Brownian motor Brownian motor Brownian motors are nano-scale or molecular devices by which thermally activated processes (chemical reactions) are controlled and used to generate directed motion in space and to do mechanical or electrical work. These tiny engines operate in an environment where viscosity dominates inertia, and where thermal noise makes moving in a specific direction as difficult as walking in a hurricane: the forces impelling these motors in the desired direction are minuscule in comparison with the random forces exerted by the environment. Because this type of motor is so strongly dependent on random thermal noise, Brownian motors are feasible only
Fractional Brownian motion Suppose we want to simulate the values of the "fBM" at times formula_12 using the Cholesky decomposition method. In order to compute formula_15, we can use for instance the Cholesky decomposition method. An alternative method uses the eigenvalues of formula_16: Note that the result is real-valued because formula_36. Note that since the eigenvectors are linearly independent, the matrix formula_39 is invertible. It is also known that where "B" is a standard Brownian motion and Where formula_47 is the Euler hypergeometric integral. Say we want to simulate an "fBm" at points formula_48. The integral may be efficiently computed by Gaussian quadrature.