubules, but how these interactions yield larger-scale dynamical behavior such as complex flows and defect dynamics is not well understood. We develop a multiscale theory for microtubule-motor systems in which Brownian dynamics simulations of polar microtubules driven by motors are used to study microscopic organization and stresses created by motor-mediated microtubule interactions. We identify polarity-sorting and crosslink tether relaxation as two polar-specific sources of active destabilizing stress. We then develop a continuum Doi-Onsager model that captures polarity sorting and the hydrodynamic flows generated by these polar-specific active stresses. In simulations of active nematic flows on immersed surfaces, the active stresses drive turbulent flow dynamics and continuous generation and annihilation of disclination defects. The dynamics follow from two instabilities, and accounting for the immersed nature of the experiment yields unambiguous characteristic length and time scales. When turning off the hydrodynamics in the Doi-Onsager model, we capture formation of polar lanes as observed in the Brownian dynamics simulation. PMID:26764729

  14. Simulation of ferromagnetic nanomaterial flow of Maxwell fluid

    NASA Astrophysics Data System (ADS)

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

    2018-03-01

    Ferromagnetic flow of rate type liquid over a stretched surface is addressed in this article. Heat and mass transport are investigated with Brownian movement and thermophoresis effects. Magnetic dipole is also taken into consideration. Procedure of similarity transformation is employed. The obtained nonlinear expressions have been tackled numerically by means of Shooting method. Graphical results are shown and analyzed for the impact of different variables. Temperature and concentration gradients are numerically computed in Tables 1 and 2. The results described here demonstrate that ferromagnetic variable boosts the thermal field. It is noticed that velocity and concentration profiles are higher when elastic and thermophoresis variables are enhanced.

  15. Absolute protein-protein association rate constants from flexible, coarse-grained Brownian dynamics simulations: the role of intermolecular hydrodynamic interactions in barnase-barstar association.

    PubMed

    Frembgen-Kesner, Tamara; Elcock, Adrian H

    2010-11-03

    Theory and computation have long been used to rationalize the experimental association rate constants of protein-protein complexes, and Brownian dynamics (BD) simulations, in particular, have been successful in reproducing the relative rate constants of wild-type and mutant protein pairs. Missing from previous BD studies of association kinetics, however, has been the description of hydrodynamic interactions (HIs) between, and within, the diffusing proteins. Here we address this issue by rigorously including HIs in BD simulations of the barnase-barstar association reaction. We first show that even very simplified representations of the proteins--involving approximately one pseudoatom for every three residues in the protein--can provide excellent reproduction of the absolute association rate constants of wild-type and mutant protein pairs. We then show that simulations that include intermolecular HIs also produce excellent estimates of association rate constants, but, for a given reaction criterion, yield values that are decreased by ∼35-80% relative to those obtained in the absence of intermolecular HIs. The neglect of intermolecular HIs in previous BD simulation studies, therefore, is likely to have contributed to the somewhat overestimated absolute rate constants previously obtained. Consequently, intermolecular HIs could be an important component to include in accurate modeling of the kinetics of macromolecular association events. Copyright © 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.

  16. Brownian Dynamics Simulations of Ion Transport through the VDAC

    PubMed Central

    Lee, Kyu Il; Rui, Huan; Pastor, Richard W.; Im, Wonpil

    2011-01-01

    It is important to gain a physical understanding of ion transport through the voltage-dependent anion channel (VDAC) because this channel provides primary permeation pathways for metabolites and electrolytes between the cytosol and mitochondria. We performed grand canonical Monte Carlo/Brownian dynamics (GCMC/BD) simulations to explore the ion transport properties of human VDAC isoform 1 (hVDAC1; PDB:2K4T) embedded in an implicit membrane. When the MD-derived, space-dependent diffusion constant was used in the GCMC/BD simulations, the current-voltage characteristics and ion number profiles inside the pore showed excellent agreement with those calculated from all-atom molecular-dynamics (MD) simulations, thereby validating the GCMC/BD approach. Of the 20 NMR models of hVDAC1 currently available, the third one (NMR03) best reproduces both experimental single-channel conductance and ion selectivity (i.e., the reversal potential). In addition, detailed analyses of the ion trajectories, one-dimensional multi-ion potential of mean force, and protein charge distribution reveal that electrostatic interactions play an important role in the channel structure and ion transport relationship. Finally, the GCMC/BD simulations of various mutants based on NMR03 show good agreement with experimental ion selectivity. The difference in ion selectivity between the wild-type and the mutants is the result of altered potential of mean force profiles that are dominated by the electrostatic interactions. PMID:21281575

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

    PubMed

    Felderhof, B U

    2017-08-21

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

  18. MHD Jeffrey nanofluid past a stretching sheet with viscous dissipation effect

    NASA Astrophysics Data System (ADS)

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

    2017-09-01

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

  19. Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application

    NASA Astrophysics Data System (ADS)

    Xie, Wen-Jie; Jiang, Zhi-Qiang; Gu, Gao-Feng; Xiong, Xiong; Zhou, Wei-Xing

    2015-10-01

    Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities.

  20. Brownian dynamics simulation of sickle hemoglobin bundle formation

    NASA Astrophysics Data System (ADS)

    Liu, Ya; Gunton, James; Chakrabarti, Amit

    2010-03-01

    The physical properties of biopolymer fibers, such as their stability and degree of aggregation, are implicated in many diseases, including sickle cell anemia. The natural chirality of protofilaments plays a crucial role in the formation of sickle hemoglobin fiber which leads to the permanent blockage of microvessels. We use Brownian dynamics to investigate the kinetics of fiber aggregation. The geometrical helical structure and chirality of the filaments are modeled by anisotropic patch-like interactions. We present the kinetics of fiber formation and study the possibility of a finite critical fiber bundle size. We compare our results with various experimental and theoretical results. This work is supported by grants from the NSF and the G. Harold and Leila Y. Mathers Foundation.

  1. Minimization of the Renyi entropy production in the stationary states of the Brownian process with matched death and birth rates.

    PubMed

    Cybulski, Olgierd; Babin, Volodymyr; Hołyst, Robert

    2004-01-01

    We analyze the Fleming-Viot process. The system is confined in a box, whose boundaries act as a sink of Brownian particles. The death rate at the boundaries is matched by the branching (birth) rate in the system and thus the number of particles is kept constant. We show that such a process is described by the Renyi entropy whose production is minimized in the stationary state. The entropy production in this process is a monotonically decreasing function of time irrespective of the initial conditions. The first Laplacian eigenvalue is shown to be equal to the Renyi entropy production in the stationary state. As an example we simulate the process in a two-dimensional box.

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

    PubMed

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

    2014-12-07

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-12-01

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

  4. Comparative study of cluster Ag17Cu2 by instantaneous normal mode analysis and by isothermal Brownian-type molecular dynamics simulation.

    PubMed

    Tang, Ping-Han; Wu, Ten-Ming; Yen, Tsung-Wen; Lai, S K; Hsu, P J

    2011-09-07

    We perform isothermal Brownian-type molecular dynamics simulations to obtain the velocity autocorrelation function and its time Fourier-transformed power spectral density for the metallic cluster Ag(17)Cu(2). The temperature dependences of these dynamical quantities from T = 0 to 1500 K were examined and across this temperature range the cluster melting temperature T(m), which we define to be the principal maximum position of the specific heat is determined. The instantaneous normal mode analysis is then used to dissect the cluster dynamics by calculating the vibrational instantaneous normal mode density of states and hence its frequency integrated value I(j) which is an ensemble average of all vibrational projection operators for the jth atom in the cluster. In addition to comparing the results with simulation data, we look more closely at the entities I(j) of all atoms using the point group symmetry and diagnose their temperature variations. We find that I(j) exhibit features that may be used to deduce T(m), which turns out to agree very well with those inferred from the power spectral density and specific heat. © 2011 American Institute of Physics

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

    NASA Astrophysics Data System (ADS)

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

    2018-01-01

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

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

    PubMed

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

    2018-01-21

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

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

    Bellesia, Giovanni; Bales, Benjamin B.

    Here, we investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been “extended” and considered as a prototype reaction-diffusion system. These results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatialmore » stochastic simulation methods for the study of biochemical networks in vivo where the “well-mixed” approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.« less

  8. Influence of thermal fluctuations on ligament break-up: a fluctuating lattice Boltzmann study

    NASA Astrophysics Data System (ADS)

    Xue, Xiao; Biferale, Luca; Sbragaglia, Mauro; Toschi, Federico

    2017-11-01

    Thermal fluctuations are essential ingredients in a nanoscale system, driving Brownian motion of particles and capillary waves at non-ideal interfaces. Here we study the influence of thermal fluctuations on the breakup of liquid ligaments at the nanoscale. We offer quantitative characterization of the effects of thermal fluctuations on the Plateau-Rayleigh mechanism that drives the breakup process of ligaments. Due to thermal fluctuations, the droplet sizes after break-up need to be analyzed in terms of their distribution over an ensemble made of repeated experiments. To this aim, we make use of numerical simulations based on the fluctuating lattice Boltzmann method (FLBM) for multicomponent mixtures. The method allows an accurate and efficient simulation of the fluctuating hydrodynamics equations of a binary mixture, where both stochastic viscous stresses and diffusion fluxes are introduced. This project has received funding from the European Union's Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie Grant Agreement No 642069.

  9. 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.

  10. 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.

  11. 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

  12. 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.

  13. A Monte Carlo Simulation of Brownian Motion in the Freshman Laboratory

    ERIC Educational Resources Information Center

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

    1970-01-01

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

  14. Viscosity of dilute suspensions of rodlike particles: A numerical simulation method

    NASA Astrophysics Data System (ADS)

    Yamamoto, Satoru; Matsuoka, Takaaki

    1994-02-01

    The recently developed simulation method, named as the particle simulation method (PSM), is extended to predict the viscosity of dilute suspensions of rodlike particles. In this method a rodlike particle is modeled by bonded spheres. Each bond has three types of springs for stretching, bending, and twisting deformation. The rod model can therefore deform by changing the bond distance, bond angle, and torsion angle between paired spheres. The rod model can represent a variety of rigidity by modifying the bond parameters related to Young's modulus and the shear modulus of the real particle. The time evolution of each constituent sphere of the rod model is followed by molecular-dynamics-type approach. The intrinsic viscosity of a suspension of rodlike particles is derived from calculating an increased energy dissipation for each sphere of the rod model in a viscous fluid. With and without deformation of the particle, the motion of the rodlike particle was numerically simulated in a three-dimensional simple shear flow at a low particle Reynolds number and without Brownian motion of particles. The intrinsic viscosity of the suspension of rodlike particles was investigated on orientation angle, rotation orbit, deformation, and aspect ratio of the particle. For the rigid rodlike particle, the simulated rotation orbit compared extremely well with theoretical one which was obtained for a rigid ellipsoidal particle by use of Jeffery's equation. The simulated dependence of the intrinsic viscosity on various factors was also identical with that of theories for suspensions of rigid rodlike particles. For the flexible rodlike particle, the rotation orbit could be obtained by the particle simulation method and it was also cleared that the intrinsic viscosity decreased as occurring of recoverable deformation of the rodlike particle induced by flow.

  15. Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift

    NASA Astrophysics Data System (ADS)

    Modarresi, N.; Rezakhah, S.

    The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments inside prescribed scale intervals is introduced and studied. To identify the structure of the process, first, we determine the scale intervals, their linear drifts and eliminate them. Then, a new method for the estimation of the Hurst parameter of such DSI processes is presented and applied to some period of the Dow Jones indices. This method is based on fixed number equally spaced samples inside successive scale intervals. We also present some efficient method for estimating Hurst parameter of self-similar processes with stationary increments. We compare the performance of this method with the celebrated FA, DFA and DMA on the simulated data of fractional Brownian motion (fBm).

  16. 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.

  17. Modeling of carbonate reservoir variable secondary pore space based on CT images

    NASA Astrophysics Data System (ADS)

    Nie, X.; Nie, S.; Zhang, J.; Zhang, C.; Zhang, Z.

    2017-12-01

    Digital core technology has brought convenience to us, and X-ray CT scanning is one of the most common way to obtain 3D digital cores. However, it can only provide the original information of the only samples being scanned, and we can't modify the porosity of the scanned cores. For numerical rock physical simulations, a series of cores with variable porosities are needed to determine the relationship between the physical properties and porosity. In carbonate rocks, the secondary pore space including dissolution pores, caves and natural fractures is the key reservoir space, which makes the study of carbonate secondary porosity very important. To achieve the variation of porosities in one rock sample, based on CT scanned digital cores, according to the physical and chemical properties of carbonate rocks, several mathematical methods are chosen to simulate the variation of secondary pore space. We use the erosion and dilation operations of mathematical morphology method to simulate the pore space changes of dissolution pores and caves. We also use the Fractional Brownian Motion model to generate natural fractures with different widths and angles in digital cores to simulate fractured carbonate rocks. The morphological opening-and-closing operations in mathematical morphology method are used to simulate distribution of fluid in the pore space. The established 3D digital core models with different secondary porosities and water saturation status can be used in the study of the physical property numerical simulations of carbonate reservoir rocks.

  18. 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.

  19. 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

  20. 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.

  1. Determining Quiescent Colloidal Suspension Viscosities Using the Green-Kubo Relation and Image-Based Stress Measurements

    NASA Astrophysics Data System (ADS)

    Lin, Neil Y. C.; Bierbaum, Matthew; Cohen, Itai

    2017-09-01

    By combining confocal microscopy and stress assessment from local structural anisotropy, we directly measure stresses in 3D quiescent colloidal liquids. Our noninvasive and nonperturbative method allows us to measure forces ≲50 fN with a small and tunable probing volume, enabling us to resolve the stress fluctuations arising from particle thermal motions. We use the Green-Kubo relation to relate these measured stress fluctuations to the bulk Brownian viscosity at different volume fractions, comparing against simulations and conventional rheometry measurements. We find that the Green-Kubo analysis gives excellent agreement with these prior results, suggesting that similar methods could be applied to investigations of local flow properties in many poorly understood far-from-equilibrium systems, including suspensions that are glassy, strongly sheared, or highly confined.

  2. Stochastic wave-function unravelling of the generalized Lindblad equation

    NASA Astrophysics Data System (ADS)

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

    2017-12-01

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

  3. Prediction and validation of protein intermediate states from structurally rich ensembles and coarse-grained simulations

    NASA Astrophysics Data System (ADS)

    Orellana, Laura; Yoluk, Ozge; Carrillo, Oliver; Orozco, Modesto; Lindahl, Erik

    2016-08-01

    Protein conformational changes are at the heart of cell functions, from signalling to ion transport. However, the transient nature of the intermediates along transition pathways hampers their experimental detection, making the underlying mechanisms elusive. Here we retrieve dynamic information on the actual transition routes from principal component analysis (PCA) of structurally-rich ensembles and, in combination with coarse-grained simulations, explore the conformational landscapes of five well-studied proteins. Modelling them as elastic networks in a hybrid elastic-network Brownian dynamics simulation (eBDIMS), we generate trajectories connecting stable end-states that spontaneously sample the crystallographic motions, predicting the structures of known intermediates along the paths. We also show that the explored non-linear routes can delimit the lowest energy passages between end-states sampled by atomistic molecular dynamics. The integrative methodology presented here provides a powerful framework to extract and expand dynamic pathway information from the Protein Data Bank, as well as to validate sampling methods in general.

  4. Unified analysis of optical absorption spectra of carotenoids based on a stochastic model.

    PubMed

    Uragami, Chiasa; Saito, Keisuke; Yoshizawa, Masayuki; Molnár, Péter; Hashimoto, Hideki

    2018-05-03

    The chemical structures of the carotenoid molecules are very simple and one might think that the electronic feature of it is easily predicted. However, it still has so much unknown information except the correlation between the electronic energy state and the length of effective conjugation chain of carotenoids. To investigate the electronic feature of the carotenoids, the most essential method is measuring the optical absorption spectra, but simulating it from the resonance Raman spectra is also the effective way. From this reason, we studied the optical absorption spectra as well as resonance Raman spectra of 15 different kinds of cyclic carotenoid molecules, recorded in tetrahydrofuran (THF) solutions at room temperature. The whole band shapes of the absorption spectra of all these carotenoid molecules were successfully simulated based on a stochastic model using Brownian oscillators. The parameters obtained from the simulation made it possible to discuss the intermolecular interaction between carotenoids and solvent THF molecules quantitatively. Copyright © 2018. Published by Elsevier Inc.

  5. 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.

  6. 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

  7. Simulations of DNA stretching by flow field in microchannels with complex geometry.

    PubMed

    Huang, Chiou-De; Kang, Dun-Yen; Hsieh, Chih-Chen

    2014-01-01

    Recently, we have reported the experimental results of DNA stretching by flow field in three microchannels (C. H. Lee and C. C. Hsieh, Biomicrofluidics 7(1), 014109 (2013)) designed specifically for the purpose of preconditioning DNA conformation for easier stretching. The experimental results do not only demonstrate the superiority of the new devices but also provides detailed observation of DNA behavior in complex flow field that was not available before. In this study, we use Brownian dynamics-finite element method (BD-FEM) to simulate DNA behavior in these microchannels, and compare the results against the experiments. Although the hydrodynamic interaction (HI) between DNA segments and between DNA and the device boundaries was not included in the simulations, the simulation results are in fairly good agreement with the experimental data from either the aspect of the single molecule behavior or from the aspect of ensemble averaged properties. The discrepancy between the simulation and the experimental results can be explained by the neglect of HI effect in the simulations. Considering the huge savings on the computational cost from neglecting HI, we conclude that BD-FEM can be used as an efficient and economic designing tool for developing new microfluidic device for DNA manipulation.

  8. Dynamics simulations for engineering macromolecular interactions

    PubMed Central

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

    2013-01-01

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

  9. Light Propagation in Turbulent Media

    NASA Astrophysics Data System (ADS)

    Perez, Dario G.

    2003-07-01

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

  10. 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.

  11. 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.

  12. 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.

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

    PubMed

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

    2017-11-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-11-01

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

  15. Sliding of proteins non-specifically bound to DNA: Brownian dynamics studies with coarse-grained protein and DNA models.

    PubMed

    Ando, Tadashi; Skolnick, Jeffrey

    2014-12-01

    DNA binding proteins efficiently search for their cognitive sites on long genomic DNA by combining 3D diffusion and 1D diffusion (sliding) along the DNA. Recent experimental results and theoretical analyses revealed that the proteins show a rotation-coupled sliding along DNA helical pitch. Here, we performed Brownian dynamics simulations using newly developed coarse-grained protein and DNA models for evaluating how hydrodynamic interactions between the protein and DNA molecules, binding affinity of the protein to DNA, and DNA fluctuations affect the one dimensional diffusion of the protein on the DNA. Our results indicate that intermolecular hydrodynamic interactions reduce 1D diffusivity by 30%. On the other hand, structural fluctuations of DNA give rise to steric collisions between the CG-proteins and DNA, resulting in faster 1D sliding of the protein. Proteins with low binding affinities consistent with experimental estimates of non-specific DNA binding show hopping along the CG-DNA. This hopping significantly increases sliding speed. These simulation studies provide additional insights into the mechanism of how DNA binding proteins find their target sites on the genome.

  16. Complex Ion Dynamics in Carbonate Lithium-Ion Battery Electrolytes

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

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

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

  17. Population dynamics, information transfer, and spatial organization in a chemical reaction network under spatial confinement and crowding conditions

    NASA Astrophysics Data System (ADS)

    Bellesia, Giovanni; Bales, Benjamin B.

    2016-10-01

    We investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been "extended" and considered as a prototype reaction-diffusion system. Our results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatial stochastic simulation methods for the study of biochemical networks in vivo where the "well-mixed" approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.

  18. Complex Ion Dynamics in Carbonate Lithium-Ion Battery Electrolytes

    DOE PAGES

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

    2017-03-06

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

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

    DTIC Science & Technology

    2011-05-01

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

  20. Near Wall Dynamics in Colloidal Suspensions Studied by Evansescent Wave Dynamic Light Scattering

    NASA Astrophysics Data System (ADS)

    Lang, Peter R.

    2011-03-01

    The dynamics of dispersed colloidal particles is slowed down, and becomes anisotropic in the ultimate vicinity of a flat wall due to the wall drag effect. Although theoretically predicted in the early 20th century, experimental verification of this effect for Brownian particles became possible only in the late 80s. Since then a variety of experimental investigations on near wall Brownian dynamics by evanescent wave dynamic light scattering (EWDLS) has been published. In this contribution the method of EWDLS will be briefly introduced, experiments at low and high colloid concentration for hard-sphere suspensions, and the theoretical prediction for measured initial slopes of correlation functions will be discussed. On increasing the particle concentration the influence of the wall drag effect is found to diminishes gradually, until it becomes negligible at volume fractions above ϕ 0.35. The effect that a wall exerts on the orientational dynamics was investigated for different kinds of colloids. Experiments, simulations and a virial expansion theory show that rotational dynamics is slowed down as well. However, the effect is prominent in EWDLS only if the particles' short axis is of the order of the evanescent wave penetration depth. The author acknowledges financial support from the EU through FP7, project Nanodirect (Grant 395 No. NMP4-SL-2008-213948).

  1. Bridging Inter- and Intraspecific Trait Evolution with a Hierarchical Bayesian Approach.

    PubMed

    Kostikova, Anna; Silvestro, Daniele; Pearman, Peter B; Salamin, Nicolas

    2016-05-01

    The evolution of organisms is crucially dependent on the evolution of intraspecific variation. Its interactions with selective agents in the biotic and abiotic environments underlie many processes, such as intraspecific competition, resource partitioning and, eventually, species formation. Nevertheless, comparative models of trait evolution neither allow explicit testing of hypotheses related to the evolution of intraspecific variation nor do they simultaneously estimate rates of trait evolution by accounting for both trait mean and variance. Here, we present a model of phenotypic trait evolution using a hierarchical Bayesian approach that simultaneously incorporates interspecific and intraspecific variation. We assume that species-specific trait means evolve under a simple Brownian motion process, whereas species-specific trait variances are modeled with Brownian or Ornstein-Uhlenbeck processes. After evaluating the power of the method through simulations, we examine whether life-history traits impact evolution of intraspecific variation in the Eriogonoideae (buckwheat family, Polygonaceae). Our model is readily extendible to more complex scenarios of the evolution of inter- and intraspecific variation and presents a step toward more comprehensive comparative models for macroevolutionary studies. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

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

    PubMed

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

    2016-01-01

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

  3. 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.

  4. 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.

  5. Numerical simulation of the deterministic vector separation of particles flowing over slanted open cavities

    NASA Astrophysics Data System (ADS)

    Shaqfeh, Eric S. G.; Bernate, Jorge A.; Yang, Mengfei

    2016-12-01

    Within the past decade, the separation of particles via continuous flow through microfluidic devices has been developed largely through an Edisonian approach whereby devices have been developed based on observation and intuition. This is particularly true in the development of vector chromatography at vanishingly small Reynolds number for non-Brownian particles. Note that this latter phenomenon has its origins in the irreversible forces that are at work in the device, since Stokes flow reversibility typically prohibits their function otherwise. We present a numerical simulation of the vector separation of non-Brownian particles of different sizes and deformabilities in the Stokes flow through channels whose lower surface is composed of slanted cavities. The simulations are designed to understand the physical principles behind the separation as well as to provide design criteria for devices for separating particles in a given size and flexibility range. The numerical simulations are Stokes flow boundary element simulations using techniques defined elsewhere in the literature, but including a close-range repulsive force between the particles and the slanted cavities. We demonstrate that over a range of repulsive force that is comparable to the roughness in the experimental devices, the separation data (particularly in particle size) are predicted quantitatively and are a very weak function of the range of the force. We then vary the geometric parameters of the simulated devices to demonstrate the sensitivity of the separation efficiency to these parameters, thus making design predictions as to which devices are appropriate for separating particles in different size, shape, and deformability ranges.

  6. Simulation of the self-assembly of colloidal droplets in a micro-channel

    NASA Astrophysics Data System (ADS)

    Ge, Zhouyang; Brandt, Luca

    2016-11-01

    In colloidal sciences, much progress has been made on the synthesis of complex building blocks mimicking molecular structures to elaborate innovative materials. The basic elements of such colloidal molecules are particles or droplets less than one millimeter in size. Their self-assembly relies on either lengthy brownian motion or careful microfludic designs, on top of typical colloidal interactions, e.g. depletion attraction. Regardless of the approach, however, questions remain why the colloids undergo certain path to organize themselves and how such process can be optimized. Here, we perform direct numerical simulations using a Navier-Stokes solver at low Reynolds number, combined with either the immersed boundary method (IBM) or a newly-proposed level set (LS) method for interface description. In the IBM simulations, the colloids are treated as rigid, spherical particles under a Lennard-Jones-like potential, reproducing attractive depletion force. Results show that, for four particles, a planar diamond is formed under a weak potential while a 3D tetrahedron is formed under a strong potential, which agree qualitatively with experiments. In the next step, LS simulation of colloidal droplets will be performed to investigate the roles of surface tension in the self-assembly. This project has received funding from the European Union's Horizon 2020 research and innovation programme under Grant agreement No 664823.

  7. Dynamics of a suspension of interacting yolk-shell particles

    DOE PAGES

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

    2014-12-01

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

  8. Transport of Brownian spheroidal nanoparticles in near-wall vascular flows for cancer therapy

    NASA Astrophysics Data System (ADS)

    Lin, Tiras Y.; Shah, Preyas N.; Smith, Bryan R.; Shaqfeh, Eric S. G.

    2016-11-01

    The microenvironment local to a tumor is characterized by a leaky vasculature induced by angiogenesis from tumor growth. Small pores form in the blood vessel walls, and these pores provide a pathway for cancer-ameliorating nanoparticle drug carriers. Using both simulations and microfluidics experiments, we investigate the extravasation of nanoparticles through pores. Using Brownian dynamics simulations, we evolve the stochastic equations for both point particles and finite-size spheroids of varying aspect ratio. We investigate the effect of wall shear flow and pore suction flow (Sampson flow) on the extravasation process. We consider pores of two types: physiologically relevant short pores with a length equal to the particle size and long pores which are relevant to diffusion through membranes. Additionally, we perform microfluidics experiments in which the extravasation rates of various nanoparticles tagged with fluorescent dye through pores are measured. In particular, using fluorometry we measure the flux of nanoparticles across a track-etched membrane, which separates two chambers. Our preliminary results indicate that the flux measured from experiment agrees reasonably with the simulations done with long pores, and we discuss the effect of pore length on extravasation. T.Y.L. is supported by the Department of Defense (DoD) through the National Defense Science & Engineering Graduate Fellowship (NDSEG) Program.

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

    PubMed

    Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

    2015-06-07

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

  10. Confined active Brownian particles: theoretical description of propulsion-induced accumulation

    NASA Astrophysics Data System (ADS)

    Das, Shibananda; Gompper, Gerhard; Winkler, Roland G.

    2018-01-01

    The stationary-state distribution function of confined active Brownian particles (ABPs) is analyzed by computer simulations and analytical calculations. We consider a radial harmonic as well as an anharmonic confinement potential. In the simulations, the ABP is propelled with a prescribed velocity along a body-fixed direction, which is changing in a diffusive manner. For the analytical approach, the Cartesian components of the propulsion velocity are assumed to change independently; active Ornstein-Uhlenbeck particle (AOUP). This results in very different velocity distribution functions. The analytical solution of the Fokker-Planck equation for an AOUP in a harmonic potential is presented and a conditional distribution function is provided for the radial particle distribution at a given magnitude of the propulsion velocity. This conditional probability distribution facilitates the description of the coupling of the spatial coordinate and propulsion, which yields activity-induced accumulation of particles. For the anharmonic potential, a probability distribution function is derived within the unified colored noise approximation. The comparison of the simulation results with theoretical predictions yields good agreement for large rotational diffusion coefficients, e.g. due to tumbling, even for large propulsion velocities (Péclet numbers). However, we find significant deviations already for moderate Péclet number, when the rotational diffusion coefficient is on the order of the thermal one.

  11. Recovery of mechanical pressure in a gas of underdamped active dumbbells with Brownian noise

    NASA Astrophysics Data System (ADS)

    Joyeux, Marc

    2017-05-01

    In contrast with a gas at thermodynamic equilibrium, the mean force exerted on a wall by a gas of active particles usually depends on the confining potential, thereby preventing a proper definition of mechanical pressure. In this paper, we investigate numerically the properties of a gas of underdamped self-propelled dumbbells subject to Brownian noise of increasing intensity, in order to understand how the notion of pressure is recovered as noise progressively masks the effects of self-propulsion and the system approaches thermodynamic equilibrium. The simulations performed for a mobile asymmetric wall separating two chambers containing an equal number of active dumbbells highlight some subtle and unexpected properties of the system. First, Brownian noise of moderate intensity is sufficient to let mean forces equilibrate for small values of the damping coefficient, while much stronger noise is required for larger values of the damping coefficient. Moreover, the displacement of the mean position of the wall upon increase of the intensity of the noise is not necessarily monotonous and may instead display changes of direction. Both facts actually reflect the existence of several mechanisms leading to the rupture of force balance, which tend to displace the mean position of the wall towards different directions and display different robustness against an increase of the intensity of Brownian noise. This work therefore provides a clear illustration of the fact that driving an autonomous system towards (or away from) thermodynamic equilibrium may not be a straightforward process, but may instead proceed through the variations of the relative weights of several conflicting mechanisms.

  12. Parallel O(N) Stokes’ solver towards scalable Brownian dynamics of hydrodynamically interacting objects in general geometries

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

    Zhao, Xujun; Li, Jiyuan; Jiang, Xikai

    An efficient parallel Stokes’s solver is developed towards the complete inclusion of hydrodynamic interactions of Brownian particles in any geometry. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green’s function formalism. We present a scalable parallel computational approach, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the General geometry Ewald-like method. Our approach employs a highly-efficient iterative finite element Stokes’ solver for the accurate treatment of long-range hydrodynamic interactions within arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallelmore » Stokes’ solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem result in an O(N) parallel algorithm. We also illustrate the new algorithm in the context of the dynamics of confined polymer solutions in equilibrium and non-equilibrium conditions. Our method is extended to treat suspended finite size particles of arbitrary shape in any geometry using an Immersed Boundary approach.« less

  13. Parallel O(N) Stokes’ solver towards scalable Brownian dynamics of hydrodynamically interacting objects in general geometries

    DOE PAGES

    Zhao, Xujun; Li, Jiyuan; Jiang, Xikai; ...

    2017-06-29

    An efficient parallel Stokes’s solver is developed towards the complete inclusion of hydrodynamic interactions of Brownian particles in any geometry. A Langevin description of the particle dynamics is adopted, where the long-range interactions are included using a Green’s function formalism. We present a scalable parallel computational approach, where the general geometry Stokeslet is calculated following a matrix-free algorithm using the General geometry Ewald-like method. Our approach employs a highly-efficient iterative finite element Stokes’ solver for the accurate treatment of long-range hydrodynamic interactions within arbitrary confined geometries. A combination of mid-point time integration of the Brownian stochastic differential equation, the parallelmore » Stokes’ solver, and a Chebyshev polynomial approximation for the fluctuation-dissipation theorem result in an O(N) parallel algorithm. We also illustrate the new algorithm in the context of the dynamics of confined polymer solutions in equilibrium and non-equilibrium conditions. Our method is extended to treat suspended finite size particles of arbitrary shape in any geometry using an Immersed Boundary approach.« less

  14. Short- and long-time diffusion and dynamic scaling in suspensions of charged colloidal particles.

    PubMed

    Banchio, Adolfo J; Heinen, Marco; Holmqvist, Peter; Nägele, Gerhard

    2018-04-07

    We report on a comprehensive theory-simulation-experimental study of collective and self-diffusion in concentrated suspensions of charge-stabilized colloidal spheres. In theory and simulation, the spheres are assumed to interact directly by a hard-core plus screened Coulomb effective pair potential. The intermediate scattering function, f c (q, t), is calculated by elaborate accelerated Stokesian dynamics (ASD) simulations for Brownian systems where many-particle hydrodynamic interactions (HIs) are fully accounted for, using a novel extrapolation scheme to a macroscopically large system size valid for all correlation times. The study spans the correlation time range from the colloidal short-time to the long-time regime. Additionally, Brownian Dynamics (BD) simulation and mode-coupling theory (MCT) results of f c (q, t) are generated where HIs are neglected. Using these results, the influence of HIs on collective and self-diffusion and the accuracy of the MCT method are quantified. It is shown that HIs enhance collective and self-diffusion at intermediate and long times. At short times self-diffusion, and for wavenumbers outside the structure factor peak region also collective diffusion, are slowed down by HIs. MCT significantly overestimates the slowing influence of dynamic particle caging. The dynamic scattering functions obtained in the ASD simulations are in overall good agreement with our dynamic light scattering (DLS) results for a concentration series of charged silica spheres in an organic solvent mixture, in the experimental time window and wavenumber range. From the simulation data for the time derivative of the width function associated with f c (q, t), there is indication of long-time exponential decay of f c (q, t), for wavenumbers around the location of the static structure factor principal peak. The experimental scattering functions in the probed time range are consistent with a time-wavenumber factorization scaling behavior of f c (q, t) that was first reported by Segrè and Pusey [Phys. Rev. Lett. 77, 771 (1996)] for suspensions of hard spheres. Our BD simulation and MCT results predict a significant violation of exact factorization scaling which, however, is approximately restored according to the ASD results when HIs are accounted for, consistent with the experimental findings for f c (q, t). Our study of collective diffusion is amended by simulation and theoretical results for the self-intermediate scattering function, f s (q, t), and its non-Gaussian parameter α 2 (t) and for the particle mean squared displacement W(t) and its time derivative. Since self-diffusion properties are not assessed in standard DLS measurements, a method to deduce W(t) approximately from f c (q, t) is theoretically validated.

  15. ML-Space: Hybrid Spatial Gillespie and Particle Simulation of Multi-Level Rule-Based Models in Cell Biology.

    PubMed

    Bittig, Arne T; Uhrmacher, Adelinde M

    2017-01-01

    Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.

  16. Local times for grey Brownian motion

    NASA Astrophysics Data System (ADS)

    da Silva, J. L.

    2015-01-01

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

  17. Models for twistable elastic polymers in Brownian dynamics, and their implementation for LAMMPS.

    PubMed

    Brackley, C A; Morozov, A N; Marenduzzo, D

    2014-04-07

    An elastic rod model for semi-flexible polymers is presented. Theory for a continuum rod is reviewed, and it is shown that a popular discretised model used in numerical simulations gives the correct continuum limit. Correlation functions relating to both bending and twisting of the rod are derived for both continuous and discrete cases, and results are compared with numerical simulations. Finally, two possible implementations of the discretised model in the multi-purpose molecular dynamics software package LAMMPS are described.

  18. Environmental context explains Lévy and Brownian movement patterns of marine predators.

    PubMed

    Humphries, Nicolas E; Queiroz, Nuno; Dyer, Jennifer R M; Pade, Nicolas G; Musyl, Michael K; Schaefer, Kurt M; Fuller, Daniel W; Brunnschweiler, Juerg M; Doyle, Thomas K; Houghton, Jonathan D R; Hays, Graeme C; Jones, Catherine S; Noble, Leslie R; Wearmouth, Victoria J; Southall, Emily J; Sims, David W

    2010-06-24

    An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Lévy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Lévy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Lévy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Lévy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Lévy-flight foraging hypothesis, supporting the contention that organism search strategies naturally evolved in such a way that they exploit optimal Lévy patterns.

  19. Arbitrage with fractional Gaussian processes

    NASA Astrophysics Data System (ADS)

    Zhang, Xili; Xiao, Weilin

    2017-04-01

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

  20. 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.

  1. Relaxation dynamics of internal segments of DNA chains in nanochannels

    NASA Astrophysics Data System (ADS)

    Jain, Aashish; Muralidhar, Abhiram; Dorfman, Kevin; Dorfman Group Team

    We will present relaxation dynamics of internal segments of a DNA chain confined in nanochannel. The results have direct application in genome mapping technology, where long DNA molecules containing sequence-specific fluorescent probes are passed through an array of nanochannels to linearize them, and then the distances between these probes (the so-called ``DNA barcode'') are measured. The relaxation dynamics of internal segments set the experimental error due to dynamic fluctuations. We developed a multi-scale simulation algorithm, combining a Pruned-Enriched Rosenbluth Method (PERM) simulation of a discrete wormlike chain model with hard spheres with Brownian dynamics (BD) simulations of a bead-spring chain. Realistic parameters such as the bead friction coefficient and spring force law parameters are obtained from PERM simulations and then mapped onto the bead-spring model. The BD simulations are carried out to obtain the extension autocorrelation functions of various segments, which furnish their relaxation times. Interestingly, we find that (i) corner segments relax faster than the center segments and (ii) relaxation times of corner segments do not depend on the contour length of DNA chain, whereas the relaxation times of center segments increase linearly with DNA chain size.

  2. STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.

    PubMed

    Meerschaert, Mark M; Sabzikar, Farzad

    2014-07-01

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

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

    PubMed

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

    2015-07-15

    Brownian motion is a feature of colloidal particles immersed in a liquid-like environment. Usually, it can be described by means of the generalised Langevin equation (GLE) within the framework of the Mori theory. In principle, all quantities that appear in the GLE can be calculated from the molecular information of the whole system, i.e., colloids and solvent molecules. In this work, by means of extensive Molecular Dynamics simulations, we study the effects of the microscopic details and the thermodynamic state of the solvent on the movement of a single nano-colloid. In particular, we consider a two-dimensional model system in which the mass and size of the colloid are two and one orders of magnitude, respectively, larger than the ones associated with the solvent molecules. The latter ones interact via a Lennard-Jones-type potential to tune the nature of the solvent, i.e., it can be either repulsive or attractive. We choose the linear momentum of the Brownian particle as the observable of interest in order to fully describe the Brownian motion within the Mori framework. We particularly focus on the colloid diffusion at different solvent densities and two temperature regimes: high and low (near the critical point) temperatures. To reach our goal, we have rewritten the GLE as a second kind Volterra integral in order to compute the memory kernel in real space. With this kernel, we evaluate the momentum-fluctuating force correlation function, which is of particular relevance since it allows us to establish when the stationarity condition has been reached. Our findings show that even at high temperatures, the details of the attractive interaction potential among solvent molecules induce important changes in the colloid dynamics. Additionally, near the critical point, the dynamical scenario becomes more complex; all the correlation functions decay slowly in an extended time window, however, the memory kernel seems to be only a function of the solvent density. Thus, the explicit inclusion of the solvent in the description of Brownian motion allows us to better understand the behaviour of the memory kernel at those thermodynamic states near the critical region without any further approximation. This information is useful to elaborate more realistic descriptions of Brownian motion that take into account the particular details of the host medium.

  4. Effect of wall-mediated hydrodynamic fluctuations on the kinetics of a Brownian nanoparticle

    NASA Astrophysics Data System (ADS)

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

    2016-12-01

    The reactive flux formalism (Chandler 1978 J. Chem. Phys. 68, 2959-2970. (doi:10.1063/1.436049)) and the subsequent development of methods such as transition path sampling have laid the foundation for explicitly quantifying the rate process in terms of microscopic simulations. However, explicit methods to account for how the hydrodynamic correlations impact the transient reaction rate are missing in the colloidal literature. We show that the composite generalized Langevin equation (Yu et al. 2015 Phys. Rev. E 91, 052303. (doi:10.1103/PhysRevE.91.052303)) makes a significant step towards solving the coupled processes of molecular reactions and hydrodynamic relaxation by examining how the wall-mediated hydrodynamic memory impacts the two-stage temporal relaxation of the reaction rate for a nanoparticle transition between two bound states in the bulk, near-wall and lubrication regimes.

  5. Entropic stochastic resonance of a self-propelled Janus particle

    NASA Astrophysics Data System (ADS)

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

    2016-10-01

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

  6. BDflex: A method for efficient treatment of molecular flexibility in calculating protein-ligand binding rate constants from Brownian dynamics simulations

    PubMed Central

    Greives, Nicholas; Zhou, Huan-Xiang

    2012-01-01

    A method developed by Northrup [J. Chem. Phys. 80, 1517 (1984)]10.1063/1.446900 for calculating protein-ligand binding rate constants (ka) from Brownian dynamics (BD) simulations has been widely used for rigid molecules. Application to flexible molecules is limited by the formidable computational cost to treat conformational fluctuations during the long BD simulations necessary for ka calculation. Here, we propose a new method called BDflex for ka calculation that circumvents this problem. The basic idea is to separate the whole space into an outer region and an inner region, and formulate ka as the product of kE and \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} \\begin{equation*}\\bar \\eta _{\\rm d}\\end{equation*} \\end{document}η¯d, which are obtained by separately solving exterior and interior problems. kE is the diffusion-controlled rate constant for the ligand in the outer region to reach the dividing surface between the outer and inner regions; in this exterior problem conformational fluctuations can be neglected. \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} \\begin{equation*}\\bar \\eta _{\\rm d}\\end{equation*} \\end{document}η¯d is the probability that the ligand, starting from the dividing surface, will react at the binding site rather than escape to infinity. The crucial step in reducing the determination of \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{upgreek} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} \\begin{equation*}\\bar \\eta _{\\rm d}\\end{equation*} \\end{document}η¯d to a problem confined to the inner region is a radiation boundary condition imposed on the dividing surface; the reactivity on this boundary is proportional to kE. By confining the ligand to the inner region and imposing the radiation boundary condition, we avoid multiple-crossing of the dividing surface before reaction at the binding site and hence dramatically cut down the total simulation time, making the treatment of conformational fluctuations affordable. BDflex is expected to have wide applications in problems where conformational fluctuations of the molecules are crucial for productive ligand binding, such as in cases where transient widening of a bottleneck allows the ligand to access the binding pocket, or the binding site is properly formed only after ligand entrance induces the closure of a lid. PMID:23039617

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

    NASA Astrophysics Data System (ADS)

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

    2015-06-01

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

  8. Autonomous Agent-Based Systems and Their Applications in Fluid Dynamics, Particle Separation, and Co-evolving Networks

    NASA Astrophysics Data System (ADS)

    Graeser, Oliver

    This thesis comprises three parts, reporting research results in Fluid Dynamics (Part I), Particle Separation (Part II) and Co-evolving Networks (Part III). Part I deals with the simulation of fluid dynamics using the lattice-Boltzmann method. Microfluidic devices often feature two-dimensional, repetitive arrays. Flows through such devices are pressure-driven and confined by solid walls. We have defined new adaptive generalised periodic boundary conditions to represent the effects of outer solid walls, and are thus able to exploit the periodicity of the array by simulating the flow through one unit cell in lieu of the entire device. The so-calculated fully developed flow describes the flow through the entire array accurately, but with computational requirements that are reduced according to the dimensions of the array. Part II discusses the problem of separating macromolecules like proteins or DNA coils. The reliable separation of such molecules is a crucial task in molecular biology. The use of Brownian ratchets as mechanisms for the separation of such particles has been proposed and discussed during the last decade. Pressure-driven flows have so far been dismissed as possible driving forces for Brownian ratchets, as they do not generate ratchet asymmetry. We propose a microfluidic design that uses pressure-driven flows to create asymmetry and hence allows particle separation. The dependence of the asymmetry on various factors of the microfluidic geometry is discussed. We further exemplify the feasibility of our approach using Brownian dynamics simulations of particles of different sizes in such a device. The results show that ratchet-based particle separation using flows as the driving force is possible. Simulation results and ratchet theory predictions are in excellent agreement. Part III deals with the co-evolution of networks and dynamic models. A group of agents occupies the nodes of a network, which defines the relationship between these agents. The evolution of the agents is defined by the rules of the dynamic model and depends on the relationship between agents, i.e., the state of the network. In return, the evolution of the network depends on the state of the dynamic model. The concept is introduced through the adaptive SIS model. We show that the previously used criterion determining the critical infected fraction, i.e., the number of infected agents required to sustain the epidemic, is inappropriate for this model. We introduce a different criterion and show that the critical infected fraction so determined is in good agreement with results obtained by numerical simulations. We further discuss the concept of co-evolving dynamics using the Snowdrift Game as a model paradigm. Co-evolution occurs through agents cutting dissatisfied links and rewiring to other agents at random. The effect of co-evolution on the emergence of cooperation is discussed using a mean-field theory and numerical simulations. A transition between a connected and a disconnected, highly cooperative state of the system is observed, and explained using the mean-field model. Quantitative deviations regarding the level of cooperation in the disconnected regime can be fully resolved through an improved mean-field theory that includes the effect of random fluctuations into its model.

  9. 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

  10. 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.

  11. 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.

  12. Simulation of shear thickening in attractive colloidal suspensions

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

    Pednekar, Sidhant; Chun, Jaehun; Morris, Jeffrey F.

    2017-01-01

    The influence of attractive forces between particles under conditions of large particle volume fraction is addressed using numerical simulations which account for hydrodynamic, Brownian, conservative and frictional contact forces. The focus is on conditions for which a significant increase in the apparent viscosity at small shear rates, and possibly the development of a yield stress, is observed. The high shear rate behavior for Brownian suspensions has been shown in recent work [R. Mari, R. Seto, J. F. Morris & M. M. Denn, PNAS, 2015, 112, 15326-15330] to be captured by the inclusion of pairwise forces of two forms, one amore » contact frictional interaction and the second a repulsive force common in stabilized colloidal dispersions. Under such conditions, shear thickening is observed when shear stress is comparable to the sum of the Brownian stress and a characteristic stress based on the combination of interparticle force with kT the thermal energy. At sufficiently large volume fraction, this shear thickening can be very abrupt. Here it is shown that when attractive interactions are present with the noted forces, the shear thickening is obscured, as the viscosity shear thins with increasing shear rate, eventually descending from an infinite value (yield stress conditions) to a plateau at large stress; this plateau is at the same level as the large-shear rate viscosity found in the shear thickened state without attractive forces. It is shown that this behavior is consistent with prior observations in shear thickening suspensions modified to be attractive through depletion flocculation [V. Gopalakrishnan & C. F. Zukoski J. Rheol., 2004, 48, 1321-1344]. The contributions of the contact, attractive, and hydrodynamics forces to the bulk stress are presented, as are the contact networks found at different attractive strengths.« less

  13. Three-body correlations and conditional forces in suspensions of active hard disks

    NASA Astrophysics Data System (ADS)

    Härtel, Andreas; Richard, David; Speck, Thomas

    2018-01-01

    Self-propelled Brownian particles show rich out-of-equilibrium physics, for instance, the motility-induced phase separation (MIPS). While decades of studying the structure of liquids have established a deep understanding of passive systems, not much is known about correlations in active suspensions. In this work we derive an approximate analytic theory for three-body correlations and forces in systems of active Brownian disks starting from the many-body Smoluchowski equation. We use our theory to predict the conditional forces that act on a tagged particle and their dependence on the propulsion speed of self-propelled disks. We identify preferred directions of these forces in relation to the direction of propulsion and the positions of the surrounding particles. We further relate our theory to the effective swimming speed of the active disks, which is relevant for the physics of MIPS. To test and validate our theory, we additionally run particle-resolved computer simulations, for which we explicitly calculate the three-body forces. In this context, we discuss the modeling of active Brownian swimmers with nearly hard interaction potentials. We find very good agreement between our simulations and numerical solutions of our theory, especially for the nonequilibrium pair-distribution function. For our analytical results, we carefully discuss their range of validity in the context of the different levels of approximation we applied. This discussion allows us to study the individual contribution of particles to three-body forces and to the emerging structure. Thus, our work sheds light on the collective behavior, provides the basis for further studies of correlations in active suspensions, and makes a step towards an emerging liquid state theory.

  14. 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.

  15. 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

  16. Effect of α-stable sorptive waiting times on microbial transport in microflow cells

    NASA Astrophysics Data System (ADS)

    Bonilla, F. Alejandro; Cushman, John H.

    2002-09-01

    The interaction of bacteria in the fluid phase with pore walls of a porous material involves a wide range of effective reaction times which obey a diversity of substrate-bacteria adhesion conditions, and adhesive mechanisms. For a transported species, this heterogeneity in sorption conditions occurs both in time and space. Modern experimental methods allow one to measure adhesive reaction times of individual bacteria. This detailed information may be incorporated into nonequilibrium transport-sorption models that capture the heterogeneity in reaction times caused by varying chemical conditions. We have carried out particle (Brownian dynamic) simulations of adhesive, self-motile bacteria convected between two infinite plates as a model for a microflow cell. The adhesive heterogeneity is included by introducing adhesive reaction time (understood as time spent at a solid boundary once the particle collides against it) as a random variable that can be infinite (irreversible sorption) or vary over a wide range of values. This is made possible by treating this reaction time random variable as having an α-stable probability distribution whose properties (e.g., infinite moments and long tails) are distinctive from the standard exponential distribution commonly used to model reversible sorption. In addition, the α-stable distribution is renormalizable and hence upscalable to complex porous media. Simulations are performed in a pressure-driven microflow cell. Bacteria motility (driven by an effective Brownian force) acts as a dispersive component in the convective field. Upon collision with the pore wall, bacteria attachment or detachment occurs. The time bacteria spend at the wall varies over a wide range of time scales. This model has the advantage of being parsimonious, that is, involving very few parameters to model complex irreversible or reversible adhesion in heterogeneous environments. It is shown that, as in Taylor dispersion, the ratio of the channel half width b to the Brownian bacteria motility coefficient (D0 or dispersion coefficient) tb=b2/D0 controls the different adhesion regimes along with the value of α. Universal scalings (with respect to dimensionless time t*=t/tb) for the mean position, =V*efftθ*, and mean-square displacement, <ΔX2>=D*efftγ* exist for long-time dispersion and the coefficients were obtained. The model can account for a great many sorptive processes including reversible and irreversible sorption, and sub- and superdispersive regimes with just a few parameters.

  17. Brownian dynamics simulations of interactions between aldolase and G- or F-actin.

    PubMed Central

    Ouporov, I V; Knull, H R; Thomasson, K A

    1999-01-01

    Compartmentation of proteins in cells is important to proper cell function. Interactions of F-actin and glycolytic enzymes is one mechanism by which glycolytic enzymes can compartment. Brownian dynamics (BD) simulations of the binding of the muscle form of the glycolytic enzyme fructose-1,6-bisphosphate aldolase (aldolase) to F- or G-actin provide first-encounter snapshots of these interactions. Using x-ray structures of aldolase, G-actin, and three-dimensional models of F-actin, the electrostatic potential about each protein was predicted by solving the linearized Poisson-Boltzmann equation for use in BD simulations. The BD simulations provided solution complexes of aldolase with F- or G-actin. All complexes demonstrate the close contacts between oppositely charged regions of the protein surfaces. Positively charged surface regions of aldolase (residues Lys 13, 27, 288, 293, and 341 and Arg 257) are attracted to the negatively charged amino terminus (Asp 1 and Glu 2 and 4) and other patches (Asp 24, 25, and 363 and Glu 361, 364, 99, and 100) of actin subunits. According to BD results, the most important factor for aldolase binding to actin is the quaternary structure of aldolase and actin. Two pairs of adjacent aldolase subunits greatly add to the positive electrostatic potential of each other creating a region of attraction for the negatively charged subdomain 1 of the actin subunit that is exposed to solvent in the quaternary F-actin structure. PMID:9876119

  18. Stabilized finite element methods to simulate the conductances of ion channels

    NASA Astrophysics Data System (ADS)

    Tu, Bin; Xie, Yan; Zhang, Linbo; Lu, Benzhuo

    2015-03-01

    We have previously developed a finite element simulator, ichannel, to simulate ion transport through three-dimensional ion channel systems via solving the Poisson-Nernst-Planck equations (PNP) and Size-modified Poisson-Nernst-Planck equations (SMPNP), and succeeded in simulating some ion channel systems. However, the iterative solution between the coupled Poisson equation and the Nernst-Planck equations has difficulty converging for some large systems. One reason we found is that the NP equations are advection-dominated diffusion equations, which causes troubles in the usual FE solution. The stabilized schemes have been applied to compute fluids flow in various research fields. However, they have not been studied in the simulation of ion transport through three-dimensional models based on experimentally determined ion channel structures. In this paper, two stabilized techniques, the SUPG and the Pseudo Residual-Free Bubble function (PRFB) are introduced to enhance the numerical robustness and convergence performance of the finite element algorithm in ichannel. The conductances of the voltage dependent anion channel (VDAC) and the anthrax toxin protective antigen pore (PA) are simulated to validate the stabilization techniques. Those two stabilized schemes give reasonable results for the two proteins, with decent agreement with both experimental data and Brownian dynamics (BD) simulations. For a variety of numerical tests, it is found that the simulator effectively avoids previous numerical instability after introducing the stabilization methods. Comparison based on our test data set between the two stabilized schemes indicates both SUPG and PRFB have similar performance (the latter is slightly more accurate and stable), while SUPG is relatively more convenient to implement.

  19. Edgeworth expansions of stochastic trading time

    NASA Astrophysics Data System (ADS)

    Decamps, Marc; De Schepper, Ann

    2010-08-01

    Under most local and stochastic volatility models the underlying forward is assumed to be a positive function of a time-changed Brownian motion. It relates nicely the implied volatility smile to the so-called activity rate in the market. Following Young and DeWitt-Morette (1986) [8], we propose to apply the Duru-Kleinert process-cum-time transformation in path integral to formulate the transition density of the forward. The method leads to asymptotic expansions of the transition density around a Gaussian kernel corresponding to the average activity in the market conditional on the forward value. The approximation is numerically illustrated for pricing vanilla options under the CEV model and the popular normal SABR model. The asymptotics can also be used for Monte Carlo simulations or backward integration schemes.

  20. 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.

  1. Evaluating linear response in active systems with no perturbing field

    NASA Astrophysics Data System (ADS)

    Szamel, Grzegorz

    2017-03-01

    We present a method for the evaluation of time-dependent linear response functions for systems of active particles propelled by a persistent (colored) noise from unperturbed simulations. The method is inspired by the Malliavin weights sampling method proposed by Warren and Allen (Phys. Rev. Lett., 109 (2012) 250601) for out-of-equilibrium systems of passive Brownian particles. We illustrate our method by evaluating two linear response functions for a single active particle in an external harmonic potential. As an application, we calculate the time-dependent mobility function and an effective temperature, defined through the Einstein relation between the self-diffusion and mobility coefficients, for a system of many active particles interacting via a screened Coulomb potential. We find that this effective temperature decreases with increasing persistence time of the self-propulsion. Initially, for not too large persistence times, it changes rather slowly, but then it decreases markedly when the persistence length of the self-propelled motion becomes comparable with the particle size.

  2. Evaluating linear response in active systems with no perturbing field: Application to the calculation of an effective temperature

    NASA Astrophysics Data System (ADS)

    Szamel, Grzegorz

    We present a method for the evaluation of time-dependent linear response functions for systems of active particles propelled by a persistent (colored) noise from unperturbed simulations. The method is inspired by the Malliavin weights sampling method proposed earlier for systems of (passive) Brownian particles. We illustrate our method by evaluating a linear response function for a single active particle in an external harmonic potential. As an application, we calculate the time-dependent mobility function and an effective temperature, defined through the Einstein relation between the self-diffusion and mobility coefficients, for a system of active particles interacting via a screened-Coulomb potential. We find that this effective temperature decreases with increasing persistence time of the self-propulsion. Initially, for not too large persistence times, it changes rather slowly, but then it decreases markedly when the persistence length of the self-propelled motion becomes comparable with the particle size. Supported by NSF and ERC.

  3. Browndye: A Software Package for Brownian Dynamics

    PubMed Central

    McCammon, J. Andrew

    2010-01-01

    A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. PMID:21132109

  4. Internal friction and nonequilibrium unfolding of polymeric globules.

    PubMed

    Alexander-Katz, Alfredo; Wada, Hirofumi; Netz, Roland R

    2009-07-10

    The stretching response of a single collapsed homopolymer is studied using Brownian dynamic simulations. The irreversibly dissipated work is found to be dominated by internal friction effects below the collapse temperature, and the internal viscosity grows exponentially with the effective cohesive strength between monomers. These results explain friction effects of globular DNA and are relevant for dissipation at intermediate stages of protein folding.

  5. On the computational modeling of the viscosity of colloidal dispersions and its relation with basic molecular interactions

    NASA Astrophysics Data System (ADS)

    Gama Goicochea, A.; Balderas Altamirano, M. A.; Lopez-Esparza, R.; Waldo-Mendoza, Miguel A.; Perez, E.

    2015-09-01

    The connection between fundamental interactions acting in molecules in a fluid and macroscopically measured properties, such as the viscosity between colloidal particles coated with polymers, is studied here. The role that hydrodynamic and Brownian forces play in colloidal dispersions is also discussed. It is argued that many-body systems in which all these interactions take place can be accurately solved using computational simulation tools. One of those modern tools is the technique known as dissipative particle dynamics, which incorporates Brownian and hydrodynamic forces, as well as basic conservative interactions. A case study is reported, as an example of the applications of this technique, which consists of the prediction of the viscosity and friction between two opposing parallel surfaces covered with polymer chains, under the influence of a steady flow. This work is intended to serve as an introduction to the subject of colloidal dispersions and computer simulations, for final-year undergraduate students and beginning graduate students who are interested in beginning research in soft matter systems. To that end, a computational code is included that students can use right away to study complex fluids in equilibrium.

  6. Spatiotemporal Monte Carlo transport methods in x-ray semiconductor detectors: application to pulse-height spectroscopy in a-Se.

    PubMed

    Fang, Yuan; Badal, Andreu; Allec, Nicholas; Karim, Karim S; Badano, Aldo

    2012-01-01

    The authors describe a detailed Monte Carlo (MC) method for the coupled transport of ionizing particles and charge carriers in amorphous selenium (a-Se) semiconductor x-ray detectors, and model the effect of statistical variations on the detected signal. A detailed transport code was developed for modeling the signal formation process in semiconductor x-ray detectors. The charge transport routines include three-dimensional spatial and temporal models of electron-hole pair transport taking into account recombination and trapping. Many electron-hole pairs are created simultaneously in bursts from energy deposition events. Carrier transport processes include drift due to external field and Coulombic interactions, and diffusion due to Brownian motion. Pulse-height spectra (PHS) have been simulated with different transport conditions for a range of monoenergetic incident x-ray energies and mammography radiation beam qualities. Two methods for calculating Swank factors from simulated PHS are shown, one using the entire PHS distribution, and the other using the photopeak. The latter ignores contributions from Compton scattering and K-fluorescence. Comparisons differ by approximately 2% between experimental measurements and simulations. The a-Se x-ray detector PHS responses simulated in this work include three-dimensional spatial and temporal transport of electron-hole pairs. These PHS were used to calculate the Swank factor and compare it with experimental measurements. The Swank factor was shown to be a function of x-ray energy and applied electric field. Trapping and recombination models are all shown to affect the Swank factor.

  7. Characterizing the Free-Energy Landscape of MDM2 Protein-Ligand Interactions by Steered Molecular Dynamics Simulations.

    PubMed

    Hu, Guodong; Xu, Shicai; Wang, Jihua

    2015-12-01

    Inhibition of p53-MDM2 interaction by small molecules is considered to be a promising approach to re-activate wild-type p53 for tumor suppression. Several inhibitors of the MDM2-p53 interaction were designed and studied by the experimental methods and the molecular dynamics simulation. However, the unbinding mechanism was still unclear. The steered molecular dynamics simulations combined with Brownian dynamics fluctuation-dissipation theorem were employed to obtain the free-energy landscape of unbinding between MDM2 and their four ligands. It was shown that compounds 4 and 8 dissociate faster than compounds 5 and 7. The absolute binding free energies for these four ligands are in close agreement with experimental results. The open movement of helix II and helix IV in the MDM2 protein-binding pocket upon unbinding is also consistent with experimental MDM2-unbound conformation. We further found that different binding mechanisms among different ligands are associated with H-bond with Lys51 and Glu25. These mechanistic results may be useful for improving ligand design. © 2015 John Wiley & Sons A/S.

  8. 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.

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

    PubMed Central

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

    2016-01-01

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

  10. Brownian Dynamics Simulations of Polyelectrolyte Adsorption in Shear Flow

    NASA Astrophysics Data System (ADS)

    Panwar, Ajay

    2005-03-01

    The adsorption of polyelectrolytes onto charged surfaces often occurs in microfludic devices and can influence their operation. We employ Brownian dynamics simulations to investigate the effect of a simple shear flow on the adsorption of an isolated polyelectrolyte molecule onto an oppositely charged surface. The polyelectrolyte is modeled as a freely-jointed bead-rod chain where the total charge is distributed uniformly among all the beads, and the beads are allowed to interact with one another and the charged surface through screened Coulombic interactions. The simulations are performed by placing the chain some distance above the surface, and the adsorption behavior is studied as a function of the screening length. Specifically, we look at the components of the radius of gyration, normal and parallel to the adsorbing surface, as functions of the screening length, both in the absence and presence of the flow. We find that in the absence of flow, the chain lies flat and stretched on the adsorbing surface in the limit of weak screening, but attains free solution behavior in the limit of strong screening. In the presence of a shear flow, the chain orientation in the direction of the flow increases with increasing Weissenberg number over the entire range of screening lengths studied. We also find that increasing the strength of the shear flow leads to an increased contact of the chain with the surface compared to the case when no flow is present.

  11. Electrostatic steering and ionic tethering in enzyme-ligand binding: insights from simulations.

    PubMed

    Wade, R C; Gabdoulline, R R; Lüdemann, S K; Lounnas, V

    1998-05-26

    To bind at an enzyme's active site, a ligand must diffuse or be transported to the enzyme's surface, and, if the binding site is buried, the ligand must diffuse through the protein to reach it. Although the driving force for ligand binding is often ascribed to the hydrophobic effect, electrostatic interactions also influence the binding process of both charged and nonpolar ligands. First, electrostatic steering of charged substrates into enzyme active sites is discussed. This is of particular relevance for diffusion-influenced enzymes. By comparing the results of Brownian dynamics simulations and electrostatic potential similarity analysis for triose-phosphate isomerases, superoxide dismutases, and beta-lactamases from different species, we identify the conserved features responsible for the electrostatic substrate-steering fields. The conserved potentials are localized at the active sites and are the primary determinants of the bimolecular association rates. Then we focus on a more subtle effect, which we will refer to as "ionic tethering." We explore, by means of molecular and Brownian dynamics simulations and electrostatic continuum calculations, how salt links can act as tethers between structural elements of an enzyme that undergo conformational change upon substrate binding, and thereby regulate or modulate substrate binding. This is illustrated for the lipase and cytochrome P450 enzymes. Ionic tethering can provide a control mechanism for substrate binding that is sensitive to the electrostatic properties of the enzyme's surroundings even when the substrate is nonpolar.

  12. 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.

  13. Superparamagnetic nanoparticle-based viscosity test

    NASA Astrophysics Data System (ADS)

    Wu, Kai; Liu, Jinming; Wang, Yi; Ye, Clark; Feng, Yinglong; Wang, Jian-Ping

    2015-08-01

    Hyperviscosity syndrome is triggered by high blood viscosity in the human body. This syndrome can result in retinopathy, vertigo, coma, and other unanticipated complications. Serum viscosity is one of the important factors affecting whole blood viscosity, which is regarded as an indicator of general health. In this letter, we propose and demonstrate a Brownian relaxation-based mixing frequency method to test human serum viscosity. This method uses excitatory and detection coils and Brownian relaxation-dominated superparamagnetic nanoparticles, which are sensitive to variables of the liquid environment such as viscosity and temperature. We collect the harmonic signals produced by magnetic nanoparticles and estimate the viscosity of unknown solutions by comparison to the calibration curves. An in vitro human serum viscosity test is performed in less than 1.5 min.

  14. Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

    NASA Astrophysics Data System (ADS)

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

    2001-12-01

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

  15. Fractional Gaussian noise-enhanced information capacity of a nonlinear neuron model with binary signal input

    NASA Astrophysics Data System (ADS)

    Gao, Feng-Yin; Kang, Yan-Mei; Chen, Xi; Chen, Guanrong

    2018-05-01

    This paper reveals the effect of fractional Gaussian noise with Hurst exponent H ∈(1 /2 ,1 ) on the information capacity of a general nonlinear neuron model with binary signal input. The fGn and its corresponding fractional Brownian motion exhibit long-range, strong-dependent increments. It extends standard Brownian motion to many types of fractional processes found in nature, such as the synaptic noise. In the paper, for the subthreshold binary signal, sufficient conditions are given based on the "forbidden interval" theorem to guarantee the occurrence of stochastic resonance, while for the suprathreshold binary signal, the simulated results show that additive fGn with Hurst exponent H ∈(1 /2 ,1 ) could increase the mutual information or bits count. The investigation indicated that the synaptic noise with the characters of long-range dependence and self-similarity might be the driving factor for the efficient encoding and decoding of the nervous system.

  16. Diffusion of passive particles in active suspensions

    NASA Astrophysics Data System (ADS)

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

    2013-11-01

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

  17. Noisy swimming at low Reynolds numbers.

    PubMed

    Dunkel, Jörn; Zaid, Irwin M

    2009-08-01

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

  18. 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.

  19. Momentum conserving Brownian dynamics propagator for complex soft matter fluids

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

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

    2014-12-28

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

  20. Self-induced polar order of active Brownian particles in a harmonic trap.

    PubMed

    Hennes, Marc; Wolff, Katrin; Stark, Holger

    2014-06-13

    Hydrodynamically interacting active particles in an external harmonic potential form a self-assembled fluid pump at large enough Péclet numbers. Here, we give a quantitative criterion for the formation of the pump and show that particle orientations align in the self-induced flow field in surprising analogy to ferromagnetic order where the active Péclet number plays the role of inverse temperature. The particle orientations follow a Boltzmann distribution Φ(p) ∼ exp(Ap(z)) where the ordering mean field A scales with the active Péclet number and polar order parameter. The mean flow field in which the particles' swimming directions align corresponds to a regularized Stokeslet with strength proportional to swimming speed. Analytic mean-field results are compared with results from Brownian dynamics simulations with hydrodynamic interactions included and are found to capture the self-induced alignment very well.

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

    PubMed

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

    2013-11-26

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-11-01

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

  3. 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.

  4. Detecting aircraft with a low-resolution infrared sensor.

    PubMed

    Jakubowicz, Jérémie; Lefebvre, Sidonie; Maire, Florian; Moulines, Eric

    2012-06-01

    Existing computer simulations of aircraft infrared signature (IRS) do not account for dispersion induced by uncertainty on input data, such as aircraft aspect angles and meteorological conditions. As a result, they are of little use to estimate the detection performance of IR optronic systems; in this case, the scenario encompasses a lot of possible situations that must be indeed addressed, but cannot be singly simulated. In this paper, we focus on low-resolution infrared sensors and we propose a methodological approach for predicting simulated IRS dispersion of poorly known aircraft and performing aircraft detection on the resulting set of low-resolution infrared images. It is based on a sensitivity analysis, which identifies inputs that have negligible influence on the computed IRS and can be set at a constant value, on a quasi-Monte Carlo survey of the code output dispersion, and on a new detection test taking advantage of level sets estimation. This method is illustrated in a typical scenario, i.e., a daylight air-to-ground full-frontal attack by a generic combat aircraft flying at low altitude, over a database of 90,000 simulated aircraft images. Assuming a white noise or a fractional Brownian background model, detection performances are very promising.

  5. 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

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

    NASA Astrophysics Data System (ADS)

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

    2018-05-01

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

  7. Statistical mechanical theory for steady state systems. II. Reciprocal relations and the second entropy.

    PubMed

    Attard, Phil

    2005-04-15

    The concept of second entropy is introduced for the dynamic transitions between macrostates. It is used to develop a theory for fluctuations in velocity, and is exemplified by deriving Onsager reciprocal relations for Brownian motion. The cases of free, driven, and pinned Brownian particles are treated in turn, and Stokes' law is derived. The second entropy analysis is applied to the general case of thermodynamic fluctuations, and the Onsager reciprocal relations for these are derived using the method. The Green-Kubo formulas for the transport coefficients emerge from the analysis, as do Langevin dynamics.

  8. Deposition and reentrainment of Brownian particles in porous media under unfavorable chemical conditions: some concepts and applications.

    PubMed

    Hahn, Melinda W; O'Meliae, Charles R

    2004-01-01

    The deposition and reentrainment of particles in porous media have been examined theoretically and experimentally. A Brownian Dynamics/Monte Carlo (MC/BD) model has been developed that simulates the movement of Brownian particles near a collector under "unfavorable" chemical conditions and allows deposition in primary and secondary minima. A simple Maxwell approach has been used to estimate particle attachment efficiency by assuming deposition in the secondary minimum and calculating the probability of reentrainment. The MC/BD simulations and the Maxwell calculations support an alternative view of the deposition and reentrainment of Brownian particles under unfavorable chemical conditions. These calculations indicate that deposition into and subsequent release from secondary minima can explain reported discrepancies between classic model predictions that assume irreversible deposition in a primary well and experimentally determined deposition efficiencies that are orders of magnitude larger than Interaction Force Boundary Layer (IFBL) predictions. The commonly used IFBL model, for example, is based on the notion of transport over an energy barrier into the primary well and does not address contributions of secondary minimum deposition. A simple Maxwell model based on deposition into and reentrainment from secondary minima is much more accurate in predicting deposition rates for column experiments at low ionic strengths. It also greatly reduces the substantial particle size effects inherent in IFBL models, wherein particle attachment rates are predicted to decrease significantly with increasing particle size. This view is consistent with recent work by others addressing the composition and structure of the first few nanometers at solid-water interfaces including research on modeling water at solid-liquid interfaces, surface speciation, interfacial force measurements, and the rheological properties of concentrated suspensions. It follows that deposition under these conditions will depend on the depth of the secondary minimum and that some transition between secondary and primary depositions should occur when the height of the energy barrier is on the order of several kT. When deposition in secondary minima predominates, observed deposition should increase with increasing ionic strength, particle size, and Hamaker constant. Since an equilibrium can develop between bound and bulk particles, the collision efficiency [alpha] can no longer be considered a constant for a given physical and chemical system. Rather, in many cases it can decrease over time until it eventually reaches zero as equilibrium is established.

  9. Population dynamics, information transfer, and spatial organization in a chemical reaction network under spatial confinement and crowding conditions

    DOE PAGES

    Bellesia, Giovanni; Bales, Benjamin B.

    2016-10-10

    Here, we investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been “extended” and considered as a prototype reaction-diffusion system. These results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatialmore » stochastic simulation methods for the study of biochemical networks in vivo where the “well-mixed” approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.« less

  10. Transient Simulation of Accumulating Particle Deposition in Pipe Flow

    NASA Astrophysics Data System (ADS)

    Hewett, James; Sellier, Mathieu

    2015-11-01

    Colloidal particles that deposit in pipe systems can lead to fouling which is an expensive problem in both the geothermal and oil & gas industries. We investigate the gradual accumulation of deposited colloids in pipe flow using numerical simulations. An Euler-Lagrangian approach is employed for modelling the fluid and particle phases. Particle transport to the pipe wall is modelled with Brownian motion and turbulent diffusion. A two-way coupling exists between the fouled material and the pipe flow; the local mass flux of depositing particles is affected by the surrounding fluid in the near-wall region. This coupling is modelled by changing the cells from fluid to solid as the deposited particles exceed each local cell volume. A similar method has been used to model fouling in engine exhaust systems (Paz et al., Heat Transfer Eng., 34(8-9):674-682, 2013). We compare our deposition velocities and deposition profiles with an experiment on silica scaling in turbulent pipe flow (Kokhanenko et al., 19th AFMC, 2014).

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

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

  12. 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.

  13. Simulating protein folding initiation sites using an alpha-carbon-only knowledge-based force field

    PubMed Central

    Buck, Patrick M.; Bystroff, Christopher

    2015-01-01

    Protein folding is a hierarchical process where structure forms locally first, then globally. Some short sequence segments initiate folding through strong structural preferences that are independent of their three-dimensional context in proteins. We have constructed a knowledge-based force field in which the energy functions are conditional on local sequence patterns, as expressed in the hidden Markov model for local structure (HMMSTR). Carbon-alpha force field (CALF) builds sequence specific statistical potentials based on database frequencies for α-carbon virtual bond opening and dihedral angles, pairwise contacts and hydrogen bond donor-acceptor pairs, and simulates folding via Brownian dynamics. We introduce hydrogen bond donor and acceptor potentials as α-carbon probability fields that are conditional on the predicted local sequence. Constant temperature simulations were carried out using 27 peptides selected as putative folding initiation sites, each 12 residues in length, representing several different local structure motifs. Each 0.6 μs trajectory was clustered based on structure. Simulation convergence or representativeness was assessed by subdividing trajectories and comparing clusters. For 21 of the 27 sequences, the largest cluster made up more than half of the total trajectory. Of these 21 sequences, 14 had cluster centers that were at most 2.6 Å root mean square deviation (RMSD) from their native structure in the corresponding full-length protein. To assess the adequacy of the energy function on nonlocal interactions, 11 full length native structures were relaxed using Brownian dynamics simulations. Equilibrated structures deviated from their native states but retained their overall topology and compactness. A simple potential that folds proteins locally and stabilizes proteins globally may enable a more realistic understanding of hierarchical folding pathways. PMID:19137613

  14. Smoldyn on graphics processing units: massively parallel Brownian dynamics simulations.

    PubMed

    Dematté, Lorenzo

    2012-01-01

    Space is a very important aspect in the simulation of biochemical systems; recently, the need for simulation algorithms able to cope with space is becoming more and more compelling. Complex and detailed models of biochemical systems need to deal with the movement of single molecules and particles, taking into consideration localized fluctuations, transportation phenomena, and diffusion. A common drawback of spatial models lies in their complexity: models can become very large, and their simulation could be time consuming, especially if we want to capture the systems behavior in a reliable way using stochastic methods in conjunction with a high spatial resolution. In order to deliver the promise done by systems biology to be able to understand a system as whole, we need to scale up the size of models we are able to simulate, moving from sequential to parallel simulation algorithms. In this paper, we analyze Smoldyn, a widely diffused algorithm for stochastic simulation of chemical reactions with spatial resolution and single molecule detail, and we propose an alternative, innovative implementation that exploits the parallelism of Graphics Processing Units (GPUs). The implementation executes the most computational demanding steps (computation of diffusion, unimolecular, and bimolecular reaction, as well as the most common cases of molecule-surface interaction) on the GPU, computing them in parallel on each molecule of the system. The implementation offers good speed-ups and real time, high quality graphics output

  15. Clustering of Magnetic Swimmers in a Poiseuille Flow

    NASA Astrophysics Data System (ADS)

    Meng, Fanlong; Matsunaga, Daiki; Golestanian, Ramin

    2018-05-01

    We investigate the collective behavior of magnetic swimmers, which are suspended in a Poiseuille flow and placed under an external magnetic field, using analytical techniques and Brownian dynamics simulations. We find that the interplay between intrinsic activity, external alignment, and magnetic dipole-dipole interactions leads to longitudinal structure formation. Our work sheds light on a recent experimental observation of a clustering instability in this system.

  16. Exact symmetries in the velocity fluctuations of a hot Brownian swimmer

    NASA Astrophysics Data System (ADS)

    Falasco, Gianmaria; Pfaller, Richard; Bregulla, Andreas P.; Cichos, Frank; Kroy, Klaus

    2016-09-01

    Symmetries constrain dynamics. We test this fundamental physical principle, experimentally and by molecular dynamics simulations, for a hot Janus swimmer operating far from thermal equilibrium. Our results establish scalar and vectorial steady-state fluctuation theorems and a thermodynamic uncertainty relation that link the fluctuating particle current to its entropy production at an effective temperature. A Markovian minimal model elucidates the underlying nonequilibrium physics.

  17. Statistical methods for investigating quiescence and other temporal seismicity patterns

    USGS Publications Warehouse

    Matthews, M.V.; Reasenberg, P.A.

    1988-01-01

    We propose a statistical model and a technique for objective recognition of one of the most commonly cited seismicity patterns:microearthquake quiescence. We use a Poisson process model for seismicity and define a process with quiescence as one with a particular type of piece-wise constant intensity function. From this model, we derive a statistic for testing stationarity against a 'quiescence' alternative. The large-sample null distribution of this statistic is approximated from simulated distributions of appropriate functionals applied to Brownian bridge processes. We point out the restrictiveness of the particular model we propose and of the quiescence idea in general. The fact that there are many point processes which have neither constant nor quiescent rate functions underscores the need to test for and describe nonuniformity thoroughly. We advocate the use of the quiescence test in conjunction with various other tests for nonuniformity and with graphical methods such as density estimation. ideally these methods may promote accurate description of temporal seismicity distributions and useful characterizations of interesting patterns. ?? 1988 Birkha??user Verlag.

  18. Flow of nanofluid past a Riga plate

    NASA Astrophysics Data System (ADS)

    Ahmad, Adeel; Asghar, Saleem; Afzal, Sumaira

    2016-03-01

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

  19. Mesoscopic Simulations of Crosslinked Polymer Networks

    NASA Astrophysics Data System (ADS)

    Megariotis, Grigorios; Vogiatzis, Georgios G.; Schneider, Ludwig; Müller, Marcus; Theodorou, Doros N.

    2016-08-01

    A new methodology and the corresponding C++ code for mesoscopic simulations of elastomers are presented. The test system, crosslinked ds-1’4-polyisoprene’ is simulated with a Brownian Dynamics/kinetic Monte Carlo algorithm as a dense liquid of soft, coarse-grained beads, each representing 5-10 Kuhn segments. From the thermodynamic point of view, the system is described by a Helmholtz free-energy containing contributions from entropic springs between successive beads along a chain, slip-springs representing entanglements between beads on different chains, and non-bonded interactions. The methodology is employed for the calculation of the stress relaxation function from simulations of several microseconds at equilibrium, as well as for the prediction of stress-strain curves of crosslinked polymer networks under deformation.

  20. A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance

    NASA Astrophysics Data System (ADS)

    Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide

    2016-12-01

    We propose a numerical method to compute the first-passage probability density function in a time-changed Brownian model. In particular, we derive an integral representation of such a density function in which the integrand functions must be obtained solving a system of Volterra equations of the first kind. In addition, we develop an ad-hoc numerical procedure to regularize and solve this system of integral equations. The proposed method is tested on three application problems of interest in mathematical finance, namely the calculation of the survival probability of an indebted firm, the pricing of a single-knock-out put option and the pricing of a double-knock-out put option. The results obtained reveal that the novel approach is extremely accurate and fast, and performs significantly better than the finite difference method.

  1. 111 years of Brownian motion.

    PubMed

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

    2016-08-14

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

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. Broadband boundary effects on Brownian motion.

    PubMed

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

    2015-12-01

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

  9. 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

  10. 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.

  11. Analysis of a DNA simulation model through hairpin melting experiments.

    PubMed

    Linak, Margaret C; Dorfman, Kevin D

    2010-09-28

    We compare the predictions of a two-bead Brownian dynamics simulation model to melting experiments of DNA hairpins with complementary AT or GC stems and noninteracting loops in buffer A. This system emphasizes the role of stacking and hydrogen bonding energies, which are characteristics of DNA, rather than backbone bending, stiffness, and excluded volume interactions, which are generic characteristics of semiflexible polymers. By comparing high throughput data on the open-close transition of various DNA hairpins to the corresponding simulation data, we (1) establish a suitable metric to compare the simulations to experiments, (2) find a conversion between the simulation and experimental temperatures, and (3) point out several limitations of the model, including the lack of G-quartets and cross stacking effects. Our approach and experimental data can be used to validate similar coarse-grained simulation models.

  12. 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

  13. Theoretical study of a molecular turbine.

    PubMed

    Perez-Carrasco, R; Sancho, J M

    2013-10-01

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

  14. Exact probability distribution functions for Parrondo's games

    NASA Astrophysics Data System (ADS)

    Zadourian, Rubina; Saakian, David B.; Klümper, Andreas

    2016-12-01

    We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

  15. Exact probability distribution functions for Parrondo's games.

    PubMed

    Zadourian, Rubina; Saakian, David B; Klümper, Andreas

    2016-12-01

    We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

  16. Electrostatic steering and ionic tethering in enzyme–ligand binding: Insights from simulations

    PubMed Central

    Wade, Rebecca C.; Gabdoulline, Razif R.; Lüdemann, Susanna K.; Lounnas, Valère

    1998-01-01

    To bind at an enzyme’s active site, a ligand must diffuse or be transported to the enzyme’s surface, and, if the binding site is buried, the ligand must diffuse through the protein to reach it. Although the driving force for ligand binding is often ascribed to the hydrophobic effect, electrostatic interactions also influence the binding process of both charged and nonpolar ligands. First, electrostatic steering of charged substrates into enzyme active sites is discussed. This is of particular relevance for diffusion-influenced enzymes. By comparing the results of Brownian dynamics simulations and electrostatic potential similarity analysis for triose-phosphate isomerases, superoxide dismutases, and β-lactamases from different species, we identify the conserved features responsible for the electrostatic substrate-steering fields. The conserved potentials are localized at the active sites and are the primary determinants of the bimolecular association rates. Then we focus on a more subtle effect, which we will refer to as “ionic tethering.” We explore, by means of molecular and Brownian dynamics simulations and electrostatic continuum calculations, how salt links can act as tethers between structural elements of an enzyme that undergo conformational change upon substrate binding, and thereby regulate or modulate substrate binding. This is illustrated for the lipase and cytochrome P450 enzymes. Ionic tethering can provide a control mechanism for substrate binding that is sensitive to the electrostatic properties of the enzyme’s surroundings even when the substrate is nonpolar. PMID:9600896

  17. Kinetic Monte Carlo simulations of nucleation and growth in electrodeposition.

    PubMed

    Guo, Lian; Radisic, Aleksandar; Searson, Peter C

    2005-12-22

    Nucleation and growth during bulk electrodeposition is studied using kinetic Monte Carlo (KMC) simulations. Ion transport in solution is modeled using Brownian dynamics, and the kinetics of nucleation and growth are dependent on the probabilities of metal-on-substrate and metal-on-metal deposition. Using this approach, we make no assumptions about the nucleation rate, island density, or island distribution. The influence of the attachment probabilities and concentration on the time-dependent island density and current transients is reported. Various models have been assessed by recovering the nucleation rate and island density from the current-time transients.

  18. Molten Salts and Isotope Separation

    NASA Astrophysics Data System (ADS)

    Lantelme, Frédéric

    2013-02-01

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

  19. Coarse-grained Brownian dynamics simulations of protein translocation through nanopores

    NASA Astrophysics Data System (ADS)

    Lee, Po-Hsien; Helms, Volkhard; Geyer, Tihamér

    2012-10-01

    A crucial process in biological cells is the translocation of newly synthesized proteins across cell membranes via integral membrane protein pores termed translocons. Recent improved techniques now allow producing artificial membranes with pores of similar dimensions of a few nm as the translocon system. For the translocon system, the protein has to be unfolded, whereas the artificial pores are wide enough so that small proteins can pass through even when folded. To study how proteins permeate through such membrane pores, we used coarse-grained Brownian dynamics simulations where the proteins were modeled as single beads or bead-spring polymers for both folded and unfolded states. The pores were modeled as cylindrical holes through the membrane with various radii and lengths. Diffusion was driven by a concentration gradient created across the porous membrane. Our results for both folded and unfolded configurations show the expected reciprocal relation between the flow rate and the pore length in agreement with an analytical solution derived by Brunn et al. [Q. J. Mech. Appl. Math. 37, 311 (1984)], 10.1093/qjmam/37.2.311. Furthermore, we find that the geometric constriction by the narrow pore leads to an accumulation of proteins at the pore entrance, which in turn compensates for the reduced diffusivity of the proteins inside the pore.

  20. 111 years of Brownian motion

    PubMed Central

    Kim, Changho

    2017-01-01

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

  1. Multiscale simulations of patchy particle systems combining Molecular Dynamics, Path Sampling and Green's Function Reaction Dynamics

    NASA Astrophysics Data System (ADS)

    Bolhuis, Peter

    Important reaction-diffusion processes, such as biochemical networks in living cells, or self-assembling soft matter, span many orders in length and time scales. In these systems, the reactants' spatial dynamics at mesoscopic length and time scales of microns and seconds is coupled to the reactions between the molecules at microscopic length and time scales of nanometers and milliseconds. This wide range of length and time scales makes these systems notoriously difficult to simulate. While mean-field rate equations cannot describe such processes, the mesoscopic Green's Function Reaction Dynamics (GFRD) method enables efficient simulation at the particle level provided the microscopic dynamics can be integrated out. Yet, many processes exhibit non-trivial microscopic dynamics that can qualitatively change the macroscopic behavior, calling for an atomistic, microscopic description. The recently developed multiscale Molecular Dynamics Green's Function Reaction Dynamics (MD-GFRD) approach combines GFRD for simulating the system at the mesocopic scale where particles are far apart, with microscopic Molecular (or Brownian) Dynamics, for simulating the system at the microscopic scale where reactants are in close proximity. The association and dissociation of particles are treated with rare event path sampling techniques. I will illustrate the efficiency of this method for patchy particle systems. Replacing the microscopic regime with a Markov State Model avoids the microscopic regime completely. The MSM is then pre-computed using advanced path-sampling techniques such as multistate transition interface sampling. I illustrate this approach on patchy particle systems that show multiple modes of binding. MD-GFRD is generic, and can be used to efficiently simulate reaction-diffusion systems at the particle level, including the orientational dynamics, opening up the possibility for large-scale simulations of e.g. protein signaling networks.

  2. Simulation of shear thickening in attractive colloidal suspensions.

    PubMed

    Pednekar, Sidhant; Chun, Jaehun; Morris, Jeffrey F

    2017-03-01

    The influence of attractive forces between particles under conditions of large particle volume fraction, ϕ, is addressed using numerical simulations which account for hydrodynamic, Brownian, conservative and frictional contact forces. The focus is on conditions for which a significant increase in the apparent viscosity at small shear rates, and possibly the development of a yield stress, is observed. The high shear rate behavior for Brownian suspensions has been shown in recent work [R. Mari, R. Seto, J. F. Morris and M. M. Denn PNAS, 2015, 112, 15326-15330] to be captured by the inclusion of pairwise forces of two forms, one a contact frictional interaction and the second a repulsive force often found in stabilized colloidal dispersions. Under such conditions, shear thickening is observed when shear stress is comparable to the sum of the Brownian stress, kT/a 3 , and a characteristic stress based on the combination of interparticle force, i.e. σ ∼ F 0 /a 2 with kT the thermal energy, F 0 the repulsive force scale and a the particle radius. At sufficiently large ϕ, this shear thickening can be very abrupt. Here it is shown that when attractive interactions are present with the noted forces, the shear thickening is obscured, as the viscosity shear thins with increasing shear rate, eventually descending from an infinite value (yield stress conditions) to a plateau at large stress; this plateau is at the same level as the large-shear rate viscosity found in the shear thickened state without attractive forces. It is shown that this behavior is consistent with prior observations in shear thickening suspensions modified to be attractive through depletion flocculation [V. Gopalakrishnan and C. F. Zukoski J. Rheol., 2004, 48, 1321-1344]. The contributions of the contact, attractive, and hydrodynamics forces to the bulk stress are presented, as are the contact networks found at different attractive strengths.

  3. 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)

  4. Random Matrix Theory in molecular dynamics analysis.

    PubMed

    Palese, Luigi Leonardo

    2015-01-01

    It is well known that, in some situations, principal component analysis (PCA) carried out on molecular dynamics data results in the appearance of cosine-shaped low index projections. Because this is reminiscent of the results obtained by performing PCA on a multidimensional Brownian dynamics, it has been suggested that short-time protein dynamics is essentially nothing more than a noisy signal. Here we use Random Matrix Theory to analyze a series of short-time molecular dynamics experiments which are specifically designed to be simulations with high cosine content. We use as a model system the protein apoCox17, a mitochondrial copper chaperone. Spectral analysis on correlation matrices allows to easily differentiate random correlations, simply deriving from the finite length of the process, from non-random signals reflecting the intrinsic system properties. Our results clearly show that protein dynamics is not really Brownian also in presence of the cosine-shaped low index projections on principal axes. Copyright © 2014 Elsevier B.V. All rights reserved.

  5. Dynamical mean-field theory and weakly non-linear analysis for the phase separation of active Brownian particles

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

    Speck, Thomas; Menzel, Andreas M.; Bialké, Julian

    2015-06-14

    Recently, we have derived an effective Cahn-Hilliard equation for the phase separation dynamics of active Brownian particles by performing a weakly non-linear analysis of the effective hydrodynamic equations for density and polarization [Speck et al., Phys. Rev. Lett. 112, 218304 (2014)]. Here, we develop and explore this strategy in more detail and show explicitly how to get to such a large-scale, mean-field description starting from the microscopic dynamics. The effective free energy emerging from this approach has the form of a conventional Ginzburg-Landau function. On the coarsest scale, our results thus agree with the mapping of active phase separation ontomore » that of passive fluids with attractive interactions through a global effective free energy (motility-induced phase transition). Particular attention is paid to the square-gradient term necessary for the phase separation kinetics. We finally discuss results from numerical simulations corroborating the analytical results.« less

  6. 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.

  7. The Building Game: From Enumerative Combinatorics to Conformational Diffusion

    NASA Astrophysics Data System (ADS)

    Johnson-Chyzhykov, Daniel; Menon, Govind

    2016-08-01

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

  8. Beating of grafted chains induced by active Brownian particles

    NASA Astrophysics Data System (ADS)

    Yang, Qiu-song; Fan, Qing-wei; Shen, Zhuang-lin; Xia, Yi-qi; Tian, Wen-de; Chen, Kang

    2018-06-01

    We study the interplay between active Brownian particles (ABPs) and a "hairy" surface in two-dimensional geometry. We find that the increase of propelling force leads to and enhances inhomogeneous accumulation of ABPs inside the brush region. Oscillation of chain bundles (beating like cilia) is found in company with the formation and disassembly of a dynamic cluster of ABPs at large propelling forces. Meanwhile chains are stretched and pushed down due to the effective shear force by ABPs. The decrease of the average brush thickness with propelling force reflects the growth of the beating amplitude of chain bundles. Furthermore, the beating phenomenon is investigated in a simple single-chain system. We find that the chain swings regularly with a major oscillatory period, which increases with chain length and decreases with the increase of propelling force. We build a theory to describe the phenomenon and the predictions on the relationship between the period and amplitude for various chain lengths, and propelling forces agree very well with simulation data.

  9. Non-monotonic temperature dependence of chaos-assisted diffusion in driven periodic systems

    NASA Astrophysics Data System (ADS)

    Spiechowicz, J.; Talkner, P.; Hänggi, P.; Łuczka, J.

    2016-12-01

    The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on a non-equilibrium situation in which the diffusion of a periodically driven Brownian particle moving in a periodic potential decreases with increasing temperature within a finite temperature window. We identify as the cause for this non-intuitive behaviour a dominant deterministic mechanism consisting of a few unstable periodic orbits embedded into a chaotic attractor together with thermal noise-induced dynamical changes upon varying temperature. The presented analysis is based on extensive numerical simulations of the corresponding Langevin equation describing the studied setup as well as on a simplified stochastic model formulated in terms of a three-state Markovian process. Because chaos exists in many natural as well as in artificial systems representing abundant areas of contemporary knowledge, the described mechanism may potentially be discovered in plentiful different contexts.

  10. Bayesian parameter estimation for stochastic models of biological cell migration

    NASA Astrophysics Data System (ADS)

    Dieterich, Peter; Preuss, Roland

    2013-08-01

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

  11. Two-way communication between SecY and SecA suggests a Brownian ratchet mechanism for protein translocation.

    PubMed

    Allen, William John; Corey, Robin Adam; Oatley, Peter; Sessions, Richard Barry; Baldwin, Steve A; Radford, Sheena E; Tuma, Roman; Collinson, Ian

    2016-05-16

    The essential process of protein secretion is achieved by the ubiquitous Sec machinery. In prokaryotes, the drive for translocation comes from ATP hydrolysis by the cytosolic motor-protein SecA, in concert with the proton motive force (PMF). However, the mechanism through which ATP hydrolysis by SecA is coupled to directional movement through SecYEG is unclear. Here, we combine all-atom molecular dynamics (MD) simulations with single molecule FRET and biochemical assays. We show that ATP binding by SecA causes opening of the SecY-channel at long range, while substrates at the SecY-channel entrance feed back to regulate nucleotide exchange by SecA. This two-way communication suggests a new, unifying 'Brownian ratchet' mechanism, whereby ATP binding and hydrolysis bias the direction of polypeptide diffusion. The model represents a solution to the problem of transporting inherently variable substrates such as polypeptides, and may underlie mechanisms of other motors that translocate proteins and nucleic acids.

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

    NASA Astrophysics Data System (ADS)

    Najafi, Amin

    2014-05-01

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

  13. Diffusion of Brownian particles in a tilted periodic potential under the influence of an external Ornstein-Uhlenbeck noise

    NASA Astrophysics Data System (ADS)

    Bai, Zhan-Wu; Zhang, Wei

    2018-01-01

    The diffusion behaviors of Brownian particles in a tilted periodic potential under the influence of an internal white noise and an external Ornstein-Uhlenbeck noise are investigated through numerical simulation. In contrast to the case when the bias force is smaller or absent, the diffusion coefficient exhibits a nonmonotonic dependence on the correlation time of the external noise when bias force is large. A mechanism different from locked-to-running transition theory is presented for the diffusion enhancement by a bias force in intermediate to large damping. In the underdamped regime and the presence of external noise, the diffusion coefficient is a monotonically decreasing function of low temperature rather than a nonmonotonic function when external noise is absent. The diffusive process undergoes four regimes when bias force approaches but is less than its critical value and noises intensities are small. These behaviors can be attributed to the locked-to-running transition of particles.

  14. Channeling by Proximity: The Catalytic Advantages of Active Site Colocalization Using Brownian Dynamics.

    PubMed

    Bauler, Patricia; Huber, Gary; Leyh, Thomas; McCammon, J Andrew

    2010-05-06

    Nature often colocalizes successive steps in a metabolic pathway. Such organization is predicted to increase the effective concentration of pathway intermediates near their recipient active sites and to enhance catalytic efficiency. Here, the pathway of a two-step reaction is modeled using a simple spherical approximation for the enzymes and substrate particles. Brownian dynamics are used to simulate the trajectory of a substrate particle as it diffuses between the active site zones of two different enzyme spheres. The results approximate distances for the most effective reaction pathways, indicating that the most effective reaction pathway is one in which the active sites are closely aligned. However, when the active sites are too close, the ability of the substrate to react with the first enzyme was hindered, suggesting that even the most efficient orientations can be improved for a system that is allowed to rotate or change orientation to optimize the likelihood of reaction at both sites.

  15. 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.

  16. 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.

  17. Measuring kinetic energy changes in the mesoscale with low acquisition rates

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

    Roldán, É.; GISC–Grupo Interdisciplinar de Sistemas Complejos, Madrid; Martínez, I. A.

    2014-06-09

    We report on the measurement of the average kinetic energy changes in isothermal and non-isothermal quasistatic processes in the mesoscale, realized with a Brownian particle trapped with optical tweezers. Our estimation of the kinetic energy change allows to access to the full energetic description of the Brownian particle. Kinetic energy estimates are obtained from measurements of the mean square velocity of the trapped bead sampled at frequencies several orders of magnitude smaller than the momentum relaxation frequency. The velocity is tuned applying a noisy electric field that modulates the amplitude of the fluctuations of the position and velocity of themore » Brownian particle, whose motion is equivalent to that of a particle in a higher temperature reservoir. Additionally, we show that the dependence of the variance of the time-averaged velocity on the sampling frequency can be used to quantify properties of the electrophoretic mobility of a charged colloid. Our method could be applied to detect temperature gradients in inhomogeneous media and to characterize the complete thermodynamics of biological motors and of artificial micro and nanoscopic heat engines.« less

  18. Lattice-Boltzmann-based simulations of diffusiophoresis of colloids and cells

    NASA Astrophysics Data System (ADS)

    Kreft Pearce, Jennifer; Castigliego, Joshua

    Increasing environmental degradation due to plastic pollutants requires innovative solutions that facilitate the extraction of pollutants without harming local biota. We present results from a lattice-Boltzmann-base Brownian Dynamics simulation on diffusiophoresis and the separation of particles within the system. A gradient in viscosity that simulates a concentration gradient in a dissolved polymer allows us to separate various types of particles based on their deformability. As seen in previous experiments, simulated particles that have a higher deformability react differently to the polymer matrix than those with a lower deformability. Therefore, the particles can be separated from each other. The system described above was simulated with various concentration gradients as well as various Soret coefficients in order to optimize the separation of the particles. This simulation, in particular, was intended to model an oceanic system where the particles of interest were motile and nonmotile plankton and microplastics. The separation of plankton from the microplastics was achieved.

  19. 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…

  20. 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.

  1. 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…

  2. Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion.

    PubMed

    Leszczynski, Henryk; Wrzosek, Monika

    2017-02-01

    We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

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

    PubMed Central

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

    2017-01-01

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

  4. 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.

  5. PB-AM: An open-source, fully analytical linear poisson-boltzmann solver

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

    Felberg, Lisa E.; Brookes, David H.; Yap, Eng-Hui

    2016-11-02

    We present the open source distributed software package Poisson-Boltzmann Analytical Method (PB-AM), a fully analytical solution to the linearized Poisson Boltzmann equation. The PB-AM software package includes the generation of outputs files appropriate for visualization using VMD, a Brownian dynamics scheme that uses periodic boundary conditions to simulate dynamics, the ability to specify docking criteria, and offers two different kinetics schemes to evaluate biomolecular association rate constants. Given that PB-AM defines mutual polarization completely and accurately, it can be refactored as a many-body expansion to explore 2- and 3-body polarization. Additionally, the software has been integrated into the Adaptive Poisson-Boltzmannmore » Solver (APBS) software package to make it more accessible to a larger group of scientists, educators and students that are more familiar with the APBS framework.« less

  6. 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.

  7. 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.

  8. 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…

  9. Benoit Mandelbrot in finance

    NASA Astrophysics Data System (ADS)

    Walter, Christian

    2015-03-01

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

  10. Entropic forces in Brownian motion

    NASA Astrophysics Data System (ADS)

    Roos, Nico

    2014-12-01

    Interest in the concept of entropic forces has risen considerably since Verlinde proposed in 2011 to interpret the force in Newton's second law and gravity as entropic forces. Brownian motion—the motion of a small particle (pollen) driven by random impulses from the surrounding molecules—may be the first example of a stochastic process in which such forces are expected to emerge. In this article, it is shown that at least two types of entropic force can be identified in three-dimensional Brownian motion. This analysis yields simple derivations of known results of Brownian motion, Hooke's law, and—applying an external (non-radial) force—Curie's law and the Langevin-Debye equation.

  11. A Brownian model for recurrent earthquakes

    USGS Publications Warehouse

    Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

    2002-01-01

    We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may be much stronger than would be predicted by the "clock change" method and characteristically decay inversely with elapsed time after the perturbation.

  12. Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

    NASA Astrophysics Data System (ADS)

    Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

    2017-01-01

    This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

  13. Reactive multi-particle collision dynamics with reactive boundary conditions

    NASA Astrophysics Data System (ADS)

    Sayyidmousavi, Alireza; Rohlf, Katrin

    2018-07-01

    In the present study, an off-lattice particle-based method called the reactive multi-particle collision (RMPC) dynamics is extended to model reaction-diffusion systems with reactive boundary conditions in which the a priori diffusion coefficient of the particles needs to be maintained throughout the simulation. To this end, the authors have made use of the so-called bath particles whose purpose is only to ensure proper diffusion of the main particles in the system. In order to model partial adsorption by a reactive boundary in the RMPC, the probability of a particle being adsorbed, once it hits the boundary, is calculated by drawing an analogy between the RMPC and Brownian Dynamics. The main advantages of the RMPC compared to other molecular based methods are less computational cost as well as conservation of mass, energy and momentum in the collision and free streaming steps. The proposed approach is tested on three reaction-diffusion systems and very good agreement with the solutions to their corresponding partial differential equations is observed.

  14. Adaptive tracking control of leader-following linear multi-agent systems with external disturbances

    NASA Astrophysics Data System (ADS)

    Lin, Hanquan; Wei, Qinglai; Liu, Derong; Ma, Hongwen

    2016-10-01

    In this paper, the consensus problem for leader-following linear multi-agent systems with external disturbances is investigated. Brownian motions are used to describe exogenous disturbances. A distributed tracking controller based on Riccati inequalities with an adaptive law for adjusting coupling weights between neighbouring agents is designed for leader-following multi-agent systems under fixed and switching topologies. In traditional distributed static controllers, the coupling weights depend on the communication graph. However, coupling weights associated with the feedback gain matrix in our method are updated by state errors between neighbouring agents. We further present the stability analysis of leader-following multi-agent systems with stochastic disturbances under switching topology. Most traditional literature requires the graph to be connected all the time, while the communication graph is only assumed to be jointly connected in this paper. The design technique is based on Riccati inequalities and algebraic graph theory. Finally, simulations are given to show the validity of our method.

  15. Hierarchy of stochastic Schrödinger equation towards the calculation of absorption and circular dichroism spectra.

    PubMed

    Ke, Yaling; Zhao, Yi

    2017-05-07

    A theoretically solid and numerically exact method is presented for the calculation of absorption and circular dichroism (CD) spectra of molecular aggregates immersed in a harmonic bath constituted as the combination of some prominent quantized vibrational modes and continuous overdamped Brownian oscillators. The feasibility and the validity of newly proposed method are affirmed in the analytical monomer spectra. To go beyond the independent local bath approximation, all the correlations of site energy fluctuations and excitonic coupling fluctuations are included in our strategy, and their influence on the absorption and CD spectra is investigated based on the Frenkel exciton model of homodimer. In the end, a good fit of the absorption and part of CD spectra for the entire B800-B850 ring in the light-harvesting complexes 2 of purple bacteria to the experimental data is given, and the simulation results suggest that the asymmetry in the 800 nm region of CD spectra is actually an indication of B800-B850 inter-ring coupling.

  16. Hierarchy of stochastic Schrödinger equation towards the calculation of absorption and circular dichroism spectra

    NASA Astrophysics Data System (ADS)

    Ke, Yaling; Zhao, Yi

    2017-05-01

    A theoretically solid and numerically exact method is presented for the calculation of absorption and circular dichroism (CD) spectra of molecular aggregates immersed in a harmonic bath constituted as the combination of some prominent quantized vibrational modes and continuous overdamped Brownian oscillators. The feasibility and the validity of newly proposed method are affirmed in the analytical monomer spectra. To go beyond the independent local bath approximation, all the correlations of site energy fluctuations and excitonic coupling fluctuations are included in our strategy, and their influence on the absorption and CD spectra is investigated based on the Frenkel exciton model of homodimer. In the end, a good fit of the absorption and part of CD spectra for the entire B800-B850 ring in the light-harvesting complexes 2 of purple bacteria to the experimental data is given, and the simulation results suggest that the asymmetry in the 800 nm region of CD spectra is actually an indication of B800-B850 inter-ring coupling.

  17. 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.

  18. 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.

  19. Phase diagram of two-dimensional hard rods from fundamental mixed measure density functional theory

    NASA Astrophysics Data System (ADS)

    Wittmann, René; Sitta, Christoph E.; Smallenburg, Frank; Löwen, Hartmut

    2017-10-01

    A density functional theory for the bulk phase diagram of two-dimensional orientable hard rods is proposed and tested against Monte Carlo computer simulation data. In detail, an explicit density functional is derived from fundamental mixed measure theory and freely minimized numerically for hard discorectangles. The phase diagram, which involves stable isotropic, nematic, smectic, and crystalline phases, is obtained and shows good agreement with the simulation data. Our functional is valid for a multicomponent mixture of hard particles with arbitrary convex shapes and provides a reliable starting point to explore various inhomogeneous situations of two-dimensional hard rods and their Brownian dynamics.

  20. Multiscale Simulations of Reactive Transport

    NASA Astrophysics Data System (ADS)

    Tartakovsky, D. M.; Bakarji, J.

    2014-12-01

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

  1. Robust regression and posterior predictive simulation increase power to detect early bursts of trait evolution.

    PubMed

    Slater, Graham J; Pennell, Matthew W

    2014-05-01

    A central prediction of much theory on adaptive radiations is that traits should evolve rapidly during the early stages of a clade's history and subsequently slowdown in rate as niches become saturated--a so-called "Early Burst." Although a common pattern in the fossil record, evidence for early bursts of trait evolution in phylogenetic comparative data has been equivocal at best. We show here that this may not necessarily be due to the absence of this pattern in nature. Rather, commonly used methods to infer its presence perform poorly when when the strength of the burst--the rate at which phenotypic evolution declines--is small, and when some morphological convergence is present within the clade. We present two modifications to existing comparative methods that allow greater power to detect early bursts in simulated datasets. First, we develop posterior predictive simulation approaches and show that they outperform maximum likelihood approaches at identifying early bursts at moderate strength. Second, we use a robust regression procedure that allows for the identification and down-weighting of convergent taxa, leading to moderate increases in method performance. We demonstrate the utility and power of these approach by investigating the evolution of body size in cetaceans. Model fitting using maximum likelihood is equivocal with regards the mode of cetacean body size evolution. However, posterior predictive simulation combined with a robust node height test return low support for Brownian motion or rate shift models, but not the early burst model. While the jury is still out on whether early bursts are actually common in nature, our approach will hopefully facilitate more robust testing of this hypothesis. We advocate the adoption of similar posterior predictive approaches to improve the fit and to assess the adequacy of macroevolutionary models in general.

  2. Dependence of Brownian and Néel relaxation times on magnetic field strength

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

    Deissler, Robert J., E-mail: rjd42@case.edu; Wu, Yong; Martens, Michael A.

    2014-01-15

    Purpose: In magnetic particle imaging (MPI) and magnetic particle spectroscopy (MPS) the relaxation time of the magnetization in response to externally applied magnetic fields is determined by the Brownian and Néel relaxation mechanisms. Here the authors investigate the dependence of the relaxation times on the magnetic field strength and the implications for MPI and MPS. Methods: The Fokker–Planck equation with Brownian relaxation and the Fokker–Planck equation with Néel relaxation are solved numerically for a time-varying externally applied magnetic field, including a step-function, a sinusoidally varying, and a linearly ramped magnetic field. For magnetic fields that are applied as a stepmore » function, an eigenvalue approach is used to directly calculate both the Brownian and Néel relaxation times for a range of magnetic field strengths. For Néel relaxation, the eigenvalue calculations are compared to Brown's high-barrier approximation formula. Results: The relaxation times due to the Brownian or Néel mechanisms depend on the magnitude of the applied magnetic field. In particular, the Néel relaxation time is sensitive to the magnetic field strength, and varies by many orders of magnitude for nanoparticle properties and magnetic field strengths relevant for MPI and MPS. Therefore, the well-known zero-field relaxation times underestimate the actual relaxation times and, in particular, can underestimate the Néel relaxation time by many orders of magnitude. When only Néel relaxation is present—if the particles are embedded in a solid for instance—the authors found that there can be a strong magnetization response to a sinusoidal driving field, even if the period is much less than the zero-field relaxation time. For a ferrofluid in which both Brownian and Néel relaxation are present, only one relaxation mechanism may dominate depending on the magnetic field strength, the driving frequency (or ramp time), and the phase of the magnetization relative to the applied magnetic field. Conclusions: A simple treatment of Néel relaxation using the common zero-field relaxation time overestimates the relaxation time of the magnetization in situations relevant for MPI and MPS. For sinusoidally driven (or ramped) systems, whether or not a particular relaxation mechanism dominates or is even relevant depends on the magnetic field strength, the frequency (or ramp time), and the phase of the magnetization relative to the applied magnetic field.« less

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

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

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

    2010-06-16

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

  4. Hydrodynamic boundary condition of water on hydrophobic surfaces.

    PubMed

    Schaeffel, David; Yordanov, Stoyan; Schmelzeisen, Marcus; Yamamoto, Tetsuya; Kappl, Michael; Schmitz, Roman; Dünweg, Burkhard; Butt, Hans-Jürgen; Koynov, Kaloian

    2013-05-01

    By combining total internal reflection fluorescence cross-correlation spectroscopy with Brownian dynamics simulations, we were able to measure the hydrodynamic boundary condition of water flowing over a smooth solid surface with exceptional accuracy. We analyzed the flow of aqueous electrolytes over glass coated with a layer of poly(dimethylsiloxane) (advancing contact angle Θ = 108°) or perfluorosilane (Θ = 113°). Within an error of better than 10 nm the slip length was indistinguishable from zero on all surfaces.

  5. Sustained currents in coupled diffusive systems

    NASA Astrophysics Data System (ADS)

    Larralde, Hernán; Sanders, David P.

    2014-08-01

    Coupling two diffusive systems may give rise to a nonequilibrium stationary state (NESS) with a non-trivial persistent, circulating current. We study a simple example that is exactly soluble, consisting of random walkers with different biases towards a reflecting boundary, modelling, for example, Brownian particles with different charge states in an electric field. We obtain analytical expressions for the concentrations and currents in the NESS for this model, and exhibit the main features of the system by numerical simulation.

  6. Multiobjective Optimal Control Methodology for the Analysis of Certain Sociodynamic Problems

    DTIC Science & Technology

    2009-03-01

    but less expensive in both time and memory. 137 References [1] R. Albert and A-L Barabasi. Statistical mechanics of complex networks. Reviews of Modern...Review, E(51):4282–4286, 1995. [24] D. Helbing, P. Molnar, and F. Schweitzer . Computer simulation of pedestrian dynamics and trail formation. May 1998...Patterson AFB, OH, 2001. [49] F. Schweitzer . Brownian Agents and Active Particles. Springer, Santa Fe, NM, 2003. [50] P. Sen. Complexities of social

  7. 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.

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

    PubMed

    Coalson, Rob D; Cheng, Mary Hongying

    2010-01-28

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

  9. 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.

  10. Physics Notes

    ERIC Educational Resources Information Center

    School Science Review, 1972

    1972-01-01

    Short articles describe the demonstration of Brownian motion in a bubble included in a quartz crystal, an inexpensive technique for investigating conservation of momentum, a method of teaching vector addition, and ideas for inexpensive substitutes for heavy masses and for additional laboratory bench space. (AL)

  11. Parametrization of Backbone Flexibility in a Coarse-Grained Force Field for Proteins (COFFDROP) Derived from All-Atom Explicit-Solvent Molecular Dynamics Simulations of All Possible Two-Residue Peptides.

    PubMed

    Frembgen-Kesner, Tamara; Andrews, Casey T; Li, Shuxiang; Ngo, Nguyet Anh; Shubert, Scott A; Jain, Aakash; Olayiwola, Oluwatoni J; Weishaar, Mitch R; Elcock, Adrian H

    2015-05-12

    Recently, we reported the parametrization of a set of coarse-grained (CG) nonbonded potential functions, derived from all-atom explicit-solvent molecular dynamics (MD) simulations of amino acid pairs and designed for use in (implicit-solvent) Brownian dynamics (BD) simulations of proteins; this force field was named COFFDROP (COarse-grained Force Field for Dynamic Representations Of Proteins). Here, we describe the extension of COFFDROP to include bonded backbone terms derived from fitting to results of explicit-solvent MD simulations of all possible two-residue peptides containing the 20 standard amino acids, with histidine modeled in both its protonated and neutral forms. The iterative Boltzmann inversion (IBI) method was used to optimize new CG potential functions for backbone-related terms by attempting to reproduce angle, dihedral, and distance probability distributions generated by the MD simulations. In a simple test of the transferability of the extended force field, the angle, dihedral, and distance probability distributions obtained from BD simulations of 56 three-residue peptides were compared to results from corresponding explicit-solvent MD simulations. In a more challenging test of the COFFDROP force field, it was used to simulate eight intrinsically disordered proteins and was shown to quite accurately reproduce the experimental hydrodynamic radii (Rhydro), provided that the favorable nonbonded interactions of the force field were uniformly scaled downward in magnitude. Overall, the results indicate that the COFFDROP force field is likely to find use in modeling the conformational behavior of intrinsically disordered proteins and multidomain proteins connected by flexible linkers.

  12. 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.

  13. 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%.

  14. 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.

  15. 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.

  16. 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.

  17. 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

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

    PubMed

    Machura, L; Łuczka, J

    2010-09-01

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

  19. The Independent Evolution Method Is Not a Viable Phylogenetic Comparative Method

    PubMed Central

    2015-01-01

    Phylogenetic comparative methods (PCMs) use data on species traits and phylogenetic relationships to shed light on evolutionary questions. Recently, Smaers and Vinicius suggested a new PCM, Independent Evolution (IE), which purportedly employs a novel model of evolution based on Felsenstein’s Adaptive Peak Model. The authors found that IE improves upon previous PCMs by producing more accurate estimates of ancestral states, as well as separate estimates of evolutionary rates for each branch of a phylogenetic tree. Here, we document substantial theoretical and computational issues with IE. When data are simulated under a simple Brownian motion model of evolution, IE produces severely biased estimates of ancestral states and changes along individual branches. We show that these branch-specific changes are essentially ancestor-descendant or “directional” contrasts, and draw parallels between IE and previous PCMs such as “minimum evolution”. Additionally, while comparisons of branch-specific changes between variables have been interpreted as reflecting the relative strength of selection on those traits, we demonstrate through simulations that regressing IE estimated branch-specific changes against one another gives a biased estimate of the scaling relationship between these variables, and provides no advantages or insights beyond established PCMs such as phylogenetically independent contrasts. In light of our findings, we discuss the results of previous papers that employed IE. We conclude that Independent Evolution is not a viable PCM, and should not be used in comparative analyses. PMID:26683838

  20. 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.

  1. 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

  2. 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.

  3. Scaling Analysis of Ocean Surface Turbulent Heterogeneities from Satellite Remote Sensing: Use of 2D Structure Functions.

    PubMed

    Renosh, P R; Schmitt, Francois G; Loisel, Hubert

    2015-01-01

    Satellite remote sensing observations allow the ocean surface to be sampled synoptically over large spatio-temporal scales. The images provided from visible and thermal infrared satellite observations are widely used in physical, biological, and ecological oceanography. The present work proposes a method to understand the multi-scaling properties of satellite products such as the Chlorophyll-a (Chl-a), and the Sea Surface Temperature (SST), rarely studied. The specific objectives of this study are to show how the small scale heterogeneities of satellite images can be characterised using tools borrowed from the fields of turbulence. For that purpose, we show how the structure function, which is classically used in the frame of scaling time series analysis, can be used also in 2D. The main advantage of this method is that it can be applied to process images which have missing data. Based on both simulated and real images, we demonstrate that coarse-graining (CG) of a gradient modulus transform of the original image does not provide correct scaling exponents. We show, using a fractional Brownian simulation in 2D, that the structure function (SF) can be used with randomly sampled couple of points, and verify that 1 million of couple of points provides enough statistics.

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

    NASA Astrophysics Data System (ADS)

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

    2013-08-01

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

  5. Anomalous volatility scaling in high frequency financial data

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

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

  6. Fractional calculus in hydrologic modeling: A numerical perspective

    PubMed Central

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

    2013-01-01

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

  7. Diffusion with resetting inside a circle

    NASA Astrophysics Data System (ADS)

    Chatterjee, Abhinava; Christou, Christos; Schadschneider, Andreas

    2018-06-01

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

  8. On the simulation and theory of polymer dynamics in sieving media: Friction, molecular pulleys, Brownian ratchets and polymer scission

    NASA Astrophysics Data System (ADS)

    Kenward, Martin

    The study of single polymer dynamics has, in the past few years, undergone a resurgence. This has been spurred on by the emergence of the fields of micro- and nanofluidics and their associated applications, especially by their ability to promise revolutionary techniques to, for example: rapidly sequence DNA, analyze proteins, carry out large-scale laboratory techniques in centimeter sized devices (lab-on-a-chip) and test and verify fundamental concepts related to the statistical physics of single molecules in fluids. In particular, the study of (typically single, isolated) polymers and the development of theoretical methods and computational tools to examine these polymers in microfluidic environments is a key challenge. In this thesis, we examine several different phenomena related to the dynamics of polymers in either microfluidic environments or related applications to DNA sequencing or separation. A recurrent theme throughout this work is the use of Molecular Dynamics (MD) simulations with an explicit solvent. Explicit solvent is an important aspect of our simulations and contrasts much work in the current literature which either artificially includes solvent or neglects it all together. This explicit inclusion of solvent allows us to explore phenomena (related to hydrodynamics) that is not observable with, for example, Brownian (or Langevin) Dynamics or Monte Carlo simulations. Chapter 2 contains a primarily computational examination of the friction coefficients of uncharged polymers. We explore the effects of deforming polymer chains on their friction coefficients along with examining several fundamental concepts of polymer friction (including hydrodynamic permeability). A key result is a verification of the hydrodynamic coupling of polymer chains resulting from a net reduction in the friction of polymer chains in hairpin (or folded) conformations. We also show that polymers undergo frictional transitions as they are stretched by an external force applied to the middle of the molecules. In chapter 3 we use some of the concepts and results from chapters 1 and 2 to explore the problem of a polymer chain migrating under the influence of an external force (or fluid flow) through a molecular obstacle course. These polymers collide with either fixed obstacles (or other polymers) and can be trapped in meta-stable long-lived, pulley-like conformations. This method can be used to separate polymers by molecular weight. We use both MD simulations and a general classical theory for the collisions to explore several different collision regimes. We also show that a classic experimental result, the formation of so-called V-shaped states, can occur in single polymer collision events, contrary to the popular assumption that it was necessary for a polymer to collide with multiple polymers. In chapter 4 we build on the results and ideas from the first three chapters and examine another phenomenon related to polymer transport, that of (Brownian) ratchets. A ratchet is essentially a method to rectify the thermal noise in a system in order to perform work, for example, to generate net transport. We use our MD simulations to examine the behaviour of polymers in the presence of an asymmetric saw tooth ratchet potential. We also show that existing ratchet models, where the ratchet widths are on the order of a polymer gyration radius, neglect an important effect of chain relaxation and thus underestimate optimal operating parameters. We propose and derive equations illustrating a new operational mode for a ratchet which inherently uses the deformation of polymer chains induced by the application of a ratcheting potential. We present a simple mathematical expression to incorporate time-dependent diffusion coefficients D (t) into ratchets. The final chapter presents work done in collaboration with Annelise Barron's group at Northwestern University and examines the breaking of polymer chains in extensional flow fields as a method to systematically and predictably reduce the polydispersity (PDI) of polymer solutions. The experimental investigation, carried out by the Barron group illustrated that a dilute polymer solution, when passed through a narrow constriction at high pressure can systematically reduce the PDI of the polymer solution. My contribution to this work was to develop a statistical model which calculates polymer molecular weight distributions and which can predict the resulting degraded polymer distribution. Two key things resulted from this investigation, the first is that polymers can break multiple times during a single scission event (i.e., one pass through the experimental system). Secondly we showed that it is possible to predictably reproduce polymer distributions after multiple scission events.

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

    PubMed Central

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

    2015-01-01

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

  10. 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.

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

    NASA Astrophysics Data System (ADS)

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

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

  12. 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.

  13. Browndye: A software package for Brownian dynamics

    NASA Astrophysics Data System (ADS)

    Huber, Gary A.; McCammon, J. Andrew

    2010-11-01

    A new software package, Browndye, is presented for simulating the diffusional encounter of two large biological molecules. It can be used to estimate second-order rate constants and encounter probabilities, and to explore reaction trajectories. Browndye builds upon previous knowledge and algorithms from software packages such as UHBD, SDA, and Macrodox, while implementing algorithms that scale to larger systems. Program summaryProgram title: Browndye Catalogue identifier: AEGT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license, included in distribution No. of lines in distributed program, including test data, etc.: 143 618 No. of bytes in distributed program, including test data, etc.: 1 067 861 Distribution format: tar.gz Programming language: C++, OCaml ( http://caml.inria.fr/) Computer: PC, Workstation, Cluster Operating system: Linux Has the code been vectorised or parallelized?: Yes. Runs on multiple processors with shared memory using pthreads RAM: Depends linearly on size of physical system Classification: 3 External routines: uses the output of APBS [1] ( http://www.poissonboltzmann.org/apbs/) as input. APBS must be obtained and installed separately. Expat 2.0.1, CLAPACK, ocaml-expat, Mersenne Twister. These are included in the Browndye distribution. Nature of problem: Exploration and determination of rate constants of bimolecular interactions involving large biological molecules. Solution method: Brownian dynamics with electrostatic, excluded volume, van der Waals, and desolvation forces. Running time: Depends linearly on size of physical system and quadratically on precision of results. The included example executes in a few minutes.

  14. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

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

    PubMed Central

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

    2016-01-01

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

  17. Asymmetric Brownian motor driven by bubble formation in a hydrophobic channel.

    PubMed

    Arai, Noriyoshi; Yasuoka, Kenji; Koishi, Takahiro; Ebisuzaki, Toshikazu

    2010-10-26

    The "asymmetric brownian ratchet model" is a variation of Feynman's ratchet and pawl system proposed. In this model, a system consisting of a motor and a rail has two binding states. One is the random brownian state, and the other is the asymmetric potential state. When the system is alternatively switched between these states, the motor can be driven in one direction. This model is believed to explain nanomotor behavior in biological systems. The feasibility of the model has been demonstrated using electrical and magnetic forces; however, switching of these forces is unlikely to be found in biological systems. In this paper, we propose an original mechanism of transition between states by bubble formation in a nanosized channel surrounded by hydrophobic atoms. This amounts to a nanoscale motor system using bubble propulsion. The motor system consists of a hydrophobic motor and a rail on which hydrophobic patterns are printed. Potential asymmetry can be produced by using a left-right asymmetric pattern shape. Hydrophobic interactions are believed to play an important role in the binding of biomolecules and molecular recognition. The bubble formation is controlled by changing the width of the channel by an atomic distance (∼0.1 nm). Therefore, the motor is potentially more efficient than systems controlled by other forces, in which a much larger change in the motor position is necessary. We have simulated the bubble-powered motor using dissipative particle dynamics and found behavior in good agreement with that of motor proteins. Energy efficiency is as high as 60%.

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

    NASA Astrophysics Data System (ADS)

    Zhang, Yunxin

    2009-07-01

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

  19. 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.

  20. Brownian motion of graphene.

    PubMed

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

    2010-12-28

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

  1. 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.

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

    NASA Technical Reports Server (NTRS)

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

    1985-01-01

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

  3. How Actuated Particles Effectively Capture Biomolecular Targets

    PubMed Central

    2017-01-01

    Because of their high surface-to-volume ratio and adaptable surface functionalization, particles are widely used in bioanalytical methods to capture molecular targets. In this article, a comprehensive study is reported of the effectiveness of protein capture by actuated magnetic particles. Association rate constants are quantified in experiments as well as in Brownian dynamics simulations for different particle actuation configurations. The data reveal how the association rate depends on the particle velocity, particle density, and particle assembly characteristics. Interestingly, single particles appear to exhibit target depletion zones near their surface, caused by the high density of capture molecules. The depletion effects are even more limiting in cases with high particle densities. The depletion effects are overcome and protein capture rates are enhanced by applying dynamic particle actuation, resulting in an increase in the association rate constants by up to 2 orders of magnitude. PMID:28192952

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

    NASA Astrophysics Data System (ADS)

    Hartman, John; Kirby, Brian

    2017-03-01

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

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

    NASA Astrophysics Data System (ADS)

    Yokoi, Naomichi; Aizu, Yoshihisa

    2018-01-01

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

  6. Estimating malaria transmission from humans to mosquitoes in a noisy landscape

    PubMed Central

    Reiner, Robert C.; Guerra, Carlos; Donnelly, Martin J.; Bousema, Teun; Drakeley, Chris; Smith, David L.

    2015-01-01

    A basic quantitative understanding of malaria transmission requires measuring the probability a mosquito becomes infected after feeding on a human. Parasite prevalence in mosquitoes is highly age-dependent, and the unknown age-structure of fluctuating mosquito populations impedes estimation. Here, we simulate mosquito infection dynamics, where mosquito recruitment is modelled seasonally with fractional Brownian noise, and we develop methods for estimating mosquito infection rates. We find that noise introduces bias, but the magnitude of the bias depends on the ‘colour' of the noise. Some of these problems can be overcome by increasing the sampling frequency, but estimates of transmission rates (and estimated reductions in transmission) are most accurate and precise if they combine parity, oocyst rates and sporozoite rates. These studies provide a basis for evaluating the adequacy of various entomological sampling procedures for measuring malaria parasite transmission from humans to mosquitoes and for evaluating the direct transmission-blocking effects of a vaccine. PMID:26400195

  7. PB-AM: An open-source, fully analytical linear poisson-boltzmann solver.

    PubMed

    Felberg, Lisa E; Brookes, David H; Yap, Eng-Hui; Jurrus, Elizabeth; Baker, Nathan A; Head-Gordon, Teresa

    2017-06-05

    We present the open source distributed software package Poisson-Boltzmann Analytical Method (PB-AM), a fully analytical solution to the linearized PB equation, for molecules represented as non-overlapping spherical cavities. The PB-AM software package includes the generation of outputs files appropriate for visualization using visual molecular dynamics, a Brownian dynamics scheme that uses periodic boundary conditions to simulate dynamics, the ability to specify docking criteria, and offers two different kinetics schemes to evaluate biomolecular association rate constants. Given that PB-AM defines mutual polarization completely and accurately, it can be refactored as a many-body expansion to explore 2- and 3-body polarization. Additionally, the software has been integrated into the Adaptive Poisson-Boltzmann Solver (APBS) software package to make it more accessible to a larger group of scientists, educators, and students that are more familiar with the APBS framework. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

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

    NASA Astrophysics Data System (ADS)

    Yokoi, Naomichi; Aizu, Yoshihisa

    2018-06-01

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

  9. Current Reversals of an Underdamped Brownian Particle in an Asymmetric Deformable Potential

    NASA Astrophysics Data System (ADS)

    Cai, Chun-Chun; Liu, Jian-Li; Chen, Hao; Li, Feng-Guo

    2018-03-01

    Transport of an underdamped Brownian particle in a one-dimensional asymmetric deformable potential is investigated in the presence of both an ac force and a static force, respectively. From numerical simulations, we obtain the current average velocity. The current reversals and the absolute negative mobility are presented. The increasing of the deformation of the potential can cause the absolute negative mobility to be suppressed and even disappear. When the static force is small, the increase of the potential deformation suppresses the absolute negative mobility. When the force is large, the absolute negative mobility disappears. In particular, when the potential deformation is equal to 0.015, the two current reversals present with the increasing of the force. Remarkably, when the potential deformation is small, there are three current reversals with the increasing of the friction coefficient and the average velocity presents a oscillation behavior. Supported in part by the National Natural Science Foundation of China under Grant Nos. 11575064 and 11175067, and the Natural Science Foundation of Guangdong Province under Grant No. 2016A030313433

  10. Self-assembled clusters of spheres related to spherical codes.

    PubMed

    Phillips, Carolyn L; Jankowski, Eric; Marval, Michelle; Glotzer, Sharon C

    2012-10-01

    We consider the thermodynamically driven self-assembly of spheres onto the surface of a central sphere. This assembly process forms self-limiting, or terminal, anisotropic clusters (N-clusters) with well-defined structures. We use Brownian dynamics to model the assembly of N-clusters varying in size from two to twelve outer spheres and free energy calculations to predict the expected cluster sizes and shapes as a function of temperature and inner particle diameter. We show that the arrangements of outer spheres at finite temperatures are related to spherical codes, an ideal mathematical sequence of points corresponding to the densest possible sphere packings. We demonstrate that temperature and the ratio of the diameters of the inner and outer spheres dictate cluster morphology. We present a surprising result for the equilibrium structure of a 5-cluster, for which the square pyramid arrangement is preferred over a more symmetric structure. We show this result using Brownian dynamics, a Monte Carlo simulation, and a free energy approximation. Our results suggest a promising way to assemble anisotropic building blocks from constituent colloidal spheres.

  11. Unsteady sedimentation of flocculating non-Brownian suspensions

    NASA Astrophysics Data System (ADS)

    Zinchenko, Alexander

    2017-11-01

    Microstructural evolution and temporal dynamics of the sedimentation rate U(t) are studied for a monodisperse suspension of non-Brownian spherical particles subject to van der Waals attraction and electrostatic repulsion in the realistic range of colloidal parameters (Hamaker constant, surface potential, double layer thickness etc.). A novel economical high-order multipole algorithm is used to fully resolve hydrodynamical interactions in the dynamical simulations with up to 500 spheres in a periodic box and O(106) time steps, combined with geometry perturbation to incorporate lubrication and extend the solution to arbitrarily small particle separations. The total colloidal force near the secondary minimum often greatly exceeds the effective gravity/buoyancy force, resulting in the formation of strong but flexible bonds and large clusters as the suspension evolves from an initial well-mixed state of non-aggregated spheres. Ensemble averaging over many initial configurations is used to predict U(t) for particle volume fractions between 0.1 and 0.25. The results are fully convergent, system-size independent and cover a 2-2.5 fold growth of U(t) after a latency time.

  12. Bulk dynamics of Brownian hard disks: Dynamical density functional theory versus experiments on two-dimensional colloidal hard spheres

    NASA Astrophysics Data System (ADS)

    Stopper, Daniel; Thorneywork, Alice L.; Dullens, Roel P. A.; Roth, Roland

    2018-03-01

    Using dynamical density functional theory (DDFT), we theoretically study Brownian self-diffusion and structural relaxation of hard disks and compare to experimental results on quasi two-dimensional colloidal hard spheres. To this end, we calculate the self-van Hove correlation function and distinct van Hove correlation function by extending a recently proposed DDFT-approach for three-dimensional systems to two dimensions. We find that the theoretical results for both self-part and distinct part of the van Hove function are in very good quantitative agreement with the experiments up to relatively high fluid packing fractions of roughly 0.60. However, at even higher densities, deviations between the experiment and the theoretical approach become clearly visible. Upon increasing packing fraction, in experiments, the short-time self-diffusive behavior is strongly affected by hydrodynamic effects and leads to a significant decrease in the respective mean-squared displacement. By contrast, and in accordance with previous simulation studies, the present DDFT, which neglects hydrodynamic effects, shows no dependence on the particle density for this quantity.

  13. A theory for the phase behavior of mixtures of active particles.

    PubMed

    Takatori, Sho C; Brady, John F

    2015-10-28

    Systems at equilibrium like molecular or colloidal suspensions have a well-defined thermal energy kBT that quantifies the particles' kinetic energy and gauges how "hot" or "cold" the system is. For systems far from equilibrium, such as active matter, it is unclear whether the concept of a "temperature" exists and whether self-propelled entities are capable of thermally equilibrating like passive Brownian suspensions. Here we develop a simple mechanical theory to study the phase behavior and "temperature" of a mixture of self-propelled particles. A mixture of active swimmers and passive Brownian particles is an ideal system for discovery of the temperature of active matter and the quantities that get shared upon particle collisions. We derive an explicit equation of state for the active/passive mixture to compute a phase diagram and to generalize thermodynamic concepts like the chemical potential and free energy for a mixture of nonequilibrium species. We find that different stability criteria predict in general different phase boundaries, facilitating considerations in simulations and experiments about which ensemble of variables are held fixed and varied.

  14. Diffusion of torqued active particles

    NASA Astrophysics Data System (ADS)

    Sandoval, Mario; Lauga, Eric

    2012-11-01

    Motivated by swimming microorganisms whose trajectories are affected by the presence of an external torque, we calculate the diffusivity of an active particle subject to an external torque and in a fluctuating environment. The analytical results are compared with Brownian dynamics simulations showing excellent agreement between theory and numerical experiments. This work was funded in part by the Consejo Nacional de Ciencia y Tecnologia of Mexico (Conacyt postdoctoral fellowship to M. S.) and the US National Science Foundation (Grant CBET-0746285 to E.L.).

  15. Influence of target thickness on the release of radioactive atoms

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

  16. SDA 7: A modular and parallel implementation of the simulation of diffusional association software

    PubMed Central

    Martinez, Michael; Romanowska, Julia; Kokh, Daria B.; Ozboyaci, Musa; Yu, Xiaofeng; Öztürk, Mehmet Ali; Richter, Stefan

    2015-01-01

    The simulation of diffusional association (SDA) Brownian dynamics software package has been widely used in the study of biomacromolecular association. Initially developed to calculate bimolecular protein–protein association rate constants, it has since been extended to study electron transfer rates, to predict the structures of biomacromolecular complexes, to investigate the adsorption of proteins to inorganic surfaces, and to simulate the dynamics of large systems containing many biomacromolecular solutes, allowing the study of concentration‐dependent effects. These extensions have led to a number of divergent versions of the software. In this article, we report the development of the latest version of the software (SDA 7). This release was developed to consolidate the existing codes into a single framework, while improving the parallelization of the code to better exploit modern multicore shared memory computer architectures. It is built using a modular object‐oriented programming scheme, to allow for easy maintenance and extension of the software, and includes new features, such as adding flexible solute representations. We discuss a number of application examples, which describe some of the methods available in the release, and provide benchmarking data to demonstrate the parallel performance. © 2015 The Authors. Journal of Computational Chemistry Published by Wiley Periodicals, Inc. PMID:26123630

  17. Versatile Analysis of Single-Molecule Tracking Data by Comprehensive Testing against Monte Carlo Simulations

    PubMed Central

    Wieser, Stefan; Axmann, Markus; Schütz, Gerhard J.

    2008-01-01

    We propose here an approach for the analysis of single-molecule trajectories which is based on a comprehensive comparison of an experimental data set with multiple Monte Carlo simulations of the diffusion process. It allows quantitative data analysis, particularly whenever analytical treatment of a model is infeasible. Simulations are performed on a discrete parameter space and compared with the experimental results by a nonparametric statistical test. The method provides a matrix of p-values that assess the probability for having observed the experimental data at each setting of the model parameters. We show the testing approach for three typical situations observed in the cellular plasma membrane: i), free Brownian motion of the tracer, ii), hop diffusion of the tracer in a periodic meshwork of squares, and iii), transient binding of the tracer to slowly diffusing structures. By plotting the p-value as a function of the model parameters, one can easily identify the most consistent parameter settings but also recover mutual dependencies and ambiguities which are difficult to determine by standard fitting routines. Finally, we used the test to reanalyze previous data obtained on the diffusion of the glycosylphosphatidylinositol-protein CD59 in the plasma membrane of the human T24 cell line. PMID:18805933

  18. Goal-Oriented Probability Density Function Methods for Uncertainty Quantification

    DTIC Science & Technology

    2015-12-11

    approximations or data-driven approaches. We investigated the accuracy of analytical tech- niques based Kubo -Van Kampen operator cumulant expansions for...analytical techniques based Kubo -Van Kampen operator cumulant expansions for Langevin equations driven by fractional Brownian motion and other noises

  19. 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.

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

    NASA Astrophysics Data System (ADS)

    Zaourar, Naima; Hamoudi, Mohamed; Briqueu, Louis

    2006-06-01

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

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