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dc.contributor.authorVolpe, Giorgio.en_US
dc.contributor.authorVolpe, Giovanni.en_US
dc.date.accessioned2016-02-08T11:56:03Z
dc.date.available2016-02-08T11:56:03Z
dc.date.issued2014en_US
dc.identifier.issn0277-786X
dc.identifier.urihttp://hdl.handle.net/11693/27541
dc.description.abstractSome randomness is present in most phenomena, ranging from biomolecules and nanodevices to financial markets and human organizations. However, it is not easy to gain an intuitive understanding of such stochastic phenomena, because their modeling requires advanced mathematical tools, such as sigma algebras, the Itô formula and martingales. Here, we discuss a simple finite difference algorithm that can be used to gain understanding of such complex physical phenomena. In particular, we simulate the motion of an optically trapped particle that is typically used as a model system in statistical physics and has a wide range of applications in physics and biophysics, for example, to measure nanoscopic forces and torques. © 2014 SPIE, OSA, IEEE, ICO.en_US
dc.language.isoEnglishen_US
dc.source.titleProceedings of SPIE - The International Society for Optical Engineeringen_US
dc.relation.isversionofhttp://dx.doi.org/10.1117/12.2070777en_US
dc.subjectBrownian motionen_US
dc.subjectOptical forcesen_US
dc.subjectStochastic differential equationsen_US
dc.subjectBrownian movementen_US
dc.subjectDifferential equationsen_US
dc.subjectFinancial marketsen_US
dc.subjectPhotonicsen_US
dc.subjectFinite-difference algorithmsen_US
dc.subjectForces and torquesen_US
dc.subjectIntuitive understandingen_US
dc.subjectPhysical phenomenaen_US
dc.subjectStatistical physicsen_US
dc.subjectStochastic systemsen_US
dc.titleNumerical simulation of optically trapped particlesen_US
dc.typeConference Paperen_US
dc.departmentDepartment of Physics
dc.citation.spage92890I-1
dc.citation.epage92890I-6
dc.citation.volumeNumber9289en_US
dc.identifier.doi10.1117/12.2070777en_US
dc.publisherSPIEen_US


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