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Effect of finite sampling time on estimation of Brownian fluctuation

Published online by Cambridge University Press:  12 February 2015

Shahram Pouya ,
Di Liu  and
Manoochehr M. Koochesfahani
Shahram Pouya*
Affiliation:
Department of Mechanical Engineering, Michigan State University, East Lansing, MI 48824, USA
Di Liu
Affiliation:
Department of Mathematics, Michigan State University, East Lansing, MI 48824, USA
Manoochehr M. Koochesfahani
Affiliation:
Department of Mechanical Engineering, Michigan State University, East Lansing, MI 48824, USA
*
†Email address for correspondence: pouya@egr.msu.edu
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Abstract

We present a study of the effect of finite detector integration/exposure time $E$, in relation to interrogation time interval ${\rm\Delta}t$, on analysis of Brownian motion of small particles using numerical simulation of the Langevin equation for both free diffusion and hindered diffusion near a solid wall. The simulation result for free diffusion recovers the known scaling law for the dependence of estimated diffusion coefficient on $E/{\rm\Delta}t$, i.e. for $0\leqslant E/{\rm\Delta}t\leqslant 1$ the estimated diffusion coefficient scales linearly as $1-(E/{\rm\Delta}t)/3$. Extending the analysis to the parameter range $E/{\rm\Delta}t\geqslant 1$, we find a new nonlinear scaling behaviour given by $(E/{\rm\Delta}t)^{-1}[1-((E/{\rm\Delta}t)^{-1})/3]$, for which we also provide an exact analytical solution. The simulation of near-wall diffusion shows that hindered diffusion of particles parallel to a solid wall, when normalized appropriately, follows with a high degree of accuracy the same form of scaling laws given above for free diffusion. Specifically, the scaling laws in this case are well represented by $1-((1+{\it\epsilon})(E/{\rm\Delta}t))/3$, for $E/{\rm\Delta}t\leqslant 1$, and $(E/{\rm\Delta}t)^{-1}[1-((1+{\it\epsilon})(E/{\rm\Delta}t)^{-1})/3]$, for $E/{\rm\Delta}t\geqslant 1$, where the small parameter ${\it\epsilon}$ depends on the size of the near-wall domain used in the estimation of the diffusion coefficient and value of $E$. For the range of parameters reported in the literature, we estimate ${\it\epsilon}<0.03$. The near-wall simulations also show a bias in the estimated diffusion coefficient parallel to the wall even in the limit $E=0$, indicating an overestimation which increases with increasing time delay ${\rm\Delta}t$. This diffusion-induced overestimation is caused by the same underlying mechanism responsible for the previously reported overestimation of mean velocity in near-wall velocimetry.

JFM classification

Low-Reynolds-number flows: Low-Reynolds-number flows Micro-/Nano-fluid dynamics: Micro-/Nano-fluid dynamics Low-Reynolds-number flows: Stokesian dynamics
Type
Papers
Information
Journal of Fluid Mechanics , Volume 767 , 25 March 2015 , pp. 65 - 84
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Copyright
© 2015 Cambridge University Press 

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