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.     

An interior–exterior Schwarz algorithm and its convergenceUn algorithme de Schwarz intérieur–extérieur et sa convergence

In this work we study the solution of Laplace's equation in a domain with holes by an iteration consisting of splitting the problem in an exterior one, around the holes, plus an interior problem in the unholed domain. We show the existence of a decomposition of the solution when the exterior problem is represented by means of a single-layer protential. Also, for the three-dimensional case and with some adjustments for the two-dimensional case, we prove convergence of the method by writing the iteration as a Jacobi iteration for an operator equation and studying the spectrum of the iteration operator. To cite this article: R. Celorrio et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 923–926.     

Spectrofluorimetric Method for the Determination of Aluminum with Alizarin Red PS

 A simple and direct spectrofluorimetric method has been developed for the determination of aluminum using alizarin red PS (1,2,4-trihydroxy 9,10-anthraquinone-3-sulfonic acid). The method is based on the strong fluorescence (480/564 nm) of Al³⁺ and alizarin red. Experimental parameters such as pH, concentration of the ligand, ionic strength of the solution, reaction time and temperature were optimized in order to maximize the analytical signal. Interferences of several ions (anions and cations) were studied and evaluated. The linear range of the method extends from 3 to 100 μg L⁻¹. Limit of detection (3s_b) was 0.9 μg L⁻¹. The method was tested with a silicate certified reference material. Interferences were eliminated by a liquid extraction with cupferron. Author for correspondence. E-mail: aucelior@rdc.puc-rio.br Received September 10, 2002; accepted January 15, 2003 Published online May 5, 2003     

Lagrangian flows: The dynamics of globally minimizing orbits

The objective of this note is to present some results, to be proved in a forthcoming paper, about certain special solutions of the Euler-Lagrange equations on closed manifolds. Our main results extend to time dependent periodic Lagrangians with minor modifications.We have chosen the autonomous case because this formally simpler framework allows to reach more easily the core of our concepts and results. Moreover the autonomous case exhibits certain special features involving the energy as a first integral that deserve special attention. They are closely related to the link found by Carneiro [C] between the energy and Mather's action function [Ma].Reprinted by permission of Addison Wesley Longman Ltd.     

A branching process model for sand avalanches

An analytically solvable model for sand avalanches of noninteracting grains of sand, based on the Chapman-Kolmogorov equations, is presented. For a single avalanche, distributions of lifetimes, sizes of overflows and avalanches, and correlation functions are calculated. Some of these are exponentials, some are power laws. Spatially homogeneous distributions of avalanches are also studied. Computer simulations of avalanches of interacting grains of sand are compared to the solutions to the Chapman-Kolmogorov equations. We find that within the range of parameters explored in the simulation, the approximation of noninteracting grains of sand is a good one.