5 resultados para Non-reversible stochastic dynamics
em Universidade Complutense de Madrid
Resumo:
We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.
Resumo:
The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.
Resumo:
The population of naive T cells in the periphery is best described by determining both its T cell receptor diversity, or number of clonotypes, and the sizes of its clonal subsets. In this paper, we make use of a previously introduced mathematical model of naive T cell homeostasis, to study the fate and potential of naive T cell clonotypes in the periphery. This is achieved by the introduction of several new stochastic descriptors for a given naive T cell clonotype, such as its maximum clonal size, the time to reach this maximum, the number of proliferation events required to reach this maximum, the rate of contraction of the clonotype during its way to extinction, as well as the time to a given number of proliferation events. Our results show that two fates can be identified for the dynamics of the clonotype: extinction in the short-term if the clonotype experiences too hostile a peripheral environment, or establishment in the periphery in the long-term. In this second case the probability mass function for the maximum clonal size is bimodal, with one mode near one and the other mode far away from it. Our model also indicates that the fate of a recent thymic emigrant (RTE) during its journey in the periphery has a clear stochastic component, where the probability of extinction cannot be neglected, even in a friendly but competitive environment. On the other hand, a greater deterministic behaviour can be expected in the potential size of the clonotype seeded by the RTE in the long-term, once it escapes extinction.
Resumo:
Polylysogeny is frequently considered to be the result of an adaptive evolutionary process in which prophages confer fitness and/or virulence factors, thus making them important for evolution of both bacterial populations and infectious diseases. The Enterococcus faecalis V583 isolate belongs to the high-risk clonal complex 2 that is particularly well adapted to the hospital environment. Its genome carries 7 prophage-like elements (V583-pp1 to -pp7), one of which is ubiquitous in the species. In this study, we investigated the activity of the V583 prophages and their contribution to E. faecalis biological traits. We systematically analyzed the ability of each prophage to excise from the bacterial chromosome, to replicate and to package its DNA. We also created a set of E. faecalis isogenic strains that lack from one to all six non-ubiquitous prophages by mimicking natural excision. Our work reveals that prophages of E. faecalis V583 excise from the bacterial chromosome in the presence of a fluoroquinolone, and are able to produce active phage progeny. Intricate interactions between V583 prophages were also unveiled: i) pp7, coined EfCIV583 for E. faecalis chromosomal island of V583, hijacks capsids from helper phage 1, leading to the formation of distinct virions, and ii) pp1, pp3 and pp5 inhibit excision of pp4 and pp6. The hijacking exerted by EfCIV583 on helper phage 1 capsids is the first example of molecular piracy in Gram positive bacteria other than staphylococci. Furthermore, prophages encoding platelet-binding-like proteins were found to be involved in adhesion to human platelets, considered as a first step towards the development of infective endocarditis. Our findings reveal not only a role of E. faecalis V583 prophages in pathogenicity, but also provide an explanation for the correlation between antibiotic usage and E. faecalis success as a nosocomial pathogen, as fluoriquinolone may provoke release of prophages and promote gene dissemination among isolates.
TRPV4 activation triggers the release of melatonin from human non-pigmented ciliary epithelial cells
Resumo:
Melatonin is a neurohormone mainly produced in the pineal gland; nevertheless, various ocular structures such as the ciliary body, lens and the retina produce it. One of the roles of melatonin in the eye is the modulation of intraocular pressure, although little is known about the mechanisms that causes its presence in the aqueous humour. TRPV4 is a membrane channel which is activated by both physical and chemical stimuli. Therefore, this channel is sensitive to osmotic and hydrostatic pressure. As a consequence, TRPV4 results as an interesting candidate to study the relation between the activation of the TRPV4 channel and the production of melatonin. In this sense we have studied the role of the TRPV4 agonist GSK1016790A to modulate the production of melatonin in a cell line derived from human non-pigmented ciliary epithelial cells. The stimulation of the TRPV4 produced an increase in the extracellular melatonin levels changing from 8.5 ± 0.6 nM/well/30 min (control) to 23.3 ± 2.1 nM/well/30 min after 10 nM GSK1016790A application, this action being blocked by the selective antagonist RN 1734. The activation of the TRPV4 by GSK1016790A permitted to observe a melatonin increase which was concentration-dependent, and provided a pD2 value of −8.5 ± 0.1 (EC50 of 3.0 nM). In conclusion, the activation of the TRPV4 present in human non-pigmented ciliary epithelial cells can modulate the presence of extracellular melatonin, this being of relevance since this substance controls the dynamics of the aqueous humour.