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.     

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Ion implantation induced by Cu ablation at high laser fluence

High energy laser plasma-produced Cu ions have been implanted in silicon substrates placed at different distances and angles with respect to the normal to the surface of the ablated target. The implanted samples have been produced using the iodine high power Prague Asterix Laser System (PALS) using 438 nm wavelength irradiating in vacuum a Cu target. The high laser pulse energy (up to 230 J) and the short pulse duration (400 ps) produced a non-equilibrium plasma expanding mainly along the normal to the Cu target surface. Time-of-flight (TOF) technique was employed, through an electrostatic ion energy analyzer (IEA) placed along the target normal, in order to measure the ion energy, the ion charge state, the energy distribution and the charge state distribution. Ions had a Boltzmann energy distributions with an energy increasing with the charge state. At a laser fluence of the order of 6 × 10⁶ J/cm², the maximum ion energy was about 600 keV and the maximum charge state was about 27+.In order to investigate the implantation processes, Cu depth profiles have been performed with Rutherford backscattering spectrometry (RBS) of 1.5 MeV helium ions, Auger electron spectroscopy (AES) with 3 keV electron beam and 1 keV Ar sputtering ions in combination with scanning electron microscopy (SEM). Surface analysis results indicate that Cu ions are implanted within the first surface layers and that the ion penetration ranges are in agreement with the ion energy measured with IEA analysis.     

Positive and Nontrivial Solutions for the Urysohn Integral Equation

We establish new criteria for the existence of either positive or nonzero solutions of the Urysohn integral equation. We also discuss the existence of an interval of positive eigenvalues and sufficient conditions for the existence of at least a positive eigenvalue with a nonzero or positive eigenfunction for the Urysohn integral operator. Among others, we employ techniques based on fixed point index theory for compact maps, which are new for this type of equation.     

Unique satisfiability of Horn sets can be solved in nearly linear time

If a Horn set I has a single satisfying truth assignment or model then that model is said to be unique for I. The question of determining whether a unique model exists for a given Horn set I is shown to be solved in O((L)*L) time, where L is the sum of the lengths of the clauses in I and is the inverse Ackermann function. It is also shown that if LA*log (A) where A is the number of distinct proposition letters then unique satisfiability can be determined in O(L) time.     

Derivation of the k–ε model for locally homogeneous turbulence by homogenization techniques

We derive the incompressible and compressible k–ε model for locally homogeneous turbulence. The model is rigorously derived on formal mathematical grounds using the MPP modelling technique. This lets us calculate by either analytical or numerical means the closure constants of the model. To cite this article: T. Chacón Rebollo, D. Franco Coronil, C. R. Acad. Sci. Paris, Ser. I 337 (2003).