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Gaussian random fields related to Levy's Brownian motion : representations and expansions / Gaussian random fields related to Lévy's Brownian motion : representations and expansionsRode, Erica S. 25 February 2013 (has links)
This dissertation examines properties and representations of several isotropic Gaussian random fields in the unit ball in d-dimensional Euclidean space. First we consider Lévy's Brownian motion. We use an integral representation for the covariance function to find a new expansion for Lévy's Brownian motion as an infinite linear combination of independent standard Gaussian random variables and orthogonal polynomials.
Next we introduce a new family of isotropic Gaussian random fields, called the p-processes, of which Lévy's Brownian motion is a special case. Except for Lévy's Brownian motion the p-processes are not locally stationary. All p-processes also have a representation as an infinite linear combination of independent standard Gaussian random variables.
We use these expansions of the random fields to simulate Lévy's Brownian motion and the p-processes along a ray from the origin using the Cholesky factorization of the covariance matrix. / Graduation date: 2013
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The transport of suspensions in geological, industrial and biomedical applicationsOguntade, Babatunde Olufemi 05 October 2012 (has links)
Suspension flows in varied settings and at different concentrations of particles are studied theoretically using various modeling techniques. Particulate suspension flows are dispersion of particles in a continuous medium and their properties are a consequence of the interplay among hydrodynamic, buoyancy, interparticle and Brownian forces. The applicability of continuum modeling techniques to suspension flows at different particle concentration was assessed by studying systems at different time and length scales. The first two studies involve the use of modeling techniques that are valid in systems where the forces between particles are negligible, which is the case in dilute suspension flows. In the first study, the growth and progradation of deltaic geologic bodies from the sedimentation of particles from dilute turbidity currents is modeled using the shallow water equations or vertically averaged equations of motions coupled with a particle conservation equation. The shallow water model provides a basis for extracting grain size and depositional history information from seismic data. Next, the Navier-Stokes equations of motion and the convection-diffusion equation are used to model suspension flow in a biomedical application involving the flow and reaction of drug laden nanovectors in arteries. Results from this study are then used prescribe the best design parameters for optimal nanovector uptake at the desired sites within an artery. The third study involves the use of macroscopic two phase models to describe concentrated suspension flows where interparticle hydrodynamic forces cannot be neglected. The isotropic form of both the diffusion-flux and the suspension balance models are solved for a buoyant bidisperse pressure-driven flow system. The model predictions are found to compare fairly well with experimental results obtained previously in our laboratory. Finally, the power of discrete type models in connecting macroscopic observations to structural details is demonstrated by studying a system of aggregating colloidal particles via Brownian dynamics. The results from the simulations match experimental shear rheology and also provide a structural explanation for the observed macroscopic behavior of aging. / text
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