982 resultados para Fractional Brownian motion


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The introduction of phase change material fluid and nanofluid in micro-channel heat sink design can significantly increase the cooling capacity of the heat sink because of the unique features of these two kinds of fluids. To better assist the design of a high performance micro-channel heat sink using phase change fluid and nanofluid, the heat transfer enhancement mechanism behind the flow with such fluids must be completely understood. ^ A detailed parametric study is conducted to further investigate the heat transfer enhancement of the phase change material particle suspension flow, by using the two-phase non-thermal-equilibrium model developed by Hao and Tao (2004). The parametric study is conducted under normal conditions with Reynolds numbers of Re = 90–600 and phase change material particle concentrations of ϵp ≤ 0.25, as well as extreme conditions of very low Reynolds numbers (Re < 50) and high phase change material particle concentration (ϵp = 50%–70%) slurry flow. By using the two newly-defined parameters, named effectiveness factor ϵeff and performance index PI, respectively, it is found that there exists an optimal relation between the channel design parameters L and D, particle volume fraction ϵp, Reynolds number Re, and the wall heat flux qw. The influence of the particle volume fraction ϵp, particle size dp, and the particle viscosity μ p, to the phase change material suspension flow, are investigated and discussed. The model was validated by available experimental data. The conclusions will assist designers in making their decisions that relate to the design or selection of a micro-pump suitable for micro or mini scale heat transfer devices. ^ To understand the heat transfer enhancement mechanism of the nanofluid flow from the particle level, the lattice Boltzmann method is used because of its mesoscopic feature and its many numerical advantages. By using a two-component lattice Boltzmann model, the heat transfer enhancement of the nanofluid is analyzed, through incorporating the different forces acting on the nanoparticles to the two-component lattice Boltzmann model. It is found that the nanofluid has better heat transfer enhancement at low Reynolds numbers, and the Brownian motion effect of the nanoparticles will be weakened by the increase of flow speed. ^

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While molecular and cellular processes are often modeled as stochastic processes, such as Brownian motion, chemical reaction networks and gene regulatory networks, there are few attempts to program a molecular-scale process to physically implement stochastic processes. DNA has been used as a substrate for programming molecular interactions, but its applications are restricted to deterministic functions and unfavorable properties such as slow processing, thermal annealing, aqueous solvents and difficult readout limit them to proof-of-concept purposes. To date, whether there exists a molecular process that can be programmed to implement stochastic processes for practical applications remains unknown.

In this dissertation, a fully specified Resonance Energy Transfer (RET) network between chromophores is accurately fabricated via DNA self-assembly, and the exciton dynamics in the RET network physically implement a stochastic process, specifically a continuous-time Markov chain (CTMC), which has a direct mapping to the physical geometry of the chromophore network. Excited by a light source, a RET network generates random samples in the temporal domain in the form of fluorescence photons which can be detected by a photon detector. The intrinsic sampling distribution of a RET network is derived as a phase-type distribution configured by its CTMC model. The conclusion is that the exciton dynamics in a RET network implement a general and important class of stochastic processes that can be directly and accurately programmed and used for practical applications of photonics and optoelectronics. Different approaches to using RET networks exist with vast potential applications. As an entropy source that can directly generate samples from virtually arbitrary distributions, RET networks can benefit applications that rely on generating random samples such as 1) fluorescent taggants and 2) stochastic computing.

By using RET networks between chromophores to implement fluorescent taggants with temporally coded signatures, the taggant design is not constrained by resolvable dyes and has a significantly larger coding capacity than spectrally or lifetime coded fluorescent taggants. Meanwhile, the taggant detection process becomes highly efficient, and the Maximum Likelihood Estimation (MLE) based taggant identification guarantees high accuracy even with only a few hundred detected photons.

Meanwhile, RET-based sampling units (RSU) can be constructed to accelerate probabilistic algorithms for wide applications in machine learning and data analytics. Because probabilistic algorithms often rely on iteratively sampling from parameterized distributions, they can be inefficient in practice on the deterministic hardware traditional computers use, especially for high-dimensional and complex problems. As an efficient universal sampling unit, the proposed RSU can be integrated into a processor / GPU as specialized functional units or organized as a discrete accelerator to bring substantial speedups and power savings.

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The introduction of phase change material fluid and nanofluid in micro-channel heat sink design can significantly increase the cooling capacity of the heat sink because of the unique features of these two kinds of fluids. To better assist the design of a high performance micro-channel heat sink using phase change fluid and nanofluid, the heat transfer enhancement mechanism behind the flow with such fluids must be completely understood. A detailed parametric study is conducted to further investigate the heat transfer enhancement of the phase change material particle suspension flow, by using the two-phase non-thermal-equilibrium model developed by Hao and Tao (2004). The parametric study is conducted under normal conditions with Reynolds numbers of Re=600-900 and phase change material particle concentrations ¡Ü0.25 , as well as extreme conditions of very low Reynolds numbers (Re < 50) and high phase change material particle concentration (0.5-0.7) slurry flow. By using the two newly-defined parameters, named effectiveness factor and performance index, respectively, it is found that there exists an optimal relation between the channel design parameters, particle volume fraction, Reynolds number, and the wall heat flux. The influence of the particle volume fraction, particle size, and the particle viscosity, to the phase change material suspension flow, are investigated and discussed. The model was validated by available experimental data. The conclusions will assist designers in making their decisions that relate to the design or selection of a micro-pump suitable for micro or mini scale heat transfer devices. To understand the heat transfer enhancement mechanism of the nanofluid flow from the particle level, the lattice Boltzmann method is used because of its mesoscopic feature and its many numerical advantages. By using a two-component lattice Boltzmann model, the heat transfer enhancement of the nanofluid is analyzed, through incorporating the different forces acting on the nanoparticles to the two-component lattice Boltzmann model. It is found that the nanofluid has better heat transfer enhancement at low Reynolds numbers, and the Brownian motion effect of the nanoparticles will be weakened by the increase of flow speed.

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Different types of base fluids, such as water, engine oil, kerosene, ethanol, methanol, ethylene glycol etc. are usually used to increase the heat transfer performance in many engineering applications. But these conventional heat transfer fluids have often several limitations. One of those major limitations is that the thermal conductivity of each of these base fluids is very low and this results a lower heat transfer rate in thermal engineering systems. Such limitation also affects the performance of different equipments used in different heat transfer process industries. To overcome such an important drawback, researchers over the years have considered a new generation heat transfer fluid, simply known as nanofluid with higher thermal conductivity. This new generation heat transfer fluid is a mixture of nanometre-size particles and different base fluids. Different researchers suggest that adding spherical or cylindrical shape of uniform/non-uniform nanoparticles into a base fluid can remarkably increase the thermal conductivity of nanofluid. Such augmentation of thermal conductivity could play a more significant role in enhancing the heat transfer rate than that of the base fluid. Nanoparticles diameters used in nanofluid are usually considered to be less than or equal to 100 nm and the nanoparticles concentration usually varies from 5% to 10%. Different researchers mentioned that the smaller nanoparticles concentration with size diameter of 100 nm could enhance the heat transfer rate more significantly compared to that of base fluids. But it is not obvious what effect it will have on the heat transfer performance when nanofluids contain small size nanoparticles of less than 100 nm with different concentrations. Besides, the effect of static and moving nanoparticles on the heat transfer of nanofluid is not known too. The idea of moving nanoparticles brings the effect of Brownian motion of nanoparticles on the heat transfer. The aim of this work is, therefore, to investigate the heat transfer performance of nanofluid using a combination of smaller size of nanoparticles with different concentrations considering the Brownian motion of nanoparticles. A horizontal pipe has been considered as a physical system within which the above mentioned nanofluid performances are investigated under transition to turbulent flow conditions. Three different types of numerical models, such as single phase model, Eulerian-Eulerian multi-phase mixture model and Eulerian-Lagrangian discrete phase model have been used while investigating the performance of nanofluids. The most commonly used model is single phase model which is based on the assumption that nanofluids behave like a conventional fluid. The other two models are used when the interaction between solid and fluid particles is considered. However, two different phases, such as fluid and solid phases is also considered in the Eulerian-Eulerian multi-phase mixture model. Thus, these phases create a fluid-solid mixture. But, two phases in the Eulerian-Lagrangian discrete phase model are independent. One of them is a solid phase and the other one is a fluid phase. In addition, RANS (Reynolds Average Navier Stokes) based Standard κ-ω and SST κ-ω transitional models have been used for the simulation of transitional flow. While the RANS based Standard κ-ϵ, Realizable κ-ϵ and RNG κ-ϵ turbulent models are used for the simulation of turbulent flow. Hydrodynamic as well as temperature behaviour of transition to turbulent flows of nanofluids through the horizontal pipe is studied under a uniform heat flux boundary condition applied to the wall with temperature dependent thermo-physical properties for both water and nanofluids. Numerical results characterising the performances of velocity and temperature fields are presented in terms of velocity and temperature contours, turbulent kinetic energy contours, surface temperature, local and average Nusselt numbers, Darcy friction factor, thermal performance factor and total entropy generation. New correlations are also proposed for the calculation of average Nusselt number for both the single and multi-phase models. Result reveals that the combination of small size of nanoparticles and higher nanoparticles concentrations with the Brownian motion of nanoparticles shows higher heat transfer enhancement and thermal performance factor than those of water. Literature suggests that the use of nanofluids flow in an inclined pipe at transition to turbulent regimes has been ignored despite its significance in real-life applications. Therefore, a particular investigation has been carried out in this thesis with a view to understand the heat transfer behaviour and performance of an inclined pipe under transition flow condition. It is found that the heat transfer rate decreases with the increase of a pipe inclination angle. Also, a higher heat transfer rate is found for a horizontal pipe under forced convection than that of an inclined pipe under mixed convection.

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Purpose - The purpose of this paper is to analyze what transaction costs are acceptable for customers in different investments. In this study, two life insurance contracts, a mutual fund and a risk-free investment, as alternative investment forms are considered. The first two products under scrutiny are a life insurance investment with a point-to-point capital guarantee and a participating contract with an annual interest rate guarantee and participation in the insurer's surplus. The policyholder assesses the various investment opportunities using different utility measures. For selected types of risk profiles, the utility position and the investor's preference for the various investments are assessed. Based on this analysis, the authors study which cost levels can make all of the products equally rewarding for the investor. Design/methodology/approach - The paper notes the risk-neutral valuation calibration using empirical data utility and performance measurement dynamics underlying: geometric Brownian motion numerical examples via Monte Carlo simulation. Findings - In the first step, the financial performance of the various saving opportunities under different assumptions of the investor's utility measurement is studied. In the second step, the authors calculate the level of transaction costs that are allowed in the various products to make all of the investment opportunities equally rewarding from the investor's point of view. A comparison of these results with transaction costs that are common in the market shows that insurance companies must be careful with respect to the level of transaction costs that they pass on to their customers to provide attractive payoff distributions. Originality/value - To the best of the authors' knowledge, their research question - i.e. which transaction costs for life insurance products would be acceptable from the customer's point of view - has not been studied in the above described context so far.

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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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The trajectory planning of redundant robots through the pseudoinverse control leads to undesirable drift in the joint space. This paper presents a new technique to solve the inverse kinematics problem of redundant manipulators, which uses a fractional differential of order α to control the joint positions. Two performance measures are defined to examine the strength and weakness of the proposed method. The positional error index measures the precision of the manipulator's end-effector at the target position. The repeatability performance index is adopted to evaluate if the joint positions are repetitive when the manipulator execute repetitive trajectories in the operational workspace. Redundant and hyper-redundant planar manipulators reveal that it is possible to choose in a large range of possible values of α in order to get repetitive trajectories in the joint space.

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Travelling wave phenomena are observed in many biological applications. Mathematical theory of standard reaction-diffusion problems shows that simple partial differential equations exhibit travelling wave solutions with constant wavespeed and such models are used to describe, for example, waves of chemical concentrations, electrical signals, cell migration, waves of epidemics and population dynamics. However, as in the study of cell motion in complex spatial geometries, experimental data are often not consistent with constant wavespeed. Non-local spatial models have successfully been used to model anomalous diffusion and spatial heterogeneity in different physical contexts. In this paper, we develop a fractional model based on the Fisher-Kolmogoroff equation and analyse it for its wavespeed properties, attempting to relate the numerical results obtained from our simulations to experimental data describing enteric neural crest-derived cells migrating along the intact gut of mouse embryos. The model proposed essentially combines fractional and standard diffusion in different regions of the spatial domain and qualitatively reproduces the behaviour of neural crest-derived cells observed in the caecum and the hindgut of mouse embryos during in vivo experiments.

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This work addresses fundamental issues in the mathematical modelling of the diffusive motion of particles in biological and physiological settings. New mathematical results are proved and implemented in computer models for the colonisation of the embryonic gut by neural cells and the propagation of electrical waves in the heart, offering new insights into the relationships between structure and function. In particular, the thesis focuses on the use of non-local differential operators of non-integer order to capture the main features of diffusion processes occurring in complex spatial structures characterised by high levels of heterogeneity.

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We have carried out Brownian dynamics simulations of binary mixtures of charged colloidal suspensions of two different diameter particles with varying volume fractions phi and charged impurity concentrations n(i). For a given phi, the effective temperature is lowered in many steps by reducing n(i) to see how structure and dynamics evolve. The structural quantities studied are the partial and total pair distribution functions g(tau), the static structure factors, the time average g(<(tau)over bar>), and the Wendt-Abraham parameter. The dynamic quantity is the temporal evolution of the total meansquared displacement (MSD). All these parameters show that by lowering the effective temperature at phi = 0.2, liquid freezes into a body-centered-cubic crystal whereas at phi = 0.3, a glassy state is formed. The MSD at intermediate times shows significant subdiffusive behavior whose time span increases with a reduction in the effective temperature. The mean-squared displacements for the supercooled liquid with phi = 0.3 show staircase behavior indicating a strongly cooperative jump motion of the particles.

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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).