Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum

Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with negative constant drift, described by a Fokker-Planck equation with a potential V(x) = - [b \ln(x) + a\, x], for b>0 and a<0. The problem belongs to a family of Fokker-Planck equations with logarithmic potentials closely related to the Bessel process, that has been extensively studied for its applications in physics, biology and finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schroedinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a negative constant drift. We conclude with a comparison with other analytical methods and with numerical solutions.Comment: 21 pages, 8 figure

Who acquires infection from whom and how? Disentangling multi-host and multi-mode transmission dynamics in the 'elimination' era

Multi-host infectious agents challenge our abilities to understand, predict and manage disease dynamics. Within this, many infectious agents are also able to use, simultaneously or sequentially, multiple modes of transmission. Furthermore, the relative importance of different host species and modes can itself be dynamic, with potential for switches and shifts in host range and/ or transmission mode in response to changing selective pressures, such as those imposed by disease control interventions. The epidemiology of such multi-host, multi-mode infectious agents thereby can involve a multi-faceted community of definitive and intermediate/secondary hosts or vectors, often together with infectious stages in the environment, all of which may represent potential targets, as well as specific challenges, particularly where disease elimination is proposed. Here, we explore, focusing on examples fromboth human and animal pathogen systems, why and how we should aim to disentangle and quantify the relative importance of multi-host multi-mode infectious agent transmission dynamics under contrasting conditions, and ultimately, how this can be used to help achieve efficient and effective disease control. This article is part of the themed issue 'Opening the black box: re-examining the ecology and evolution of parasite transmission'

Large deviations for clocks of self-similar processes

The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a L\'evy process drifting to $\infty$ and its inverse, the clock of the corresponding positive self-similar process. We describe here asymptotical properties of these clocks in large time, extending the results of Yor and Zani

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the joint probability density $P(M,t_m)$ of the maximum $M$ and $t_m$. In the driftless case, we find that $P(t_m)$ has power-law tails: $P(t_m)\sim t_m^{-3/2}$ for large $t_m$ and $P(t_m)\sim t_m^{-1/2}$ for small $t_m$. In presence of a drift towards the origin, $P(t_m)$ decays exponentially for large $t_m$. The results from numerical simulations are in excellent agreement with our analytical predictions.Comment: 13 pages, 5 figures. Published in Journal of Statistical Mechanics: Theory and Experiment (J. Stat. Mech. (2007) P10008, doi:10.1088/1742-5468/2007/10/P10008

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

Gold/Silica biochips: applications to Surface Plasmon Resonance and fluorescence quenching

We report Gold/Silica biochips for low cost biosensor devices. Firstly, the study of biochemical interactions on silica by means of Surface Plasmon Resonance (SPR) is presented. Secondly, Gold/Silica biochips are employed to reduce the strong quenching that occurs when a fluorophore is close to the gold surface. Furthermore, the control of the Silica-like thickness allows optimizing the distance between the metallic surface and the fluorophore in order to enhance the fluorescent signal. These results represent the first steps towards highly sensitive, specific and low cost biosensors based, for example, on Surface Plasmon Coupled Emission (SPCE) techniques

New early Triassic Lingulidae (Brachiopoda) genera and species from South China

Two new genera, Sinolingularia gen. nov. and Sinoglottidia gen. nov., together with three new species, Sinolingularia huananensis gen. et sp. nov., Sinolingularia yini gen. et sp. nov. and Sinoglottidia archboldi gen. et sp. nov., are described on the basis of a large collection of well-preserved specimens from several sections straddling the Permian - Triassic boundary in South China. <br /