Results 121 to 130 of about 63,354 (312)
Coupling of lever arm swing and biased Brownian motion in actomyosin.
PLoS Computational Biology, 2014 An important unresolved problem associated with actomyosin motors is the role of Brownian motion in the process of force generation. On the basis of structural observations of myosins and actins, the widely held lever-arm hypothesis has been proposed, in
Qing-Miao Nie +5 more
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Super Brownian motion with interactions
Stochastic Processes and their Applications, 2003 Let us denote by \(\mathcal M\) the space of all finite measures on \(\mathbb R^ {d}\) equipped with the topology of weak convergence and suppose that \(\theta : \mathcal M\to \mathbb R_ +\), \(b:\mathcal M \times \mathbb R^ {d}\to \mathbb R^ {d}\) and \(\sigma :\mathcal M\times \mathbb R^ {d}\to \mathbb R^ {d\times d}\) are bounded continuous ...
Dhersin, Jean-Stephane, Delmas, J.-F.
openaire +3 more sources
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT This study presents the design and construction of an experimental system for evaluating the thermal performance of heat pipes, using sintered‐wick heat pipes charged with CuO nanofluids. The device used in this study is a sintered‐wick heat pipe, in which the liquid return is driven by capillary forces within the porous wick structure.
Dawei Yan +7 more
wiley +1 more source
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Wellbore instability driven by the volumetric expansion of reactive shale formations remains a primary operational challenge in modern drilling engineering, causing severe mechanical failures and substantial economic deficits. The objective of this study is to formulate and evaluate a novel dual‐action chemical additive capable of ...
Ghaleb Oriquat +8 more
wiley +1 more source
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
core
Coupling time distribution asymptotics for some couplings of the Lévy stochastic area [PDF]
, 2010 We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Lévy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling strategies, using
Kendall, W. S.
core
, 2000 We consider the Schrödinger operator H=−Δ2+q in a bounded domain D in Rd, d≥3, with q in the Kato class Kd(D) and finite gauge g(x)=Ex[exp∫τ0q(Xs)ds], where (Xt) is a Brownian motion and τ is the first exit time of the Brownian motion (Xt) from the ...
Perisic, Vesna
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The relationship between form and function of the carnivore mandible
The Anatomical Record, EarlyView.Abstract Dietary morphology diversified extensively in Carnivoraformes (living Carnivora and their stem relatives) during the Cenozoic (the last 66 million years) as they evolved to capture, handle, and process new animal and plant diets. We used 3D geometric morphometrics, mechanical advantage, and finite element analysis to test the evolutionary ...
Charles J. Salcido, P. David Polly
wiley +1 more source
The Anatomical Record, EarlyView.Abstract Analysis of the variation in the bony structures of the inner and middle ear provides critical insights into functional morphology, as well as adaptive morphology across primates. In this study, we investigated whether ear morphology patterns are related to the ecological characteristics of species and their habitats to test two acoustic ...
Myriam Marsot +4 more
wiley +1 more source
Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1982 It is known that if {W(t), 0≤t≤1} is a standard Brownian motion in ℝ then limn→∞∑i=12n|W(i/2n)−W((i−1)/2n)|2=1 almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Mou-Hsiung Chang
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