Canonical active Brownian motion.

Swarms with canonical active Brownian motion.

We present a swarm model of Brownian particles with harmonic interactions, where the individuals undergo canonical active Brownian motion, i.e., each Brownian particle can convert internal energy to mechanical energy of motion. We assume the existence of a single global internal energy of the system. Numerical simulations show amorphous swarming behavior as well as static configurations. Analyt...

Infinite canonical super-Brownian motion and scaling limits

We construct a measure valued Markov process which we call infinite canonical superBrownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian motion is a natural candidate for the scaling limit of various random branching objects on Zd when these objects are (a) critical; (b) mean-field and (c) infini...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

On Gaussian Processes Equivalent in Law to Fractional Brownian Motion

We consider Gaussian processes that are equivalent in law to the fractional Brownian motion and their canonical representations. We prove a Hitsuda type representation theorem for the fractional Brownian motion with Hurst index H [ 2 . For the case H> 2 we show that such a representation cannot hold. We also consider briefly the connection between Hitsuda and Girsanov representations. Using the...

CFD simulations on natural convection heat transfer of alumina-water nanofluid with Brownian motion effect in a 3-D enclosure

The CFD simulation has been undertaken concerning natural convection heat transfer of a nanofluid in vertical square enclosure, whose dimension, width height length (mm), is 40 40 90, respectively. The nanofluid used in the present study is -water with various volumetric fractions of the alumina nanoparticles ranging from 0-3%. The Rayleigh number is . Fluent v6.3 is used to simulate nanofluid ...