Properties of bounded stochastic processes employed in biophysics

Abstract

Realistic stochastic modeling is increasingly requiring the use of bounded noises. In this work, properties and relationships of commonly employed bounded stochastic processes are investigated within a solid mathematical ground. Four families are object of investigation: the Sine-Wiener (SW), the Doering–Cai–Lin (DCL), the Tsallis–Stariolo–Borland (TSB), and the Kessler–Sørensen (KS) families. We address mathematical questions on existence and uniqueness of the processes defined through Stochastic Differential Equations, which often conceal non-obvious behavior, and we explore the behavior of the solutions near the boundaries of the state space. The expression of the time-dependent probability density of the Sine-Wiener noise is provided in closed form, and a close connection with the Doering–Cai–Lin noise is shown. Further relationships among the different families are explored, pathwise and in distribution. Finally, we illustrate an analogy between the Kessler–Sørensen family and Bessel processes, which allows to relate the respective local times at the boundaries.     

Aharonov–Bohm effect for bound states on spin-0 massive charged particles in a Gödel-type space–time with Coulomb potential

In this paper, we investigate the relativistic quantum dynamics of spin-0 massive charged particles in a Gödel-type space–time with electromagnetic interactions. We derive the radial wave equation of the Klein–Gordon equation with an internal magnetic flux field and Coulomb-type potential in the Som–Raychaudhuri space–time with cosmic string. We solve this equation and analyze the analog effect in relation to the Aharonov–Bohm effect for bound states.     

Asymptotic convergence of solutions for Laplace reaction–diffusion equations

We study the initial–boundary value problem for a Laplace reaction–diffusion equation. After constructing local solutions by using the theory of abstract degenerate evolution equations of parabolic type, we show asymptotic convergence of bounded global solutions if they exist under the assumption that the reaction function is analytic in neighborhoods of their $\omega$-limit sets. Reduction of degenerate evolution equation to multivalued evolution equation enables us to use the theory of the infinite-dimensional Łojasiewicz–Simon gradient inequality.     

Analytical and numerical studies for Seiches in a closed basin with bottom friction

A standing wave oscillation in a closed basin, known as a seiche, could cause destruction when its period matches the period of another wave generated by external forces such as wind, quakes, or abrupt changes in atmospheric pressure. It is due to the resonance phenomena that allow waves to have higher amplitude and greater energy, resulting in damages around the area. One condition that might restrict the resonance from occurring is when the bottom friction is present. Therefore, a modified mathematical model based on the shallow water equations will be used in this paper to investigate resonance phenomena in closed basins and to analyze the effects of bottom friction on the phenomena. The study will be conducted for several closed basin shapes. The model will be solved analytically and numerically in order to determine the natural resonant period of the basin, which is the period that can generate a resonance. The computational scheme proposed to solve the model is developed using the staggered grid finite volume method. The numerical scheme will be validated by comparing its results with the analytical solutions. As a result of the comparison, a rather excellent compatibility between the two results is achieved. Furthermore, the impacts that the friction coefficient has on the resonance phenomena are evaluated. It is observed that in the prevention of resonances, the bottom friction provides the best performance in the rectangular type while functioning the least efficient in the triangular basin. In addition, non-linearity effect as one of other factors that provide wave restriction is also considered and studied to compare its effect with the bottom friction effect on preventing resonance.     

非齐次动力学方程的一种精细积分单步方法

针对非齐次动力学方程■,结合精细积分法和微分求积法,利用同阶的显式龙格-库塔法对计算过程中待求的v_(k+i/s)(i=1,2,…,s)进行预估,提出了一种避免状态矩阵求逆的高效精细积分单步方法。该方法采用精细积分法计算e~(Ht),而Duhamel积分项采用s级s阶的时域微分求积法,计算格式统一且易于编程,可灵活实现变阶变步长。仿真结果表明,与其他单步法及预估校正-辛时间子域法进行数值比较,该方法具有高精度、高效率及良好的稳定性,在求解大规模动力系统时间响应问题中具有较大的优势。