Stochastic Filtering

The stochastic filtering has been in general an estimation of indirectly observed states given observed data. This means that one is discussing conditional expected values as being one of the most accurate estimation, given the observations in the context of probability space. In my thesis, I have presented the theory of filtering using two different kind of observation process: the first one is a diffusion process which is discussed in the first chapter, while the third chapter introduces the latter which is a counting process. The majority of the fundamental results of the stochastic filtering is stated in form of interesting equations, such the unnormalized Zakai equation that leads to the Kushner-Stratonovich equation. The latter one which is known also by the normalized Zakai equation or equally by Fujisaki-Kallianpur-Kunita (FKK) equation, shows the divergence between the estimate using a diffusion process and a counting process. I have also introduced an example for the linear gaussian case, which is mainly the concept to build the so-called Kalman-Bucy filter. As the unnormalized and the normalized Zakai equations are in terms of the conditional distribution, a density of these distributions will be developed through these equations and stated by Kushner Theorem. However, Kushner Theorem has a form of a stochastic partial differential equation that needs to be verify in the sense of the existence and uniqueness of its solution, which is covered in the second chapter.

Renormalization methods in KAM theory

It is well known that an integrable (in the sense of Arnold-Jost) Hamiltonian system gives rise to quasi-periodic motion with trajectories running on invariant tori. These tori foliate the whole phase space. If we perturb an integrable system, the Kolmogorow-Arnold-Moser (KAM) theorem states that, provided some non-degeneracy condition and that the perturbation is sufficiently small, most of the invariant tori carrying quasi-periodic motion persist, getting only slightly deformed. The measure of the persisting invariant tori is large together with the inverse of the size of the perturbation. In the first part of the thesis we shall use a Renormalization Group (RG) scheme in order to prove the classical KAM result in the case of a non analytic perturbation (the latter will only be assumed to have continuous derivatives up to a sufficiently large order). We shall proceed by solving a sequence of problems in which theperturbations are analytic approximations of the original one. We will finally show that the approximate solutions will converge to a differentiable solution of our original problem. In the second part we will use an RG scheme using continuous scales, so that instead of solving an iterative equation as in the classical RG KAM, we will end up solving a partial differential equation. This will allow us to reduce the complications of treating a sequence of iterative equations to the use of the Banach fixed point theorem in a suitable Banach space.

Optical Tweezers for Single Molecule Biology

Molecular machinery on the micro-scale, believed to be the fundamental building blocks of life, involve forces of 1-100 pN and movements of nanometers to micrometers. Micromechanical single-molecule experiments seek to understand the physics of nucleic acids, molecular motors, and other biological systems through direct measurement of forces and displacements. Optical tweezers are a popular choice among several complementary techniques for sensitive force-spectroscopy in the field of single molecule biology. The main objective of this thesis was to design and construct an optical tweezers instrument capable of investigating the physics of molecular motors and mechanisms of protein/nucleic-acid interactions on the single-molecule level. A double-trap optical tweezers instrument incorporating acousto-optic trap-steering, two independent detection channels, and a real-time digital controller was built. A numerical simulation and a theoretical study was performed to assess the signal-to-noise ratio in a constant-force molecular motor stepping experiment. Real-time feedback control of optical tweezers was explored in three studies. Position-clamping was implemented and compared to theoretical models using both proportional and predictive control. A force-clamp was implemented and tested with a DNA-tether in presence of the enzyme lambda exonuclease. The results of the study indicate that the presented models describing signal-to-noise ratio in constant-force experiments and feedback control experiments in optical tweezers agree well with experimental data. The effective trap stiffness can be increased by an order of magnitude using the presented position-clamping method. The force-clamp can be used for constant-force experiments, and the results from a proof-of-principle experiment, in which the enzyme lambda exonuclease converts double-stranded DNA to single-stranded DNA, agree with previous research. The main objective of the thesis was thus achieved. The developed instrument and presented results on feedback control serve as a stepping stone for future contributions to the growing field of single molecule biology.