Random walks and Lévy processes as rough paths

We consider random walks and L\'evy processes in a homogeneous group $G$. For all $p > 0$, we completely characterise (almost) all $G$-valued L\'evy processes whose sample paths have finite $p$-variation, and give sufficient conditions under which a sequence of $G$-valued random walks converges in law to a L\'evy process in $p$-variation topology. In the case that $G$ is the free nilpotent Lie group over $\mathbb{R}^d$, so that processes of finite $p$-variation are identified with rough paths, we demonstrate applications of our results to weak convergence of stochastic flows and provide a L\'evy-Khintchine formula for the characteristic function of the signature of a L\'evy process. At the heart of our analysis is a criterion for tightness of $p$-variation for a collection of c\`adl\`ag strong Markov processes.Comment: 36 pages. Revised from previous version. To appear in Probability Theory and Related Field

Conservation laws for invariant functionals containing compositions

The study of problems of the calculus of variations with compositions is a quite recent subject with origin in dynamical systems governed by chaotic maps. Available results are reduced to a generalized Euler-Lagrange equation that contains a new term involving inverse images of the minimizing trajectories. In this work we prove a generalization of the necessary optimality condition of DuBois-Reymond for variational problems with compositions. With the help of the new obtained condition, a Noether-type theorem is proved. An application of our main result is given to a problem appearing in the chaotic setting when one consider maps that are ergodic.Comment: Accepted for an oral presentation at the 7th IFAC Symposium on Nonlinear Control Systems (NOLCOS 2007), to be held in Pretoria, South Africa, 22-24 August, 200

On local linearization of control systems

We consider the problem of topological linearization of smooth (C infinity or real analytic) control systems, i.e. of their local equivalence to a linear controllable system via point-wise transformations on the state and the control (static feedback transformations) that are topological but not necessarily differentiable. We prove that local topological linearization implies local smooth linearization, at generic points. At arbitrary points, it implies local conjugation to a linear system via a homeomorphism that induces a smooth diffeomorphism on the state variables, and, except at "strongly" singular points, this homeomorphism can be chosen to be a smooth mapping (the inverse map needs not be smooth). Deciding whether the same is true at "strongly" singular points is tantamount to solve an intriguing open question in differential topology

Almost exponential maps and integrability results for a class of horizontally regular vector fields

We show a higher order integrability theorem for distributions generated by a family of vector fields under a horizontal regularity assumption on their coefficients. We use as chart a class of almost exponential maps which we discuss in detailsComment: arXiv admin note: material from arXiv:1106.2410v1, now three separate articles arXiv:1106.2410v2, arXiv:1201.5228, arXiv:1201.520

A mathematical model for breath gas analysis of volatile organic compounds with special emphasis on acetone

Recommended standardized procedures for determining exhaled lower respiratory nitric oxide and nasal nitric oxide have been developed by task forces of the European Respiratory Society and the American Thoracic Society. These recommendations have paved the way for the measurement of nitric oxide to become a diagnostic tool for specific clinical applications. It would be desirable to develop similar guidelines for the sampling of other trace gases in exhaled breath, especially volatile organic compounds (VOCs) which reflect ongoing metabolism. The concentrations of water-soluble, blood-borne substances in exhaled breath are influenced by: (i) breathing patterns affecting gas exchange in the conducting airways; (ii) the concentrations in the tracheo-bronchial lining fluid; (iii) the alveolar and systemic concentrations of the compound. The classical Farhi equation takes only the alveolar concentrations into account. Real-time measurements of acetone in end-tidal breath under an ergometer challenge show characteristics which cannot be explained within the Farhi setting. Here we develop a compartment model that reliably captures these profiles and is capable of relating breath to the systemic concentrations of acetone. By comparison with experimental data it is inferred that the major part of variability in breath acetone concentrations (e.g., in response to moderate exercise or altered breathing patterns) can be attributed to airway gas exchange, with minimal changes of the underlying blood and tissue concentrations. Moreover, it is deduced that measured end-tidal breath concentrations of acetone determined during resting conditions and free breathing will be rather poor indicators for endogenous levels. Particularly, the current formulation includes the classical Farhi and the Scheid series inhomogeneity model as special limiting cases.Comment: 38 page

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