Stationary solutions of linear stochastic delay differential equations - Applications to biological systems

Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements

Multivariate Ornstein-Uhlenbeck processes with mean-field dependent coefficients: Application to postural sway

We study the transient and stationary behavior of many-particle systems in terms of multivariate OrnsteinUhlenbeck processes with friction and diffusion coefficients that depend nonlinearly on process mean fields. Mean-field approximations of this kind of system are derived in terms of Fokker-Planck equations. In such systems, multiple stationary solutions as well as bifurcations of stationary solutions may occur. In addition, strictly monotonically decreasing steady-state autocorrelation functions that decay faster than exponential functions are found, which are used to describe the erratic motion of the center of pressure during quiet standing

The complete amino acid sequence of the antenna polypeptide B806-866-β from the cytoplasmic membrane of the green bacterium Chloroflexus auranliacus

AbstractThe bacteriochlorophyll a-binding polypeptide B806–866-β was extracted from membranes of the green thermophilic bacterium Chloroflexus aurantiacus with chloroform/methanol/ammonium acetate. Purification of the antenna polypeptide (6.3 kDa) was achieved by chromatography on Sephadex LH-60, Whatman DE-32 and by FPLC. The complete amino acid sequence (53 amino acid residues) was determined. The B806–866-β polypeptide is sequence homologous to the antenna β-polypeptides of purple bacteria (27–40%) and exhibits the characteristic three domain structure of the B870, B800–850 and B800–820 antenna complexes. The two typical His residues, conserved in all antenna β-polypeptides of purple bacteria, were found: His-24 lies within the N-terminal hydrophilic domain and His-42 within the central hydrophobic domain. This polypeptide together with the previously described α-polypeptide form the basic structural unit of the B806–866 antenna complex from C. aurantiacus

Canonical-dissipative limit cycle oscillators with a short-range interaction in phase space

We consider limit cycle oscillators in terms of canonical-dissipative systems that exhibit a short-range interaction in velocity and position space as described by the Dirac delta function. We derive analytical expressions for stationary distribution functions in phase space and energy space and propose a numerical simulation scheme for the simulation of the many body system as well. We show that the short-range interaction squeezes or stretches energy distribution functions depending on whether the interaction can be regarded as attractive or repulsive. In addition to the interaction effect, we show that energy distribution functions become narrower when limit cycle attractors become stronger. Finally, energy distributions become broader when the pumping energy is increased. The latter effect however disappears in the high energy domain.Розглянуто граничні циклічні осцилятори в термінах канонічно-дисипативних систем, які демонструють короткосяжну взаємодію у швидкісному та позиційному просторі, що описаний дельта-функцією Дірака. Виведено аналітичні вирази для стаціонарних функцій розподілу у фазовому просторі та енергетичному просторі та запропоновано числову симуляційну схему для моделювання багаточастинкової системи. Показано, що короткосяжна взаємодія стискає чи розтягує енергетичні функції розподілу залежно від того, чи взаємодію можна вважати притягальною, чи відштовхувальною. Крім впливу взаємодії, показано, що енергетичні функції розподілу стають вужчими, якщо межа циклічних атракторів стає сильнішою. Накінець, енергетичні розподіли стають ширшими з ростом енергії накачки. Цей ефект, проте, зникає у високоенергетичній області

The antiferromagnetic phi4 Model, II. The one-loop renormalization

It is shown that the four dimensional antiferromagnetic lattice phi4 model has the usual non-asymptotically free scaling law in the UV regime around the chiral symmetrical critical point. The theory describes a scalar and a pseudoscalar particle. A continuum effective theory is derived for low energies. A possibility of constructing a model with a single chiral boson is mentioned.Comment: To appear in Phys. Rev.

Meson-Baryon-Baryon Vertex Function and the Ward-Takahashi Identity

Ohta proposed a solution for the well-known difficulty of satisfying the Ward-Takahashi identity for a photo-meson-baryon-baryon amplitude ($\gamma$MBB) when a dressed meson-baryon-baryon (MBB) vertex function is present. He obtained a form for the $\gamma$MBB amplitude which contained, in addition to the usual pole terms, longitudinal seagull terms which were determined entirely by the MBB vertex function. He arrived at his result by using a Lagrangian which yields the MBB vertex function at tree level. We show that such a Lagrangian can be neither hermitian nor charge conjugation invariant. We have been able to reproduce Ohta's result for the $\gamma$MBB amplitude using the Ward-Takahashi identity and no other assumption, dynamical or otherwise, and the most general form for the MBB and $\gamma$MBB vertices. However, contrary to Ohta's finding, we find that the seagull terms are not robust. The seagull terms extracted from the $\gamma$MBB vertex occur unchanged in tree graphs, such as in an exchange current amplitude. But the seagull terms which appear in a loop graph, as in the calculation of an electromagnetic form factor, are, in general, different. The whole procedure says nothing about the transverse part of the ($\gamma$MBB) vertex and its contributions to the amplitudes in question.Comment: A 20 pages Latex file and 16 Postscript figures in an uuencoded format. Use epsf.sty to include the figures into the Latex fil

Towards nonlinear quantum Fokker-Planck equations

It is demonstrated how the equilibrium semiclassical approach of Coffey et al. can be improved to describe more correctly the evolution. As a result a new semiclassical Klein-Kramers equation for the Wigner function is derived, which remains quantum for a free quantum Brownian particle as well. It is transformed to a semiclassical Smoluchowski equation, which leads to our semiclassical generalization of the classical Einstein law of Brownian motion derived before. A possibility is discussed how to extend these semiclassical equations to nonlinear quantum Fokker-Planck equations based on the Fisher information

Dynamical model and nonextensive statistical mechanics of a market index on large time windows

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution equations of the Langevin and Fokker-Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of normalized log-returns for such a financial market index, for small and large time windows, both for small and large log-returns. These turbulent market volatility (of normalized log-returns) distributions can be sufficiently well fitted with a $\chi^2$-distribution. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian extensive homogeneous fluctuation picture is found to be at $ca.$ a 200 day time lag. The intermittency exponent ($\kappa$) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments, -thereby giving weight to the model. The large value of $\kappa$ points to a large number of cascades in the turbulent process. The first Kramers-Moyal coefficient in the Fokker-Planck equation is almost equal to zero, indicating ''no restoring force''. A comparison is made between normalized log-returns and mere price increments.Comment: 40 pages, 14 figures; accepted for publication in Phys Rev

Nonlinear Realization of Chiral Symmetry on the Lattice

We formulate lattice theories in which chiral symmetry is realized nonlinearly on the fermion fields. In this framework the fermion mass term does not break chiral symmetry. This property allows us to use the Wilson term to remove the doubler fermions while maintaining exact chiral symmetry on the lattice. Our lattice formulation enables us to address non-perturbative questions in effective field theories of baryons interacting with pions and in models involving constituent quarks interacting with pions and gluons. We show that a system containing a non-zero density of static baryons interacting with pions can be studied on the lattice without encountering complex action problems. In our formulation one can also decide non-perturbatively if the chiral quark model of Georgi and Manohar provides an appropriate low-energy description of QCD. If so, one could understand why the non-relativistic quark model works.Comment: 34 pages, 2 figures, revised version to be published in J. High Energy Phys. (changes in the 1st paragraph, additional descriptions on the nature of the coordinate singularities in Sec.2, references added

Solution of generalized fractional reaction-diffusion equations

This paper deals with the investigation of a closed form solution of a generalized fractional reaction-diffusion equation. The solution of the proposed problem is developed in a compact form in terms of the H-function by the application of direct and inverse Laplace and Fourier transforms. Fractional order moments and the asymptotic expansion of the solution are also obtained.Comment: LaTeX, 18 pages, corrected typo