Search results for "Brownian motion"
showing 10 items of 177 documents
Driven Brownian particle as a paradigm for a nonequilibrium heat bath: Effective temperature and cyclic work extraction
2017
We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic oscillator, the oscillator thermalizes according to a canonical distribution at the respective effective temperature across the entire frequency spectrum. By turning the oscillator from a passive "thermometer" into a heat engine, we realize the cyclic extraction of work from a single thermal reservoir, which is feasible only due to its nonequilibrium nature.
Aggregation and sedimentation of active Brownian particles at constant affinity.
2019
We study the motility-induced phase separation of active particles driven through the interconversion of two chemical species controlled by ideal reservoirs (chemiostats). As a consequence, the propulsion speed is non-constant and depends on the actual inter-particle forces, enhancing the positive feedback between increased density and reduced motility that is responsible for the observed inhomogeneous density. For hard discs, we find that this effect is negligible and that the phase separation is controlled by the average propulsion speed. For soft particles and large propulsion speeds, however, we predict an observable impact on the collective behavior. We briefly comment on the reentrant…
Parameter Estimation for α-Fractional Bridges
2013
Let α, T > 0. We study the asymptotic properties of a least squares estimator for the parameter α of a fractional bridge defined as \(\mathrm{d}X_{t} = -\alpha \, \frac{X_{t}} {T-t}\,\mathrm{d}t + \mathrm{d}B_{t}\), 0 ≤ t \frac{1} {2}\). Depending on the value of α, we prove that we may have strong consistency or not as t → T. When we have consistency, we obtain the rate of this convergence as well. Also, we compare our results to the (known) case where B is replaced by a standard Brownian motion W.
Thin Points of Brownian Motion Intersection Local Times
2005
Let \(\ell \) be the projected intersection local time of two independent Brownian paths in \(\mathbb{R}^d \) for d = 2, 3. We determine the lower tail of the random variable \(\ell \)(B(0, 1)), where B(0, 1) is the unit ball. The answer is given in terms of intersection exponents, which are explicitly known in the case of planar Brownian motion. We use this result to obtain the multifractal spectrum, or spectrum of thin points, for the intersection local times.
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
2018
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended monotonicity condition in the y-variable and have linear time-dependent growth. Within this setting, the results generalize those of Royer (2006), Yin and Mao (2008) and, in the $L^2$-case with linear growth, those of Kruse and Popier (2016). Moreover, we introduce an approximation technique: Given a BSDE driven by Brownian motion and Poisson random measure, we consider BSDEs where the Poisson random measure admits only jumps of size larger than $1/n$. We show con…
Modelling of non-stationary mobile radio channels using two-dimensional brownian motion processes
2013
The interdisciplinary idea of this paper is to employ a two-dimensional (2D) Brownian motion (BM) process to model non-stationary mobile fading channels. It is assumed that the mobile station (MS) starts moving from a fixed point along a random path in the 2D plane. We model such a moving scenario by a 2D BM process, in which the variance of the process determines the deviation of the MS from its starting point. The propagation area is modelled by a non-centred one-ring scattering model, where the local scatterers are uniformly distributed on a ring centred not necessarily on the MS. The random movement of the MS in the proposed scattering model results in local angles-of-arrival (AOAs) and…
Commensurability between Element Symmetry and the Number of Skyrmions Governing Skyrmion Diffusion in Confined Geometries
2020
Magnetic skyrmions are topological magnetic structures, which exhibit quasi-particle properties and can show enhanced stability against perturbation from thermal noise. Recently, thermal Brownian diffusion of these quasi-particles has been found in continuous films and applications in unconventional computing have received significant attention, which however require structured elements. Thus, as the next necessary step, we here study skyrmion diffusion in confined geometries and find it to be qualitatively different: The diffusion is governed by the interplay between the total number of skyrmions and the structure geometry. In particular, we ascertain the effect of circular and triangular …
Heat Kernel Measure on Central Extension of Current Groups in any Dimension
2006
We define measures on central extension of current groups in any dimension by using infinite dimensional Brownian motion.
2019
The in-medium dynamics of heavy particles are governed by transport coefficients. The heavy quark momentum diffusion coefficient, $\ensuremath{\kappa}$, is an object of special interest in the literature, but one which has proven notoriously difficult to estimate, despite the fact that it has been computed by weak-coupling methods at next-to-leading order accuracy, and by lattice simulations of the pure SU(3) gauge theory. Another coefficient, $\ensuremath{\gamma}$, has been recently identified. It can be understood as the dispersive counterpart of $\ensuremath{\kappa}$. Little is known about $\ensuremath{\gamma}$. Both $\ensuremath{\kappa}$ and $\ensuremath{\gamma}$ are, however, of foremo…
Simulations of non-spherical particles suspended in a shear flow
2000
The lattice-Boltzmann method was used to investigate the effects of the shape and concentration of the particles on the rheological properties of non-Brownian suspensions for non-zero Reynolds numbers. Several case studies were analyzed and the methods used were found to give accurate predictions for these systems. The viscosity of suspensions of both spherical and non-spherical particles was determined as functions of shear rate and concentration of particles. It was shown that, for high shear rates, shear thickening appears. This phenomenon is particularly pronounced for particles of irregular shape.