Brownian motion, hydrodynamics, and the osmotic pressure

Brownian motion, hydrodynamics, and the osmotic pressure

It is shown that the osmotic pressure of a colloidal dispersion can be interpreted as the isotropic part of the macroscopic particle stress in the suspension. The particle stress is in turn expressible in terms of hydrodynamic interactions among the suspended particles. Thus, there is a completely mechanical definition of the osmotic pressure, just as there is for the pressure in a molecular fl...

Brownian Motion: The Link Between Probability and Mathematical Analysis

This article has no abstract.

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Brownian Brownian Motion – I

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M ≫ 1 and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of...

Simulating Brownian motion ( BM ) and geometric Brownian

2) and 3) together can be summarized by: If t0 = 0 < t1 < t2 < · · · < tk, then the increment rvs B(ti) − B(ti−1), i ∈ {1, . . . k}, are independent with B(ti) − B(ti−1) ∼ N(0, ti − ti−1) (normal with mean 0 and variance ti − ti−1). In particular, B(ti) − B(ti−1) is independent of B(ti−1) = B(ti−1)−B(0). If we only wish to simulate B(t) at one fixed value t, then we need only generate a unit no...