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(1). (2). Brownian flights. A.Batakis (1), P.Levitz (2), M.Zinsmeister (1) (2). [email protected] Collaboration : D. GREBENKOV, B. SAPOVAL Funded by : ANR Mipomodim,. 1)The physics of the problem.

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Brownian flights

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Brownian flights



Brownian flights

A.Batakis (1), P.Levitz (2), M.Zinsmeister (1) (2)

[email protected]



Funded by: ANR Mipomodim,

Brownian flights

1)The physics of the problem.

Brownian flights

The polymers that possess electrical charges (polyelectrolytes) are soluble in the water because of the hydrogen bondings.

The water molecules exhibit a dynamics made of adsorptions (due to hydrogen bondings) on the polymers followed by Brownian diffusions in the liquid.

General theme of this work: rely the statistics of the Brownian flights to the geometry of the polymers.

Brownian flights

Simulation of an hydrogen bond:

Brownian flights

Polymers and colloids in suspension exhibit rich and fractal geometry:

Brownian flights

Mathematical modelling of the first flight:

We consider a surface or a curve which is fractal up to a certain scale, typically a piecewise affine approximation of a self-affine curve or surface.

We then choose at random with uniform law an affine piece and consider a point in the complement of the surface nearby this piece.

We then start a Brownian motion from this point stopped when it hits back the surface and consider the length and duration of this flight.

Brownian flights

First passage statistics for


Brownian flights over a fractal nest:

P.L et al; P.R.L. (May 2006)

Brownian flights

Brownian Exponants exponents: Influence of the surface roughness:

Self similarity/ Self affinity(D. Grebenkov, K.M. Kolwankar, B. Sapoval, P. Levitz)



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(1<dsurface<2 with dambiant=3)

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Relaxation methods in NMR allow to measure the statistics of flights:

If we want to make experiments one problem immediately arises:

How to be sure that it is the first flight?

One solution: to use molecules that are non-fractal

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First Test: Probing a Flat Surface

AFM Observations

An negatively charged particle

P.L et al Langmuir (2003)

Experiments versus analytical model for flat interfaces


Laponite Glass at C= 4% w/w


P.L. et al Europhysics letters, (2005), P.L. J. Phys: Condensed matter (2005)

Brownian flights

Water NMR relaxation


Dilute suspension of Imogolite colloids

Brownian flights

Magnetic Relaxation Dispersion of Lithium Ion in Solution of DNADNA from Calf Thymus(From B. Bryant et al, 2003)


Brownian flights

2) A simple 2D model.

We consider a simple 2D model for which we can rigorously derive the statistics of flights.

In this model the topological structure of the level lines of the distance-to-the-curve function is trivial.

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Case of the second flight:

It is likely that there is an invariant measure equivalent with harmonic measure

Brownian flights


Brownian flights




General case: we want to compare the probability P(u,v,U) that a Brownian path started at u touches the red circle of center v and radius half the distance from v to the boundary of U before the boundary of U with its analogue P(v,u,U)

Brownian flights

This last result is not true in d=2 without some extra condition. But we are going to assume this condition anyhow to hold in any dimension since we will need it for other purposes.

In dimension d it is well-known that sets of co-dimension greater or equal to 2 are not seen by Brownian motion. For the problem to make sense it is thus necessary to assume that the boundary is uniformly « thick ». This condition is usually defined in terms of capacity. It is equivalent to the following condition:

Brownian flights

Every open subset in the d-dimensional space can be partitionned (modulo boundaries) as a union of dyadic cubes such that:

(Whitney decomposition)

For all integers j we define Wj =the number of Whitney cubes of order j.

Brownian flights

We now wish to relate the numbers Wj to numbers related to Minkowski dimension.

For a compact set E and k>0 we define Nk as the number of (closed) dyadic cubes of order k that meet E.

Brownian flights

This gives a rigourous justification of the results of the simulations in the case of the complement of a closed set of zero Lebesgue measure.

For the complement of a curve in 2D in particular, it gives the result if we allow to start from both sides.

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Relation time-length:

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4) Self-avoiding Walks

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Definition of SAW

Brownian flights


Brownian flights

Self-Avoiding Walk,



Brownian flights

A pair (U,E) where U is a domain and E its boundary is said to be porous if for every x in E and r>0 (r<diam(E)) B(x,r) contains a ball of radius >cr also included in U.


Brownian flights

If the pair (U,E) is porous it is obvious that the numbers Wj and Nj are essentially the same.

Problem: the domain left to a SAW is not porous.

Brownian flights

It is believed that the SAW is the same as SLE8/3. Definition of SLE:

Let Ut be the set of points in the upper half-plane for which the life-time is >t. gt is a holomorphic bijection between Ut and the UHP.

Rohde and Schramm have shown that for kappa less or equal to 4, UHP\ Ut is a simple curve.

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Tom Kennedy

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Theorem (Beffara, Rohde-Schramm): The dimension of the SLEkappa curve is 1+kappa/8.

Theorem (Rohde-Schramm): The conformal mapping from UHP onto Ut is Holder continuous (we say that Ut is a Holder domain).

Brownian flights

A Holder domain is weakly porous in the following sense:

If B(x,2-j) is a ball centered at the boundary then the intersection of this ball with the domain contains a Whitney square of order less than j+Cln(j).

As a corollary we can compare the Minkowski and Whitney numbers in the case of Holder domains:

Brownian flights


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