Relevant bibliographies by topics / Modèle de Brownian Motion

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Modèle de Brownian Motion'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 February 2022

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Journal articles on the topic "Modèle de Brownian Motion"

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Burdzy, Krzysztof, and David Nualart. "Brownian motion reflected on Brownian motion." Probability Theory and Related Fields 122, no. 4 (April 1, 2002): 471–93. http://dx.doi.org/10.1007/s004400100165.

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Chernov, N., and D. Dolgopyat. "Brownian Brownian motion. I." Memoirs of the American Mathematical Society 198, no. 927 (2009): 0. http://dx.doi.org/10.1090/memo/0927.

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Deutsch, Daniel H. "Brownian motion." Nature 357, no. 6377 (June 1992): 354. http://dx.doi.org/10.1038/357354c0.

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Parisi, Giorgio. "Brownian motion." Nature 433, no. 7023 (January 2005): 221. http://dx.doi.org/10.1038/433221a.

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Lavenda, Bernard H. "Brownian Motion." Scientific American 252, no. 2 (February 1985): 70–85. http://dx.doi.org/10.1038/scientificamerican0285-70.

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Rao, B. V. "Brownian Motion." Resonance 26, no. 1 (January 2021): 89–104. http://dx.doi.org/10.1007/s12045-020-1107-7.

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Chen, Xia, and Wenbo V. Li. "Limiting Behaviors for Brownian Motion Reflected on Brownian Motion." Methods and Applications of Analysis 9, no. 3 (2002): 377–92. http://dx.doi.org/10.4310/maa.2002.v9.n3.a5.

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Burdzy, Krzysztof, and Davar Khoshnevisan. "Brownian motion in a Brownian crack." Annals of Applied Probability 8, no. 3 (August 1998): 708–48. http://dx.doi.org/10.1214/aoap/1028903448.

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Klimontovich, Yu L. "Nonlinear Brownian motion." Uspekhi Fizicheskih Nauk 164, no. 8 (1994): 811. http://dx.doi.org/10.3367/ufnr.0164.199408b.0811.

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Duarte, Mauricio A. "Spinning Brownian motion." Stochastic Processes and their Applications 125, no. 11 (November 2015): 4178–203. http://dx.doi.org/10.1016/j.spa.2015.06.005.

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Dissertations / Theses on the topic "Modèle de Brownian Motion"

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Ang, Eu-Jin. "Brownian motion queueing models of communications and manufacturing systems." Thesis, Imperial College London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298242.

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Karangwa, Innocent. "Comparing South African financial markets behaviour to the geometric Brownian Motion Process." Thesis, University of the Western Cape, 2008. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_4787_1363778247.

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This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the 
Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots) 
and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South 
African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric 
Brownian motion time series should be characterised by the Hurst exponent of ½
. A value of a Hurst exponent different from that would indicate the presence of long memory or 
fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by 
assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the 
rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added.

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Cai, Chunhao. "Analyse statistique de quelques modèles de processus de type fractionnaire." Thesis, Le Mans, 2014. http://www.theses.fr/2014LEMA1030/document.

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Cette thèse porte sur l’analyse statistique de quelques modèles de processus stochastiques gouvernés par des bruits de type fractionnaire, en temps discret ou continu.Dans le Chapitre 1, nous étudions le problème d’estimation par maximum de vraisemblance (EMV) des paramètres d’un processus autorégressif d’ordre p (AR(p)) dirigé par un bruit gaussien stationnaire, qui peut être à longue mémoire commele bruit gaussien fractionnaire. Nous donnons une formule explicite pour l’EMV et nous analysons ses propriétés asymptotiques. En fait, dans notre modèle la fonction de covariance du bruit est supposée connue, mais le comportement asymptotique de l’estimateur (vitesse de convergence, information de Fisher) n’en dépend pas.Le Chapitre 2 est consacré à la détermination de l’entrée optimale (d’un point de vue asymptotique) pour l’estimation du paramètre de dérive dans un processus d’Ornstein-Uhlenbeck fractionnaire partiellement observé mais contrôlé. Nous exposons un principe de séparation qui nous permet d’atteindre cet objectif. Les propriétés asymptotiques de l’EMV sont démontrées en utilisant le programme d’Ibragimov-Khasminskii et le calcul de transformées de Laplace d’une fonctionnellequadratique du processus.Dans le Chapitre 3, nous présentons une nouvelle approche pour étudier les propriétés du mouvement brownien fractionnaire mélangé et de modèles connexes, basée sur la théorie du filtrage des processus gaussiens. Les résultats mettent en lumière la structure de semimartingale et mènent à un certain nombre de propriétés d’absolue continuité utiles. Nous établissons l’équivalence des mesures induites par le mouvement brownien fractionnaire mélangé avec une dérive stochastique, et en déduisons l’expression correspondante de la dérivée de Radon-Nikodym. Pour un indice de Hurst H > 3=4, nous obtenons une représentation du mouvement brownien fractionnaire mélangé comme processus de type diffusion dans sa filtration naturelle et en déduisons une formule de la dérivée de Radon-Nikodym par rapport à la mesurede Wiener. Pour H < 1=4, nous montrons l’équivalence de la mesure avec celle la composante fractionnaire et obtenons une formule pour la densité correspondante. Un domaine d’application potentielle est l’analyse statistique des modèles gouvernés par des bruits fractionnaires mélangés. A titre d’exemple, nous considérons le modèle de régression linéaire de base et montrons comment définir l’EMV et étudié son comportement asymptotique
This thesis focuses on the statistical analysis of some models of stochastic processes generated by fractional noise in discrete or continuous time.In Chapter 1, we study the problem of parameter estimation by maximum likelihood (MLE) for an autoregressive process of order p (AR (p)) generated by a stationary Gaussian noise, which can have long memory as the fractional Gaussiannoise. We exhibit an explicit formula for the MLE and we analyze its asymptotic properties. Actually in our model the covariance function of the noise is assumed to be known but the asymptotic behavior of the estimator ( rate of convergence, Fisher information) does not depend on it.Chapter 2 is devoted to the determination of the asymptotical optimal input for the estimation of the drift parameter in a partially observed but controlled fractional Ornstein-Uhlenbeck process. We expose a separation principle that allows us toreach this goal. Large sample asymptotical properties of the MLE are deduced using the Ibragimov-Khasminskii program and Laplace transform computations for quadratic functionals of the process.In Chapter 3, we present a new approach to study the properties of mixed fractional Brownian motion (fBm) and related models, based on the filtering theory of Gaussian processes. The results shed light on the semimartingale structure andproperties lead to a number of useful absolute continuity relations. We establish equivalence of the measures, induced by the mixed fBm with stochastic drifts, and derive the corresponding expression for the Radon-Nikodym derivative. For theHurst index H > 3=4 we obtain a representation of the mixed fBm as a diffusion type process in its own filtration and derive a formula for the Radon-Nikodym derivative with respect to the Wiener measure. For H < 1=4, we prove equivalenceto the fractional component and obtain a formula for the corresponding derivative. An area of potential applications is statistical analysis of models, driven by mixed fractional noises. As an example we consider only the basic linear regression setting and show how the MLE can be defined and studied in the large sample asymptotic regime
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Lebovits, Joachim. "Stochastic calculus with respect to multi-fractional Brownian motion and applications to finance." Phd thesis, Châtenay-Malabry, Ecole centrale de Paris, 2012. http://tel.archives-ouvertes.fr/tel-00704526.

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The aim of this PhD Thesis was to build and develop a stochastic calculus (in particular a stochastic integral) with respect to multifractional Brownian motion (mBm). Since the choice of the theory and the tools to use was not fixed a priori, we chose the White Noise theory which generalizes, in the case of fractional Brownian motion (fBm) , the Malliavin calculus. The first chapter of this thesis presents several notions we will use in the sequel.In the second chapter we present a construction as well as the main properties of stochastic integral with respect to harmonizable mBm.We also give Ito formulas and a Tanaka formula with respect to this mBm. In the third chapter we give a new definition, simplier and generalier of multifractional Brownian motion. We then show that mBm appears naturally as a limit of a sequence of fractional Brownian motions of different Hurst index.We then use this idea to build an integral with respect to mBm as a limit of sum of integrals with respect ot fBm. This being done we particularize this definition to the case of Malliavin calculus and White Noise theory. In this last case we compare the integral hence defined to the one we got in chapter 2. The fourth and last chapter propose a multifractional stochastic volatility model where the process of volatility is driven by a mBm. The interest lies in the fact that we can hence take into account, in the same time, the long range dependence of increments of volatility process and the fact that regularity vary along the time.Using the functional quantization theory in order to, among other things, approximate the solution of stochastic differential equations, we can compute the price of forward start options and then get and plot the implied volatility nappe that we graphically represent.
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Graf, Ferdinand. "Exotic Option Pricing in Stochastic Volatility Levy Models and with Fractional Brownian Motion." [S.l. : s.n.], 2007. http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-35340.

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Bauke, Francisco Conti. "Portadores quentes : modelo browniano /." Rio Claro : [s.n.], 2011. http://hdl.handle.net/11449/91881.

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Orientador: Roberto E. Lagos Monaco
Banca: José Antonio Roversi
Banca: Bernardo Laks
Resumo: Neste trabalho estudamos o modelo do movimento Browniano de uma partícula carregada sob a ação de campos elétrico e magnético, externos e homogêneos, no formalismo de Langevin. Calculamos a energia cinética média através do teorema da flutuação-dissipação e obtivemos uma expressão para a temperatura efetiva das partículas Brownianas em função da temperatura do reservatório e dos campos externos. Esta temperatura efetiva mostrou-se sempre maior que a temperatura do reservatório, o que explica a expressão "portadores quentes". Estudamos essa temperatura efetiva no regime assintótico, ou seja, no estado estacionário atingido em tempos muito longos (quando comparado com o tempo de colisão) e a utilizamos para escrever as equações de transporte em semicondutores, denominadas equações de Shockley generalizadas sendo que incluem nesse caso também a ação do campo magnético. Uma aplicação direta e relevante foi a modelagem para o já conhecido efeito Gunn para portadores assumidos como Brownianos. A temperatura efetiva calculada por nós no regime transiente permitiu estudar também os efeitos do reservatório na relaxação da temperatura efetiva à temperatura terminal (de não equilíbrio e estacionária). Nossos resultados no que diz respeito ao efeito Gunn, embora seja o modelo mais simples de um portador Browniano, mostrou uma surpreendente concordância com resultados experimentais, sugerindo que modelos mais sofisticados devam incluir os elementos apresentados neste estudo
Abstract: We present a Brownian model for a charged particle in a field of forces, in particular, electric and magnetic external homogeneous fields, within the Langevin formalism. We compute the average kinetic energy via the fluctuation dissipation and obtain an expression for the Brownian particle's effective temperature. The latter is a function of the heat bath temperature and both external fields. This effective temperature is always greater than the heat bath temperature, therefore the expression "hot carriers". This effective temperature, in the asymptotic regime, the stationary state at long times (greater than the collision time), is used to write down the transport equations for semiconductors, namely the generalized Shockley equations, now incorporating the magnetic field effect. A direct and relevant application follows: a model for the well known Gunn effect, assuming a Brownian scheme. In the transient regime the computed effective temperature also allow us to probe some features of the heat bath, as the effective temperature relaxes to its terminal stationary value. As for our results in the Gunn effect model, the simplest of all in a Brownian scheme, we obtain a surprisingly good agreement with experimental data, suggesting that more involved models should include our minimal assumptions
Mestre
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Bauke, Francisco Conti [UNESP]. "Portadores quentes: modelo browniano." Universidade Estadual Paulista (UNESP), 2011. http://hdl.handle.net/11449/91881.

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Made available in DSpace on 2014-06-11T19:25:31Z (GMT). No. of bitstreams: 0 Previous issue date: 2011-02-17Bitstream added on 2014-06-13T20:14:03Z : No. of bitstreams: 1 bauke_fc_me_rcla.pdf: 1413465 bytes, checksum: 5695187aaf8a438767e3a8684e26c073 (MD5)
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Neste trabalho estudamos o modelo do movimento Browniano de uma partícula carregada sob a ação de campos elétrico e magnético, externos e homogêneos, no formalismo de Langevin. Calculamos a energia cinética média através do teorema da flutuação-dissipação e obtivemos uma expressão para a temperatura efetiva das partículas Brownianas em função da temperatura do reservatório e dos campos externos. Esta temperatura efetiva mostrou-se sempre maior que a temperatura do reservatório, o que explica a expressão “portadores quentes”. Estudamos essa temperatura efetiva no regime assintótico, ou seja, no estado estacionário atingido em tempos muito longos (quando comparado com o tempo de colisão) e a utilizamos para escrever as equações de transporte em semicondutores, denominadas equações de Shockley generalizadas sendo que incluem nesse caso também a ação do campo magnético. Uma aplicação direta e relevante foi a modelagem para o já conhecido efeito Gunn para portadores assumidos como Brownianos. A temperatura efetiva calculada por nós no regime transiente permitiu estudar também os efeitos do reservatório na relaxação da temperatura efetiva à temperatura terminal (de não equilíbrio e estacionária). Nossos resultados no que diz respeito ao efeito Gunn, embora seja o modelo mais simples de um portador Browniano, mostrou uma surpreendente concordância com resultados experimentais, sugerindo que modelos mais sofisticados devam incluir os elementos apresentados neste estudo
We present a Brownian model for a charged particle in a field of forces, in particular, electric and magnetic external homogeneous fields, within the Langevin formalism. We compute the average kinetic energy via the fluctuation dissipation and obtain an expression for the Brownian particle´s effective temperature. The latter is a function of the heat bath temperature and both external fields. This effective temperature is always greater than the heat bath temperature, therefore the expression “hot carriers”. This effective temperature, in the asymptotic regime, the stationary state at long times (greater than the collision time), is used to write down the transport equations for semiconductors, namely the generalized Shockley equations, now incorporating the magnetic field effect. A direct and relevant application follows: a model for the well known Gunn effect, assuming a Brownian scheme. In the transient regime the computed effective temperature also allow us to probe some features of the heat bath, as the effective temperature relaxes to its terminal stationary value. As for our results in the Gunn effect model, the simplest of all in a Brownian scheme, we obtain a surprisingly good agreement with experimental data, suggesting that more involved models should include our minimal assumptions
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Mvondo, Bernardin Gael. "Numerical techniques for optimal investment consumption models." University of the Western Cape, 2014. http://hdl.handle.net/11394/4352.

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>Magister Scientiae - MSc
The problem of optimal investment has been extensively studied by numerous researchers in order to generalize the original framework. Those generalizations have been made in different directions and using different techniques. For example, Perera [Optimal consumption, investment and insurance with insurable risk for an investor in a Levy market, Insurance: Mathematics and Economics, 46 (3) (2010) 479-484] applied the martingale approach to obtain a closed form solution for the optimal investment, consumption and insurance strategies of an individual in the presence of an insurable risk when the insurable risk and risky asset returns are described by Levy processes and the utility is a constant absolute risk aversion. In another work, Sattinger [The Markov consumption problem, Journal of Mathematical Economics, 47 (4-5) (2011) 409-416] gave a model of consumption behavior under uncertainty as the solution to a continuous-time dynamic control problem in which an individual moves between employment and unemployment according to a Markov process. In this thesis, we will review the consumption models in the above framework and will simulate some of them using an infinite series expansion method − a key focus of this research. Several numerical results obtained by using MATLAB are presented with detailed explanations.
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Teichmann, Jakob. "Stochastic modeling of Brownian and turbulent coagulation." Doctoral thesis, Technische Universitaet Bergakademie Freiberg Universitaetsbibliothek "Georgius Agricola", 2017. http://nbn-resolving.de/urn:nbn:de:bsz:105-qucosa-220625.

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Als Beitrag zu einer verbesserten Filtration von Metallschmelzen werden stochastische Modelle für den essentiellen Mechanismus der Koagulation von Brownschen Partikeln und Partikeln in turbulenten Strömungen entwickelt und untersucht. Formeln für die zeitliche Entwicklung der Partikelkonzentration in diesen Systemen erlauben die Bestimmung von physikalischen Parametern, welche die Koagulation und somit die Filtration begünstigen. Um wichtige Resultate im Zusammenhang mit der traditionellen Herangehensweise für Brownsche Partikel zu berichtigen und zu erweitern, wird ein neuer Ansatz in Form zweier Modelle entwickelt. Für beide werden Formeln für die Partikelkonzentration, auf Basis einer neuartigen Verallgemeinerung der Matérn Hard-Core-Punktprozesse, abgeleitet. Um im Hinblick auf die Koagulationsgleichung der fraktalartigen Gestalt der Agglomerate besser Rechnung zu tragen, wird deren Morphologie anhand zweier neuer Modelle quantifiziert. Die Arbeit wird durch Anwendung der Modelle und numerische Simulationen von Koagulation und Abscheidung in turbulenten Strömungen abgerundet.
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Nouri, Suhila Lynn. "Expected maximum drawdowns under constant and stochastic volatility." Link to electronic thesis, 2006. http://www.wpi.edu/Pubs/ETD/Available/etd-050406-151319/.

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Books on the topic "Modèle de Brownian Motion"

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Wiersema, Ubbo F. Brownian Motion Calculus. New York: John Wiley & Sons, Ltd., 2008.

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Wiersema, Ubbo F. Brownian motion calculus. Chichester: John Wiley & Sons, 2008.

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Stochastic calculus for fractional Brownian motion and related processes. Berlin: Springer-Verlag, 2008.

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Nourdin, Ivan. Selected Aspects of Fractional Brownian Motion. Milano: Springer Milan, 2012.

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Quantization in astrophysics, Brownian motion and supersymmetry: Including articles never before published. Chennai, Tamil Nadu: MathTiger, 2007.

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Weilin, Xiao, ed. Fen shu Bulang yun dong xia gu ben quan zheng ding jia yan jiu: Mo xing yu can shu gu ji. Beijing: Ke xue chu ban she, 2013.

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Froot, Kenneth. Stochastic process switching: Some simple solutions. Cambridge, MA: National Bureau of Economic Research, 1989.

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1972-, Dolgopyat Dmitry, ed. Brownian Brownian motion-I. Providence, R.I: American Mathematical Society, 2009.

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E, Shreve Steven, ed. Methods of mathematical finance. New York: Springer, 1998.

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(Yuval), Peres Y., Schramm Oded, and Werner Wendelin 1968-, eds. Brownian motion. Cambridge, UK: Cambridge University Press, 2010.

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Book chapters on the topic "Modèle de Brownian Motion"

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Felderhof, B. U., and R. B. Jones. "Orientational Relaxation and Brownian Motion." In Dynamics: Models and Kinetic Methods for Non-equilibrium Many Body Systems, 31–38. Dordrecht: Springer Netherlands, 2000. http://dx.doi.org/10.1007/978-94-011-4365-3_3.

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Cox, J. T., and R. Durrett. "Nonlinear Voter Models." In Random Walks, Brownian Motion, and Interacting Particle Systems, 189–201. Boston, MA: Birkhäuser Boston, 1991. http://dx.doi.org/10.1007/978-1-4612-0459-6_8.

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Ramaswami, Vaidyanathan. "A Fluid Introduction to Brownian Motion and Stochastic Integration." In Matrix-Analytic Methods in Stochastic Models, 209–25. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-4909-6_10.

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Zierke, Erik. "Absorption Probabilities of a Brownian Motion in a Triangular Domain." In Advances in Stochastic Models for Reliability, Quality and Safety, 197–210. Boston, MA: Birkhäuser Boston, 1998. http://dx.doi.org/10.1007/978-1-4612-2234-7_14.

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Mishura, Yuliya, and Kostiantyn Ralchenko. "Drift Parameter Estimation in the Models Involving Fractional Brownian Motion." In Springer Proceedings in Mathematics & Statistics, 237–68. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-65313-6_10.

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Shiryaev, Albert N. "Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models." In Stochastic Disorder Problems, 277–366. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_9.

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Al-Kadi, Omar S., Allen Lu, Albert J. Sinusas, and James S. Duncan. "Stochastic Model-Based Left Ventricle Segmentation in 3D Echocardiography Using Fractional Brownian Motion." In Statistical Atlases and Computational Models of the Heart. Atrial Segmentation and LV Quantification Challenges, 77–84. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-12029-0_9.

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Shiryaev, Albert N. "Basic Formulations and Solutions of Quickest Detection Problems. Continuous Time. Models with Brownian Motion." In Stochastic Disorder Problems, 139–216. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-01526-8_6.

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Chow, T. S. "Brownian Motion." In Mesoscopic Physics of Complex Materials, 10–24. New York, NY: Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4612-2108-1_2.

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Brémaud, Pierre. "Brownian Motion." In Universitext, 443–66. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40183-2_11.

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Conference papers on the topic "Modèle de Brownian Motion"

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Morozewicz, Aneta, Darya Filatova, and Charles El-Nouty. "Some properties of the integrated fractional Brownian motion." In 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR ). IEEE, 2015. http://dx.doi.org/10.1109/mmar.2015.7283707.

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Morozewicz, Aneta, and Darya Filatova. "On the simulation of sub-fractional Brownian motion." In 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR ). IEEE, 2015. http://dx.doi.org/10.1109/mmar.2015.7283909.

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Chang, Shyang. "Fractional Brownian Motion and Its Increments as Undulatory Models." In 2011 5th International Conference on Bioinformatics and Biomedical Engineering (iCBBE). IEEE, 2011. http://dx.doi.org/10.1109/icbbe.2011.5780442.

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Itami, Teturo. "Controlling Brownian motion applied to macroscopic group robots without mutual communication." In 2014 19th International Conference on Methods & Models in Automation & Robotics (MMAR). IEEE, 2014. http://dx.doi.org/10.1109/mmar.2014.6957477.

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Min, Jung Yim, Seok Pil Jang, and Stephen U. S. Choi. "Motion of Nanoparticles in Nanofluids Under an Electric Field." In ASME 2005 International Mechanical Engineering Congress and Exposition. ASMEDC, 2005. http://dx.doi.org/10.1115/imece2005-80139.

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Nanofluids — fluids with unprecedented stability of suspension nanoparticles — have attractive features such as high thermal conductivities at very low nanoparticle concentrations, strongly temperature-dependent conductivity, and three-fold higher critical heat flux compared to base fluids. These features are not explained by traditional theories of solid/liquid suspensions, such as Maxwell’s theory or other macroscale approaches. Recently, Jang and Choi’s model has led to the discovery, primarily by extending Einstein’s theory of Brownian motion to energy transport in nanofluids, that Brownian motion of nanoparticles at the molecular and nanoscale level is a dominant mechanism governing their thermal behavior. In this paper we describe a theoretical model for controlling the motion of nanoparticles in nanofluids by means of an electric field and an analytical solution for particle motions in nanofluids. We show that the motion of nanoparticles can be controlled by use of an AC field and that the size and zeta potential of the nanoparticles are the key parameters to control nanoparticle motion beyond Brownian motion.
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Lee, Bong Jae, Willard Hanson, and Bumsoo Han. "Plasmon-Enhanced Quantum Dot Fluorescence Induced by Brownian Motion." In ASME 2009 Second International Conference on Micro/Nanoscale Heat and Mass Transfer. ASMEDC, 2009. http://dx.doi.org/10.1115/mnhmt2009-18185.

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Metal-enhanced fluorescence has been extensively studied over the past three decades due to numerous opportunities for enhanced fluorescence sensing and imaging in microfluidics and medical diagnostics. Since the interaction between plasmonic nanoparticles and quantum dots (QDs) is the near-field phenomenon, most of past studies employed dielectric spacers to maintain the nanoscale interparticle distance. In the present study, however, we investigate the enhanced fluorescence from QDs that are mixed with plasmonic nanostructures, such as gold nanoshell (GNS), in the aquatic medium without confining inter-particle distances. Although the near-field interaction could not occur according to the distance estimation based on the particle concentrations, the experimental results indicate that the QD fluorescence can be greatly enhanced. A simple two-dimensional model based on Monte Carlo simulation reveals that there exist considerable probability that QDs reach the near-field region of GNSs due to the thermally induced Brownian motion. The results obtained from this study will facilitate the development of QD-mediated thermometry and ultimately enable image-guided deep-tissue thermal therapy.
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Pashko, Anatolii. "Simulation of telecommunication traffic using statistical models of fractional Brownian motion." In 2017 4th International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T). IEEE, 2017. http://dx.doi.org/10.1109/infocommst.2017.8246429.

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Nikbakht, Abbas, Omid Abouali, and Goodarz Ahmadi. "3-D Modelling of Brownian Motion of Nano-Particles in Aerodynamic Lenses." In ASME 2006 2nd Joint U.S.-European Fluids Engineering Summer Meeting Collocated With the 14th International Conference on Nuclear Engineering. ASMEDC, 2006. http://dx.doi.org/10.1115/fedsm2006-98488.

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A computer code for analyzing nano-particle motions in an aerodynamic particle beam focusing system was developed. The effectiveness of the focusing system consisting of several lenses, nozzle and downstream tube of the nozzle was analyzed. The code included an accurate 3-dimensional model for the Brownian diffusion of nano-particles in sharply varying pressure field in the aerodynamic lens system. Lagrangian particle Trajectory analysis was performed assuming a one-way coupling model. The particle equation of motion used included drag and Brownian forces. Trajectories of different size nano-particles in an aerodynamic lens were analyzed, and the particle beam focusing process was studied. The numerical results of 3-D model for particle beam diameter, penetration efficiency and beam divergence angle were compared with axisymmetric model and discussed. The importance of the accuracy of the computational model for the simulation of the Brownian diffusion for predicting the focusing performance of the aerodynamic lenses was discussed. The simulation results showed that for particle diameters less than 50 nm in helium, the Brownian force could significantly affect the beam focusing and particle collection efficiency. Furthermore, the nano-particle trajectories in this range are three-dimensional and an axisymmetric model may not correctly capture the features of particle motions in aerodynamic lenses.
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Bochnacka, Dorota, and Darya Filatova. "A nonparametric estimation method for stochastic differential equation with sub-fractional Brownian motion." In 2017 22nd International Conference on Methods and Models in Automation and Robotics (MMAR). IEEE, 2017. http://dx.doi.org/10.1109/mmar.2017.8046867.

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Zhang, Dongdong, and Douglas E. Smith. "Finite Element-Based Brownian Dynamics Simulation of Nano-Fiber Suspensions in Nano-Composites Processing Using Monte-Carlo Method." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-88491.

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This paper presents a computational approach for simulating the motion of nano-fibers during polymer nano-composites processing. A finite element-based Brownian dynamics simulation is proposed to solve the motion of nano-fibers suspended within a viscous fluid. In this paper, a Langevin approach is used to account for both hydrodynamic and Brownian effects. We develop a stand-alone Finite Element Method (FEM) for modeling the hydrodynamic effect exerted from the surrounding fluid. The Brownian effects are regarded as the random thermal disturbing forces/torques, which are modeled as a Gaussian process. Our approach seeks solutions using an iterative Newton-Raphson method for the fiber’s linear and angular velocities such that the net forces and torques, i.e. the combination of hydrodynamic and Brownian effects, acting on the fiber are zero. In the Newton-Raphson method, the analytical Jacobian matrix is derived from our finite element model. Fiber motion is then computed with a Runge-Kutta method to update the fiber positions and orientations as a function of time. Instead of re-meshing the fluid domain as fiber moves, we applied the transformed essential boundary conditions on the boundary of fluid domain, so the tedious process of updating stiffness matrix of finite element model is avoided. Since Brownian disturbance from the fluid molecules is a stochastic process, Monte-Carlo simulation is used to evaluate the motion of a great many fibers associated with different random Brownian forces and torques. The final fiber motion is obtained by averaging a numerous fiber motion paths. Examples of fiber motions with various Péclet numbers are presented in this paper. The proposed computational methodology will be used to gain insight on how to control fiber orientations in micro- and nano-polymer composite suspensions in order to obtain the best engineered products.
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Reports on the topic "Modèle de Brownian Motion"

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Adler, Robert J., and Gennady Samorodnitsky. Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes. Fort Belvoir, VA: Defense Technical Information Center, January 1991. http://dx.doi.org/10.21236/ada274696.

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Adler, Robert J., and Gennady Samorodnitsky. Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes. Fort Belvoir, VA: Defense Technical Information Center, January 1994. http://dx.doi.org/10.21236/ada275124.

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Tang, J. Non-Markovian quantum Brownian motion of a harmonic oscillator. Office of Scientific and Technical Information (OSTI), February 1994. http://dx.doi.org/10.2172/10118416.

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Zaevski, Tsvetelin S. Laplace Transforms for the First Hitting Time of a Brownian Motion. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, July 2020. http://dx.doi.org/10.7546/crabs.2020.07.05.

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Yeh, Leehwa. Quantum harmonic Brownian motion in a general environment: A modified phase-space approach. Office of Scientific and Technical Information (OSTI), June 1993. http://dx.doi.org/10.2172/10194997.

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McCurdy, Keith E., Alan C. Stanton, and Wai K. Cheng. Study of Submicron Particle Size Distributions by Laser Doppler Measurement of Brownian Motion. Fort Belvoir, VA: Defense Technical Information Center, February 1986. http://dx.doi.org/10.21236/ada172980.

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