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 ...
B_t-B_s\sim N(0,t-s) where covariance only depends on length of interval as |t-s| (6) Equivalent characterization. (Form A) Stochastic Process B is Brownian Motion, iff (i) increments are stationary (ii) B_t-B_s\sim N(0,t-s),\forall t,s,B_0=0 (iii) paths are ...
Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow 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 l... Kolehe A. Coulibaly-Pasquier - 《Annales De...
Section 2 presents two results on the distribution of reflected Brownian motion on Brownian motion. Section 3 is devoted to various local times which one can define to describe the amount of time spent by one process on the path of the other one. Section 4 gives some results on the support...
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...
3.3 Brownian Motion 報告者:陳政岳 3.3.1 Definition of Brownian Motion Let be a probability space. For each , suppose there is a continuous function of that satisfies and that depends on . Then , is a Brownian motion if for all the increments are independent and each of these increments is...
In this Letter, we study the Brownian motion of a particle in a speckle pattern and, in particular, we derive the characteristic timescale t of such motion, which is universal as it depends only on the universal properties of speckle light fields3,21,22. This theoretical insight permits us...
lévy’s representation of brownian motion, which is essentially a dyadic decomposition of the paths of brownian motion into a series of piecewise linear functions with random coefficients. although much of this idea applies to general continuous functions on any closed interval, we restrict ourselves...
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...
A fluctuating-lattice Boltzmann method is used for direct numerical simulations of Brownian motion of non-spherical particles.Numerical results include mean-square velocities and velocity autocorrelation functions of elliptical and rectangular particles.It showns that equi-partition theorem applies to non-sph...