Results 21 to 30 of about 202,312 (273)
100 years of Einstein's theory of Brownian motion: from pollen grains to protein trains [PDF]
, 2005 Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms.
A Einstein +7 more
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The flashing Brownian ratchet and Parrondo’s paradox [PDF]
Royal Society Open Science, 2018 A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a ...
S. N. Ethier, Jiyeon Lee
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Case Studies in Thermal Engineering, 2015 Nanofluids are a new generation of high-efficiency refrigerant with abnormal increased thermal conductivity and convective heat transfer properties.
Wenzheng Cui +3 more
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Multiscale Volatility Analysis for Noisy High-Frequency Prices
Risks, 2023 We present a multiscale analysis of the volatility of intraday prices from high-frequency data. Our multiscale framework includes a fractional Brownian motion and microstructure noise as the building blocks.
Tim Leung, Theodore Zhao
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Tail estimates for the Brownian excursion area and other Brownian areas [PDF]
, 2007 Several Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area, the positive ...
Janson, Svante, Louchard, Guy
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Limits of bifractional Brownian noises [PDF]
, 2008 Let $B^{H,K}=(B^{H,K}_{t}, t\geq 0)$ be a bifractional Brownian motion with two parameters $H\in (0,1)$ and $K\in(0,1]$. The main result of this paper is that the increment process generated by the bifractional Brownian motion $(B^{H,K}_{h+t} -B^{H,K}_{h}
Maejima, Makoto, Tudor, Ciprian
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A promising new energy source: The Brownian motion of nanoresonator arrays
EPJ Web of Conferences, 2014 It is proposed a device designed to extract the Brownian motion energy. Since Brownian motion is usually a whoolly disordered motion, the first step consists in putting it in order with resonators, the Brownian motion of which is organized.
Rattinacannou Jean-Selva
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Journal of Mathematics, 2022 In this paper, we consider the fractional-stochastic Boussinesq-Burger system (FSBBS) generated by the multiplicative Brownian motion. The Jacobi elliptic function techniques are used to create creative elliptic, hyperbolic, and rational fractional ...
Wael W. Mohammed +2 more
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Fractional Brownian Motions [PDF]
Acta Physica Polonica B, 2020 Properties of different models of fractional Brownian motions are discussed in detail. We shall collect here several possible ways of introducing and defining various possible fBms, discuss their properties, find how they are similar, and how they differ.
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Aging scaled Brownian motion [PDF]
Physical Review E, 2015 Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength.
Safdari, Hadiseh +3 more
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