Suchergebnisse - "BROWNIAN motion"

Simulating the Brownian motion of non-spherical particles via the smoothed profile method coupled with fluctuating hydrodynamics.

Autoren: Sakazaki, Tomonobu Molina, John J. Yamamoto, Ryoichi

Quelle: Journal of Chemical Physics. 11/14/2025, Vol. 163 Issue 18, p1-8. 8p.

Schlagwörter: *BROWNIAN motion, *HYDRODYNAMICS, *COLLOIDAL fuel, *THERMAL stability, *THERMAL properties

A multimode classical hierarchical Fokker–Planck equations approach to molecular vibrations: Simulating two-dimensional spectra.

Autoren: Hoshino, Ryotaro Tanimura, Yoshitaka

Quelle: Journal of Chemical Physics. 11/7/2025, Vol. 163 Issue 17, p1-11. 11p.

Schlagwörter: *BROWNIAN motion, *FOKKER-Planck equation, *NUMERICAL integration, *INTERMOLECULAR forces, *NONLINEAR systems

Interacting particle systems with mobility and demographic dynamics as biological models

Autoren: Almodóvar del Pozo, Alejandro

Thesis Advisors: Galla, Tobias, López Sánchez, Cristóbal, Gomila Villalonga, Damià Agustí

Quelle: TDX (Tesis Doctorals en Xarxa)

Schlagwörter: Self-propelled particles, Phase diagrams, Brownian motion, Population dynamics, Hard spheres, Partícules autopropulsades, Diagrames de fases, Moviment brownià, Dinàmica de poblacions, Esferes dures, Partículas autopropulsadas, Diagramas de fases, Movimiento browniano, Dinámica de poblaciones, Esferas duras, Física de la Matèria Condensada

Time: 530.1

Dateibeschreibung: application/pdf

Zugangs-URL: http://hdl.handle.net/10803/695653

Memory function for protein diffusion.

Autoren: Mostajabi Sarhangi, Setare Matyushov, Dmitry V.

Quelle: Journal of Chemical Physics. 9/7/2025, Vol. 163 Issue 9, p1-11. 11p.

Schlagwörter: *MOLECULAR dynamics, *BROWNIAN motion, *GREEN fluorescent protein, *EXTRAPOLATION, *BIOPHYSICS

Unusual swelling and anomalous block diffusion of di- and tri-block coploymers made of active and passive monomers.

Autoren: Majumder, Suman Paul, Subhajit

Quelle: Journal of Chemical Physics. 7/14/2025, Vol. 163 Issue 2, p1-12. 12p.

Schlagwörter: *BLOCK copolymers, *BROWNIAN motion, *FICK'S laws of diffusion, *POLYMER structure, *MONOMERS

Erratum to integral representation of generalized grey Brownian motion

Autoren: Bock, Wolfgang da Silva, Jose Luis Desmettre, Sascha

Quelle: Stochastics. 97(5):667-674

Schlagwörter: Generalised grey Brownian motion, fractional Brownian motion, affine representation, Statistics/Econometrics, Statistik

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-140431
https://doi.org/10.1080/17442508.2025.2520317

Optimal capital structure with earnings above a floor.

Autoren: Nishihara, Michi Shibata, Takashi

Quelle: European Journal of Operational Research. Nov2025, Vol. 326 Issue 3, p656-673. 18p.

Schlagwörter: *PRICE regulation, *OPTIONS (Finance), *DEBT, *CAPITAL structure, BROWNIAN motion, CONSERVATISM

Ruin probabilities in a two-dimensional setting and the Drasin–Shea Theorem.

Autoren: Grandits, Peter¹ (AUTHOR) pgrand@fam.tuwien.ac.at

Quelle: Scandinavian Actuarial Journal. Nov2025, p1-22. 22p.

Schlagwörter: *PROBABILITY theory, *BANKRUPTCY, *STOCHASTIC processes, *CONTROL theory (Engineering), BROWNIAN motion, MATHEMATICAL functions, MATHEMATICAL bounds

Extremes of uncorrelated gamma-reflected Brownian motions with trend.

Autoren: Ievlev, Pavel Novikov, Svyatoslav

Quelle: Scandinavian Actuarial Journal. Nov2025, p1-27. 27p.

Schlagwörter: *PROBABILITY theory, *QUEUING theory, *STOCHASTIC processes, BROWNIAN motion, ASYMPTOTIC analysis

Partially active polymer barrier crossing retains kink mechanism similar to a long passive polymer.

Autoren: Zaidi, Syed Shuja Hasan Jaiswal, Prabhat K. Debnath, Ananya

Quelle: Journal of Chemical Physics; 10/28/2025, Vol. 163 Issue 16, p1-12, 12p

Schlagwörter: POLYMERS, TWO-dimensional materials (Nanotechnology), RADIUS of gyration, BROWNIAN motion, MONOMERS

Practical considerations for accurate estimation of diffusion parameters from single-particle tracking in living cells.

Autoren: Ghosal, Aishani Wang, Yu-Huan Nguyen, Nguyen et al.

Quelle: Journal of Chemical Physics; 10/7/2025, Vol. 163 Issue 13, p1-14, 14p

Schlagwörter: DIFFUSION, FLUORESCENCE microscopy, BIOMOLECULES, BROWNIAN motion, CYTOPLASM

Forward‐looking experimentation of correlated alternatives.

Autoren: Wong, Yu Fu¹ (AUTHOR) yufuwong0@gmail.com

Quelle: Theoretical Economics. Jul2025, Vol. 20 Issue 3, p883-909. 27p.

Schlagwörter: *DECISION making, BROWNIAN motion, SCIENTIFIC experimentation, RESEARCH questions

Rough PDEs for Local Stochastic Volatility Models.

Autoren: Bank, Peter Bayer, Christian Friz, Peter K. et al.

Quelle: Mathematical Finance. Jul2025, Vol. 35 Issue 3, p661-681. 21p.

Schlagwörter: *MARKOV processes, *STOCHASTIC analysis, BROWNIAN motion, STOCHASTIC partial differential equations, NUMERICAL analysis

Spread Option Pricing Method Based on Nonparametric Predictive Inference Copula.

Autoren: He, Ting¹ (AUTHOR) ting.he@cueb.edu.cn

Quelle: Journal of Forecasting. Aug2025, Vol. 44 Issue 5, p1755-1766. 12p.

Schlagwörter: *FINANCIAL markets, *PRICES, *MARKETING strategy, BROWNIAN motion, PETROLEUM

Fractional Dickey-Fuller test with or without prehistorical influence.

Autoren: Bensalma, Ahmed¹ (AUTHOR) bensalma.ahmed@gmail.com

Quelle: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 14, p4654-4692. 39p.

Schlagwörter: BROWNIAN motion, NULL hypothesis, GENERALIZATION

Adaptive two-stage seamless sequential design for clinical trials.

Autoren: Gao, Ping Li, Yingqiu

Quelle: Journal of Biopharmaceutical Statistics. 2025, Vol. 35 Issue 4, p565-587. 23p.

Schlagwörter: ADAPTIVE testing, BROWNIAN motion, CONFIDENCE intervals, SAMPLE size (Statistics), SOCIAL dominance

A DYNKIN GAME WITH INDEPENDENT PROCESSES AND PRIVATE INFORMATION.

Autoren: GAITSGORI, GEORGY GROENEWALD, RICHARD

Quelle: SIAM Journal on Control & Optimization. 2025, Vol. 63 Issue 4, p2314-2337. 24p.

Schlagwörter: *NASH equilibrium, *EXPECTED returns, *GAME theory, *STOCHASTIC processes, BROWNIAN motion

Vanishing self-diffusivity in Ginibre interacting Brownian motions in two dimensions.

Autoren: Osada, Hirofumi¹ (AUTHOR) osada@isc.chubu.ac.jp

Quelle: Probability Theory & Related Fields. Aug2025, Vol. 192 Issue 3/4, p1325-1372. 48p.

Schlagwörter: *STOCHASTIC processes, BROWNIAN motion, COULOMB potential, PARTICLE dynamics, GEOMETRIC rigidity, FICK'S laws of diffusion, STOCHASTIC systems

Bootstrap unit root inference for linear processes of possibly heavy-tailed GARCH-type noises.

Autoren: Zhang, Rongmao Sin, Chor-yiu Ling, Shiqing

Quelle: Econometric Reviews. 2025, Vol. 44 Issue 6, p715-744. 30p.

Schlagwörter: *PROBLEM solving, *DATA analysis, BROWNIAN motion, CURRICULUM, NOISE

Chemically reactive and aging macromolecular mixtures. II. Phase separation and coarsening.

Autoren: Zhang, Ruoyao Mao, Sheng Haataja, Mikko P.

Quelle: Journal of Chemical Physics. 11/14/2024, Vol. 161 Issue 18, p1-14. 14p.

Schlagwörter: *BROWNIAN motion, *PROCESS control systems, *PHASE separation, *CHEMICAL reactions, *GELATION