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(1). (2). Brownian flights. A.Batakis (1), P.Levitz (2), M.Zinsmeister (1) (2). zins@math.cnrs.fr. 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

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




Funded by: ANR Mipomodim,

1)The physics of the problem.

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.

Simulation of an hydrogen bond:

Polymers and colloids in suspension exhibit rich and fractal geometry:

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.

First passage statistics for


Brownian flights over a fractal nest:

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

Brownian Exponants exponents: Influence of the surface roughness:

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





(1<dsurface<2 with dambiant=3)

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

First Test: Probing a Flat Surface

AFM Observations

An negatively charged particle

P.L et al Langmuir (2003)


Laponite Glass at C= 4% w/w


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

Water NMR relaxation


Dilute suspension of Imogolite colloids

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


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.

Case of the second flight:

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





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)

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:

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.

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.

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.

Relation time-length:

4) Self-avoiding Walks

Definition of SAW


Self-Avoiding Walk,



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.


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.

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.



Tom Kennedy

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).

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:


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