The effects of viscous dissipation, Brownian motion and geometry change on thermal performance of MCHS are evaluated. It is observed that the Brownian motion depends on three parameters, namely, nanofluid inlet temperature, nanoparticles diameter and volume fraction. Also, it is found that with the ...
3. Brownian Motion 3.1. Brownian Motion \underline{\bold{\text{Def. Brownian Motion}}} A Gaussian process \{B_t\}_{t\geq0} is a Brownian Motion, if (1) \mathbb{E}(B_t)=0 (2) Cov(B_t,B_s)=t\wedge s=\min(t,s) (3) its paths are continuous ...
Interestingly, the velocity of Brownian motion depends upon the temperature and viscosity of the fluid in which the particle is suspended. An increase in temperature would speed up the fluid molecules’ motion, leading to more frequent and harder impacts, resulting in faster Brownian motion. On the...
Brownian Motion and Stochastic Calculus The modeling of random assets in finance is based on stochastic processes, which are families (X t ) t∈I of randomvariables indexed by a time interval I. In this chapter we present a description of Brownian motion and a construction of the associated...
We generalize Brownian motion on a Riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent Laplacians (inhomogeneous diffu- sions). In this paper we are in particular interested...
BROWNIAN MOTIONHOMOGENEOUS MARKOV PROCESSNONHOMOGENEOUS MARKOV PROCESS1ST PASSAGE TIMEINVERSE GAUSSIAN DISTRIBUTIONReliability of many stochastic systems depends on ... N Ebrahimi,T Ramallingam - 《Annals of the Institute of Statistical Mathematics》 被引量: 34发表: 1993年 Probability and stochastic modeli...
It also depends on the ergodicityof the corresponding Brownian motion. We show hereprecisely how these assumptions can be tested on over-damped harmonic optical traps, paving the way for re-liable experiments at all measurement bandwidths. Thetools we describe below are general: they can be used...
In this chapter, we describe a combined formal/ informal approach that depends on implementation of a geometric Brownian motion with mean reversion (Equation 7.2.1) approach to modeling and forecasting WTI spot prices. 4. For a formal model, develop model parameters. Expert opinion about key fact...
In this work, we firstly answer to a question raised by Khoshnevisan (Trans Am Math Soc 359:3125–3151, 2007) [Open Problem 4] by proving that almost surely there is no projection of big enough rank changing the Hausdorff dimension of the zeros of the Brownian sheet. Secondly, we prove...
In a previous work, we have defined a Tanaka's SDE related to Walsh Brownian motion which depends on kernels. It was shown that there are only one Wiener s... H Hajri - 《Mathematics》 被引量: 17发表: 2012年 Discrete approximation to solution flows of Tanaka SDE related to Walsh Browni...