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.     

Novel,organosoluble, light‐colored fluorinated polyimides based on 2,2′‐bis(4‐amino‐2‐trifluoromethylphenoxy)biphenyl or 2,2′‐bis(4‐amino‐2‐trifluoromethylphenoxy)‐1,1′‐binaphthyl

Two series of fluorinated polyimides were prepared from 2,2′‐bis(4‐amino‐2‐trifluoromethylphenoxy)biphenyl ( 2 ) and 2,2′‐bis(4‐amino‐2‐trifluoromethylphenoxy)‐1,1′‐binaphthyl ( 4 ) with various aromatic dianhydrides via a conventional, two‐step procedure that included a ring‐opening polyaddition to give poly(amic acid)s, followed by chemical or thermal cyclodehydration. The inherent viscosities of the polyimides ranged from 0.54 to 0.73 and 0.19 to 0.36 dL/g, respectively. All the fluorinated polyimides were soluble in many polar organic solvents, such as N,N‐dimethylacetamide and N‐methylpyrrolidone, and afforded transparent and light‐colored films via solution‐casting. These polyimides showed glass‐transition temperatures in the ranges of 222–280 and 257–351 °C by DSC, softening temperatures in the range of 264–301 °C by thermomechanical analysis, and a decomposition temperature for 10% weight loss above 520 °C both in nitrogen and air atmospheres. The polyimides had low moisture absorptions of 0.23–0.58%, low dielectric constants of 2.84–3.61 at 10 kHz, and an ultraviolet–visible absorption cutoff wavelength at 351–434 nm. Copolyimides derived from the same dianhydrides with an equimolar mixture of 4,4′‐oxydianiline and diamine 2 or 4 were also prepared and characterized. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2416–2431, 2004     

Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

Stationary Intensity Distribution of Single-Mode Laser Driven by Additive and Multiplicative Colored Noises with Colored Cross-Correlation

Applying the approximate Fokker-Planck equation we derived, we obtain the analytic expression of thestationary laser intensity distribution Pst(Ⅰ) by studying the single-mode laser cubic model subject to colored cross-correlation additive and multiplicative noise, each of which is colored. Based on it, we discuss the effects on the stationarylaser intensity distribution Pst(Ⅰ) by cross-correlation between noises and “color“ of noises (non-Markovian effect) whenthe laser system is above the threshold. In detail, we analyze two cases: One is that the three correlation-times (i.e.the self-correlation and cross-correlation times of the additive and multiplicative noise) are chosen to be the same value(τ1 = τ2 = τ3 = τ). For this case, the effect of noise cross-correlation is investigated emphatically, and we detect thatonly when λ≠ 0 can the noise-induced transition occur in the Pst(Ⅰ) curve, and only when τ≠ 0 and λ≠ 0, can the“reentrant noise-induced transition“ occur. The other case is that the three correlation times are not the same value,τ1 ≠τ2 ≠τ3. For this case, we find that the noise-induced transition occurring in the Pst (Ⅰ) curve is entirely differentwhen the values of τ1, τ2, and τ3 are changed respectively. In particular, when τ2 (self-correlation time of additivenoise) is changing, the ratio of the two maximums of the Pst(Ⅰ) curve R exhibits an interesting phenomenon, “reentrantnoise-induced transition“, which demonstrates the effect of noise “color“ (non-Markovian effect).     

The projection approach to the Fokker-Planck equation. I. Colored Gaussian noise

It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator into a perturbation ₁ and an unperturbed part ₀. The standard Fokker-Planck structure is recovered at the second order in ₁, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in ₁ the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time, a resummation up to infinite order in must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in ₁, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in ₁ vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case to exact results for the steady-state distributions. Therefore, over the whole range 0 the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in ₁ vanish. In the short- region the LL leads to results virtually coincident with those of the BFPA. In the large- region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation.     

Uniform random colored complexes

We present here random distributions on (D + 1)‐edge‐colored, bipartite graphs with a fixed number of vertices 2p. These graphs encode D‐dimensional orientable colored complexes. We investigate the behavior of those graphs as p→∞. The techniques involved in this study also yield a Central Limit Theorem for the genus of a uniform map of order p, as p→∞.     

带加法白噪声的随机Boussinesq方程组的解的渐近行为

考虑速度和温度同时在加法白噪声扰动下的随机Boussinesq方程组的解的渐近特征.可以接轨道得到该随机方程组的唯一解,并可以验证该解生成随机动力系统,进而证明了该随机动力系统存在随机吸引子.