Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

Brownian motion of spins; generalized spin Langevin equation

We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concommitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature.

Effect of weak Brownian motion on gravitational coagulation

The effect of a small amount of Brownian diffusion on gravitational coagulation is numerically calculated by incorporating gravitational and interparticle forces (both attractive and repulsive), as well as hydrodynamic interactions. It is found that weak Brownian diffusion, the effect of which is nonlinearly coupled with gravity, can act to decrease the coagulation rate.

On the spectral gap of Brownian motion with jump boundary

In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are dierent and mainly probabilistic relying on coupling methods adapted to the special situation under investigation. Moreover we answer a question raised by Ben-Ari and Pinsky concerning the dependence of the spectral gap from the jump distribution in a multi-dimensional setting.

The thermohydrodynamical picture of Brownian motion via a generalized Smoluchowsky equation

Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized Smoluchowsky equation. As an application, we present the nonequilibrium thermodynamics and hydrodynamical picture for the one-dimensional Brownian motion. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Non-Markovian expansion in quantum Brownian motion

We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the most common choices, we derive an analytic expansion for the exact non-Markovian dissipation kernel and the corresponding colored noise in the general case that is consistent with the fluctuation-dissipation theorem and incorporates systematically non-local corrections. We illustrate the modifications to results obtained using the traditional (Markovian) Langevin approach in the case of the exponential kernel and analyze the case of the non-Markovian Brownian motion. We present detailed results for the free and the quadratic cases, which can be compared to exact solutions to test the convergence of the method, and discuss potentials of a general nonlinear form. © 2013 Elsevier B.V. All rights reserved.

Anisotropic Brownian motion in ordered phases of DNA fragments

Using Fluorescence Recovery After Photobleaching, we investigate the Brownian motion of DNA rod-like fragments in two distinct anisotropic phases with a local nematic symmetry. The height of the measurement volume ensures the averaging of the anisotropy of the in-plane diffusive motion parallel or perpendicular to the local nematic director in aligned domains. Still, as shown in using a model specifically designed to handle such a situation and predicting a non-Gaussian shape for the bleached spot as fluorescence recovery proceeds, the two distinct diffusion coefficients of the DNA particles can be retrieved from data analysis. In the first system investigated (a ternary DNA-lipid lamellar complex), the magnitude and anisotropy of the diffusion coefficient of the DNA fragments confined by the lipid bilayers are obtained for the first time. In the second, binary DNA-solvent system, the magnitude of the diffusion coefficient is found to decrease markedly as DNA concentration is increased from isotropic to cholesteric phase. In addition, the diffusion coefficient anisotropy measured within cholesteric domains in the phase coexistence region increases with concentration, and eventually reaches a high value in the cholesteric phase.