125 resultados para Fractional Brownian motion


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A general kind of Brownian vortices is demonstrated by applying an external nonconservative force field to a colloidal particle bound by a conservative optical trapping force at a liquid-air interface. As the liquid medium is translated at a constant velocity with the bead trapped at the interface, the drag force near the surface provides enough rotational component to bias the particle's thermal fluctuations in a circulatory motion. The interplay between the thermal fluctuations and the advection of the bead in constituting the vortex motions is studied, and we infer that the angular velocity of the circulatory motion offers a comparative measure of the interface fluctuations.

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Brownian dynamics (BD) simulations have been carried out to explore the effects of the orientational motion of the donor-acceptor (D-A) chromophore pair on the Forster energy transfer between the D-A pair embedded in a polymer chain in solution. It is found that the usually employed orientational averaging (that is, replacing the orientational factor, kappa, by kappa (2) = 2/3) may lead to an error in the estimation of the rate of the reaction by about 20%. In the limit of slow orientational relaxation, the preaveraging of the orientational factor leads to an overestimation of the rate, while in the opposite limit of very fast orientational relaxation, the usual scheme underestimates the rate. The latter results from an interesting interplay between reaction and diffusion. On the other hand, when one of the chromophores is fixed, the preaveraged rate is found to be fairly reliable if the rotational relaxation of the chromophore is sufficiently fast. The present study also reveals a power law dependence of the FRET rate on the chain length (rate proportional to N- alpha, with alpha approximate to 2.6).

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A method is presented for obtaining useful closed form solution of a system of generalized Abel integral equations by using the ideas of fractional integral operators and their applications. This system appears in solving certain mixed boundary value problems arising in the classical theory of elasticity.

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The stability characteristics of a Helmholtz velocity profile in a stably stratified, compressible atmosphere in the presence of a lower boundary are studied. A jump in the Brunt–Väisälä frequency is introduced and the level at which this jump occurs is assumed to be different from the shear zone, to simulate sharp temperature discontinuities in the atmosphere. The results are compared with those of Pellacani, Tebaldi, and Tosi and Lindzen and Rosenthal. In the present configuration, new unstable modes with larger growth rates are found. The wavelengths of the most unstable gravity waves for the parameters pertaining to observed cases of clear air turbulence agree quite closely with the experimental values. Physics of Fluids is copyrighted by The American Institute of Physics

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Ninety-two strong-motion earthquake records from the California region, U.S.A., have been statistically studied using principal component analysis in terms of twelve important standardized strong-motion characteristics. The first two principal components account for about 57 per cent of the total variance. Based on these two components the earthquake records are classified into nine groups in a two-dimensional principal component plane. Also a unidimensional engineering rating scale is proposed. The procedure can be used as an objective approach for classifying and rating future earthquakes.

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In this paper we have used the method of characteristics developed for two dimensional unsteady flow problems to study a simplified axial turbine problem. The system consists of two sets of blades —the guiding vanes which are fixed and the rotor blades which move perpendicular to these vanes. The initial undisturbed constant flow in the system is perturbed by introducing a small velocity normal to the rotor blades to simulate a slight constant inclination. The resulting perturbed flow is periodic after the first three cycles. We have studied the perturbed density distribution throughout the system during a period.

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The problem of identifying parameters of time invariant linear dynamical systems with fractional derivative damping models, based on a spatially incomplete set of measured frequency response functions and experimentally determined eigensolutions, is considered. Methods based on inverse sensitivity analysis of damped eigensolutions and frequency response functions are developed. It is shown that the eigensensitivity method requires the development of derivatives of solutions of an asymmetric generalized eigenvalue problem. Both the first and second order inverse sensitivity analyses are considered. The study demonstrates the successful performance of the identification algorithms developed based on synthetic data on one, two and a 33 degrees of freedom vibrating systems with fractional dampers. Limited studies have also been conducted by combining finite element modeling with experimental data on accelerances measured in laboratory conditions on a system consisting of two steel beams rigidly joined together by a rubber hose. The method based on sensitivity of frequency response functions is shown to be more efficient than the eigensensitivity based method in identifying system parameters, especially for large scale systems.

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The critical stream power criterion may be used to describe the incipient motion of cohesionless particles of plane sediment beds. The governing equation relating ``critical stream power'' to ``shear Reynolds number'' is developed by using the present experimental data as well as the data from several other sources. Simultaneously, a resistance equation, relating the ``particle Reynolds number'' to the``shear Reynolds number'' is developed for plane sediment beds in wide channels with little or no transport. By making use of these relations, a procedure is developed to design plane sediment beds such that any two of the four design variables, including particle size, energy/friction slope, flow depth, and discharge per unit width in the channel should be known to predict the remaining two variables. Finally, a straightforward design procedure using design tables/design curves and analytical methods is presented to solve six possible design problems.

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The dynamics of reactions with low internal barriers are studied both analytically and numerically for two different models. Exact expressions for the average rate,kI, are obtained by solving the associated first passage time problems. Both the average rate constant, kI, and the numerically calculated long-time rate constant, kL, show a fractional power law dependence on the barrier height for very low barriers. The crossover of the reaction dynamics from low to high barrier is investigated.

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In this paper we have discussed the motion of a viscous fluid with suspended particles through a curved tube of small curvature ratio. The system is treated as two separate interacting continua. Solutions for axial and secondary velocities are obtained in the form of asymptotic expansions in powers of Dean Number. The streamline pattern for the particulate phase reveals many interesting features. The influence of the particulate continium on the fluid is described by the parameter τ which depends on the density ratio of the two continua. The concentration distribution of the particles in a given cross section is determined. It is noticed that the particles move closer to the wall for certain values of the concentration and the density ratio.

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A recent theoretical model developed by Imparato et al. Phys of the experimentally measured heat and work effects produced by the thermal fluctuations of single micron-sized polystyrene beads in stationary and moving optical traps has proved to be quite successful in rationalizing the observed experimental data. The model, based on the overdamped Brownian dynamics of a particle in a harmonic potential that moves at a constant speed under a time-dependent force, is used to obtain an approximate expression for the distribution of the heat dissipated by the particle at long times. In this paper, we generalize the above model to consider particle dynamics in the presence of colored noise, without passing to the overdamped limit, as a way of modeling experimental situations in which the fluctuations of the medium exhibit long-lived temporal correlations, of the kind characteristic of polymeric solutions, for instance, or of similar viscoelastic fluids. Although we have not been able to find an expression for the heat distribution itself, we do obtain exact expressions for its mean and variance, both for the static and for the moving trap cases. These moments are valid for arbitrary times and they also hold in the inertial regime, but they reduce exactly to the results of Imparato et al. in appropriate limits. DOI: 10.1103/PhysRevE.80.011118 PACS.

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Abstract is not available.

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Abstract is not available.

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Considers the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. The authors obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem (1921).