Sökning: "Brownian motion"

Visar resultat 1 - 5 av 68 avhandlingar innehållade orden Brownian motion.

  1. 1. Relaxation and Resonance in Brownian Motion-Coupled Resonators

    Författare :Christin Rhen; Chalmers University of Technology; []
    Nyckelord :NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; nonequilibrium dynamics; nonlinear dynamics; resonance; nanomechanics; relaxation; superconducting circuits.; resonator; dispersive coupling; noise; Brownian motion;

    Sammanfattning : In physics, there exists a number of paradigm systems – exactly solvable models that can represent a wide variety of physical realizations. My research is concerned with two of these paradigm systems: the harmonic oscillator and Brownian motion. LÄS MER

  2. 2. Ruin probabilities and first passage times for self-similar processes

    Författare :Zbigniew Michna; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER

  3. 3. Topics on fractional Brownian motion and regular variation for stochastic processes

    Författare :Henrik Hult; KTH; []
    Nyckelord :stochastic processes; regular variation; extreme value theory; fractional Brownian motion; parameter estimation;

    Sammanfattning : The first part of this thesis studies tail probabilities forelliptical distributions and probabilities of extreme eventsfor multivariate stochastic processes. It is assumed that thetails of the probability distributions satisfy a regularvariation condition. LÄS MER

  4. 4. Atomic transport in optical lattices

    Författare :Henning Hagman; Claude Dion; Daniel Comparat; Umeå universitet; []
    Nyckelord :Ultra-cold atoms; optical lattice; laser cooling; directed transport; Brownian motor; Brownian motion;

    Sammanfattning : 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. LÄS MER

  5. 5. Nanofluidics as a tool for parallelized single nanoparticle characterization: Fluorescence single nanoparticle catalysis and size determination through 1D Brownian motion

    Författare :Sune Levin; Chalmers University of Technology; []
    Nyckelord :particle tracking; single nanoparticle catalysis; nanofluidics; heterogenous catalysis; fluorescence microscopy; dark field microscopy; Brownian motion;

    Sammanfattning : Nanoparticles exist widely in nature and are objects of study in many scientific disciplines due to their high performance in a wide range of applications. With modern techniques that facilitate creating and shaping of nanoparticles into ever more complex shapes and compositions, characterization of particle properties is essential. LÄS MER