125 resultados para Fractional Brownian motion


Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider numerical solutions of nonlinear multiterm fractional integrodifferential equations, where the order of the highest derivative is fractional and positive but is otherwise arbitrary. Here, we extend and unify our previous work, where a Galerkin method was developed for efficiently approximating fractional order operators and where elements of the present differential algebraic equation (DAE) formulation were introduced. The DAE system developed here for arbitrary orders of the fractional derivative includes an added block of equations for each fractional order operator, as well as forcing terms arising from nonzero initial conditions. We motivate and explain the structure of the DAE in detail. We explain how nonzero initial conditions should be incorporated within the approximation. We point out that our approach approximates the system and not a specific solution. Consequently, some questions not easily accessible to solvers of initial value problems, such as stability analyses, can be tackled using our approach. Numerical examples show excellent accuracy. DOI: 10.1115/1.4002516]

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In β-AgI and β-Ag3SI the ionic conductivity has been measured at frequencies from 1kHz to 2.6 GHz and from 10 MHz to 10 THz, respectively. In both phases we observe a conductivity increase of some orders of magnitude, due to localized types of motion of the silver ions. In β-AgI the increase is found at about 1 MHz and reflects cooperative back-and-forth hopping processes between adjacent tetrahedral sites. In β-Ag3SI the phenomenon occurs at microwave frequencies. Here it is caused by a non-hopping, non-periodic localized Ag+-motion within shallow potentials.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The nonaxisymmetric unsteady motion produced by a buoyancy-induced cross-flow of an electrically conducting fluid over an infinite rotating disk in a vertical plane and in the presence of an applied magnetic field normal to the disk has been studied. Both constant wall and constant heat flux conditions have been considered. It has been found that if the angular velocity of the disk and the applied magnetic field squared vary inversely as a linear function of time (i.e. as (1??t*)?1, the governing Navier-Stokes equation and the energy equation admit a locally self-similar solution. The resulting set of ordinary differential equations has been solved using a shooting method with a generalized Newton's correction procedure for guessed boundary conditions. It is observed that in a certain region near the disk the buoyancy induced cross-flow dominates the primary von Karman flow. The shear stresses induced by the cross-flow are found to be more than these of the primary flow and they increase with magnetic parameter or the parameter ? characterizing the unsteadiness. The velocity profiles in the x- and y-directions for the primary flow at any two values of the unsteady parameter ? cross each other towards the edge of the boundary layer. The heat transfer increases with the Prandtl number but reduces with the magnetic parameter.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Several recent theoretical and computer simulation studies have considered solvation dynamics in a Brownian dipolar lattice which provides a simple model solvent for which detailed calculations can be carried out. In this article a fully microscopic calculation of the solvation dynamics of an ion in a Brownian dipolar lattice is presented. The calculation is based on the non‐Markovian molecular hydrodynamic theory developed recently. The main assumption of the present calculation is that the two‐particle orientational correlation functions of the solid can be replaced by those of the liquid state. It is shown that such a calculation provides an excellent agreement with the computer simulation results. More importantly, the present calculations clearly demonstrate that the frequency‐dependent dielectric friction plays an important role in the long time decay of the solvation time correlation function. We also find that the present calculation provides somewhat better agreement than either the dynamic mean spherical approximation (DMSA) or the Fried–Mukamel theory which use the simulated frequency‐dependent dielectric function. It is found that the dissipative kernels used in the molecular hydrodynamic approach and in the Fried–Mukamel theory are vastly different, especially at short times. However, in spite of this disagreement, the two theories still lead to comparable results in good agreement with computer simulation, which suggests that even a semiquantitatively accurate dissipative kernel may be sufficient to obtain a reliable solvation time correlation function. A new wave vector and frequency‐dependent dissipative kernel (or memory function) is proposed which correctly goes over to the appropriate expressions in both the single particle and the collective limits. This form is expected to lead to better results than all the existing descriptions.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Recently, Brownian networks have emerged as an effective stochastic model to approximate multiclass queueing networks with dynamic scheduling capability, under conditions of balanced heavy loading. This paper is a tutorial introduction to dynamic scheduling in manufacturing systems using Brownian networks. The article starts with motivational examples. It then provides a review of relevant weak convergence concepts, followed by a description of the limiting behaviour of queueing systems under heavy traffic. The Brownian approximation procedure is discussed in detail and generic case studies are provided to illustrate the procedure and demonstrate its effectiveness. This paper places emphasis only on the results and aspires to provide the reader with an up-to-date understanding of dynamic scheduling based on Brownian approximations.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Sampling based planners have been successful in path planning of robots with many degrees of freedom, but still remains ineffective when the configuration space has a narrow passage. We present a new technique based on a random walk strategy to generate samples in narrow regions quickly, thus improving efficiency of Probabilistic Roadmap Planners. The algorithm substantially reduces instances of collision checking and thereby decreases computational time. The method is powerful even for cases where the structure of the narrow passage is not known, thus giving significant improvement over other known methods.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

For an articulated manipulator with joint rotation constraints, we show that the maximum workspace is not necessarily obtained for equal link lengths but is also determined by the range and mean positions of the joint motions. We present expressions for sectional area, workspace volume, overlap volume and work area in terms of link ratios, mean positions and ranges of joint motion. We present a numerical procedure to obtain the maximum rectangular area that can be embedded in the workspace of an articulated manipulator with joint motion constraints. We demonstrate the use of analytical expressions and the numerical plots in the kinematic design of an articulated manipulator with joint rotation constraints.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the theoretical treatments of the dynamics of solvation of a newly created ion in a dipolar solvent, the self-motion of the solute is usually ignored. Recently, it has been shown that for a light ion the translational motion of the ion can significantly enhance its own rate of solvation. Therefore, solvation itself may not be the rate determining step in the equilibration. Instead, the rate determining step is the search of the low energy configuration which serves to localize the light ion. In this article a microscopic calculation of the probability distribution of the interaction energy of the nascent charge with the dipolar solvent molecules is presented in order to address this problem of solute trapping. It is found that to a good approximation, this distribution is Gaussian and the second moment of this distribution is exactly equal to the half of its own solvation energy. It is shown that this is in excellent agreement with the simulation results that are available for the model Brownian dipolar lattice and for liquid acetonitrile. If the distortion of the solvent by the ion is negligible then the same relation gives the energy distribution for the solvated ion, with the average centered at the final equilibrium solvation energy. These results are expected to be useful in understanding various chemical processes in dipolar liquids. Another interesting outcome of the present study is a simple dynamic argument that supports Onsager's ''inverse snow-ball'' conjecture of solvation of a light ion. A simple derivation of the semi-phenomenological relation between the solvation time correlation function and the single particle orientation, reported recently by Maroncelli et al. (J. Phys. Chem. 97 (1993) 13), is also presented.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The dynamics of poly(isobutyl methacrylate) in toluene solution has been examined by C-13 spin-lattice relaxation time and NOE measurements as a function of temperature. The experiments were performed at 50.3 and 100.6 MHz. The backbone carbon relaxation data have been analyzed using the Dejean-Laupretre-Monnerie (DLM) model, which describes the dynamical processes in the backbone in terms of conformational transitions and bond librations. The relaxation data of the side chain nuclei have been analyzed by assuming different motional models, namely, unrestricted rotational diffusion, three site jumps, and restricted rotational diffusion. The different models have been compared for their ability to reproduce the experimental spin-lattice relaxation times and also to predict the behavior of NOE as a function of temperature. Conformational energy calculations have been carried out on a model compound by using the semiempirical quantum chemical method, AM1, and the results confirm the validity of the motional models used to describe the side-chain motion.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We report the Brownian dynamics simulation results on the translational and bond-angle-orientational correlations for charged colloidal binary suspensions as the interparticle interactions are increased to form a crystalline (for a volume fraction phi = 0.2) or a glassy (phi = 0.3) state. The translational order is quantified in terms of the two- and four-point density autocorrelation functions whose comparisons show that there is no growing correlation length near the glass transition. The nearest-neighbor orientational order is determined in terms of the quadratic rotational invariant Q(l) and the bond-orientational correlation functions g(l)(t). The l dependence of Q(l) indicates that icosahedral (l = 6) order predominates at the cost of the cubic order (l = 4) near the glass as well as the crystal transition. The density and orientational correlation functions for a supercooled liquid freezing towards a glass fit well to the streched-exponential form exp[-(t/tau)(beta)]. The average relaxation times extracted from the fitted stretched-exponential functions as a function of effective temperatures T* obey the Arrhenius law for liquids freezing to a crystal whereas these obey the Vogel-Tamman-Fulcher law exp[AT(0)*/(T* - T-0*)] for supercooled Liquids tending towards a glassy state. The value of the parameter A suggests that the colloidal suspensions are ''fragile'' glass formers like the organic and molecular liquids.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Theoretical and computer simulation studies of orientational relaxation in dense molecular liquids are presented. The emphasis of the study is to understand the effects of collective orientational relaxation on the single-particle orientational dynamics. The theoretical analysis is based on a recently developed molecular hydrodynamic theory which allows a self-consistent description of both the collective and the single-particle orientational relaxation. The molecular hydrodynamic theory can be used to derive a relation between the memory function for the collective orientational correlation function and the frequency-dependent dielectric function. A novel feature of the present work is the demonstration that this collective memory function is significantly different from the single-particle rotational friction. However, a microscopic expression for the single-particle rotational friction can be derived from the molecular hydrodynamic theory where the collective memory function can be used to obtain the single-particle orientational friction. This procedure allows, us to calculate the single-particle orientational correlation function near the alpha-beta transition in the supercooled liquid. The calculated correlation function shows an interesting bimodal decay below the bifurcation temperature as the glass transition is approached from above. Brownian dynamics simulations have been carried out to check the validity of the above procedure of translating the memory function from the dielectric relaxation data. We have also investigated the following two issues important in understanding the orientational relaxation in slow liquids. First, we present an analysis of the ''orientational caging'' of translational motion. The value of the translational friction is found to be altered significantly by the orientational caging. Second, we address the question of the rank dependence of the dielectric friction using both simulation and the molecular hydrodynamic theory.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A simple but self-consistent microscopic theory for the time dependent solvation energy of both ions and dipoles is presented which includes, for the first time, the details of the self-motion of the probe on its own solvation dynamics. The theory leads to several interesting predictions. The most important of them is that, for dipolar solvation, both the rotational and the translational motions of the dipolar solute probe can significantly accelerate the rate of solvation. In addition, the rotational self-motion of the solute can also give rise to an additional mechanism of nonexponentiality in solvation time correlation functions in otherwise slow liquids. A comparison between the present theoretical predictions and the recent experimental studies of Maroncelli et al. on solvation dynamics of aniline in l-propanol seems to indicate that the said experiments have missed the initial solvent response up to about 45 ps. After mapping the experimental results on the redefined time scale, the theoretical results can explain the experimental results for solvation of aniline in 1-propanol very well. For ionic solvation, the translational motion is significant for light solutes only. For example, for Li+ in water, translational motion speeds up the solvation by about 20%. The present theory demonstrates that in dipolar solvation the partial quenching of the self-motion due to the presence of specific solute-solvent interactions (such as H-bonding) may lead to a much slower solvation than that when the self-motion is present. This point has been discussed. In addition, we present the theoretical results for solvation of aniline in propylene carbonate, Here, the solvation is predicted to be complete within 15-20 ps.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The interest in low bit rate video coding has increased considerably. Despite rapid progress in storage density and digital communication system performance, demand for data-transmission bandwidth and storage capacity continue to exceed the capabilities of available technologies. The growth of data-intensive digital audio, video applications and the increased use of bandwidth-limited media such as video conferencing and full motion video have not only sustained the need for efficient ways to encode analog signals, but made signal compression central to digital communication and data-storage technology. In this paper we explore techniques for compression of image sequences in a manner that optimizes the results for the human receiver. We propose a new motion estimator using two novel block match algorithms which are based on human perception. Simulations with image sequences have shown an improved bit rate while maintaining ''image quality'' when compared to conventional motion estimation techniques using the MAD block match criteria.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In order to understand the translational and rotational motion in dense molecular liquids, detailed molecular dynamics simulations of Lennard-Jones ellipsoids have been carried out for three different values of the aspect ratio kappa. For ellipsoids with an aspect ratio equal to 2, the product of the translational diffusion coefficient (D-T) and the average orientational correlation time of the l-th rank harmonics (tau(lR)), converges to a nearly constant value at high density. Surprisingly, this density independent value of D-T tau(lR) is within 5% of the hydrodynamic prediction with the slip boundary condition. This is despite the fact that both D-T and tau(lR) themselves change nearly by an order of magnitude in the density range considered, and the rotational correlation function itself is strongly nonexponential. For small aspect ratios (kappa less than or equal to 1.5), the rotational correlation function remains largely Gaussian even at a very large density, while for a large aspect ratio (kappa greater than or equal to 3), the transition to the nematic liquid-crystalline phase precludes the hydrodynamic regime. Thus, the rotational dynamics of ellipsoids show great sensitivity to the aspect ratio. At low density, tau(lR) goes through a minimum value, indicating the role of interactions in enhancing the rate of orientational relaxation. (C) 1997 American Institute of Physics. [S0021-9606(97)50142-5].

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A detailed investigation of viscosity dependence of the isomerization rate is carried out for continuous potentials by using a fully microscopic, self-consistent mode-coupling theory calculation of both the friction on the reactant and the viscosity of the medium. In this calculation we avoid approximating the short time response by the Enskog limit, which overestimates the friction at high frequencies. The isomerization rate is obtained by using the Grote-Hynes formula. The viscosity dependence of the rate has been investigated for a large number of thermodynamic state points. Since the activated barrier crossing dynamics probes the high-frequency frictional response of the liquid, the barrier crossing rate is found to be sensitive to the nature of the reactant-solvent interaction potential. When the solute-solvent interaction is modeled by a 6-12 Lennard-Jones potential, we find that over a large variation of viscosity (eta), the rate (k) can indeed be fitted very well to a fractional viscosity dependence: (k similar to eta(-alpha)), with the exponent alpha in the range 1 greater than or equal to alpha >0. The calculated values of the exponent appear to be in very good agreement with many experimental results. In particular, the theory, for the first time, explains the experimentally observed high value of alpha even at the barrier frequency, omega(b). similar or equal to 9 X 10(12) s(-1) for the isomerization reaction of 2-(2'-propenyl)anthracene in liquid eta-alkanes. The present study can also explain the reason for the very low value of vb observed in another study for the isomerization reaction of trans-stilbene in liquid n-alkanes. For omega(b) greater than or equal to 2.0 X 10(13) s(-1), we obtain alpha similar or equal to 0, which implies that the barrier crossing rate becomes identical to the transition-state theory predictions. A careful analysis of isomerization reaction dynamics involving large amplitude motion suggests that the barrier crossing dynamics itself may become irrelevant in highly viscous liquids and the rate might again be coupled directly to the viscosity. This crossover is predicted to be strongly temperature dependent and could be studied by changing the solvent viscosity by the application of pressure. (C) 1999 American Institute of Physics. [S0021-9606(9950514-X].