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Improving the quality factor of the mechanical oscillations of micron scale beams in a viscous fluid, such as water, is an open challenge of direct relevance to the development of future technologies. We study the stochastic dynamics of doubly-clamped micron scale beams in a viscous fluid driven by Brownian motion. We use a thermodynamic approach to compute the equilibrium fluctuations in beam displacement that requires only deterministic calculations. From calculations of the autocorrelations and noise spectra we quantify the beam dynamics by the quality factor and resonant frequency of the fundamental flexural mode over a range of experimentally accessible geometries. We carefully study the effects of the grid resolution, domain size, linear response, and time-step for the numerical simulations. We consider beams with uniform rectangular cross-section and explore the increased quality factor and resonant frequency as a baseline geometry is varied by increasing the width, increasing the thickness, and decreasing the length. The quality factor is nearly doubled by tripling either the width or the height of the beam. Much larger improvements are found by decreasing the beam length, however this is limited by the appearance of additional modes of dissipation. Overall, the stochastic dynamics of the wider and thicker beams are well predicted by a two-dimensional approximate theory beyond what may be expected based upon the underlying assumptions, whereas the shorter beams require a more detailed analysis. / Master of Science

The dynamic approach to fractional Brownian motion (FBM) establishes a link between non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a non-vanishing memory of their past time evolution. It is well known that the recrossing times of the origin by an ordinary 1D diffusion trajectory generates a distribution of time distances between two consecutive origin recrossing times with an inverse power law with index m=1.5. However, with theoretical and numerical arguments, it is proved that this is the special case of a more general condition, insofar as the recrossing times produced by the dynamic FBM generates process with m=2-H. Later, the model of ballistic deposition is studied, which is as a simple way to establish cooperation among the columns of a growing surface, to show that cooperation generates memory properties and, at same time, non-Poisson renewal events. Finally, the connection between trajectory and density memory is discussed, showing that the trajectory memory does not necessarily yields density memory, and density memory might be compatible with the existence of abrupt jumps resetting to zero the system's memory.

"November, 2001" / Includes bibliographical references (leaves 229-246) / xxiv, 254 leaves : ill. (col.) ; 30 cm. / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / Thesis (Ph.D.)--University of Adelaide, Dept. of Electrical and Electronic Engineering, 2002

This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure.

This thesis is a report of the work I have done over the last five years to study thermodynamic and kinetic aspects of single-molecule behavior in the condensed phase. It is concerned specifically with the development of analytically tractable models of various phenomena that have been observed in experiments on such single-molecule systems as colloids, double-stranded DNA, multi-unit proteins, and enzymes. In fluid environments, the energetics, spatial conformations, and chemical reactivity of these systems undergo fluctuations that can be characterized experimentally in terms of time correlation functions, survival probabilities, mean first passage times, and related statistical parameters. The thesis shows how many of these quantities can be calculated in closed form from a model based on simple Brownian motion, or generalizations of it involving fractional calculus. The theoretical results obtained here have been shown to agree qualitatively or quantitatively with a range of experimental data. The thesis therefore demonstrates the effectiveness of Brownian motion concepts as a paradigm of stochasticity in biological processes.

Rectification phenomena in two specific mesoscopic systems are reviewed. The phenomenon is called ratchet effect, and such systems are called ratchets. In this thesis, particularly a rocked quantum-dot ratchet, and a tunneling ratchet are considered. The origin of the name is explained in a brief historical background. Due to rectification, there is a net non-vanishing electronic current, whose direction can be reversed by changing rocking amplitude, the Fermi energy, or applying magnetic field to the devices (for the rocked ratchet), and tuning the temperature (for the tunneling ratchet). In the last part, a theoretical examination based on the Landauer-B&uuml / ttiker formalism of mesoscopic quantum transport is presented.

This thesis includes both experimental and theoretical investigations of fluctuation-induced transport phenomena, presented in a series of nine papers, by studies of the dynamics of cold atoms in dissipative optical lattices. With standard laser cooling techniques about 108 cesium atoms are accumulated, cooled to a few μK, and transferred into a dissipative optical lattice. An optical lattice is a periodic light-shift potential, and in dissipative optical lattice the light field is sufficiently close to resonance for incoherent light scattering to be of importance. This provides the system with a diffusive force, but also with a friction through laser cooling mechanisms. In the dissipative optical lattices the friction and the diffusive force will eventually reach a steady state. At steady state, the thermal energy is low enough, compared to the potential depth, for the atoms to be localized close to the potential minima, but high enough for the atoms to occasionally make inter-well flights. This leads to a Brownian motion of the atoms in the optical lattices. In the normal case these random walks average to zero, leading to a symmetric, isotropic diffusion of the atoms. If the optical lattices are tilted, the symmetry is broken and the diffusion will be biased. This leads to a fluctuation-induced drift of the atoms. In this thesis an investigation of such drifts, for an optical lattice tilted by the gravitational force, is presented. We show that even though the tilt over a potential period is small compared to the potential depth, it clearly affect the dynamics of the atoms, and despite the complex details of the system it can, to a good approximation, be described by the Langevin equation formalism for a particle in a periodic potential. The linear drifts give evidence of stop-and-go dynamics where the atoms escape the potential wells and travel over one or more wells before being recaptured. Brownian motors open the possibility of creating fluctuation-induced drifts in the absence of bias forces, if two requirements are fulfilled: the symmetry has to be broken and the system has to be brought out of thermal equilibrium. By utilizing two distinguishable optical lattices, with a relative spatial phase and unequal transfer rates between them, these requirements can be fulfilled. In this thesis, such a Brownian motor is realized, and drifts in arbitrary directions in 3D are demonstrated. We also demonstrate a real-time steering of the transport as well as drifts along pre-designed paths. Moreover, we present measurements and discussions of performance characteristics of the motor, and we show that the required asymmetry can be obtained in multiple ways.

As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. Since logarithmic-return densities of GFBM stock prices are Gaussian and empirical stock logarithmic-returns typically are far from Gaussian, a GFBM model may not be the most suitable stock price model.