Quenched central limit theorem for the stochastic heat equation in weak disorder

We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical Wiener process $B$, whose (renormalized) Feynman-Kac solution describes the partition function of the continuous directed polymer. In an earlier work (\cite{MSZ16}), a phase transition was obtained, depending on the value of $\beta>0$ in the limiting object of the smoothened solution $u_\epsilon$ as the smoothing parameter $\epsilon\to 0$ This partition function naturally defines a quenched polymer path measure and we prove that as long as $\beta>0$ stays small enough while $u_\epsilon$ converges to a strictly positive non-degenerate random variable, the distribution of the diffusively rescaled Brownian path converges under the aforementioned polymer path measure to standard Gaussian distribution.Comment: Minor revisio

NMR interaction studies of Neu5Ac-α-(2,6)-Gal-β-(1-4)-GlcNAc with influenza-virus hemagglutinin expressed in transfected human cells

The emergence of escape-mutants of influenza hemagglutinin (HA) following vaccination compels the yearly re-formulation of flu vaccines. Since binding the sialic acid receptor remains in all cases essential for infection, small-molecule inhibitors of HA binding to sialic acid could be interesting therapeutic complements or alternatives to immuno-prophylaxis in the control of flu epidemics. In this work, we made use of NMR spectroscopy to study the interaction between a derivative of sialic acid (the Neu5Ac-\u3b1-(2,6)-Gal-\u3b2-(1-4)-GlcNAc trisaccharide) and HAs (H1 and H5) from human and avian strains of influenza virus, directly expressed on the surface of stable transfected 293 T human cells. The HAs were shown to retain their native trimeric conformation and binding properties. Exploiting the magnetization transfer between the proteins and the ligand, we obtained evidence of the binding event and mapped the (non-identical) sugar epitopes recognized by the two HA species. The rapid and reliable method for screening sialic acid-related HA ligands we have developed could yield useful information for an efficient drug design

Long-Term Safety of Anti-TNF Adalimumab in HBc Antibody-Positive Psoriatic Arthritis Patients: A Retrospective Case Series of 8 Patients

Immunosuppressive drugs commonly used in the treatment of psoriatic arthritis make patients more susceptible to viral, bacterial, and fungal infections because of their mechanism of action. They not only increase the risk of new infections but also act altering the natural course of preexisting infections. While numerous data regarding the reactivation of tuberculosis infection are available in the literature, poor information about the risk of reactivation or exacerbation of hepatitis viruses B and C infections during treatment with biologics has been reported. Furthermore, reported series with biological therapy included short periods of followup, and therefore, they are not adequate to verify the risk of reactivation in the long-term treatment. Our study evaluated patients with a history of hepatitis B and psoriatic arthritis treated with adalimumab and monitored up to six years. During the observation period, treatment was effective and well tolerated in all patients, and liver function tests and viral load levels remained unchanged

Numerical Schemes for Rough Parabolic Equations

This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0, 1) perturbed by a non-linear rough signal. It is the continuation of [8, 7], where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H \textgreater{} 1/3.Comment: Applied Mathematics and Optimization, 201

A numerical approach to copolymers at selective interfaces

We consider a model of a random copolymer at a selective interface which undergoes a localization/delocalization transition. In spite of the several rigorous results available for this model, the theoretical characterization of the phase transition has remained elusive and there is still no agreement about several important issues, for example the behavior of the polymer near the phase transition line. From a rigorous viewpoint non coinciding upper and lower bounds on the critical line are known. In this paper we combine numerical computations with rigorous arguments to get to a better understanding of the phase diagram. Our main results include: - Various numerical observations that suggest that the critical line lies strictly in between the two bounds. - A rigorous statistical test based on concentration inequalities and super-additivity, for determining whether a given point of the phase diagram is in the localized phase. This is applied in particular to show that, with a very low level of error, the lower bound does not coincide with the critical line. - An analysis of the precise asymptotic behavior of the partition function in the delocalized phase, with particular attention to the effect of rare atypical stretches in the disorder sequence and on whether or not in the delocalized regime the polymer path has a Brownian scaling. - A new proof of the lower bound on the critical line. This proof relies on a characterization of the localized regime which is more appealing for interpreting the numerical data.Comment: accepted for publication on J. Stat. Phy

Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces II

The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.Comment: To appear in "Stochastic Analysis and Applications 2014-In Honour of Terry Lyons", Springer Proceedings in Mathematics and Statistic

From constructive field theory to fractional stochastic calculus. (II) Constructive proof of convergence for the L\'evy area of fractional Brownian motion with Hurst index α∈(1/8,1/4)\alpha\in(1/8,1/4)

{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low H\"older regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\'evy area

Cylindrical fractional Brownian motion in Banach spaces

In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The developed stochastic integral for deterministic operator valued integrands is based on a series representation of the cylindrical fractional Brownian motion, which is analogous to the Karhunen-Loève expansion for genuine stochastic processes. In the last part we apply our results to study the abstract stochastic Cauchy problem in a Banach space driven by cylindrical fractional Brownian motion

Stochastic evolution equations driven by Liouville fractional Brownian motion

Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval (0,1). For Hurst parameters in (0,1/2) we show that a function F:(0,T)\to L(H,E) is stochastically integrable with respect to an H-cylindrical Liouville fBm if and only if it is stochastically integrable with respect to an H-cylindrical fBm with the same Hurst parameter. As an application we show that second-order parabolic SPDEs on bounded domains in \mathbb{R}^d, driven by space-time noise which is white in space and Liouville fractional in time with Hurst parameter in (d/4,1) admit mild solution which are H\"older continuous both and space.Comment: To appear in Czech. Math.