Results 21 to 30 of about 7,656 (241)

Mixed Fractional Brownian Motion [PDF]

Bernoulli, 2001
Let \(B\) be the standard Brownian motion and \(B^H\) fractional Brownian motion with Hurst index \(H\in (0,1]\). If the Brownian motion \(B\) and the fractional Brownian motion \(B^H\) are independent and \(\alpha\in\mathbb{R} \setminus \{0\}\), define the mixed fractional Brownian motion \(M^{H,\alpha}\) by \(M^{H,\alpha} \doteq B+\alpha B^H\).
openaire   +3 more sources

Fractional Brownian Motion and the Markov Property

Electronic Communications in Probability, 1998
9 ...
Coutin, Laure, Carmona, Philippe
openaire   +5 more sources

On two-dimensional fractional Brownian motion and fractional Brownian random field [PDF]

Journal of Physics A: Mathematical and General, 1998
As a generalization of one-dimensional fractional Brownian motion (1dfBm), we introduce a class of two-dimensional, self-similar, strongly correlated random walks whose variance scales with power law N(2) (H) (0 < H < 1). We report analytical results on the statistical size and shape, and segment distribution of its trajectory in the limit of large N ...
Qian, Hong, Raymond, Gary M., Bassingthwaighte, James B.   +2 more
openaire   +2 more sources

A DYNAMICAL APPROACH TO FRACTIONAL BROWNIAN MOTION [PDF]

Fractals, 1994
Herein we develop a dynamical foundation for fractional Brownian motion. A clear relation is established between the asymptotic behavior of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is applicable, we establish a connection between diffusion (either standard or anomalous) and the dynamical indicator known
MANNELLA, RICCARDO, Grigolini Paolo, West Bruce J.   +2 more
openaire   +2 more sources

Linear filtering with fractional Brownian motion in the signal and observation processes

, 1999
Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index h∈(3/4,1) and the noise in the observation process includes a ...
Kloeden, Peter E., Kleptsyna, Marina L., Anh, Vo Van   +2 more
core   +1 more source

Are Fractional Brownian Motions Predictable? [PDF]

, 2011
We provide a device, called the local predictor, which extends the idea of the predictable compensator. It is shown that a fBm with the Hurst index greater than 1/2 coincides with its local predictor while fBm with the Hurst index smaller than 1/2 does not admit any local predictor.
openaire   +2 more sources

3D Printing Innovations in Polymeric Porous and Patterned Architecture

Advanced Functional Materials, EarlyView.
Polymeric foams occupy a unique structural space between dense solids and open networks, where engineered void fraction governs mechanical compliance, thermal resistance, and mass transport. Additive manufacturing now enables precise spatial control over cellular architecture, unlocking designer foam structures across applications spanning crash ...
Dhanush Patil, Sri Vaishnavi Thummalapalli, Clarissa Westover, Arunachalam Ramanathan, M. Taylor Sobzcak, Roumika Patil, Qixuan Xiang, Tiantian Li, Sui Yang, Timothy E. Long, Hongyue Sun, Xianqiao Wang, Yang Liu, Kenan Song   +13 more
wiley   +1 more source

Modular Control of PEG‐Poly(2‐Oxazoline) Co‐Assembly Enables Tunable Aggregate Properties for Intraocular Pressure Management

Advanced Healthcare Materials, EarlyView.
A thermo‐responsive poly(2‐oxazoline)‐based injectable formulation is developed to modulate intraocular pressure (IOP) in both normal and hypotonic eyes. By adjusting the PEG content, the aggregation behavior is finely tuned, enabling IOP elevation without long‐term deposition.
Yuji Tanaka, Shohei Morikawa, Shigehito Osawa   +2 more
wiley   +1 more source

Inverse Design of Amorphous Materials With Targeted Properties

Advanced Materials, EarlyView.
AMDEN is a diffusion model framework for the inverse design of amorphous materials with targeted properties. By incorporating Hamiltonian Monte Carlo refinement into the denoising process, the framework overcomes the challenge of generating thermally relaxed disordered structures.
Jonas A. Finkler, Yan Lin, Tao Du, Jilin Hu, Morten M. Smedskjaer   +4 more
wiley   +1 more source

Modulus‐Switchable Miniature Robots for Biomedical Applications: A Review

Advanced Robotics Research, EarlyView.
Materials, robot designs, proof‐of‐concept functions, and biomedical applications of modulus‐switchable miniature robots. Miniature soft robots have shown great potential in biomedical applications due to their excellent controllability and suitable mechanical properties in biological environments.
Chunyun Wei, Yibin Wang, Jiangfan Yu
wiley   +1 more source