Search for dissertations about: "Brownian motion"

Showing result 1 - 5 of 56 swedish dissertations containing the words Brownian motion.

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

    University dissertation from Chalmers University of Technology

    Author : Christin Rhen; Chalmers tekniska högskola.; Chalmers University of Technology.; [2017]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; nonequilibrium dynamics; noise; resonance; nanomechanics; nonlinear dynamics; Brownian motion; dispersive coupling; superconducting circuits.; relaxation; resonator;

    Abstract : 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. READ MORE

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

    University dissertation from Printed in Sweden by KFS AB, LUND 1998

    Author : Zbigniew Michna; Lunds universitet.; Lund University.; [1998]
    Keywords : 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;

    Abstract : 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. READ MORE

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

    University dissertation from Stockholm : Matematik

    Author : Henrik Hult; KTH.; [2003]
    Keywords : stochastic processes; regular variation; extreme value theory; fractional Brownian motion; parameter estimation;

    Abstract : 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. READ MORE

  4. 4. Atomic transport in optical lattices

    University dissertation from Umeå : Umeå universitet, Institutionen för fysik

    Author : Henning Hagman; Umeå universitet.; [2010]
    Keywords : Ultra-cold atoms; optical lattice; laser cooling; directed transport; Brownian motor; Brownian motion;

    Abstract : 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. READ MORE

  5. 5. Dynamics and Thermodynamics of Translational and Rotational Diffusion Processes Driven out of Equilibrium

    University dissertation from KTH Royal Institute of Technology

    Author : Raffaele Marino; KTH.; [2016]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Translational and Rotational Diffusion Processes; Brownian; Physics; Fysik;

    Abstract : Diffusion processes play an important role in describing systems in many fields of science, as in physics, biology, finance and social science. One of the most famous examples of the diffusion process is the Brownian motion. READ MORE