Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Supersymmetric theory of stochastic dynamicsSupersymmetric theory of stochastic dynamics or stochastics (STS) is an exact theory of stochastic (partial) differential equations (SDEs), the class of mathematical models with the widest applicability covering, in particular, all continuous time dynamical systems, with and without noise. The main utility of the theory from the physical point of view is a rigorous theoretical explanation of the ubiquitous spontaneous long-range dynamical behavior that manifests itself across disciplines via such phenomena as 1/f, flicker, and crackling noises and the power-law statistics, or Zipf's law, of instantonic processes like earthquakes and neuroavalanches.
Itô's lemmaIn mathematics, Itô's lemma or Itô's formula (also called the Itô-Doeblin formula, especially in the French literature) is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule. It can be heuristically derived by forming the Taylor series expansion of the function up to its second derivatives and retaining terms up to first order in the time increment and second order in the Wiener process increment.
Itô calculusItô calculus, named after Kiyosi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential equations. The central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators are now stochastic processes: where H is a locally square-integrable process adapted to the filtration generated by X , which is a Brownian motion or, more generally, a semimartingale.
Electron mobilityIn solid-state physics, the electron mobility characterises how quickly an electron can move through a metal or semiconductor when pulled by an electric field. There is an analogous quantity for holes, called hole mobility. The term carrier mobility refers in general to both electron and hole mobility. Electron and hole mobility are special cases of electrical mobility of charged particles in a fluid under an applied electric field. When an electric field E is applied across a piece of material, the electrons respond by moving with an average velocity called the drift velocity, .
Quadratic variationIn mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and other martingales. Quadratic variation is just one kind of variation of a process. Suppose that is a real-valued stochastic process defined on a probability space and with time index ranging over the non-negative real numbers. Its quadratic variation is the process, written as , defined as where ranges over partitions of the interval and the norm of the partition is the mesh.
SemimartingaleIn probability theory, a real valued stochastic process X is called a semimartingale if it can be decomposed as the sum of a local martingale and a càdlàg adapted finite-variation process. Semimartingales are "good integrators", forming the largest class of processes with respect to which the Itô integral and the Stratonovich integral can be defined. The class of semimartingales is quite large (including, for example, all continuously differentiable processes, Brownian motion and Poisson processes).
Interstitial defectIn materials science, an interstitial defect is a type of point crystallographic defect where an atom of the same or of a different type, occupies an interstitial site in the crystal structure. When the atom is of the same type as those already present they are known as a self-interstitial defect. Alternatively, small atoms in some crystals may occupy interstitial sites, such as hydrogen in palladium.
MicroscopeA microscope () is a laboratory instrument used to examine objects that are too small to be seen by the naked eye. Microscopy is the science of investigating small objects and structures using a microscope. Microscopic means being invisible to the eye unless aided by a microscope. There are many types of microscopes, and they may be grouped in different ways.
Crystallographic defectA crystallographic defect is an interruption of the regular patterns of arrangement of atoms or molecules in crystalline solids. The positions and orientations of particles, which are repeating at fixed distances determined by the unit cell parameters in crystals, exhibit a periodic crystal structure, but this is usually imperfect. Several types of defects are often characterized: point defects, line defects, planar defects, bulk defects. Topological homotopy establishes a mathematical method of characterization.
Optical microscopeThe optical microscope, also referred to as a light microscope, is a type of microscope that commonly uses visible light and a system of lenses to generate magnified images of small objects. Optical microscopes are the oldest design of microscope and were possibly invented in their present compound form in the 17th century. Basic optical microscopes can be very simple, although many complex designs aim to improve resolution and sample contrast. The object is placed on a stage and may be directly viewed through one or two eyepieces on the microscope.
IrradiationIrradiation is the process by which an object is exposed to radiation. An irradiator is a device used to expose an object to radiation, notably gamma radiation, for a variety of purposes. Irradiators may be used for sterilizing medical and pharmaceutical supplies, preserving foodstuffs, alteration of gemstone colors, studying radiation effects, eradicating insects through sterile male release programs, or calibrating thermoluminescent dosimeters (TLDs). The exposure can originate from various sources, including natural sources.
Field electron emissionField electron emission, also known as field emission (FE) and electron field emission, is emission of electrons induced by an electrostatic field. The most common context is field emission from a solid surface into a vacuum. However, field emission can take place from solid or liquid surfaces, into a vacuum, a fluid (e.g. air), or any non-conducting or weakly conducting dielectric. The field-induced promotion of electrons from the valence to conduction band of semiconductors (the Zener effect) can also be regarded as a form of field emission.
Auger electron spectroscopyAuger electron spectroscopy (AES; pronounced oʒe in French) is a common analytical technique used specifically in the study of surfaces and, more generally, in the area of materials science. It is a form of electron spectroscopy that relies on the Auger effect, based on the analysis of energetic electrons emitted from an excited atom after a series of internal relaxation events. The Auger effect was discovered independently by both Lise Meitner and Pierre Auger in the 1920s.
ElectronThe electron (_Electron or _beta-) is a subatomic particle with a negative one elementary electric charge. Electrons belong to the first generation of the lepton particle family, and are generally thought to be elementary particles because they have no known components or substructure. The electron's mass is approximately 1/1836 that of the proton. Quantum mechanical properties of the electron include an intrinsic angular momentum (spin) of a half-integer value, expressed in units of the reduced Planck constant, ħ.
Transmission electron microscopyTransmission electron microscopy (TEM) is a microscopy technique in which a beam of electrons is transmitted through a specimen to form an image. The specimen is most often an ultrathin section less than 100 nm thick or a suspension on a grid. An image is formed from the interaction of the electrons with the sample as the beam is transmitted through the specimen. The image is then magnified and focused onto an imaging device, such as a fluorescent screen, a layer of photographic film, or a sensor such as a scintillator attached to a charge-coupled device.
Electron microscopeAn electron microscope is a microscope that uses a beam of electrons as a source of illumination. They use electron optics that are analogous to the glass lenses of an optical light microscope. As the wavelength of an electron can be up to 100,000 times shorter than that of visible light, electron microscopes have a higher resolution of about 0.1 nm, which compares to about 200 nm for light microscopes.
Electron-beam processingElectron-beam processing or electron irradiation (EBI) is a process that involves using electrons, usually of high energy, to treat an object for a variety of purposes. This may take place under elevated temperatures and nitrogen atmosphere. Possible uses for electron irradiation include sterilization, alteration of gemstone colors, and cross-linking of polymers. Electron energies typically vary from the keV to MeV range, depending on the depth of penetration required.
Scanning electron microscopeA scanning electron microscope (SEM) is a type of electron microscope that produces images of a sample by scanning the surface with a focused beam of electrons. The electrons interact with atoms in the sample, producing various signals that contain information about the surface topography and composition of the sample. The electron beam is scanned in a raster scan pattern, and the position of the beam is combined with the intensity of the detected signal to produce an image.
