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Computer Simulations of Self-Repelling Fractional Brownian Motion

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Stochastic and Infinite Dimensional Analysis

Part of the book series: Trends in Mathematics ((TM))

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Abstract

Self-repelling fractional Brownian motion (fBm) has been constructed, generalizing the Edwards model for the conformations of chain polymers. In this context of particular interest is the predicted scaling behaviour of their end-to-end length, i.e. the anomalous diffusion of self-repelling fBm. We briefly present the model and a heuristic formula of the scaling behaviour for general dimension and Hurst index, and then our computer simulations of self-repelling fBm paths, their method and first results.

This work was financed by Portuguese national funds through FCT - Fundaão para a Ciência e Tecnologia within the project PTDC/MAT-STA/1284/2012.

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Acknowledgements

This work was financed by Portuguese national funds through FCT – Fundaão para a Ciência e Tecnologia within the project PTDC/MAT-STA/1284/2012. We are grateful to W. Bock and S. Eleuterio for sharing their simulation program and for generous advice. Roel Baybayon and Sim Bantayan are also grateful to the Department of Science and Technology – ASTHRD for the scholarship grant.

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Authors and Affiliations

  1. Physics Department, Mindanao State University – Iligan Institute of Technology, 9200, Iligan City, Philippines

    Jinky Bornales, Cresente Cabahug, Roel Baybayon, Sim Bantayan & Beverly Gemao

Authors
  1. Jinky Bornales
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  2. Cresente Cabahug
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  3. Roel Baybayon
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  4. Sim Bantayan
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  5. Beverly Gemao
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Corresponding author

Correspondence to Jinky Bornales .

Editor information

Editors and Affiliations

  1. Research Center for Theoretical Physics Central Visayan Institute Foundation, Jagna, Bohol, Philippines

    Christopher C. Bernido

  2. Research Center for Theoretical Physics Central Visayan Institute Foundation, Jagna, Bohol, Philippines

    Maria Victoria Carpio-Bernido

  3. Fachbereich Mathematik, Technische Universität Kaiserslautern, Kaiserslautern, Germany

    Martin Grothaus

  4. Department of Mathematics and Physics, University of Reading, Reading, United Kingdom

    Tobias Kuna

  5. Departamento de Ciências e Tecnologia, Universidade Aberta, Lisbon, Portugal

    Maria João Oliveira

  6. Universidade da Madeira Faculdade de Ciências Exatas e da Engenharia, Funchal, Madeira, Portugal

    José Luís da Silva

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Bornales, J., Cabahug, C., Baybayon, R., Bantayan, S., Gemao, B. (2016). Computer Simulations of Self-Repelling Fractional Brownian Motion. In: Bernido, C., Carpio-Bernido, M., Grothaus, M., Kuna, T., Oliveira, M., da Silva, J. (eds) Stochastic and Infinite Dimensional Analysis. Trends in Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-07245-6_5

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