Path integrals for continuous-time Markov chains

This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.

Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

Integrals for continuous-time Markov chains

This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process. (C) 2002 Elsevier Science Inc. All rights reserved.

Lexicographic decomposition of chains and the concept of a planar chain

In an earlier paper [Journal of Mathematical Economics, 37 (2002) 17-38], we proved that if a preference relation on a commodity space is non-representable by a real-valued function then that chain is necessarily a long chain, a planar chain, an Aronszajn-like chain or a Souslin chain. In this paper, we study the class of planar chains, the simplest example of which is the Debreu chain (R-2, <(l)). (C) 2002 Elsevier Science B.V. All rights reserved.

Towards synthetic vaccines built on carbohydrate cores

Lipophilic polyfunctional carbohydrate core/templates have been designed and developed for drug/vaccine delivery. Three carbohydrate-based templates containing four protected N-terminal arms were synthesised from glucose and galactose. Methyl alpha-D-glucopyranoside was converted to two derivatives bearing a carboxylic acid handle for attachment to solid supports, spacer arms of differing hydrophilicity, and phthaloyl-protected amino groups suitable for peptide chain extension. beta-D-Galactopyranosyl azide was converted to a template bearing a carboxylic acid handle and four BOC-protected amines. All the templates were found to be suitable for attachment to solid supports and subsequent cleavage from resins, using either BOC- or FMOC-methodologies.

Surface stickiness of drops of carbohydrate and organic acid solutions during convective drying: Experiments and modeling

Drying kinetics of low molecular weight sugars such as fructose, glucose, sucrose and organic acid such as citric acid and high molecular weight carbohydrate such as maltodextrin (DE 6) were determined experimentally using single drop drying experiments as well as predicted numerically by solving the mass and heat transfer equations. The predicted moisture and temperature histories agreed with the experimental ones within 6% average relative (absolute) error and average difference of +/- 1degreesC, respectively. The stickiness histories of these drops were determined experimentally and predicted numerically based on the glass transition temperature (T-g) of surface layer. The model predicted the experimental observations with good accuracy. A nonsticky regime for these materials during spray drying is proposed by simulating a drop, initially 120 mum in diameter, in a spray drying environment.