Direct observation of the full transition from ballistic to diffusive Brownian motion in a liquid

2011 ◽  
Vol 7 (7) ◽  
pp. 576-580 ◽  
Author(s):  
Rongxin Huang ◽  
Isaac Chavez ◽  
Katja M. Taute ◽  
Branimir Lukić ◽  
Sylvia Jeney ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Direct Observation

Direct observation of brownian motion of macromolecules by fluorescence microscope

1992 ◽  
Vol 30 (7) ◽  
pp. 779-783 ◽  
Author(s):  
Mitsuhiro Matsumoto ◽  
Toshimasa Sakaguchi ◽  
Hideyuki Kimura ◽  
Masao Doi ◽  
Keiji Minagawa ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Direct Observation ◽  
Fluorescence Microscope

Direct observation Brownian motion of individual nanoparticles in water using microsphere-assisted microscopy

2021 ◽  
Author(s):  
Songlin Yang ◽  
Yong-Hong Ye ◽  
Jiaojiao Zang ◽  
Yong Pei ◽  
Yang Xia ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Direct Observation ◽  
Individual Nanoparticles

scholarly journals Direct observation of brownian motion of lipids in a membrane.

1991 ◽  
Vol 88 (14) ◽  
pp. 6274-6278 ◽  
Author(s):  
G. M. Lee ◽  
A. Ishihara ◽  
K. A. Jacobson
Keyword(s):  
Brownian Motion ◽  
Direct Observation

Direct Observation of Rotational Brownian Motion of Spheres by NMR

1984 ◽  
Vol 52 (14) ◽  
pp. 1180-1183 ◽  
Author(s):  
D. Estève ◽  
C. Urbina ◽  
M. Goldman ◽  
H. Frisby ◽  
H. Raynaud ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Direct Observation ◽  
Rotational Brownian Motion

Direct observation of hindered brownian motion

AIChE Journal ◽  
1995 ◽  
Vol 41 (5) ◽  
pp. 1324-1328 ◽  
Author(s):  
Sherri A. Biondi ◽  
John A. Quinn
Keyword(s):  
Brownian Motion ◽  
Direct Observation

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

Brownian motion with quadratic killing and some implications

1986 ◽  
Vol 23 (04) ◽  
pp. 893-903 ◽  
Author(s):  
Michael L. Wenocur
Keyword(s):  
Brownian Motion ◽  
Weibull Distribution ◽  
Special Function ◽  
Function Theory ◽  
Killing Rate

Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen–Loève expansion for Brownian motion, special function theory, and the calculus of residues.

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