Langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. The Brownian motion generated from molecular bombardment was taken as a Wiener stochastic process and approximated by a Gaussian white noise. Euler-Maruyama method was used to solve the Langevin equation numerically. The accuracy of Brownian simulation was checked by performing a series of simulati...

An American option grants the holder the right to select the time at which to exercise the option, so pricing an American option entails solving an optimal stopping problem. Difficulties in applying standard numerical methods to complex pricing problems have motivated the development of techniques that combine Monte Carlo simulation with dynamic programming. One class of methods approximates th...

in this paper, the effect of the brownian term in natural convection of cuo-water nanofluid inside a partially filled porous cavity, with internal heat generation has been studied. it is assumed that the viscosity and thermal conductivity of nanofluid consists of a static part and a brownian part of which is a function of temperature and the volume fraction of nanofluid. because of internal hea...

in this paper, we introduce an efficient method based on haar wavelet to approximate a solutionfor the two-dimensional linear stochastic fredholm integral equation. we also give an example to demonstrate the accuracy of the method.

In articulated tracking, one is concerned with estimating the pose of a person in every frame of a film. This pose is most often represented as a kinematic skeleton where the joint angles are the degrees of freedom. Least-committed predictive models are then phrased as a Brownian motion in joint angle space. However, the metric of the joint angle space is rather unintuitive as it ignores both b...

We consider a branching Brownian motion (BBM) on the real line R, which evolves as follows. Starting at time t = 0, one particle located at 0, called the root, moves like a standard Brownian motion until an independent exponentially distributed time with parameter 1. At this time it splits into two particles, which, relative to their birth time and position, behave like independent copies of th...