布朗运动与股票,期权

布朗运动是生物学家布朗首先发现的物理现明，物理学家，诺贝尔获得者爱因斯坦和佩兰普深入地从理论和实验研究布朗运动，出乎意料是的数学家，金融学家也研究布朗运动，１９９７年度诺贝尔经济学奖授予莫顿和斯科尔斯，表彰他们与布莱克合作推导并发展期权定价模型所作的贡献，而他们的理论出发点之一就是布朗运动。     

布朗运动

布朗运动是分子物理学中的一个著名现象.它是分子无规则乱运动的最明确最有力的一个证据;布朗运动的发现与理论研究对粉碎唯心主义的唯能论,确立原子、分子的学说起了决定性作用;它还对扩散问题的研究以及涨落理论的研究有重要意义. 一、布朗的观测及其解释 布朗(Robert Brown,     

布朗运动理论向金融经济领域的延拓

讨论布朗运动理论向金融经济学延拓的现象,强调物理理论和其他学科研究的辐射作用。     

布朗运动的观察

布朗运动的观察宫建平（山西榆次晋中师专物理系０３０６００）布朗运动现象是否明显主要与两个因素有关，一是液体分子热运动的剧烈程度，一是做布朗运动的粒子的大小和形状等．文献［１—２］提出的改进方法效果要好一些．这些方法中选用的做布朗运动粒子是花粉、碳素墨...     

布朗运动放大装置介绍

布朗运动是建立分子运动论的主要实验基础,若能让学生亲眼观察,他们对分子运动理论就比较容易理解。过去我们是用显微镜让学生一个一个来观察,这样不仅费时间,而且不能与讲课很好地配合。为克服这一缺点,我们试验了将布朗运动放大到屏幕上去的种种办法,最后终于用较简单的设备解决了这个问题,效果比较好,现介绍给大家参考。整个装置是由屏幕、显微镜、聚光镜、光源     

密立根油滴实验中的布朗运动

在进行密立根油滴实验时,如果选择的油滴过小,油滴会有明显的布朗运动,造成测得的下落时间与理想下落时间存在偏差.本文对密立根油滴实验中油滴的下落问题进行了实验观察和理论研究,并基于朗之万理论,求解了描述油滴运动的随机微分方程.通过引入单次下落时间偏差和多次下落时间偏差分别考察了油滴布朗运动的剧烈程度以及布朗运动对油滴下落时间的影响.结果表明,实验中由于实验次数有限,当油滴比较小时油滴的布朗运动对于实验的影响仍然需要考虑.     

谐振势阱中的布朗运动——磁镊实验与模拟

从磁镊实验和模拟角度研究了处于谐振势阱中的布朗运动. 利用实验和模拟的结果验证了理论.然后通过理论与实验的对照, 对磁镊实验中DNA分子的持久长度大小对小球位移分布的影响, 以及磁镊实验中的测力误差作了相关分析.分析指出:持久长度的变化对沿 DNA链方向上的布朗运动影响更大;小的外力作用下力的测量会出现较大误差.     

纳米流体的聚集结构和导热系数模拟

本文根据布朗运动理论模拟纳米粒子在流体中的聚集过程，运用分形理论描述纳米粒子团的结构．考虑纳米粒子的运动传热，建立纳米流体的导热系数模型，理论预测值与实验结果显现了良好的一致性。     

第二篇 热学──第八章 分子运动论 理想气体

第二篇热学──第八章分子运动论理想气体练习一分子运动论的基本论点一、判断题１．布朗运动就是分子运动。（）２．悬浮微粒愈小，布朗运动愈明显，说明分子运动愈剧烈。（）３．温度愈高，布朗运动愈明显，说明温度愈高，分子运动愈剧烈。（）４．将一滴墨水滴于清水中...     

用MvImage vt和Tracker对布朗运动进行可视化追踪实验

利用MvImage vt和Tracker可分析物理实验的视频片段,追踪选定研究对象的轨迹,达到以简洁高效的数据分析手段揭示物理规律的效果.介绍了用Tracker软件对普通智能手机录制的布朗运动视频中的布朗颗粒进行跟踪分析,使布朗运动可视化;同时,对生物显微镜结合布朗运动视频的使用进行了科学的定标,使布朗运动真实化.     

Theory of Brownian motion in a Jeffreys fluid

We have constructed a kinetic theory of Brownian motion in a rheologically complex medium—a Jeffreys fluid that is characterized by a combination of two viscosity mechanisms: ordinary and delayed. This model is shown to be much better suited for the interpretation of experiments on the microrheology of viscoelastic media than the standard Maxwell model. In particular, no oscillations of the mean-square particle displacement arise in a Jeffreys fluid, which is a nonremovable artifact of the theory of Brownian motion in a Maxwell fluid. The developed approach can to be used also consider the diffusion of particles in other complex fluids whose rheology is described by phenomenological schemes.     

气液态分子运动的Hurst指数及相图研究

本文运用分子动力学模拟方法,模拟了不同温度条件下饱和气体和液体氩分子的运动。对气液状态下分子运动在速度空间的演化相图进行了比较。根据分形理论,对实际分子的分数布朗运动特性进行了讨论。应用本文提出的约化规模法,获得了不同温度条件下分子分数布朗运动的Hurst指数和轨迹分维数。饱和液相分子运动的Hurst指数并不随温度单调上升,存在一个极小值。     

Brownian motion at short time scales

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short time scales, Brownian motion of a suspended particle is not completely random, due to the inertia of the particle and the surrounding fluid. Moreover, the thermal force exerted on a particle suspended in a liquid is not a white noise, but is colored. Recent experimental developments in optical trapping and detection have made this new regime of Brownian motion accessible. This review summarizes related theories and recent experiments on Brownian motion at short time scales, with a focus on the measurement of the instantaneous velocity of a Brownian particle in a gas and the observation of the transition from ballistic to diffusive Brownian motion in a liquid.     

长时相干效应与分形布朗运动

 我们研究了阻尼布朗粒子，在具有幂律长时相干C(t)~t^-β（0<β<1，1<β<2）的无规涨落力作用下的运动情况。我们发现它是作分形布朗运动，而不是作普通的布朗运动，而且，找出了分形布朗运动的有效Fokker-Planck方程，以及相应的精确解。于是第一次把长时相干效应和分形布朗运动建立了定量的联系。     

Influence of the spin Brownian motion on the negative magneto-rheological effect in a rod-like haematite particle suspension

We have shown the basic equation of the orientational distribution function of prolate spheroidal haematite particles with rotational Brownian motion in a simple shear flow under an applied magnetic field. The equation has been solved numerically in order to investigate the influence of the spin Brownian motion on the orientational distribution, the negative magneto-rheological effect and the characteristics of magnetisation. With respect to the orientational distribution, the present results are in good agreement with those of the theory without that motion, which shows that the spin Brownian motion does not significantly influence the orientational distribution. In contrast, the influence of the spin Brownian motion appears more significantly in the negative viscosity: the negative viscosity effect decreases in comparison with that of the previous theory without the spin Brownian motion. Moreover, a more significant negative magneto-rheological effect is obtained for a larger particle aspect ratio. Since the magnetisation has a strong relationship with the orientation of the magnetic moment, the effect of the spin Brownian motion appears more significantly in this characteristic.     

分形理论在分子动力学模拟中的应用

本文基于分形理论提出了一个假说,认为实际流体分子的无规运动可以用分数布朗函数作为概率密度函数来描写,而其分数维数可根据分子运动的图像确定。本文以流体Ar作为对象进行了分子动力学模拟,根据分子动力学模拟的结果提取了运动的分数维数,构造了描述分子无规运动的分数布朗函数,并对所提出的假说进行了验证。     

Dispersibility dependence of thermal conductivity of carbon nanotube based nanofluids

A differential effective medium theory together with Brownian motion is used to predict Effective Thermal Conductivity (ETC) of CNT nanofluids. ETC was influenced significantly by Brownian motion and enhancement was higher in dilute nanofluids. A theoretical model employing an effective volume fraction with dispersibility factor agrees well with experimental data.     

Nonlinear Theory of Quantum Brownian Motion

A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrödinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum Smoluchowski-like equation, which is proven to reproduce key results from the quantum and classical physics. The application of the theory to a free quantum Brownian particle results in a nonlinear dependence of the position dispersion on time, being quantum generalization of the Einstein law of Brownian motion. It is shown that the time of decoherence from quantum to classical diffusion is proportional to the square of the thermal de Broglie wavelength divided by the classical Einstein diffusion constant.