Search results for "brownian motion"
showing 10 items of 177 documents
Cross-stream migration of a Brownian droplet in a polymer solution under Poiseuille flow
2018
The migration of a Brownian fluid droplet in a parallel-plate microchannel was investigated using dissipative particle dynamics computer simulations. In a Newtonian solvent, the droplet migrated toward the channel walls due to inertial effects at the studied flow conditions, in agreement with theoretical predictions and recent simulations. However, the droplet focused onto the channel centerline when polymer chains were added to the solvent. Focusing was typically enhanced for longer polymers and higher polymer concentrations with a nontrivial flow-rate dependence due to droplet and polymer deformability. Brownian motion caused the droplet position to fluctuate with a distribution that prim…
Analysis on free Riemannian path spaces
2005
Abstract The gradient operator is defined on the free path space with reference measure P μ , the law of the Brownian motion on the base manifold with initial distribution μ, where μ has strictly positive density w.r.t. the volume measure. The formula of integration by parts is established for the underlying directional derivatives, which implies the closability of the gradient operator so that it induces a conservative Dirichlet form on the free path space. The log-Sobolev inequality for this Dirichlet form is established and, consequently, the transportation cost inequality is obtained for the associated intrinsic distance.
Heat semi-group and generalized flows on complete Riemannian manifolds
2011
Abstract We will use the heat semi-group to regularize functions and vector fields on Riemannian manifolds in order to develop Di Perna–Lions theory in this setting. Malliavinʼs point of view of the bundle of orthonormal frames on Brownian motions will play a fundamental role. As a byproduct we will construct diffusion processes associated to an elliptic operator with singular drift.
A Highly Flexible Trajectory Model Based on the Primitives of Brownian Fields—Part I: Fundamental Principles and Implementation Aspects
2015
A fundamental drawback of synthetic mobility models is that the spatial configuration of the path is determined by the temporal features of the mobile station (MS), such as its speed. This is, however, not true in reality. This first part of our paper establishes a new approach for generating fully spatial random trajectory (mobility) models to which different speed scenarios can be applied. We employ the new approach to the proposal of a highly flexible trajectory model based on the primitives (integrals) of Brownian fields (BFs). We construct a drifted partial random bridge from a given starting point to a random terminating point in the 2D plane. If the bridge is partially established, a…
An efficient dissipative particle dynamics-based algorithm for simulating electrolyte solutions
2015
We propose an efficient simulation algorithm based on the dissipative particle dynamics (DPD) method for studying electrohydrodynamic phenomena in electrolyte fluids. The fluid flow is mimicked with DPD particles while the evolution of the concentration of the ionic species is described using Brownian pseudo particles. The method is designed especially for systems with high salt concentrations, as explicit treatment of the salt ions becomes computationally expensive. For illustration, we apply the method to electro-osmotic flow over patterned, superhydrophobic surfaces. The results are in good agreement with recent theoretical predictions.
Effects of confinement and external fields on structure and transport in colloidal dispersions in reduced dimensionality
2012
In this work, we focus on low-dimensional colloidal model systems, via simulation studies and also some complementary experiments, in order to elucidate the interplay between phase behavior, geometric structures and transport properties. In particular, we try to investigate the (nonlinear!) response of these very soft colloidal systems to various perturbations: uniform and uniaxial pressure, laser fields, shear due to moving boundaries and randomly quenched disorder.We study ordering phenomena on surfaces or in monolayers by Monte Carlo computer simulations of binary hard-disk mixtures, the influence of a substrate being modeled by an external potential. Weak external fields allow a control…
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
Noise Enhanced Stability in Fluctuating Metastable States
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: the average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise. We obtain the parameter region of the fluctuating potential where the effect can be o…
Operators intertwining with isometries and Brownian parts of 2-isometries
2016
Abstract For two operators A and T ( A ≥ 0 ) on a Hilbert space H satisfying T ⁎ A T = A and the A-regularity condition A T = A 1 / 2 T A 1 / 2 we study the subspace N ( A − A 2 ) in connection with N ( A T − T A ) , for T belonging to different classes. Our results generalize those due to C. Kubrusly concerning the case when T is a contraction and A = S T is the asymptotic limit of T. Also, the particular case of a 2-isometry in the sense of S. Richter as well as J. Agler and M. Stankus is considered. For such operators, under the same regularity condition we completely describe the reducing Brownian unitary and isometric parts, as well as the invariant Brownian isometric part. Some exampl…
Dynamic self-assembly of non-Brownian spheres studied by molecular dynamics simulations.
2015
Granular self-assembly of confined non-Brownian spheres under gravity is studied by molecular dynamics simulations. Starting from a disordered phase, dry or cohesive spheres organize, by vibrational annealing, into body-centered-tetragonal or face-centered-cubic structures, respectively. During the self-assembling process, isothermal and isodense points are observed. The existence of such points indicates that both granular temperature and packing fraction undergo an inversion process that may be in the core of crystal nucleation. Around the isothermal point, a sudden growth of granular clusters having the maximum coordination number takes place, indicating the outcome of a first-order phas…