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.     

Nonlinear frequency response analysis: a recent review and perspectives

The nonlinear frequency response analysis (NFRA) can be seen as an extension of electrochemical impedance spectroscopy. NFRA gives a full and detailed representation of the system response and can establish a connection between model parameters and the experimentally observed phenomena. In this article, different theoretical NFRA approaches and the most recent application examples are discussed. A simple electrochemical example is used to showcase the benefits and disadvantages of analyzing the system response by using different approaches. In addition, it was shown how to extract experimental harmonic values and analyze them.     

Sensitivity analysis for discrete optimal control problems

We present local sensitivity analysis for discrete optimal control problems with varying endpoints in the case when the customary regularity of boundary conditions can be violated. We study the behavior of the optimal solutions subject to parametric perturbations of the problem.     

Three Electrons in a Two-Dimensional Parabolic Trap: The Relative Motion Solution

In agreement with the Kohn theorem the relative motion (rel) of three electrons in a two-dimensional parabolic trap separates from the centre-of-mass (CM) motion. By introducing new coordinates the Hamiltonian for relative motion in the approximation of non-interacting electrons can be taken to the normal form. The eigenstates of the normalized Hamiltonian are products of the Fock-Darwin states for normal modes. The energy levels for relative motion are obtained by diagonalizing the exact Hamiltonian in the eigenbasis for the non-interacting case. In this basis the interaction matrix elements can be obtained in the analytical form. Since the rank of the Hamiltonian matrix is significantly reduced, the calculations are faster and more accurate than those for the full (CM + rel) motion. This advantage is especially important for the calculations of excited states and the analysis of energy spectra.