**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**65

# Search results for: Brownian ratchet

##### 65 Sustainable Ionized Gas Thermoelectric Generator: Comparative Theoretical Evaluation and Efficiency Estimation

**Authors:**
Mohammad Bqoor,
Mohammad Hamdan,
Isam Janajreh,
Sufian Abedrabbo

**Abstract:**

**Keywords:**
thermoelectric generator,
ratchet potential,
Brownian ratchet,
energy harvesting,
sustainable energy,
green technology

##### 64 Mixed Sub-Fractional Brownian Motion

**Authors:**
Mounir Zili

**Abstract:**

**Keywords:**
mixed Gaussian processes,
Sub-fractional Brownian motion,
sample paths

##### 63 Mixed-Sub Fractional Brownian Motion

**Authors:**
Mounir Zili

**Abstract:**

**Keywords:**
fractal dimensions,
mixed gaussian processes,
sample paths,
sub-fractional brownian motion

##### 62 Approximation of the Time Series by Fractal Brownian Motion

**Authors:**
Valeria Bondarenko

**Abstract:**

**Keywords:**
fractional Brownian motion,
Gausssian processes,
approximation,
time series,
estimation of properties of the model

##### 61 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

**Authors:**
Changhong Guo,
Shaomei Fang,
Yong He

**Abstract:**

**Keywords:**
European option pricing,
fractional Black-Scholes equations,
fractional g-Brownian motion,
Taylor's series of fractional order,
uncertain volatility

##### 60 Flow and Heat Transfer of a Nanofluid over a Shrinking Sheet

**Authors:**
N. Bachok,
N. L. Aleng,
N. M. Arifin,
A. Ishak,
N. Senu

**Abstract:**

**Keywords:**
Boundary layer,
nanofluid,
shrinking sheet,
Brownian motion,
thermophoresis,
similarity solution

##### 59 Covariance of the Queue Process Fed by Isonormal Gaussian Input Process

**Authors:**
Samaneh Rahimirshnani,
Hossein Jafari

**Abstract:**

**Keywords:**
queue length process,
Malliavin calculus,
covariance function,
fractional Brownian motion,
sub-fractional Brownian motion

##### 58 Lie Symmetry Treatment for Pricing Options with Transactions Costs under the Fractional Black-Scholes Model

**Authors:**
B. F. Nteumagne,
E. Pindza,
E. Mare

**Abstract:**

**Keywords:**
fractional brownian model,
symmetry,
transaction cost,
option pricing

##### 57 A Deep Explanation for the Formation of Force as a Foundational Law of Physics by Incorporating Unknown Degrees of Freedom into Space

**Authors:**
Mohsen Farshad

**Abstract:**

**Keywords:**
entropy,
information,
force,
Brownian Motions

##### 56 Forecasting Silver Commodity Prices Using Geometric Brownian Motion: A Stochastic Approach

**Authors:**
Sina Dehghani,
Zhikang Rong

**Abstract:**

**Keywords:**
geometric Brownian motion,
commodity,
risk management,
volatility,
stochastic behavior,
price forecasting

##### 55 Distribution of Maximum Loss of Fractional Brownian Motion with Drift

**Authors:**
Ceren Vardar Acar,
Mine Caglar

**Abstract:**

**Keywords:**
maximum drawdown,
maximum loss,
fractional brownian motion,
large deviation,
Gaussian process

##### 54 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation-Based Approach

**Authors:**
Sujoy Das,
M. M. Ghosh

**Abstract:**

**Keywords:**
brownian dynamics,
molecular dynamics,
nanofluid,
thermal conductivity

##### 53 A Mathematical Study of Magnetic Field, Heat Transfer and Brownian Motion of Nanofluid over a Nonlinear Stretching Sheet

**Authors:**
Madhu Aneja,
Sapna Sharma

**Abstract:**

**Keywords:**
Brownian motion,
convection,
finite element method,
magnetic field,
nanofluid,
stretching sheet

##### 52 Chern-Simons Equation in Financial Theory and Time-Series Analysis

**Authors:**
Ognjen Vukovic

**Abstract:**

**Keywords:**
Brownian motion,
Chern-Simons theory,
financial time series,
econophysics

##### 51 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

**Authors:**
Rangoli Goyal,
Rama Bhargava

**Abstract:**

**Keywords:**
FEM,
thermophoresis,
diffusiophoresis,
Brownian motion

##### 50 Boundary Layer Flow of a Casson Nanofluid Past a Vertical Exponentially Stretching Cylinder in the Presence of a Transverse Magnetic Field with Internal Heat Generation/Absorption

**Authors:**
G. Sarojamma,
K. Vendabai

**Abstract:**

**Keywords:**
casson nanofluid,
boundary layer flow,
internal heat generation/absorption,
exponentially stretching cylinder,
heat transfer,
brownian motion,
thermophoresis

##### 49 The Use of Fractional Brownian Motion in the Generation of Bed Topography for Bodies of Water Coupled with the Lattice Boltzmann Method

**Authors:**
Elysia Barker,
Jian Guo Zhou,
Ling Qian,
Steve Decent

**Abstract:**

**Keywords:**
bed topography,
FBM,
LBM,
shallow water,
simulations

##### 48 The Volume–Volatility Relationship Conditional to Market Efficiency

**Authors:**
Massimiliano Frezza,
Sergio Bianchi,
Augusto Pianese

**Abstract:**

**Keywords:**
volume–volatility relationship,
efficient market hypothesis,
martingale model,
Hurst–Hölder exponent

##### 47 Aggregation of Fractal Aggregates Inside Fractal Cages in Irreversible Diﬀusion Limited Cluster Aggregation Binary Systems

**Authors:**
Zakiya Shireen,
Sujin B. Babu

**Abstract:**

**Keywords:**
BCD,
fractals,
percolation,
sticky spheres

##### 46 Micro- and Nanoparticle Transport and Deposition in Elliptic Obstructed Channels by Lattice Boltzmann Method

**Authors:**
Salman Piri

**Abstract:**

**Keywords:**
ellipse aspect elito,
particle tracking diffusion,
lattice boltzman method,
larangain particle tracking

##### 45 Numerical Approach to a Mathematical Modeling of Bioconvection Due to Gyrotactic Micro-Organisms over a Nonlinear Inclined Stretching Sheet

**Authors:**
Madhu Aneja,
Sapna Sharma

**Abstract:**

**Keywords:**
bioconvection,
finite element method,
gyrotactic micro-organisms,
inclined stretching sheet,
nanofluid

##### 44 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

**Authors:**
Francys Souza,
Alberto Ohashi,
Dorival Leao

**Abstract:**

**Keywords:**
dynamic programming equation,
optimal control,
stochastic control,
stochastic differential equation

##### 43 Magnetohydrodynamic Flow of Viscoelastic Nanofluid and Heat Transfer over a Stretching Surface with Non-Uniform Heat Source/Sink and Non-Linear Radiation

**Authors:**
Md. S. Ansari,
S. S. Motsa

**Abstract:**

**Keywords:**
magnetic field,
nonlinear radiation,
non-uniform heat source/sink,
similar solution,
spectral local linearisation method,
Rosseland diffusion approximation

##### 42 The Shannon Entropy and Multifractional Markets

**Authors:**
Massimiliano Frezza,
Sergio Bianchi,
Augusto Pianese

**Abstract:**

**Keywords:**
Shannon entropy,
multifractional Brownian motion,
Hurst–Holder exponent,
stock indexes

##### 41 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation

**Authors:**
M. A. Talha,
M. Osman Gani,
M. Ferdows

**Abstract:**

_{r}, magnetic field parameter M, Peclet number P

_{e}, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

**Keywords:**
convection flow,
similarity,
numerical analysis,
spectral method,
Williamson nanofluid,
internal heat generation

##### 40 Simulation of Colombian Exchange Rate to Cover the Exchange Risk Using Financial Options Like Hedge Strategy

**Authors:**
Natalia M. Acevedo,
Luis M. Jimenez,
Erick Lambis

**Abstract:**

**Keywords:**
currency hedging,
futures,
geometric Brownian motion,
options

##### 39 Linear Stability of Convection in an Inclined Channel with Nanofluid Saturated Porous Medium

**Authors:**
D. Srinivasacharya,
Nidhi Humnekar

**Abstract:**

**Keywords:**
Brinkman model,
inclined channel,
nanofluid,
linear stability,
porous media

##### 38 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 37 Investigation of Enhancement of Heat Transfer in Natural Convection Utilizing of Nanofluids

**Authors:**
S. Etaig,
R. Hasan,
N. Perera

**Abstract:**

**Keywords:**
computational fluid dynamics,
natural convection,
nanofluid and thermal conductivity

##### 36 The Modelling of Real Time Series Data

**Authors:**
Valeria Bondarenko

**Abstract:**

**Keywords:**
mathematical model,
random process,
Wiener process,
fractional Brownian motion