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.     

Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models

In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)^α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.     

Finslerian Extension of Lorentz Transformations and First-Order Censorship Theorem

Granted the post-Lorentzian relativistic kinematic transformations are described in the Finslerian framework, the uniformity between the actual light-velocity anisotropy change and the anisotropic deformation of measuring rods can be the reason proper for the null results of the Michelson-Morley-type experiments at the first-order level.     

广义Sierpinski集

本文考察了包括平面上的各种广义 Cantor集 ,Sierpinski集和包括某些连续不可微曲线在内的广义 Sierpinski集 .由相似变换 ,导出了它们的级数表达式 ,并利用它和字符串空间的对应关系 ,计算出它们的Hausdorff维数     

Mathematical modelling of the oxidation of nickel titanium alloys

A one-dimensional bulk reaction model for the oxidation of nickeltitanium is formulated, with preferential oxidation of titaniumbeing included. The modelling is directed at the better understandingof the dominant mechanisms involved in the oxidation processand their significance for the biocompatibility of the alloy.Two different regimes for the relative diffusivities of oxygenand the metals are investigated. By assuming fast bulk reactions,different asymptotic structures emerge in different parameterregimes and the resulting models take the form of moving boundaryproblems. Different profiles of nickel concentration are obtained:in particular a nickel-rich layer (observed in practice) ispresent below the oxide/metal interface for the case when oxygenand the metals diffuse at comparable rates.     

Group Representation of Relativistic Quantum Crystal Optics

A group representation of radiation propagation in an anisotropic medium is developed. The system of wave equations for electromagnetic potentials, obtained from the Maxwell equations with account for the constitutive equations, has been factorized. It is shown that the linear differential operator of the factorized system is orthogonal in transparent crystals and unitary in gyrotropic ones and is represented through the momentum operator. On the basis of the commutation relations for the components of this operator, the eigenvalue problem has been solved and the expression for the change in the radiant energy in the crystal in the form of spherical waves has been obtained. The dependences of the ray and phase velocities and the polarization vectors of waves on the birefringence anisotropy and gyrotropy as well as on the angular momentum, displacement current, and bound charge determining them have been analyzed. It has been established that in the general case of gyrotropic crystals where the nonreciprocity phenomenon takes place and in magnetoelectrics Maxwell equations are represented in a form similar to the Dirac equations and the electromagnetic radiation is correctly described by means of bispinors and is quantized as fermions.     

矩阵对角相似的图论判别法

本文证明了任意两个ｎ阶复矩阵Ａ和Ｂ为对角相似的充要条件是：它们有相同的伴随有向图，并且以此有向图为基础有向图，以Ａ和Ｂ的对应非零元素比值为弧权值的赋权有向图满足“无向圈平衡条件”。我们还给出了矩阵对角相似条件在非负矩阵谱理论研究中的一个应用。     

运动水平平板上混合对流的群论分析

本文用变换群理论对运动水平平板混合对流边界层流动的动量、能量和浓度扩散方程进行了分析，得到了与X4/(7-5n)成正比的壁面温度分布和浓度分布，同时壁面运动速度正比于X(3-n)／(7-5n)时存在相似性解．导出了相似性解方程，用四阶Runge－Kutta方法进行了计算，给出了Pr＝0．72　和Sc，K1，K2，K3参数下的速度、温度和浓度分布，得出了各参数对流场、温度场的影响。     

Crystal structure and magnetic ordering of RNi Si compounds

The element distributions and the magnetic ordering behaviour of compounds RNi₁₀Si₂ (R = Tb, Dy, Ho, Er, Tm) have been studied by neutron powder diffraction down to temperatures of 1.6 K. The compounds crystallize in an ordered variant of the ThMn₁₂ structure type in the tetragonal space group P4/nmm. An ordered 1:1 distribution of Ni and Si on sites 4d and 4e, respectively, corresponds to a modulation vector [0, 0, 1] with respect to the space group I4/mmm of the ThMn₁₂ structure. TbNi₁₀Si₂ orders antiferromagnetically below T _N = 4.5 K with a magnetic propagation vector of [0, 0, 1/2]. The magnetic Tb moments, 8.97(2) /Tb atom at 1.6 K, are aligned along the c-axis. The Ni sites in TbNi₁₀Si₂ do not carry any ordered magnetic moments. The compounds with R = Dy, Ho, Er, and Tm are paramagnetic down to 1.6 K and 3.0 K, respectively. Received 10 July 2002 / Received in final form 12 September 2002 Published online 29 October 2002     

最大无关组的判定定理及其它

本文给出了一个判定最大无关组的充要性定理及其证明．同时对用矩阵的行变换求最大无关组这一问题进行了点滴分析并介绍了一个解齐次线性方程组的简便方法。