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.     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

Fluid and diffusion limits for transient sojourn times of processor sharing queues with time varying rates

We provide an approximate analysis of the transient sojourn time for a processor sharing queue with time varying arrival and service rates, where the load can vary over time, including periods of overload. Using the same asymptotic technique as uniform acceleration as demonstrated in [12] and [13], we obtain fluid and diffusion limits for the sojourn time of the M_t/M_t/1 processor-sharing queue. Our analysis is enabled by the introduction of a “virtual customer” which differs from the notion of a “tagged customer” in that the former has no effect on the processing time of the other customers in the system. Our analysis generalizes to non-exponential service and interarrival times, when the fluid and diffusion limits for the queueing process are known.     

条件愈苦,意志愈坚 --记王淦昌早年的科研活动

文章介绍了中国物理学家王淦昌早期的科研工作，特别是在抗日战争时期的科研成绩．王淦昌早期的科研贡献并不是在先进的实验仪器上，在条件优裕的实验室内完成的，而是在实验设备缺乏，科学文献不足等极端困难的环境中完成的．从王淦昌身上，可以看到那个时代中国优秀科学家脚踏实地、执志若金的奋斗精神．     

TRANILAST ^1H^13CNMR谱分析及其结构的鉴定

本文用COSY,CHCOR等二维核磁共振技术对TRANILAST,2[]3-(3.4-二甲基苯基)1-氧代-2-丙烯基]氨基]苯甲到进行了~1H、~(13)C NMR谱数据分析及归属,并结合~(13)C弛豫时间T_1 及变温实验对合成产品进行了结构鉴定.     

A fluid system with coupled input and output,and its application to bottlenecks in ad hoc networks

This paper studies a fluid queue with coupled input and output. Flows arrive according to a Poisson process, and when n flows are present, each of them transmits traffic into the queue at a rate c/(n+1), where the remaining c/(n+1) is used to serve the queue. We assume exponentially distributed flow sizes, so that the queue under consideration can be regarded as a system with Markov fluid input. The rationale behind studying this queue lies in ad hoc networks: bottleneck links have roughly this type of sharing policy. We consider four performance metrics: (i) the stationary workload of the queue, (ii) the queueing delay, i.e., the delay of a ‘packet’ (a fluid particle) that arrives at the queue at an arbitrary point in time, (iii) the flow transfer delay, i.e., the time elapsed between arrival of a flow and the epoch that all its traffic has been put into the queue, and (iv) the sojourn time, i.e., the flow transfer time increased by the time it takes before the last fluid particle of the flow is served. For each of these random variables we compute the Laplace transform. The corresponding tail probabilities decay exponentially, as is shown by a large-deviations analysis. F. Roijers’ work has been carried out partly in the SENTER-NOVEM funded project Easy Wireless.     

Inflationary Cosmological Models Without Restrictions on a Scalar Field Potential

A new strategy of exact solutions construction in inflationary cosmology within the self-interacting scalar field theory is proposed. It is shown that inflationary models have no restrictions dictated by the slow-roll approximation on the self-interacting potential. The suggested approach makes it possible to compute precisely the e-folds numbers in inflationary scenarios. The scalar field with a logarithmic evolution in time is analyzed in details. Other possible types of scalar field evolution are discussed.     

Physicochemical studies on hydrophobic PEO‐PPO‐PEO triblock copolymer micelles in SDS micellar environment

The shape, size, aggregation, hydration, and correlation times of water insoluble PEO‐PPO‐PEO triblock copolymer micelles with sodium dodecylsulfate (SDS) micelles were investigated using transport studies and dynamic light scattering technique. From the conductance of micellar solutions of the polymer in 25 mM SDS and 5 mM NaCl, the hydration of polymer micelles were determined using the principle of obstruction of electrolyte migration by the polymer. The asymmetry of the micellar particles of polymer and polymer‐SDS mixed micellar systems in 5 mM NaCl and their average axial ratios were calculated using intrinsic viscosity and hydration data obeying Simha–Einstein equation. Hydration number and micellar sizes were variable with temperature. The shape of the polymer micelles has been ellipsoidal rather than spherical. The micellar volume, hydrodynamic radius, radius of gyration, diffusional coefficients as well as translational, rotational and effective correlation times have been calculated from the absolute values of the axes. The partial molal volume of polymer micelles has also been determined and its comparison with the molar volume of pure polymer suggested a volume contraction due to immobilization of the water phase by the hydrophilic head groups of the polymer. The thermodynamic activation parameters for viscous flow favor a more ordered water structure around polymer micelles at higher temperatures. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 2410–2420, 2007     

Theoretical STM images of alkaline-earth metal adsorbed Si(1 1 1)3 × 2 surfaces

We have performed total-energy calculations to study theoretical scanning tunneling microscopy (STM) images of the Si(1 1 1)3 × 2 surfaces induced by the adsorption of alkaline-earth metals (AEMs). Previously, in a series of works on Ba/Si(1 1 1) system, we have found that the observed Si(1 1 1)3 × 1-Ba LEED phase indeed has a 3 × 2 periodicity with a Ba coverage of 1/6 ML and the HCC substrate structure. Based on results of the Ba case, we proposed that the HCC structure is also adopted for other AEM atoms, which was confirmed by our recent work. In this paper, we mainly report the STM simulations for different AEM systems to compare with existing experimental data. We discuss the difference in the detailed STM images for different AEM adsorbates. Especially, the difference in filled-state images between Mg and other AEM atoms is attributed to the strong Mg-Si interaction.     

First-passage times in a critical stochastic model

Average first-passage times for a single-variable stochastic model with a critical fixed point at the origin are computed by exact enumeration. The numerical measurements show excellent agreement with analytical results. The scaling function approaches the predicted asymptotic dependence.