Search results for "brownian motion"
showing 10 items of 177 documents
On the mechanics of magnetic fluids with field-induced phase transition: application to Couette flow
2018
The influence of Brownian diffusion and magnetophoresis, which are followed by phase transition, on the characteristics of a stationary plane Couette flow of magnetic fluid in a non-uniform magnetic field is discussed. The phase transition conditions in magnetic fluids are assumed as a natural restriction to the particle concentration increase in a non-uniform magnetic field. Profiles of the particles' concentration are calculated, and dependences of the volume magnetic force and of the viscous force are established. © 2018 Institute of Physics, University of Latvia.
Density Flow in Dynamical Networks via Mean-Field Games
2016
Current distributed routing control algorithms for dynamic networks model networks using the time evolution of density at network edges, while the routing control algorithm ensures edge density to converge to a Wardrop equilibrium, which was characterized by an equal traffic density on all used paths. We rearrange the density model to recast the problem within the framework of mean-field games. In doing that, we illustrate an extended state-space solution approach and we study the stochastic case where the density evolution is driven by a Brownian motion. Further, we investigate the case where the density evolution is perturbed by a bounded adversarial disturbance. For both the stochastic a…
Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
2016
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…
Drift and evolutionary forces
2016
This arride analyzes the view of evolutionary theory as a theory of forces. The analogy with Newtonian mechanics has been challenged due to the alleged mismatch between drift and the other evolutionary forces. Since genetic drifr has no direction severa! authors tried to protect its status as a force: denying its lack of directionality, extending the notion of force and looking for a force in physics which also lacks of direction. I analyse these approaches, and although this strategy finally succeeds, this discussion overlooks the crucial point on the debate between causalists and statisticalists: the causal status of evolutionary theoty.; El presente artículo analiza la visión de la teorí…
From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography
2016
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…
Exact non-Markovian dynamics of Gaussian quantum channels: Finite-time and asymptotic regimes
2018
We investigate the Markovian and non-Markovian dynamics of Gaussian quantum channels, exploiting a recently introduced necessary and sufficient criterion and the ensuing measure of non-Markovianity based on the violation of the divisibility property of the dynamical map. We compare the paradigmatic instances of Quantum Brownian motion (QBM) and Pure Damping (PD) channels, and for the former we find that the exact dynamical evolution is always non-Markovian in the finite-time as well as in the asymptotic regimes, for any nonvanishing value of the non-Markovianity parameter. If one resorts to the rotating wave approximated (RWA) form of the QBM, that neglects the anomalous diffusion contribut…
Diffusion Acceleration in Randomly Switching Sawtooth Potential
2005
We investigate an overdamped Brownian motion in symmetric sawtooth periodic potential switched by Markovian dichotomous noise between two configurations. The two configurations differ each other by a translation of half of period. The calculation of the effective diffusion coefficient is reduced to the mean first‐passage time problem, and we obtain the exact expression valid for arbitrary mean rate of switchings and arbitrary intensity of white Gaussian noise. We find the area at parameters plane where acceleration of diffusion in comparison with the free diffusion case takes place.
Nucleation pathway and kinetics of phase-separating active Brownian particles
2016
Suspensions of purely repulsive but self-propelled Brownian particles might undergo phase separation, a phenomenon that strongly resembles the phase separation of passive particles with attractions. Here we employ computer simulations to study the nucleation kinetics and the microscopic pathway active Brownian disks take in two dimensions when quenched from the homogeneous suspension to propulsion speeds beyond the binodal. We find the same qualitative behavior for the nucleation rate as a function of density as for a passive suspension undergoing liquid-vapor separation, suggesting that the scenario of an effective free energy also extends to the kinetics of phase separation. We study the …
Growth of Domains and Scaling in the Late Stages of Phase Separation and Diffusion-Controlled Ordering Phenomena
1991
These lectures consider the kinetics of phase changes, induced by a sudden change of external thermodynamic parameters. E.g., we treat a system with a second-order transition at a critical temperature Tc (Fig. 1, left part). For T0 > Tc the system is disordered, while for T < Tc there is an order parameter ± ψ (implying one-component orderings, e.g., an Ising model; later we discuss generalizations). We consider a “quenching experiment”: The system is brought from an initially disordered state at T0 to a state at T where in equilibrium the system should be orderedl. Since no sign of ψ is preferred, the system starts forming locally ordered regions of either sign, separated by domain walls. …