scholarly journals Fluctuating hydrodynamics and the Brownian motion of an active colloid near a wall

2017 ◽  
Vol 26 (1-2) ◽  
pp. 78-97 ◽  
Author(s):  
Rajesh Singh ◽  
R. Adhikari
Keyword(s):  
Brownian Motion ◽  
Fluctuating Hydrodynamics

Fluctuating hydrodynamics and Brownian motion

1973 ◽  
Vol 7 (3) ◽  
pp. 259-281 ◽  
Author(s):  
E. H. Hauge ◽  
A. Martin-L�f
Keyword(s):  
Brownian Motion ◽  
Fluctuating Hydrodynamics ◽  
And Brownian Motion

Brownian motion and fluctuating hydrodynamics

Physica ◽  
1974 ◽  
Vol 76 (2) ◽  
pp. 247-258 ◽  
Author(s):  
D. Bedeaux ◽  
P. Mazur
Keyword(s):  
Brownian Motion ◽  
Fluctuating Hydrodynamics

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

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