Deterministic Brownian-like Motion: Electronic Approach

"Brownian motion is a dynamic behavior with random changes over time (stochastic) that occurs in many vital functions related to fluid environments, stock behavior, or even renewable energy generation. In this paper, we present a circuit implementation that reproduces Brownian motion based on a...

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Detalles Bibliográficos
Autores: JOSE LUIS ECHENAUSIA MONROY, Eric Campos Cantón, Rider Jaimes Reátegui, JUAN HUGO GARCIA LOPEZ, GUILLERMO HUERTA CUELLAR
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2022
País:México
Institución:Instituto Potosino de Investigación Científica y Tecnológica
Repositorio:Repositorio Institucional del IPICYT
OAI Identifier:oai:ipicyt.repositorioinstitucional.mx:1010/2606
Acceso en línea:http://ipicyt.repositorioinstitucional.mx/jspui/handle/1010/2606
Access Level:acceso abierto
Palabra clave:info:eu-repo/classification/Autor/Brownian motion
info:eu-repo/classification/Autor/Deterministic Brownian motion
info:eu-repo/classification/Autor/DFA analysis
info:eu-repo/classification/Autor/Statistical analysis
info:eu-repo/classification/Autor/Electronic circuit
info:eu-repo/classification/Autor/Electronic implementation
info:eu-repo/classification/cti/1
info:eu-repo/classification/cti/22
info:eu-repo/classification/cti/2203
Descripción
Sumario:"Brownian motion is a dynamic behavior with random changes over time (stochastic) that occurs in many vital functions related to fluid environments, stock behavior, or even renewable energy generation. In this paper, we present a circuit implementation that reproduces Brownian motion based on a fully deterministic set of differential equations. The dynamics of the electronic circuit are characterized using four well-known metrics of Brownian motion, namely: (i) Detrended Fluctuation Analysis (DFA), (ii) power law in the power spectrum, (iii) normal probability distribution, and (iv) Mean Square Displacement (MSD); where traditional Brownian motion exhibits linear time growth of the MSD, a Gaussian distribution, a −2 power law of the frequency spectrum, and DFA values close to 1.5. The obtained results show that for a certain combination of values in the deterministic model, the dynamics in the electronic circuit are consistent with the expectations for a stochastic Brownian behavior. The presented electronic circuit improves the study of Brownian behavior by eliminating the stochastic component, allowing reproducibility of the results through fully deterministic equations, and enabling the generation of physical signals (analog electronic signals) with Brownian-like properties with potential applications in fields such as medicine, economics, genetics, and communications, to name a few."