Differential equations driven by fractional Brownian motion

A global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates.

Brownian motion of spiral waves driven by spatiotemporal structured noise

Spiral chemical waves subjected to a spatiotemporal random excitability are experimentally and numerically investigated in relation to the light-sensitive Belousov-Zhabotinsky reaction. Brownian motion is identified and characterized by an effective diffusion coefficient which shows a rather complex dependence on the time and length scales of the noise relative to those of the spiral. A kinematically based model is proposed whose results are in good qualitative agreement with experiments and numerics.

Brownian motion in short range random potentials

A numerical study of Brownian motion of noninteracting particles in random potentials is presented. The dynamics are modeled by Langevin equations in the high friction limit. The random potentials are Gaussian distributed and short ranged. The simulations are performed in one and two dimensions. Different dynamical regimes are found and explained. Effective subdiffusive exponents are obtained and commented on.

On-axis joint transform correlation based on a four-level power spectrum

We propose a method to obtain a single centered correlation with use of a joint transform correlator. We analyze the required setup to carry out the whole process optically, and we also present experimental results.

Effects of thresholding level variation in fringe binarization of multiobject joint transform correlation

It is possible to improve the fringe binarization method of joint transform correlation by choosing a suitable threshold level.

Controlled-intensity detection peaks in a binary joint transform correlator

In multiobject pattern recognition the height of the correlation peaks should be controlled when the power spectrum of ajoint transform correlator is binarized. In this paper a method to predetermine the value of detection peaks is demonstrated. The technique is based on a frequency-variant threshold in order to remove the intraclass terms and on a suitable factor to normalize the binary joint power spectrum. Digital simulations and experimental hybrid implementation of this method were carried out.

Nonlinear filtering in object and Fourier space in a joint transform optical correlator: comparison and experimental realization

The use of different kinds of nonlinear filtering in a joint transform correlator are studied and compared. The study is divided into two parts, one corresponding to object space and the second to the Fourier domain of the joint power spectrum. In the first part, phase and inverse filters are computed; their inverse Fourier transforms are also computed, thereby becoming the reference in the object space. In the Fourier space, the binarization of the power spectrum is realized and compared with a new procedure for removing the spatial envelope. All cases are simulated and experimentally implemented by a compact joint transform correlator.

Reduction of the effect of aberrations in a joint transform correlator

We report the study of the influence of optical aberrations in a joint-transform correlator: The wave aberration of the optical system is computed from data obtained by ray tracing. Three situations are explored: We consider the aberration only in the first diffraction stage (generation of power spectrum), then only in the second (transformation of the power spectrum into correlation), and finally in both stages simultaneously. The results show that the quality of the correlation is determined mostly by the aberrations of the first diffraction stage and that we can optimize the setup by moving the cameras along the optical axis to a suitable position. The good agreement between the predicted data and the experimental results shows that the method explains well the behavior of optical diffraction systems when aberrations are taken into account.

Motion of a classical charged particle

The Lorentz-Dirac equation is not an unavoidable consequence of solely linear and angular momenta conservation for a point charge. It also requires an additional assumption concerning the elementary character of the charge. We here use a less restrictive elementarity assumption for a spinless charge and derive a system of conservation equations that are not properly the equation of motion because, as it contains an extra scalar variable, the future evolution of the charge is not determined. We show that a supplementary constitutive relation can be added so that the motion is determined and free from the troubles that are customary in the Lorentz-Dirac equation, i.e., preacceleration and runaways.

Brownian motion of multidimensional systems in nonpotential velocity-dependent fields of force

We study the Brownian motion in velocity-dependent fields of force. Our main result is a Smoluchowski equation valid for moderate to high damping constants. We derive that equation by perturbative solution of the Langevin equation and using functional derivative techniques.

Fluctuations in finite systems: fluctuations in fluids in thermocapillary motion

We compute nonequilibrium correlation functions about the stationary state in which the fluid moves as a consequence of tangential stresses on the liquid surface, related to a varying surface tension (thermocapillary motion). The nature of the stationary state makes it necessary to take into account that the system is finite. We then extend a previous analysis on fluctuations about simple stationary states to include some effects related to the finite size of the sample.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.