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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
31

Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen /

Hafner, Michael. January 2005 (has links) (PDF)
Diss--Frankfurt,Main,Univ., 2004.
32

High performance photonic probes and applications of optical tweezers to molecular motors

Jannasch, Anita 23 November 2017 (has links) (PDF)
Optical tweezers are a sensitive position and force transducer widely employed in physics and biology. In a focussed laser, forces due to radiation pressure enable to trap and manipulate small dielectric particles used as probes for various experiments. For sensitive biophysical measurements, microspheres are often used as a handle for the molecule of interest. The force range of optical traps well covers the piconewton forces generated by individual biomolecules such as kinesin molecular motors. However, cellular processes are often driven by ensembles of molecular machines generating forces exceeding a nanonewton and thus the capabilities of optical tweezers. In this thesis I focused, fifirst, on extending the force range of optical tweezers by improving the trapping e fficiency of the probes and, second, on applying the optical tweezers technology to understand the mechanics of molecular motors. I designed and fabricated photonically-structured probes: Anti-reflection-coated, high-refractive-index, core-shell particles composed of titania. With these probes, I significantly increased the maximum optical force beyond a nanonewton. These particles open up new research possibilities in both biology and physics, for example, to measure hydrodynamic resonances associated with the colored nature of the noise of Brownian motion. With respect to biophysical applications, I used the optical tweezers to study the mechanics of single kinesin-8. Kinesin-8 has been shown to be a very processive, plus-end directed microtubule depolymerase. The underlying mechanism for the high processivity and how stepping is affected by force is unclear. Therefore, I tracked the motion of yeast (Kip3) and human (Kif18A) kinesin-8s with high precision under varying loads. We found that kinesin-8 is a low-force motor protein, which stalled at loads of only 1 pN. In addition, we discovered a force-induced stick-slip motion, which may be an adaptation for the high processivity. Further improvement in optical tweezers probes and the instrument will broaden the scope of feasible optical trapping experiments in the future.
33

Hot Brownian Motion

Rings, Daniel 18 February 2013 (has links) (PDF)
The theory of Brownian motion is a cornerstone of modern physics. In this thesis, we introduce a nonequilibrium extension to this theory, namely an effective Markovian theory of the Brownian motion of a heated nanoparticle. This phenomenon belongs to the class of nonequilibrium steady states (NESS) and is characterized by spatially inhomogeneous temperature and viscosity fields extending in the solvent surrounding the nanoparticle. The first chapter provides a pedagogic introduction to the subject and a concise summary of our main results and summarizes their implications for future developments and innovative applications. The derivation of our main results is based on the theory of fluctuating hydrodynamics, which we introduce and extend to NESS conditions, in the second chapter. We derive the effective temperature and the effective friction coefficient for the generalized Langevin equation describing the Brownian motion of a heated nanoparticle. As major results, we find that these parameters obey a generalized Stokes–Einstein relation, and that, to first order in the temperature increment of the particle, the effective temperature is given in terms of a set of universal numbers. In chapters three and four, these basic results are made explicit for various realizations of hot Brownian motion. We show in detail, that different degrees of freedom are governed by distinct effective parameters, and we calculate these for the rotational and translational motion of heated nanobeads and nanorods. Whenever possible, analytic results are provided, and numerically accurate approximation methods are devised otherwise. To test and validate all our theoretical predictions, we present large-scale molecular dynamics simulations of a Lennard-Jones system, in chapter five. These implement a state-of-the-art GPU-powered parallel algorithm, contributed by D. Chakraborty. Further support for our theory comes from recent experimental observations of gold nanobeads and nanorods made in the the groups of F. Cichos and M. Orrit. We introduce the theoretical concept of PhoCS, an innovative technique which puts the selective heating of nanoscopic tracer particles to good use. We conclude in chapter six with some preliminary results about the self-phoretic motion of so-called Janus particles. These two-faced hybrids with a hotter and a cooler side perform a persistent random walk with the persistence only limited by their hot rotational Brownian motion. Such particles could act as versatile laser-controlled nanotransporters or nanomachines, to mention just the most obvious future nanotechnological applications of hot Brownian motion.
34

Dynamics and non-equilibrium structure of colloidal dumbbell-shaped particles in dense suspensions

Heptner, Nils 23 May 2016 (has links)
Neben ihrer Bedeutung in industriellen Anwendungen dienen Kolloide als Modellsysteme in Experimenten und in der Theorie, um die Struktur und Dynamik von kondensierter Materie zu untersuchen. Kürzlich wurde experimentell gezeigt, dass eine kleine Anisotropie ausreicht, um die viskoelastische Antwort im Vergleich zu harten Kugeln drastisch zu ändern. Die mikroskopischen Ursachen hierfür sind bisher nicht verstanden. In dieser Arbeit werden daher Nichtgleichgewichts-Brownsche-Dynamik-Simulationen (NEBD) von harten kolloidalen Dumbbells in oszillatorischen Scherfeldern entwickelt und eingesetzt, um diese Resultate mit Verbindung zu Rheologie- und Neutronenstreuexperimenten zu erklären. Weiterhin wird die Bedeutung der Anisotropie für Struktur und Dynamik von solchen Suspensionen im Gleichgewicht mit Hilfe von "Linear-Response"-Theorie und Brownsche-Dynamik-Simulationen analysiert. Im linearen Limit zeigt die Scherviskosität bei hohen Packungsdichten einen dramatischen Anstieg jenseits eines kritischen Anisotropieparameters. Dies weist darauf hin, dass schon bei den kleinen Anisotropien kollektive Rotations-Translations-Kopplungen für langsame Zeitskalen verantwortlich sind. Weiterhin wird ein Nichtgleichgewichtsübergang mittels NEBD-Simulationen von Suspensionen harter Dumbbells im PC unter oszillatorischer Scherung ersichtlich. Es wird gezeigt, dass der kontinuierliche Übergang nur für sehr kleine Aspektverhältnisse erhalten bleibt. Oberhalb eines bestimmten Aspektverhältnisses wird der Übergang durch einen ungeordneten Zustand vermittelt. Außerdem wird ein Sliding-Layer Zustand mit kollektiver Ordnung der Teilchenausrichtung bei hohen Scheramplituden beobachtet. Somit zeigt diese Arbeit, dass die NEBD-Simulationen Phänomene in Rheologie- und Streuexperimenten erklären. Angesichts dieser Experimente wird gezeigt, dass der Orientierungsfreiheitsgrad einen starken Einfluss auf den strukturellen Übergang bei steigenden Amplituden hat. / Besides being important for industrial applications, colloidal suspensions have long served as model systems for investigating the structure and dynamics of condensed matter. Recently, it has been demonstrated experimentally that apparently a small particle anisotropy is sufficient to dramatically change the viscoelastic response under external shearing fields, of which the microscopic mechanisms are not yet sufficiently understood. In the present work, NEBD simulations of colloidal hard dumbbells in oscillatory shear fields are developed and employed to elucidate the novel findings in close connection with comprehensive rheology and SANS experiments. Furthermore, by utilising BD simulations and linear response theory, the impact of anisotropy on structure and dynamics of such suspensions in equilibrium is analysed. In the linear response limit, the shear viscosity exhibits a dramatic increase at high packing fractions beyond a critical anisotropy of the particles. This indicates that newly occurring, collective rotational-translational couplings must be made responsible for slow time scales appearing in the PC. Moreover, a non-equilibrium transition emerging at moderate aspect ratios is revealed by NEBD of plastic crystalline suspensions under oscillatory shear. This transition behaviour is systematically studied. It is demonstrated that the continuous nature of the transition is retained for very low aspect ratios only. Above a certain aspect ratio, the transition is mediated by an intermediate disordered state. Furthermore, a partially oriented sliding layer state featuring a finite collective order in the particles'' orientations is observed at high strains. Hence, this thesis demonstrates that the NEBD simulations explain novel phenomena in rheology and scattering experiments. In the light of these experiments, it is shown that the orientational degree of freedom has a vigorous impact on the structural transition under increasing oscillatory shear.
35

Transport of Brownian particles in confined geometries

Martens, Steffen 27 June 2013 (has links)
Ziel dieser Arbeit ist es die Fick-Jacobs Näherung, welche eine genaue Beschreibung zahlreiche Transporteigenschaften von Brownschen Teilchen in räumlich beschränkten Geometrien liefern kann, auf experimentell vorherrschende Gegebenheiten, z.B., sich stark ändernde Geometrien, komplizierte Kraftfelder, Teilchenausdehnung und endliche viskose Reibung, zu erweitern. Dazu wird zuerst die exakte Lösung für die stationäre Wahrscheinlichkeitsdichte mittels Entwicklung in einem geometrischen Parameter, der die Kanalmodulation misst, berechnet. Die höheren Entwicklungsterme ermöglichen die Berechnung von Korrekturen zu den Transportkoeffizienten für sich stark ändernde Geometrien. Ferner kann die Fick-Jacobs Näherung mittels der Entwicklungsmethode auf beliebige Kraftfelder verallgemeinert werden. Am Beispiel des mikrofluidischen Kanals zeigen wir, dass das Zusammenspiel von externen Kräften (skalare Potentiale) und Strömungen (Vektorpotentiale) zur effizienten Trennung von Objekten, mittels des Effektes des hydrodynamisch induzierten entropischen Einsperrens, genutzt werden kann. Da das effiziente Sortieren nach Größe eine der wichtigsten Ziele in der Grundlagenforschung ist, zeigen wir wie die Teilchenausdehnung in die Fick-Jacobs Näherung integriert werden kann. Abschließend wird der Einfluss der Mediumsviskosität auf den Teilchentransport untersucht. Wenn die Zeitskalen separieren, führt adiabatische Eliminierung auch für endliche Reibung zu einer Fick-Jacobs ähnlichen Beschreibung. Diese ist unweigerlich mit Energiegleichverteilung und mit verschwindender Geschwindigkeitskorrelation verbunden. Numerische Simulationen zeigen, dass diese Beschreibung für moderate bis starke Dämpfung und schwache externe Kräfte akkurat ist. Für starke Kräfte wird die angenommene Energiegleichverteilung infolge von Teilchen-Wand Kollisionen verletzt. Dies führt zu einer nichtlinearen Abhängigkeit der Teilchengeschwindigkeit und des effektiven Diffusionskoeffizienten von der Kraftstärke. / This work intends to show how experimentally relevant issues such as strong channel corrugation, sophisticated external force fields, particle size, and the solvent''s viscosity can be incorporated into the commonly used Fick-Jacobs approach which provides a powerful tool to capture many properties of Brownian particles'' transport in confined geometries. First, we derive exact solutions of the stationary probability distribution in terms of an expansion parameter specifying the channel corrugation. Thereby, the leading order is equivalent to the Fick-Jacobs approach. By means of higher expansion orders, which become significant for strong channel corrugation, we obtain corrections to the key particle transport quantities. Going one step further, we generalize the Fick-Jacobs approach to the most general forces. As an exemplary application, we consider microfluidic devices in which the interplay of conservative forces and pressure-driven flows (vector potentials) offers a unique opportunity to efficiently separate Brownian particles of the same size using the newly discovered effect of hydrodynamically enforced entropic trapping. Since separation and sorting by size is a main challenge in basic research, we demonstrate that within certain limits the analytic expressions for the key transport quantities, derived for point-like particles, can be applied to extended objects, too. Lastly, we study the impact of the solvent''s viscosity on particle transport. If the time scales separate, adiabatic elimination results in an effective description even for finite damping. The possibility of such description is intimately connected with equipartition and vanishing velocity correlation. Numerical simulations show that this approach is accurate for moderate to strong damping and for weak forces. For strong external forces, equipartition may break down due to reflections at the boundaries. This leads to a non-monotonic dependence of the particle mobility on the force strength.
36

Itô’s Lemma

Grunert, Sandro 10 June 2009 (has links) (PDF)
Itô’s Lemma Ausarbeitung im Rahmen des Seminars "Finanzmathematik", SS 2009 Die Arbeiten des japanischen Mathematikers Kiyosi Itô aus den 1940er Jahren bilden heute die Grundlage der Theorie stochastischer Integration und stochastischer Differentialgleichungen. Die Ausarbeitung beschäftigt sich mit Itô's Kalkül, in dem zunächst das Itô-Integral bezüglich diverser Integratoren bereitgestellt wird, um sich anschließend mit Itô's Lemma bzw. der Itô-Formel als grundlegendes Hilfsmittel stochastischer Integration zu widmen. Am Ende wird ein kurzer Ausblick auf das Black-Scholes-Modell für zeitstetige Finanzmärkte vollzogen. Grundlage für die Ausarbeitung ist das Buch "Risk-Neutral Valuation" von Nicholas H. Bingham und Rüdiger Kiesel.
37

Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise

Grecksch, Wilfried, Roth, Christian 16 May 2008 (has links)
We approximate the solution of a quasilinear stochastic partial differential equa- tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated via fractional White Noise calculus, see [5].
38

High performance photonic probes and applications of optical tweezers to molecular motors

Jannasch, Anita 21 December 2012 (has links)
Optical tweezers are a sensitive position and force transducer widely employed in physics and biology. In a focussed laser, forces due to radiation pressure enable to trap and manipulate small dielectric particles used as probes for various experiments. For sensitive biophysical measurements, microspheres are often used as a handle for the molecule of interest. The force range of optical traps well covers the piconewton forces generated by individual biomolecules such as kinesin molecular motors. However, cellular processes are often driven by ensembles of molecular machines generating forces exceeding a nanonewton and thus the capabilities of optical tweezers. In this thesis I focused, fifirst, on extending the force range of optical tweezers by improving the trapping e fficiency of the probes and, second, on applying the optical tweezers technology to understand the mechanics of molecular motors. I designed and fabricated photonically-structured probes: Anti-reflection-coated, high-refractive-index, core-shell particles composed of titania. With these probes, I significantly increased the maximum optical force beyond a nanonewton. These particles open up new research possibilities in both biology and physics, for example, to measure hydrodynamic resonances associated with the colored nature of the noise of Brownian motion. With respect to biophysical applications, I used the optical tweezers to study the mechanics of single kinesin-8. Kinesin-8 has been shown to be a very processive, plus-end directed microtubule depolymerase. The underlying mechanism for the high processivity and how stepping is affected by force is unclear. Therefore, I tracked the motion of yeast (Kip3) and human (Kif18A) kinesin-8s with high precision under varying loads. We found that kinesin-8 is a low-force motor protein, which stalled at loads of only 1 pN. In addition, we discovered a force-induced stick-slip motion, which may be an adaptation for the high processivity. Further improvement in optical tweezers probes and the instrument will broaden the scope of feasible optical trapping experiments in the future.
39

Large Deviations for Brownian Intersection Measures

Mukherjee, Chiranjib 27 July 2011 (has links)
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt denote the intersection measure of the p paths by time t, i.e., the random measure on ℝd that assigns to any measurable set A ⊂ ℝd the amount of intersection local time of the motions spent in A by time t. Earlier results of Chen derived the logarithmic asymptotics of the upper tails of the total mass ℓt(ℝd) as t →∞. In this paper, we derive a large-deviation principle for the normalised intersection measure t-pℓt on the set of positive measures on some open bounded set B ⊂ ℝd as t →∞ before exiting B. The rate function is explicit and gives some rigorous meaning, in this asymptotic regime, to the understanding that the intersection measure is the pointwise product of the densities of the normalised occupation times measures of the p motions. Our proof makes the classical Donsker-Varadhan principle for the latter applicable to the intersection measure. A second version of our principle is proved for the motions observed until the individual exit times from B, conditional on a large total mass in some compact set U ⊂ B. This extends earlier studies on the intersection measure by König and Mörters.
40

Hot Brownian Motion

Rings, Daniel 19 December 2012 (has links)
The theory of Brownian motion is a cornerstone of modern physics. In this thesis, we introduce a nonequilibrium extension to this theory, namely an effective Markovian theory of the Brownian motion of a heated nanoparticle. This phenomenon belongs to the class of nonequilibrium steady states (NESS) and is characterized by spatially inhomogeneous temperature and viscosity fields extending in the solvent surrounding the nanoparticle. The first chapter provides a pedagogic introduction to the subject and a concise summary of our main results and summarizes their implications for future developments and innovative applications. The derivation of our main results is based on the theory of fluctuating hydrodynamics, which we introduce and extend to NESS conditions, in the second chapter. We derive the effective temperature and the effective friction coefficient for the generalized Langevin equation describing the Brownian motion of a heated nanoparticle. As major results, we find that these parameters obey a generalized Stokes–Einstein relation, and that, to first order in the temperature increment of the particle, the effective temperature is given in terms of a set of universal numbers. In chapters three and four, these basic results are made explicit for various realizations of hot Brownian motion. We show in detail, that different degrees of freedom are governed by distinct effective parameters, and we calculate these for the rotational and translational motion of heated nanobeads and nanorods. Whenever possible, analytic results are provided, and numerically accurate approximation methods are devised otherwise. To test and validate all our theoretical predictions, we present large-scale molecular dynamics simulations of a Lennard-Jones system, in chapter five. These implement a state-of-the-art GPU-powered parallel algorithm, contributed by D. Chakraborty. Further support for our theory comes from recent experimental observations of gold nanobeads and nanorods made in the the groups of F. Cichos and M. Orrit. We introduce the theoretical concept of PhoCS, an innovative technique which puts the selective heating of nanoscopic tracer particles to good use. We conclude in chapter six with some preliminary results about the self-phoretic motion of so-called Janus particles. These two-faced hybrids with a hotter and a cooler side perform a persistent random walk with the persistence only limited by their hot rotational Brownian motion. Such particles could act as versatile laser-controlled nanotransporters or nanomachines, to mention just the most obvious future nanotechnological applications of hot Brownian motion.:1 Introduction and Overview 2 Theory of Hot Brownian Motion 3 Various Realizations of Hot Brownian Motion 4 Toy Model and Numerical Methods 5 From Experiments and Simulations to Applications 6 Conclusion and Outlook

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