Spherical particle Brownian motion in viscous medium as non-Markovian random process

The Brownian motion of a spherical particle in an infinite medium is described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. The features of Brownian motion in short time intervals and in small displacements are considered.     

Comment on “Spherical particle Brownian motion in viscous medium as non-Markovian random process” [Phys. Lett. A 375 (2011) 4113]

In this comment, we show that the results presented in Letter “Spherical particle Brownian motion in viscous medium as non-Markovian random process” are not new, the old results from the literature are not correctly recalculated, and the used method of integral transforms is not applicable for consideration of the Brownian motion with memory.     

Application of integral transforms to a description of the Brownian motion by a non-Markovian random process

The one-dimensional Brownian motion and the Brownian motion of a spherical particle in an infinite medium are described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. A harmonic oscillator in a viscous medium is also considered within the framework of the examined model. It is demonstrated that for rheological models, random dynamic processes are also non-Markovian in character. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 66–74, February, 2009.     

Brownian motion on manifolds with time-dependent metrics and stochastic completeness

The Brownian motion on a Riemannian manifold is a stochastic process such that the heat kernel is the density of the transition probability. If the total probability of the particle being found in the state space is constantly 1, then the Brownian motion is called stochastically complete. For manifolds with time-dependent metrics, the heat equation should be modified. With the modified heat equation, we study the Brownian motion on manifolds with time-dependent metrics and find conditions on metrics and the volume growth for stochastic completeness.     

The fluctuation-dissipation theorem for contracted descriptions of Markov processes

It is shown that if the Onsager-Casimir relations and the fluctuationdissipation theorem are valid for a stationary, Gaussian, Markov process in anN-dimensional space, then these relations are valid when the process is projected into a subspace of the original space. Both time-reversal-even and time-reversal-odd variables are allowed. Previous derivations of the fluctuation-dissipation theorem for Brownian motion from fluctuating hydrodynamics are special cases of the present result. For the Brownian motion problem, the fluctuation-dissipation theorem is proven for the case of a compressible, thermally conducting fluid with a nonlocal equation of state. Arbitrary slip boundary conditions are considered as well.     

Brownian motion of 2D vacancy islands by adatom terrace diffusion.

We have studied the Brownian motion of two-dimensional (2D) vacancy islands on Ag(110) at temperatures between 175 and 215 K. While the detachment of adatoms from the island and their diffusion on the terrace are permitted in this temperature range, the periphery diffusion of single adatoms is prohibited. The present scanning tunneling microscopy results provide the first direct experimental proof that the Brownian motion of the islands follows a simple scaling law with terrace diffusion being the rate limiting process. The activation energy of the vacancy island motion is determined to 0.41 eV.     

Brownian motion and correlation in particle image velocimetry

In particle image velocimetry applications involving either low velocities or small seed particles, Brownian motion can be significant. This paper addresses the effects of Brownian motion. First, general equations describing cross-correlation particle image velocimetry are derived that include Brownian motion. When light-sheet illumination particle image velocimetry (PIV) is used Brownian motion diminishes the signal strength. A parameter describing this effect is introduced, and a weighting function describing the contribution to the measured velocity as a function of position is derived. The latter is unaffected by Brownian motion. Microscopic PIV Brownian motion also diminishes the signal strength. The weighting function for microscopic PIV is found to depend on Brownian motion, thus affecting an important experimental parameter, the depth of correlation. For both light-sheet illumination and microscopic PIV, a major consequence of Brownian motion is the spreading of the correlation signal peak. Because the magnitude of the spreading is dependent on temperature, PIV can, in principle, be used to simultaneously measure velocity and temperature. The location of the signal peak provides the velocity data, while the spreading of the peak yields temperature.     

EFFECT OF NUCLEAR VISCOSITY ON FISSION PROCESS

According to the fission diffusion model,the deformation motion of fission nucleues is regarded as a diffusion process of quasi-Brownian particles under fission potential,Through simulating such Brownian motion in two dimensional phase space by Monte-Carlo method,the effect of nuclear viscosity on Brownian particle diffusion is studied,Dynamical quantities,suchas fission rate,kinetic energy distribution on scission,and so on are numerally calculated for various viscosity coefficients,The results are reasonable in physics,This method can be easily extended to deal with multi-dimensional diffusion problems.     

Stochastic theory for classical and quantum mechanical systems

We formulate from first principles a theory of stochastic processes in configuration space. The fundamental equations of the theory are an equation of motion which generalizes Newton's second law and an equation which expresses the condition of conservation of matter. Two types of stochastic motion are possible, both described by the same general equations, but leading in one case to classical Brownian motion behavior and in the other to quantum mechanical behavior. The Schrödinger equation, which is derived here with no further assumption, is thus shown to describe a specific stochastic process. It is explicitly shown that only in the quantum mechanical process does the superposition of probability amplitudes give rise to interference phenomena; moreover, the presence of dissipative forces in the Brownian motion equations invalidates the superposition principle. At no point are any special assumptions made concerning the physical nature of the underlying stochastic medium, although some suggestions are discussed in the last section.     

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.     

Particle tracking to reveal gelation of hectorite dispersions

Passive microrheological techniques using particle tracking have been developed for the study of the gelation of hectorite suspensions. By following the Brownian motion of the particles, it is possible to determine the increasing caging of the particles with time, as the system gels. Since only the Brownian motion is followed, the gelation process itself should not be affected by the measurement. As gelation proceeds the increasing heterogeneity of the particle environments can be monitored by a variety of measures, including kurtosis. An effective viscosity can be extracted from the measurements and used to indicate the gelation process.     

A mechanical model of Brownian motion in half-space

We consider the motion of a heavy mass in an ideal gas in a semi-infinite system, with elastic collisions at the boundary. The motion is determined by elastic collisions. We prove in the Brownian motion limit the convergence of the position and velocity process of the heavy particle to a diffusion process in which velocity and position remain coupled.     

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.     

Hot microswimmers

Hot microswimmers are self-propelled Brownian particles that exploit local heating for their directed self-thermophoretic motion. We provide a pedagogical overview of the key physical mechanisms underlying this promising new technology. It covers the hydrodynamics of swimming, thermophoresis and -osmosis, hot Brownian motion, force-free steering, and dedicated experimental and simulation tools to analyze hot Brownian swimmers.     

Intersection-equivalence of Brownian paths and certain branching processes

We show that sample paths of Brownian motion (and other stable processes) intersect the same sets as certain random Cantor sets constructed by a branching process. With this approach, the classical result that two independent Brownian paths in four dimensions do not intersect reduces to the dying out of a critical branching process, and estimates due to Lawler (1982) for the long-range intersection probability of several random walk paths, reduce to Kolmogrov's 1938 law for the lifetime of a critical branching process. Extensions to random walks with long jumps and applications to Hausdorff dimension are also derived.     

Stochastic Tools on Hilbert Manifolds: Interplay with Geometry and Physics

Projections via the action of a Hilbert Lie group of a class of semi-martingales (given by It? fields) defined on Hilbert manifolds are investigated. Using It? calculus, we show that the drift term arising in the projected process can be interpreted in terms of a regularised trace of the second fundamental form of the orbits. For group actions with finite dimensional orbit space, we introduce a notion of strongly harmonic functions resp. regularised Brownian motion, which project onto harmonic functions resp. onto Brownian motion, whenever the orbits are minimal (in a regularised sense). We relate this projection procedure of semi-martingales to the Faddeev-Popov procedure in gauge field theory. Received: 27 November 1995 / Accepted: 6 November 1996     

Quantum–Classical Correspondence Principle for Heat Distribution in Quantum Brownian Motion

Quantum Brownian motion, described by the Caldeira–Leggett model, brings insights to the understanding of phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing the phase-space formulation approach, we study the heat distribution of a relaxation process in the quantum Brownian motion model. The analytical result of the characteristic function of heat is obtained at any relaxation time with an arbitrary friction coefficient. By taking the classical limit, such a result approaches the heat distribution of the classical Brownian motion described by the Langevin equation, indicating the quantum–classical correspondence principle for heat distribution. We also demonstrate that the fluctuating heat at any relaxation time satisfies the exchange fluctuation theorem of heat and its long-time limit reflects the complete thermalization of the system. Our research study justifies the definition of the quantum fluctuating heat via two-point measurements.