Cooling down Levy flights

Let L(t) be a Levy flights process with a stability index \alpha\in(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U'(Z(t-))dt+\sigma(t)dL(t) describes an evolution of a Levy particle of an `instant temperature' \sigma(t) in an external force field. The temperature is supposed to decrease polynomially fast, i.e. \sigma(t)\approx t^{-\theta} for some \theta>0. We discover two different cooling regimes. If \theta<1/\alpha (slow cooling), the jump diffusion Z(t) has a non-trivial limiting distribution as t\to \infty, which is concentrated at the potential's local minima. If \theta>1/\alpha (fast cooling) the Levy particle gets trapped in one of the potential wells

On arbitrages arising from honest times

In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage profits. By relying on the theory of progressive enlargement of filtrations, we explicitly show that no kind of arbitrage profit can ever be realised strictly before an honest time, while classical arbitrage opportunities can be realised exactly at an honest time as well as after an honest time. Moreover, stronger arbitrages of the first kind can only be obtained by trading as soon as an honest time occurs. We carefully study the behavior of local martingale deflators and consider no-arbitrage-type conditions weaker than NFLVR.Comment: 25 pages, revised versio

Multi-level Dynamical Systems: Connecting the Ruelle Response Theory and the Mori-Zwanzig Approach

In this paper we consider the problem of deriving approximate autonomous dynamics for a number of variables of a dynamical system, which are weakly coupled to the remaining variables. In a previous paper we have used the Ruelle response theory on such a weakly coupled system to construct a surrogate dynamics, such that the expectation value of any observable agrees, up to second order in the coupling strength, to its expectation evaluated on the full dynamics. We show here that such surrogate dynamics agree up to second order to an expansion of the Mori-Zwanzig projected dynamics. This implies that the parametrizations of unresolved processes suited for prediction and for the representation of long term statistical properties are closely related, if one takes into account, in addition to the widely adopted stochastic forcing, the often neglected memory effects.Comment: 14 pages, 1 figur

Time separation as a hidden variable to the Copenhagen school of quantum mechanics

The Bohr radius is a space-like separation between the proton and electron in the hydrogen atom. According to the Copenhagen school of quantum mechanics, the proton is sitting in the absolute Lorentz frame. If this hydrogen atom is observed from a different Lorentz frame, there is a time-like separation linearly mixed with the Bohr radius. Indeed, the time-separation is one of the essential variables in high-energy hadronic physics where the hadron is a bound state of the quarks, while thoroughly hidden in the present form of quantum mechanics. It will be concluded that this variable is hidden in Feynman's rest of the universe. It is noted first that Feynman's Lorentz-invariant differential equation for the bound-state quarks has a set of solutions which describe all essential features of hadronic physics. These solutions explicitly depend on the time separation between the quarks. This set also forms the mathematical basis for two-mode squeezed states in quantum optics, where both photons are observable, but one of them can be treated a variable hidden in the rest of the universe. The physics of this two-mode state can then be translated into the time-separation variable in the quark model. As in the case of the un-observed photon, the hidden time-separation variable manifests itself as an increase in entropy and uncertainty.Comment: LaTex 10 pages with 5 figure. Invited paper presented at the Conference on Advances in Quantum Theory (Vaxjo, Sweden, June 2010), to be published in one of the AIP Conference Proceedings serie

Mechanics and thermodynamics of a new minimal model of the atmosphere

The understanding of the fundamental properties of the climate system has long benefitted from the use of simple numerical models able to parsimoniously represent the essential ingredients of its processes. Here, we introduce a new model for the atmosphere that is constructed by supplementing the now-classic Lorenz ’96 one-dimensional lattice model with temperature-like variables. The model features an energy cycle that allows for energy to be converted between the kinetic form and the potential form and for introducing a notion of efficiency. The model’s evolution is controlled by two contributions—a quasi-symplectic and a gradient one, which resemble (yet not conforming to) a metriplectic structure. After investigating the linear stability of the symmetric fixed point, we perform a systematic parametric investigation that allows us to define regions in the parameters space where at steady-state stationary, quasi-periodic, and chaotic motions are realised, and study how the terms responsible for defining the energy budget of the system depend on the external forcing injecting energy in the kinetic and in the potential energy reservoirs. Finally, we find preliminary evidence that the model features extensive chaos. We also introduce a more complex version of the model that is able to accommodate for multiscale dynamics and that features an energy cycle that more closely mimics the one of the Earth’s atmosphere

sciReptor: analysis of single-cell level immunoglobulin repertoires

BACKGROUND: The sequencing of immunoglobulin (Ig) transcripts from single B cells yields essential information about Ig heavy:light chain pairing, which is lost in conventional bulk sequencing experiments. The previously limited throughput of single-cell approaches has recently been overcome by the introduction of multiple next-generation sequencing (NGS)-based platforms. Furthermore, single-cell techniques allow the assignment of additional data types (e.g. cell surface marker expression), which are crucial for biological interpretation. However, the currently available computational tools are not designed to handle single-cell data and do not provide integral solutions for linking of sequence data to other biological data. RESULTS: Here we introduce sciReptor, a flexible toolkit for the processing and analysis of antigen receptor repertoire sequencing data at single-cell level. The software combines bioinformatics tools for immunoglobulin sequence annotation with a relational database, where raw data and analysis results are stored and linked. sciReptor supports attribution of additional data categories such as cell surface marker expression or immunological metadata. Furthermore, it comprises a quality control module as well as basic repertoire visualization tools. CONCLUSION: sciReptor is a flexible framework for standardized sequence analysis of antigen receptor repertoires on single-cell level. The relational database allows easy data sharing and downstream analyses as well as immediate comparisons between different data sets