898 resultados para BROWNIAN-MOTION
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Colloid self-assembly under external control is a new route to fabrication of advanced materials with novel microstructures and appealing functionalities. The kinetic processes of colloidal self-assembly have attracted great interests also because they are similar to many atomic level kinetic processes of materials. In the past decades, rapid technological progresses have been achieved on producing shape-anisotropic, patchy, core-shell structured particles and particles with electric/magnetic charges/dipoles, which greatly enriched the self-assembled structures. Multi-phase carrier liquids offer new route to controlling colloidal self-assembly. Therefore, heterogeneity is the essential characteristics of colloid system, while so far there still lacks a model that is able to efficiently incorporate these possible heterogeneities. This thesis is mainly devoted to development of a model and computational study on the complex colloid system through a diffuse-interface field approach (DIFA), recently developed by Wang et al. This meso-scale model is able to describe arbitrary particle shape and arbitrary charge/dipole distribution on the surface or body of particles. Within the framework of DIFA, a Gibbs-Duhem-type formula is introduced to treat Laplace pressure in multi-liquid-phase colloidal system and it obeys Young-Laplace equation. The model is thus capable to quantitatively study important capillarity related phenomena. Extensive computer simulations are performed to study the fundamental behavior of heterogeneous colloidal system. The role of Laplace pressure is revealed in determining the mechanical equilibrium of shape-anisotropic particles at fluid interfaces. In particular, it is found that the Laplace pressure plays a critical role in maintaining the stability of capillary bridges between close particles, which sheds light on a novel route to in situ firming compact but fragile colloidal microstructures via capillary bridges. Simulation results also show that competition between like-charge repulsion, dipole-dipole interaction and Brownian motion dictates the degree of aggregation of heterogeneously charged particles. Assembly and alignment of particles with magnetic dipoles under external field is studied. Finally, extended studies on the role of dipole-dipole interaction are performed for ferromagnetic and ferroelectric domain phenomena. The results reveal that the internal field generated by dipoles competes with external field to determine the dipole-domain evolution in ferroic materials.
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This research develops an econometric framework to analyze time series processes with bounds. The framework is general enough that it can incorporate several different kinds of bounding information that constrain continuous-time stochastic processes between discretely-sampled observations. It applies to situations in which the process is known to remain within an interval between observations, by way of either a known constraint or through the observation of extreme realizations of the process. The main statistical technique employs the theory of maximum likelihood estimation. This approach leads to the development of the asymptotic distribution theory for the estimation of the parameters in bounded diffusion models. The results of this analysis present several implications for empirical research. The advantages are realized in the form of efficiency gains, bias reduction and in the flexibility of model specification. A bias arises in the presence of bounding information that is ignored, while it is mitigated within this framework. An efficiency gain arises, in the sense that the statistical methods make use of conditioning information, as revealed by the bounds. Further, the specification of an econometric model can be uncoupled from the restriction to the bounds, leaving the researcher free to model the process near the bound in a way that avoids bias from misspecification. One byproduct of the improvements in model specification is that the more precise model estimation exposes other sources of misspecification. Some processes reveal themselves to be unlikely candidates for a given diffusion model, once the observations are analyzed in combination with the bounding information. A closer inspection of the theoretical foundation behind diffusion models leads to a more general specification of the model. This approach is used to produce a set of algorithms to make the model computationally feasible and more widely applicable. Finally, the modeling framework is applied to a series of interest rates, which, for several years, have been constrained by the lower bound of zero. The estimates from a series of diffusion models suggest a substantial difference in estimation results between models that ignore bounds and the framework that takes bounding information into consideration.
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This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.
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We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases of a flashing ratchet, a two-state model, and a ratchet under the influence of a temperature gradient are analyzed in detail. We show the emergence of a strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by spatial confinement. Net particle transport may take place in situations where none of those mechanisms leads to rectification when acting individually. The combined rectification mechanisms may lead to bidirectional transport and to new routes to segregation phenomena. Confined Brownian ratchets could be used to control transport in mesostructures and to engineer new and more efficient devices for transport at the nanoscale.
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Acupuncture stimulates points on the body, influencing the perception of myofascial pain or altering physiologic functions. The aim was to evaluate the effect of electroacupuncture (EAC) and acupuncture (AC) for myofascial pain of the upper trapezius and cervical range of motion, using SHAM acupuncture as control. Sixty women presenting at least one trigger point at the upper trapezius and local or referred pain for more than six months were randomized into EAC, AC, and SHAM groups. Eight sessions were scheduled and a follow-up was conducted after 28 days. The Visual Analog Scale assessed the intensity of local and general pain. A fleximeter assessed cervical movements. Data were analyzed using paired t or Wilcoxon's tests, ANOVA or Friedman or Kruskal-Wallis tests and Pearson's correlation (α=0.05). There was reduction in general pain in the EAC and AC groups after eight sessions (P<0.001). A significant decrease in pain intensity occurred for the right trapezius in all groups and for the left trapezius in the EAC and AC groups. Intergroup comparisons showed improvement in general pain in the EAC and AC groups and in local pain intensity in the EAC group (P<0.05), which showed an increase in left rotation (P=0.049). The AC group showed increases in inclination (P=0.005) sustained until follow-up and rotation to the right (P=0.032). EAC and AC were effective in reducing the pain intensity compared with SHAM. EAC was better than AC for local pain relief. These treatments can assist in increasing cervical range of motion, albeit subtly.
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas . Faculdade de Educação Física
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Universidade Estadual de Campinas . Faculdade de Educação Física
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A method to compute three-dimension (3D) left ventricle (LV) motion and its color coded visualization scheme for the qualitative analysis in SPECT images is proposed. It is used to investigate some aspects of Cardiac Resynchronization Therapy (CRT). The method was applied to 3D gated-SPECT images sets from normal subjects and patients with severe Idiopathic Heart Failure, before and after CRT. Color coded visualization maps representing the LV regional motion showed significant difference between patients and normal subjects. Moreover, they indicated a difference between the two groups. Numerical results of regional mean values representing the intensity and direction of movement in radial direction are presented. A difference of one order of magnitude in the intensity of the movement on patients in relation to the normal subjects was observed. Quantitative and qualitative parameters gave good indications of potential application of the technique to diagnosis and follow up of patients submitted to CRT.
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Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.
SSSPM J1102-3431 brown dwarf characterization from accurate proper motion and trigonometric parallax
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Context. In 2005, Scholz and collaborators discovered, in a proper motion survey, a young brown dwarf SSSPM J1102-3431 (SSSPM J1102) of spectral type M8.5, probable member of the TW Hydrae Association and possible companion of the T Tauri star TWHya. The physical characterization of SSSPM J1102 was based on the hypothesis that it forms a binary system with TWHya. The recent discovery of a probable giant planet with a very short-period inside the TW Hya protoplanetary disk, as well as a disk around SSSPM J1102, make it especially interesting and important to measure well the physical parameters of SSSPM J1102. Aims. Trigonometric parallax and proper motion measurements of SSSPM J1102 are necessary to test for TWA membership and, thus, to determine the mass and age of this young brown dwarf and the possibility that it forms a wide binary system with TW Hya. Methods. Two years of regular observations at the ESO NTT/SUSI2 telescope have enabled us to determine the trigonometric parallax and proper motion of SSSPM J1102. Results. With our accurate distance determination of 55.2(-1.4)(+1.6) pc and proper motions of (-67.2, -14.0) +/- 0.6 mas/yr, we could confirm SSSPM J1102 as a very probable member of TWA. Assuming the TW Hydrae association age of 5-10 Myr, the evolutionary models compared to the photometry of this young brown dwarf indicate a mass of M = 25 +/- 5 M(Jup) and an effective temperature T(eff) = 2550 +/- 100 K. Conclusions. Our parallax and proper motion determination allow us to precisely describe the physical properties of this low mass object and to confirm its TWA membership. Our results indicate that SSSPMJ1102 may be a very wide separation companion of the star TW Hya.
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Mixed martial arts (MMA) have become a fast-growing worldwide expansion of martial arts competition, requiring high level of skill, physical conditioning, and strategy, and involving a synthesis of combat while standing or on the ground. This study quantified the effort-pause ratio (EP), and classified effort segments of stand-up or groundwork development to identify the number of actions performed per round in MMA matches. 52 MMA athletes participated in the study (M age = 24 yr., SD = 5; average experience in MMA = 5 yr., SD = 3). A one-way analysis of variance with repeated measurements was conducted to compare the type of action across the rounds. A chi-squared test was applied across the percentages to compare proportions of different events. Only one significant difference (p < .05) was observed among rounds: time in groundwork of low intensity was longer in the second compared to the third round. When the interval between rounds was not considered, the EP ratio (between high-intensity effort to low-intensity effort plus pauses) WE S 1:2 to 1:4. This ratio is between ratios typical for judo, wrestling, karate, and taekwondo and reflects the combination of ground and standup techniques. Most of the matches ended in the third round, involving high-intensity actions, predominantly executed during groundwork combat.
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This paper proposes a novel computer vision approach that processes video sequences of people walking and then recognises those people by their gait. Human motion carries different information that can be analysed in various ways. The skeleton carries motion information about human joints, and the silhouette carries information about boundary motion of the human body. Moreover, binary and gray-level images contain different information about human movements. This work proposes to recover these different kinds of information to interpret the global motion of the human body based on four different segmented image models, using a fusion model to improve classification. Our proposed method considers the set of the segmented frames of each individual as a distinct class and each frame as an object of this class. The methodology applies background extraction using the Gaussian Mixture Model (GMM), a scale reduction based on the Wavelet Transform (WT) and feature extraction by Principal Component Analysis (PCA). We propose four new schemas for motion information capture: the Silhouette-Gray-Wavelet model (SGW) captures motion based on grey level variations; the Silhouette-Binary-Wavelet model (SBW) captures motion based on binary information; the Silhouette-Edge-Binary model (SEW) captures motion based on edge information and the Silhouette Skeleton Wavelet model (SSW) captures motion based on skeleton movement. The classification rates obtained separately from these four different models are then merged using a new proposed fusion technique. The results suggest excellent performance in terms of recognising people by their gait.
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The purpose of this study is to apply robust inverse dynamics control for a six-degree-of-freedom flight simulator motion system. From an implementation viewpoint, simplification of the inverse dynamics control law is introduced by assuming control law matrices as constants. The robust control strategy is applied in the outer loop of the inverse dynamic control to counteract the effects of imperfect compensation due this simplification. The control strategy is designed using the Lyapunov stability theory. Forward and inverse kinematics and a full dynamic model of a six-degree-of-freedom motion base driven by electromechanical actuators are briefly presented. A describing function, acceleration step response and some maneuvers computed from the washout filter were used to evaluate the performance of the controllers.
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This note addresses the relation between the differential equation of motion and Darcy`s law. It is shown that, in different flow conditions, three versions of Darcy`s law can be rigorously derived from the equation of motion.