Essays about: "Brownian motion"

Showing result 11 - 15 of 82 essays containing the words Brownian motion.

  1. 11. Constructing an optical tweezers instrumentation and evaluation of trapping stiffness using the power spectrum method

    University essay from Umeå universitet/Institutionen för fysik

    Author : Haoxiang Yang; [2022]
    Keywords : ;

    Abstract : Optical tweezers can trap micron-sized objects such as cells, bacteria, and microspheres, and has become an important instrument for measuring forces associated with various physical and biological phenomena. In this thesis work, I constructed an optical tweezers instrument to trap 2µm diameter beads using a HeNe-laser operating with a wavelength of 632. READ MORE

  3. 12. Evaluation of a stochastic model of coherent turbulent structures for atmospheric particle deposition applications

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Andreas Eriksson; [2022]
    Keywords : atmospheric dispersion; particle deposition; k-epsilon; RANS; lagrangian particle model; stochastic particle model; OpenFOAM; SIMPLE algorithm; ABL; atmospheric boundary layer; neutral boundary layer; coherent turbulent structures;

    Abstract : In this thesis, we have evaluated a stochastic Lagrangian model for computing particle deposition rates with prospects to use for atmospheric deposition applications.  The model is one-dimensional and models the particle dynamics in the boundary layers near walls and obstacles by simulating the coherent turbulent structures and Brownian motion governing the wall-normal transport. READ MORE

  4. 13. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

    University essay from KTH/Matematik (Avd.)

    Author : Malkolm Larsson; Johan Lövgren; [2022]
    Keywords : The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

    Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE

  5. 14. Cell-sorting in grid-based time-continuous cell population models

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Joel Olofsson; [2022]
    Keywords : discrete laplacian cell mechanics; DLCM; cell population model; cell sorting;

    Abstract : This thesis extends an existing cell population modelling framework to investigate two different hypotheses for what drives the phenomenon of cell sorting, which is the spontaneous self-reorganization of cell populations. This behaviour cause cells to find their way back into their original configuration after they have been scrambled. READ MORE

  6. 15. Investigating the Statistical Properties of the Hurst Exponent Estimator of Rough Volatility Model

    University essay from Göteborgs universitet/Graduate School

    Author : Saeedeh Ostovari; [2021-06-30]
    Keywords : fractional Brownian motion; rough stochastic volatility models; circulant embedding method; fractionally integrated process; Realized volatility;

    Abstract : The aim of this thesis is to provide a characterization of the statistical properties of estimator of the Hurst parameter of the rough stochastic volatility model following fractional Brownian motion with Hurst index H. For this purpose, we perform a simulation experiment for fractional Brownian motion based on the circulant embedding method. READ MORE