Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium.

PubMed

Horowitz, Jordan M

2015-07-28

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

A hybrid continuous-discrete method for stochastic reaction-diffusion processes.

PubMed

Lo, Wing-Cheong; Zheng, Likun; Nie, Qing

2016-09-01

Stochastic fluctuations in reaction-diffusion processes often have substantial effect on spatial and temporal dynamics of signal transductions in complex biological systems. One popular approach for simulating these processes is to divide the system into small spatial compartments assuming that molecules react only within the same compartment and jump between adjacent compartments driven by the diffusion. While the approach is convenient in terms of its implementation, its computational cost may become prohibitive when diffusive jumps occur significantly more frequently than reactions, as in the case of rapid diffusion. Here, we present a hybrid continuous-discrete method in which diffusion is simulated using continuous approximation while reactions are based on the Gillespie algorithm. Specifically, the diffusive jumps are approximated as continuous Gaussian random vectors with time-dependent means and covariances, allowing use of a large time step, even for rapid diffusion. By considering the correlation among diffusive jumps, the approximation is accurate for the second moment of the diffusion process. In addition, a criterion is obtained for identifying the region in which such diffusion approximation is required to enable adaptive calculations for better accuracy. Applications to a linear diffusion system and two nonlinear systems of morphogens demonstrate the effectiveness and benefits of the new hybrid method.

Clustering and optimal arrangement of enzymes in reaction-diffusion systems.

PubMed

Buchner, Alexander; Tostevin, Filipe; Gerland, Ulrich

2013-05-17

Enzymes within biochemical pathways are often colocalized, yet the consequences of specific spatial enzyme arrangements remain poorly understood. We study the impact of enzyme arrangement on reaction efficiency within a reaction-diffusion model. The optimal arrangement transitions from a cluster to a distributed profile as a single parameter, which controls the probability of reaction versus diffusive loss of pathway intermediates, is varied. We introduce the concept of enzyme exposure to explain how this transition arises from the stochastic nature of molecular reactions and diffusion.

Finite-time robust passive control for a class of switched reaction-diffusion stochastic complex dynamical networks with coupling delays and impulsive control

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Yogambigai, J.; Kwon, O. M.

2018-03-01

Finite-time boundedness and finite-time passivity for a class of switched stochastic complex dynamical networks (CDNs) with coupling delays, parameter uncertainties, reaction-diffusion term and impulsive control are studied. Novel finite-time synchronisation criteria are derived based on passivity theory. This paper proposes a CDN consisting of N linearly and diffusively coupled identical reaction- diffusion neural networks. By constructing of a suitable Lyapunov-Krasovskii's functional and utilisation of Jensen's inequality and Wirtinger's inequality, new finite-time passivity criteria for the networks are established in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, two interesting numerical examples are given to show the effectiveness of the theoretical results.

Multi-Dimensional, Mesoscopic Monte Carlo Simulations of Inhomogeneous Reaction-Drift-Diffusion Systems on Graphics-Processing Units

PubMed Central

Vigelius, Matthias; Meyer, Bernd

2012-01-01

For many biological applications, a macroscopic (deterministic) treatment of reaction-drift-diffusion systems is insufficient. Instead, one has to properly handle the stochastic nature of the problem and generate true sample paths of the underlying probability distribution. Unfortunately, stochastic algorithms are computationally expensive and, in most cases, the large number of participating particles renders the relevant parameter regimes inaccessible. In an attempt to address this problem we present a genuine stochastic, multi-dimensional algorithm that solves the inhomogeneous, non-linear, drift-diffusion problem on a mesoscopic level. Our method improves on existing implementations in being multi-dimensional and handling inhomogeneous drift and diffusion. The algorithm is well suited for an implementation on data-parallel hardware architectures such as general-purpose graphics processing units (GPUs). We integrate the method into an operator-splitting approach that decouples chemical reactions from the spatial evolution. We demonstrate the validity and applicability of our algorithm with a comprehensive suite of standard test problems that also serve to quantify the numerical accuracy of the method. We provide a freely available, fully functional GPU implementation. Integration into Inchman, a user-friendly web service, that allows researchers to perform parallel simulations of reaction-drift-diffusion systems on GPU clusters is underway. PMID:22506001

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

DOE Office of Scientific and Technical Information (OSTI.GOV)

Horowitz, Jordan M., E-mail: jordan.horowitz@umb.edu

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochasticmore » thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.« less

Multi-Algorithm Particle Simulations with Spatiocyte.

PubMed

Arjunan, Satya N V; Takahashi, Koichi

2017-01-01

As quantitative biologists get more measurements of spatially regulated systems such as cell division and polarization, simulation of reaction and diffusion of proteins using the data is becoming increasingly relevant to uncover the mechanisms underlying the systems. Spatiocyte is a lattice-based stochastic particle simulator for biochemical reaction and diffusion processes. Simulations can be performed at single molecule and compartment spatial scales simultaneously. Molecules can diffuse and react in 1D (filament), 2D (membrane), and 3D (cytosol) compartments. The implications of crowded regions in the cell can be investigated because each diffusing molecule has spatial dimensions. Spatiocyte adopts multi-algorithm and multi-timescale frameworks to simulate models that simultaneously employ deterministic, stochastic, and particle reaction-diffusion algorithms. Comparison of light microscopy images to simulation snapshots is supported by Spatiocyte microscopy visualization and molecule tagging features. Spatiocyte is open-source software and is freely available at http://spatiocyte.org .

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-10-01

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

Hybrid approaches for multiple-species stochastic reaction-diffusion models.

PubMed

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K; Byrne, Helen

2015-10-15

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction-diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model.

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Padgett, Jill M. A.; Ilie, Silvana, E-mail: silvana@ryerson.ca

2016-03-15

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating themore » solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.« less

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers

PubMed Central

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation. PMID:28239346

Parallel STEPS: Large Scale Stochastic Spatial Reaction-Diffusion Simulation with High Performance Computers.

PubMed

Chen, Weiliang; De Schutter, Erik

2017-01-01

Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of models and morphologies have exceeded the capacity of any serial implementation. This led to the development of parallel solutions that benefit from the boost in performance of modern supercomputers. In this paper, we describe an MPI-based, parallel operator-splitting implementation for stochastic spatial reaction-diffusion simulations with irregular tetrahedral meshes. The performance of our implementation is first examined and analyzed with simulations of a simple model. We then demonstrate its application to real-world research by simulating the reaction-diffusion components of a published calcium burst model in both Purkinje neuron sub-branch and full dendrite morphologies. Simulation results indicate that our implementation is capable of achieving super-linear speedup for balanced loading simulations with reasonable molecule density and mesh quality. In the best scenario, a parallel simulation with 2,000 processes runs more than 3,600 times faster than its serial SSA counterpart, and achieves more than 20-fold speedup relative to parallel simulation with 100 processes. In a more realistic scenario with dynamic calcium influx and data recording, the parallel simulation with 1,000 processes and no load balancing is still 500 times faster than the conventional serial SSA simulation.

Towards a minimal stochastic model for a large class of diffusion-reactions on biological membranes.

PubMed

Chevalier, Michael W; El-Samad, Hana

2012-08-28

Diffusion of biological molecules on 2D biological membranes can play an important role in the behavior of stochastic biochemical reaction systems. Yet, we still lack a fundamental understanding of circumstances where explicit accounting of the diffusion and spatial coordinates of molecules is necessary. In this work, we illustrate how time-dependent, non-exponential reaction probabilities naturally arise when explicitly accounting for the diffusion of molecules. We use the analytical expression of these probabilities to derive a novel algorithm which, while ignoring the exact position of the molecules, can still accurately capture diffusion effects. We investigate the regions of validity of the algorithm and show that for most parameter regimes, it constitutes an accurate framework for studying these systems. We also document scenarios where large spatial fluctuation effects mandate explicit consideration of all the molecules and their positions. Taken together, our results derive a fundamental understanding of the role of diffusion and spatial fluctuations in these systems. Simultaneously, they provide a general computational methodology for analyzing a broad class of biological networks whose behavior is influenced by diffusion on membranes.

Accurate reaction-diffusion operator splitting on tetrahedral meshes for parallel stochastic molecular simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hepburn, I.; De Schutter, E., E-mail: erik@oist.jp; Theoretical Neurobiology & Neuroengineering, University of Antwerp, Antwerp 2610

Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, which has led to the development of parallel methods that can take advantage of the power of modern supercomputers in recent years. We systematically test suggested components of stochastic reaction-diffusion operator splitting in the literature and discuss their effects on accuracy. We introduce an operator splitting implementation for irregular meshes that enhances accuracy with minimal performance cost. We test a range of models in small-scale MPI simulations from simple diffusion models to realisticmore » biological models and find that multi-dimensional geometry partitioning is an important consideration for optimum performance. We demonstrate performance gains of 1-3 orders of magnitude in the parallel implementation, with peak performance strongly dependent on model specification.« less

Mesoscopic-microscopic spatial stochastic simulation with automatic system partitioning.

PubMed

Hellander, Stefan; Hellander, Andreas; Petzold, Linda

2017-12-21

The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian dynamics or Green's function reaction dynamics, the RDME can be orders of magnitude faster if the lattice spacing can be chosen coarse enough. However, strongly diffusion-controlled reactions mandate a very fine mesh resolution for acceptable accuracy. It is common that reactions in the same model differ in their degree of diffusion control and therefore require different degrees of mesh resolution. This renders mesoscopic simulation inefficient for systems with multiscale properties. Mesoscopic-microscopic hybrid methods address this problem by resolving the most challenging reactions with a microscale, off-lattice simulation. However, all methods to date require manual partitioning of a system, effectively limiting their usefulness as "black-box" simulation codes. In this paper, we propose a hybrid simulation algorithm with automatic system partitioning based on indirect a priori error estimates. We demonstrate the accuracy and efficiency of the method on models of diffusion-controlled networks in 3D.

STEPS: efficient simulation of stochastic reaction-diffusion models in realistic morphologies.

PubMed

Hepburn, Iain; Chen, Weiliang; Wils, Stefan; De Schutter, Erik

2012-05-10

Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins), conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. We describe STEPS, a stochastic reaction-diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction-diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. STEPS simulates models of cellular reaction-diffusion systems with complex boundaries with high accuracy and high performance in C/C++, controlled by a powerful and user-friendly Python interface. STEPS is free for use and is available at http://steps.sourceforge.net/

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

PubMed Central

Chevalier, Michael W.; El-Samad, Hana

2014-01-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled. PMID:25481130

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

NASA Astrophysics Data System (ADS)

Chevalier, Michael W.; El-Samad, Hana

2014-12-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Berezhkovskii, Alexander M.; Shvartsman, Stanislav Y.

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and themore » perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.« less

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration.

PubMed

Berezhkovskii, Alexander M; Shvartsman, Stanislav Y

2016-05-28

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

Fluctuation correlation models for receptor immobilization

NASA Astrophysics Data System (ADS)

Fourcade, B.

2017-12-01

Nanoscale dynamics with cycles of receptor diffusion and immobilization by cell-external-or-internal factors is a key process in living cell adhesion phenomena at the origin of a plethora of signal transduction pathways. Motivated by modern correlation microscopy approaches, the receptor correlation functions in physical models based on diffusion-influenced reaction is studied. Using analytical and stochastic modeling, this paper focuses on the hybrid regime where diffusion and reaction are not truly separable. The time receptor autocorrelation functions are shown to be indexed by different time scales and their asymptotic expansions are given. Stochastic simulations show that this analysis can be extended to situations with a small number of molecules. It is also demonstrated that this analysis applies when receptor immobilization is coupled to environmental noise.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chevalier, Michael W., E-mail: Michael.Chevalier@ucsf.edu; El-Samad, Hana, E-mail: Hana.El-Samad@ucsf.edu

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation timesmore » of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.« less

Multithreaded Stochastic PDES for Reactions and Diffusions in Neurons.

PubMed

Lin, Zhongwei; Tropper, Carl; Mcdougal, Robert A; Patoary, Mohammand Nazrul Ishlam; Lytton, William W; Yao, Yiping; Hines, Michael L

2017-07-01

Cells exhibit stochastic behavior when the number of molecules is small. Hence a stochastic reaction-diffusion simulator capable of working at scale can provide a more accurate view of molecular dynamics within the cell. This paper describes a parallel discrete event simulator, Neuron Time Warp-Multi Thread (NTW-MT), developed for the simulation of reaction diffusion models of neurons. To the best of our knowledge, this is the first parallel discrete event simulator oriented towards stochastic simulation of chemical reactions in a neuron. The simulator was developed as part of the NEURON project. NTW-MT is optimistic and thread-based, which attempts to capitalize on multi-core architectures used in high performance machines. It makes use of a multi-level queue for the pending event set and a single roll-back message in place of individual anti-messages to disperse contention and decrease the overhead of processing rollbacks. Global Virtual Time is computed asynchronously both within and among processes to get rid of the overhead for synchronizing threads. Memory usage is managed in order to avoid locking and unlocking when allocating and de-allocating memory and to maximize cache locality. We verified our simulator on a calcium buffer model. We examined its performance on a calcium wave model, comparing it to the performance of a process based optimistic simulator and a threaded simulator which uses a single priority queue for each thread. Our multi-threaded simulator is shown to achieve superior performance to these simulators. Finally, we demonstrated the scalability of our simulator on a larger CICR model and a more detailed CICR model.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

A hybrid continuous-discrete method for stochastic reaction–diffusion processes

PubMed Central

Zheng, Likun; Nie, Qing

2016-01-01

Stochastic fluctuations in reaction–diffusion processes often have substantial effect on spatial and temporal dynamics of signal transductions in complex biological systems. One popular approach for simulating these processes is to divide the system into small spatial compartments assuming that molecules react only within the same compartment and jump between adjacent compartments driven by the diffusion. While the approach is convenient in terms of its implementation, its computational cost may become prohibitive when diffusive jumps occur significantly more frequently than reactions, as in the case of rapid diffusion. Here, we present a hybrid continuous-discrete method in which diffusion is simulated using continuous approximation while reactions are based on the Gillespie algorithm. Specifically, the diffusive jumps are approximated as continuous Gaussian random vectors with time-dependent means and covariances, allowing use of a large time step, even for rapid diffusion. By considering the correlation among diffusive jumps, the approximation is accurate for the second moment of the diffusion process. In addition, a criterion is obtained for identifying the region in which such diffusion approximation is required to enable adaptive calculations for better accuracy. Applications to a linear diffusion system and two nonlinear systems of morphogens demonstrate the effectiveness and benefits of the new hybrid method. PMID:27703710

Computational analysis of the roles of biochemical reactions in anomalous diffusion dynamics

NASA Astrophysics Data System (ADS)

Naruemon, Rueangkham; Charin, Modchang

2016-04-01

Most biochemical processes in cells are usually modeled by reaction-diffusion (RD) equations. In these RD models, the diffusive process is assumed to be Gaussian. However, a growing number of studies have noted that intracellular diffusion is anomalous at some or all times, which may result from a crowded environment and chemical kinetics. This work aims to computationally study the effects of chemical reactions on the diffusive dynamics of RD systems by using both stochastic and deterministic algorithms. Numerical method to estimate the mean-square displacement (MSD) from a deterministic algorithm is also investigated. Our computational results show that anomalous diffusion can be solely due to chemical reactions. The chemical reactions alone can cause anomalous sub-diffusion in the RD system at some or all times. The time-dependent anomalous diffusion exponent is found to depend on many parameters, including chemical reaction rates, reaction orders, and chemical concentrations. Project supported by the Thailand Research Fund and Mahidol University (Grant No. TRG5880157), the Thailand Center of Excellence in Physics (ThEP), CHE, Thailand, and the Development Promotion of Science and Technology.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

Nonequilibrium transition and pattern formation in a linear reaction-diffusion system with self-regulated kinetics

NASA Astrophysics Data System (ADS)

Paul, Shibashis; Ghosh, Shyamolina; Ray, Deb Shankar

2018-02-01

We consider a reaction-diffusion system with linear, stochastic activator-inhibitor kinetics where the time evolution of concentration of a species at any spatial location depends on the relative average concentration of its neighbors. This self-regulating nature of kinetics brings in spatial correlation between the activator and the inhibitor. An interplay of this correlation in kinetics and disparity of diffusivities of the two species leads to symmetry breaking non-equilibrium transition resulting in stationary pattern formation. The role of initial noise strength and the linear reaction terms has been analyzed for pattern selection.

Efficient Green's Function Reaction Dynamics (GFRD) simulations for diffusion-limited, reversible reactions

NASA Astrophysics Data System (ADS)

Bashardanesh, Zahedeh; Lötstedt, Per

2018-03-01

In diffusion controlled reversible bimolecular reactions in three dimensions, a dissociation step is typically followed by multiple, rapid re-association steps slowing down the simulations of such systems. In order to improve the efficiency, we first derive an exact Green's function describing the rate at which an isolated pair of particles undergoing reversible bimolecular reactions and unimolecular decay separates beyond an arbitrarily chosen distance. Then the Green's function is used in an algorithm for particle-based stochastic reaction-diffusion simulations for prediction of the dynamics of biochemical networks. The accuracy and efficiency of the algorithm are evaluated using a reversible reaction and a push-pull chemical network. The computational work is independent of the rates of the re-associations.

Stochastic Analysis of Reaction–Diffusion Processes

PubMed Central

Hu, Jifeng; Kang, Hye-Won

2013-01-01

Reaction and diffusion processes are used to model chemical and biological processes over a wide range of spatial and temporal scales. Several routes to the diffusion process at various levels of description in time and space are discussed and the master equation for spatially discretized systems involving reaction and diffusion is developed. We discuss an estimator for the appropriate compartment size for simulating reaction–diffusion systems and introduce a measure of fluctuations in a discretized system. We then describe a new computational algorithm for implementing a modified Gillespie method for compartmental systems in which reactions are aggregated into equivalence classes and computational cells are searched via an optimized tree structure. Finally, we discuss several examples that illustrate the issues that have to be addressed in general systems. PMID:23719732

Regularity of random attractors for fractional stochastic reaction-diffusion equations on Rn

NASA Astrophysics Data System (ADS)

Gu, Anhui; Li, Dingshi; Wang, Bixiang; Yang, Han

2018-06-01

We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction-diffusion equations in Hs (Rn) with s ∈ (0 , 1). We prove the existence and uniqueness of the tempered random attractor that is compact in Hs (Rn) and attracts all tempered random subsets of L2 (Rn) with respect to the norm of Hs (Rn). The main difficulty is to show the pullback asymptotic compactness of solutions in Hs (Rn) due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.

URDME: a modular framework for stochastic simulation of reaction-transport processes in complex geometries.

PubMed

Drawert, Brian; Engblom, Stefan; Hellander, Andreas

2012-06-22

Experiments in silico using stochastic reaction-diffusion models have emerged as an important tool in molecular systems biology. Designing computational software for such applications poses several challenges. Firstly, realistic lattice-based modeling for biological applications requires a consistent way of handling complex geometries, including curved inner- and outer boundaries. Secondly, spatiotemporal stochastic simulations are computationally expensive due to the fast time scales of individual reaction- and diffusion events when compared to the biological phenomena of actual interest. We therefore argue that simulation software needs to be both computationally efficient, employing sophisticated algorithms, yet in the same time flexible in order to meet present and future needs of increasingly complex biological modeling. We have developed URDME, a flexible software framework for general stochastic reaction-transport modeling and simulation. URDME uses Unstructured triangular and tetrahedral meshes to resolve general geometries, and relies on the Reaction-Diffusion Master Equation formalism to model the processes under study. An interface to a mature geometry and mesh handling external software (Comsol Multiphysics) provides for a stable and interactive environment for model construction. The core simulation routines are logically separated from the model building interface and written in a low-level language for computational efficiency. The connection to the geometry handling software is realized via a Matlab interface which facilitates script computing, data management, and post-processing. For practitioners, the software therefore behaves much as an interactive Matlab toolbox. At the same time, it is possible to modify and extend URDME with newly developed simulation routines. Since the overall design effectively hides the complexity of managing the geometry and meshes, this means that newly developed methods may be tested in a realistic setting already at an early stage of development. In this paper we demonstrate, in a series of examples with high relevance to the molecular systems biology community, that the proposed software framework is a useful tool for both practitioners and developers of spatial stochastic simulation algorithms. Through the combined efforts of algorithm development and improved modeling accuracy, increasingly complex biological models become feasible to study through computational methods. URDME is freely available at http://www.urdme.org.

Molecular finite-size effects in stochastic models of equilibrium chemical systems.

PubMed

Cianci, Claudia; Smith, Stephen; Grima, Ramon

2016-02-28

The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here, we introduce the excluded volume reaction-diffusion master equation (vRDME) which takes into account volume exclusion effects on stochastic kinetics due to a finite molecular radius. We obtain an exact closed form solution of the RDME and of the vRDME for a general chemical system in equilibrium conditions. The difference between the two solutions increases with the ratio of molecular diameter to the compartment length scale. We show that an increase in the fraction of excluded space can (i) lead to deviations from the classical inverse square root law for the noise-strength, (ii) flip the skewness of the probability distribution from right to left-skewed, (iii) shift the equilibrium of bimolecular reactions so that more product molecules are formed, and (iv) strongly modulate the Fano factors and coefficients of variation. These volume exclusion effects are found to be particularly pronounced for chemical species not involved in chemical conservation laws. Finally, we show that statistics obtained using the vRDME are in good agreement with those obtained from Brownian dynamics with excluded volume interactions.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Duncan, Andrew, E-mail: a.duncan@imperial.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Zygalakis, Konstantinos, E-mail: k.zygalakis@ed.ac.uk

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie Stochastic Simulation Algorithm (SSA) [25]. While easy to implement and exact, the computational cost of using the Gillespie SSA to simulate such systems can become prohibitive as the frequency of reaction events increases. This has motivated numerous coarse-grained schemes, where the “fast” reactions are approximated either using Langevin dynamics or deterministically. While such approaches provide a good approximation when all reactants are abundant, the approximation breaks down when onemore » or more species exist only in small concentrations and the fluctuations arising from the discrete nature of the reactions become significant. This is particularly problematic when using such methods to compute statistics of extinction times for chemical species, as well as simulating non-equilibrium systems such as cell-cycle models in which a single species can cycle between abundance and scarcity. In this paper, a hybrid jump-diffusion model for simulating well-mixed stochastic kinetics is derived. It acts as a bridge between the Gillespie SSA and the chemical Langevin equation. For low reactant reactions the underlying behaviour is purely discrete, while purely diffusive when the concentrations of all species are large, with the two different behaviours coexisting in the intermediate region. A bound on the weak error in the classical large volume scaling limit is obtained, and three different numerical discretisations of the jump-diffusion model are described. The benefits of such a formalism are illustrated using computational examples.« less

Hybrid finite element and Brownian dynamics method for diffusion-controlled reactions.

PubMed

Bauler, Patricia; Huber, Gary A; McCammon, J Andrew

2012-04-28

Diffusion is often the rate determining step in many biological processes. Currently, the two main computational methods for studying diffusion are stochastic methods, such as Brownian dynamics, and continuum methods, such as the finite element method. This paper proposes a new hybrid diffusion method that couples the strengths of each of these two methods. The method is derived for a general multidimensional system, and is presented using a basic test case for 1D linear and radially symmetric diffusion systems.

Effects of intrinsic stochasticity on delayed reaction-diffusion patterning systems.

PubMed

Woolley, Thomas E; Baker, Ruth E; Gaffney, Eamonn A; Maini, Philip K; Seirin-Lee, Sungrim

2012-05-01

Cellular gene expression is a complex process involving many steps, including the transcription of DNA and translation of mRNA; hence the synthesis of proteins requires a considerable amount of time, from ten minutes to several hours. Since diffusion-driven instability has been observed to be sensitive to perturbations in kinetic delays, the application of Turing patterning mechanisms to the problem of producing spatially heterogeneous differential gene expression has been questioned. In deterministic systems a small delay in the reactions can cause a large increase in the time it takes a system to pattern. Recently, it has been observed that in undelayed systems intrinsic stochasticity can cause pattern initiation to occur earlier than in the analogous deterministic simulations. Here we are interested in adding both stochasticity and delays to Turing systems in order to assess whether stochasticity can reduce the patterning time scale in delayed Turing systems. As analytical insights to this problem are difficult to attain and often limited in their use, we focus on stochastically simulating delayed systems. We consider four different Turing systems and two different forms of delay. Our results are mixed and lead to the conclusion that, although the sensitivity to delays in the Turing mechanism is not completely removed by the addition of intrinsic noise, the effects of the delays are clearly ameliorated in certain specific cases.

Modelling and simulating reaction-diffusion systems using coloured Petri nets.

PubMed

Liu, Fei; Blätke, Mary-Ann; Heiner, Monika; Yang, Ming

2014-10-01

Reaction-diffusion systems often play an important role in systems biology when developmental processes are involved. Traditional methods of modelling and simulating such systems require substantial prior knowledge of mathematics and/or simulation algorithms. Such skills may impose a challenge for biologists, when they are not equally well-trained in mathematics and computer science. Coloured Petri nets as a high-level and graphical language offer an attractive alternative, which is easily approachable. In this paper, we investigate a coloured Petri net framework integrating deterministic, stochastic and hybrid modelling formalisms and corresponding simulation algorithms for the modelling and simulation of reaction-diffusion processes that may be closely coupled with signalling pathways, metabolic reactions and/or gene expression. Such systems often manifest multiscaleness in time, space and/or concentration. We introduce our approach by means of some basic diffusion scenarios, and test it against an established case study, the Brusselator model. Copyright © 2014 Elsevier Ltd. All rights reserved.

Unimolecular diffusion-mediated reactions with a nonrandom time-modulated absorbing barrier

NASA Technical Reports Server (NTRS)

Bashford, D.; Weaver, D. L.

1986-01-01

A diffusion-reaction model with time-dependent reactivity is formulated and applied to unimolecular reactions. The model is solved exactly numerically and approximately analytically for the unreacted fraction as a function of time. It is shown that the approximate analytical solution is valid even when the system is far from equilibrium, and when the reactivity probability is more complicated than a square-wave function of time. A discussion is also given of an approach to problems of this type using a stochastically fluctuating reactivity, and the first-passage time for a particular example is derived.

Binomial tau-leap spatial stochastic simulation algorithm for applications in chemical kinetics.

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

In cell biology, cell signaling pathway problems are often tackled with deterministic temporal models, well mixed stochastic simulators, and/or hybrid methods. But, in fact, three dimensional stochastic spatial modeling of reactions happening inside the cell is needed in order to fully understand these cell signaling pathways. This is because noise effects, low molecular concentrations, and spatial heterogeneity can all affect the cellular dynamics. However, there are ways in which important effects can be accounted without going to the extent of using highly resolved spatial simulators (such as single-particle software), hence reducing the overall computation time significantly. We present a new coarse grained modified version of the next subvolume method that allows the user to consider both diffusion and reaction events in relatively long simulation time spans as compared with the original method and other commonly used fully stochastic computational methods. Benchmarking of the simulation algorithm was performed through comparison with the next subvolume method and well mixed models (MATLAB), as well as stochastic particle reaction and transport simulations (CHEMCELL, Sandia National Laboratories). Additionally, we construct a model based on a set of chemical reactions in the epidermal growth factor receptor pathway. For this particular application and a bistable chemical system example, we analyze and outline the advantages of our presented binomial tau-leap spatial stochastic simulation algorithm, in terms of efficiency and accuracy, in scenarios of both molecular homogeneity and heterogeneity.

Adaptive two-regime method: Application to front propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Robinson, Martin, E-mail: martin.robinson@maths.ox.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Flegg, Mark, E-mail: mark.flegg@monash.edu

2014-03-28

The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a generalization of the previously developed Two-Regime Method [Flegg et al., J. R. Soc., Interface 9, 859 (2012)] to multiscale problems which require a dynamic selection of regions where detailed Brownian dynamics simulation is used. Typical applications include a front propagation or spatio-temporal oscillations. In this paper, the ATRM is used for an in-depth study of front propagation in a stochastic reaction-diffusion system which has its mean-field model given in termsmore » of the Fisher equation [R. Fisher, Ann. Eugen. 7, 355 (1937)]. It exhibits a travelling reaction front which is sensitive to stochastic fluctuations at the leading edge of the wavefront. Previous studies into stochastic effects on the Fisher wave propagation speed have focused on lattice-based models, but there has been limited progress using off-lattice (Brownian dynamics) models, which suffer due to their high computational cost, particularly at the high molecular numbers that are necessary to approach the Fisher mean-field model. By modelling only the wavefront itself with the off-lattice model, it is shown that the ATRM leads to the same Fisher wave results as purely off-lattice models, but at a fraction of the computational cost. The error analysis of the ATRM is also presented for a morphogen gradient model.« less

Catalytic conversion reactions mediated by single-file diffusion in linear nanopores: hydrodynamic versus stochastic behavior.

PubMed

Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W

2011-03-21

We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.

Spatial Stochastic Intracellular Kinetics: A Review of Modelling Approaches.

PubMed

Smith, Stephen; Grima, Ramon

2018-05-21

Models of chemical kinetics that incorporate both stochasticity and diffusion are an increasingly common tool for studying biology. The variety of competing models is vast, but two stand out by virtue of their popularity: the reaction-diffusion master equation and Brownian dynamics. In this review, we critically address a number of open questions surrounding these models: How can they be justified physically? How do they relate to each other? How do they fit into the wider landscape of chemical models, ranging from the rate equations to molecular dynamics? This review assumes no prior knowledge of modelling chemical kinetics and should be accessible to a wide range of readers.

Turing patterns and a stochastic individual-based model for predator-prey systems

NASA Astrophysics Data System (ADS)

Nagano, Seido

2012-02-01

Reaction-diffusion theory has played a very important role in the study of pattern formations in biology. However, a group of individuals is described by a single state variable representing population density in reaction-diffusion models and interaction between individuals can be included only phenomenologically. Recently, we have seamlessly combined individual-based models with elements of reaction-diffusion theory. To include animal migration in the scheme, we have adopted a relationship between the diffusion and the random numbers generated according to a two-dimensional bivariate normal distribution. Thus, we have observed the transition of population patterns from an extinction mode, a stable mode, or an oscillatory mode to the chaotic mode as the population growth rate increases. We show our phase diagram of predator-prey systems and discuss the microscopic mechanism for the stable lattice formation in detail.

Reaction time for trimolecular reactions in compartment-based reaction-diffusion models

NASA Astrophysics Data System (ADS)

Li, Fei; Chen, Minghan; Erban, Radek; Cao, Yang

2018-05-01

Trimolecular reaction models are investigated in the compartment-based (lattice-based) framework for stochastic reaction-diffusion modeling. The formulae for the first collision time and the mean reaction time are derived for the case where three molecules are present in the solution under periodic boundary conditions. For the case of reflecting boundary conditions, similar formulae are obtained using a computer-assisted approach. The accuracy of these formulae is further verified through comparison with numerical results. The presented derivation is based on the first passage time analysis of Montroll [J. Math. Phys. 10, 753 (1969)]. Montroll's results for two-dimensional lattice-based random walks are adapted and applied to compartment-based models of trimolecular reactions, which are studied in one-dimensional or pseudo one-dimensional domains.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

Computational methods for diffusion-influenced biochemical reactions.

PubMed

Dobrzynski, Maciej; Rodríguez, Jordi Vidal; Kaandorp, Jaap A; Blom, Joke G

2007-08-01

We compare stochastic computational methods accounting for space and discrete nature of reactants in biochemical systems. Implementations based on Brownian dynamics (BD) and the reaction-diffusion master equation are applied to a simplified gene expression model and to a signal transduction pathway in Escherichia coli. In the regime where the number of molecules is small and reactions are diffusion-limited predicted fluctuations in the product number vary between the methods, while the average is the same. Computational approaches at the level of the reaction-diffusion master equation compute the same fluctuations as the reference result obtained from the particle-based method if the size of the sub-volumes is comparable to the diameter of reactants. Using numerical simulations of reversible binding of a pair of molecules we argue that the disagreement in predicted fluctuations is due to different modeling of inter-arrival times between reaction events. Simulations for a more complex biological study show that the different approaches lead to different results due to modeling issues. Finally, we present the physical assumptions behind the mesoscopic models for the reaction-diffusion systems. Input files for the simulations and the source code of GMP can be found under the following address: http://www.cwi.nl/projects/sic/bioinformatics2007/

STEPS: efficient simulation of stochastic reaction–diffusion models in realistic morphologies

PubMed Central

2012-01-01

Background Models of cellular molecular systems are built from components such as biochemical reactions (including interactions between ligands and membrane-bound proteins), conformational changes and active and passive transport. A discrete, stochastic description of the kinetics is often essential to capture the behavior of the system accurately. Where spatial effects play a prominent role the complex morphology of cells may have to be represented, along with aspects such as chemical localization and diffusion. This high level of detail makes efficiency a particularly important consideration for software that is designed to simulate such systems. Results We describe STEPS, a stochastic reaction–diffusion simulator developed with an emphasis on simulating biochemical signaling pathways accurately and efficiently. STEPS supports all the above-mentioned features, and well-validated support for SBML allows many existing biochemical models to be imported reliably. Complex boundaries can be represented accurately in externally generated 3D tetrahedral meshes imported by STEPS. The powerful Python interface facilitates model construction and simulation control. STEPS implements the composition and rejection method, a variation of the Gillespie SSA, supporting diffusion between tetrahedral elements within an efficient search and update engine. Additional support for well-mixed conditions and for deterministic model solution is implemented. Solver accuracy is confirmed with an original and extensive validation set consisting of isolated reaction, diffusion and reaction–diffusion systems. Accuracy imposes upper and lower limits on tetrahedron sizes, which are described in detail. By comparing to Smoldyn, we show how the voxel-based approach in STEPS is often faster than particle-based methods, with increasing advantage in larger systems, and by comparing to MesoRD we show the efficiency of the STEPS implementation. Conclusion STEPS simulates models of cellular reaction–diffusion systems with complex boundaries with high accuracy and high performance in C/C++, controlled by a powerful and user-friendly Python interface. STEPS is free for use and is available at http://steps.sourceforge.net/ PMID:22574658

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Stochastic fire-diffuse-fire model with realistic cluster dynamics.

PubMed

Calabrese, Ana; Fraiman, Daniel; Zysman, Daniel; Ponce Dawson, Silvina

2010-09-01

Living organisms use waves that propagate through excitable media to transport information. Ca2+ waves are a paradigmatic example of this type of processes. A large hierarchy of Ca2+ signals that range from localized release events to global waves has been observed in Xenopus laevis oocytes. In these cells, Ca2+ release occurs trough inositol 1,4,5-trisphosphate receptors (IP3Rs) which are organized in clusters of channels located on the membrane of the endoplasmic reticulum. In this article we construct a stochastic model for a cluster of IP3R 's that replicates the experimental observations reported in [D. Fraiman, Biophys. J. 90, 3897 (2006)]. We then couple this phenomenological cluster model with a reaction-diffusion equation, so as to have a discrete stochastic model for calcium dynamics. The model we propose describes the transition regimes between isolated release and steadily propagating waves as the IP3 concentration is increased.

A framework for discrete stochastic simulation on 3D moving boundary domains

DOE PAGES

Drawert, Brian; Hellander, Stefan; Trogdon, Michael; ...

2016-11-14

We have developed a method for modeling spatial stochastic biochemical reactions in complex, three-dimensional, and time-dependent domains using the reaction-diffusion master equation formalism. In particular, we look to address the fully coupled problems that arise in systems biology where the shape and mechanical properties of a cell are determined by the state of the biochemistry and vice versa. To validate our method and characterize the error involved, we compare our results for a carefully constructed test problem to those of a microscale implementation. Finally, we demonstrate the effectiveness of our method by simulating a model of polarization and shmoo formationmore » during the mating of yeast. The method is generally applicable to problems in systems biology where biochemistry and mechanics are coupled, and spatial stochastic effects are critical.« less

Confinement and diffusion modulate bistability and stochastic switching in a reaction network with positive feedback

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mlynarczyk, Paul J.; Pullen, Robert H.; Abel, Steven M., E-mail: abel@utk.edu

2016-01-07

Positive feedback is a common feature in signal transduction networks and can lead to phenomena such as bistability and signal propagation by domain growth. Physical features of the cellular environment, such as spatial confinement and the mobility of proteins, play important but inadequately understood roles in shaping the behavior of signaling networks. Here, we use stochastic, spatially resolved kinetic Monte Carlo simulations to explore a positive feedback network as a function of system size, system shape, and mobility of molecules. We show that these physical properties can markedly alter characteristics of bistability and stochastic switching when compared with well-mixed simulations.more » Notably, systems of equal volume but different shapes can exhibit qualitatively different behaviors under otherwise identical conditions. We show that stochastic switching to a state maintained by positive feedback occurs by cluster formation and growth. Additionally, the frequency at which switching occurs depends nontrivially on the diffusion coefficient, which can promote or suppress switching relative to the well-mixed limit. Taken together, the results provide a framework for understanding how confinement and protein mobility influence emergent features of the positive feedback network by modulating molecular concentrations, diffusion-influenced rate parameters, and spatiotemporal correlations between molecules.« less

A stochastic multi-scale method for turbulent premixed combustion

NASA Astrophysics Data System (ADS)

Cha, Chong M.

2002-11-01

The stochastic chemistry algorithm of Bunker et al. and Gillespie is used to perform the chemical reactions in a transported probability density function (PDF) modeling approach of turbulent combustion. Recently, Kraft & Wagner have demonstrated a 100-fold gain in computational speed (for a 100 species mechanism) using the stochastic approach over the conventional, direct integration method of solving for the chemistry. Here, the stochastic chemistry algorithm is applied to develop a new transported PDF model of turbulent premixed combustion. The methodology relies on representing the relevant spatially dependent physical processes as queuing events. The canonical problem of a one-dimensional premixed flame is used for validation. For the laminar case, molecular diffusion is described by a random walk. For the turbulent case, one of two different material transport submodels can provide the necessary closure: Taylor dispersion or Kerstein's one-dimensional turbulence approach. The former exploits ``eddy diffusivity'' and hence would be much more computationally tractable for practical applications. Various validation studies are performed. Results from the Monte Carlo simulations compare well to asymptotic solutions of laminar premixed flames, both with and without high activation temperatures. The correct scaling of the turbulent burning velocity is predicted in both Damköhler's small- and large-scale turbulence limits. The effect of applying the eddy diffusivity concept in the various regimes is discussed.

Positive feedback can lead to dynamic nanometer-scale clustering on cell membranes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wehrens, Martijn; Rein ten Wolde, Pieter; Mugler, Andrew, E-mail: amugler@purdue.edu

2014-11-28

Clustering of molecules on biological membranes is a widely observed phenomenon. A key example is the clustering of the oncoprotein Ras, which is known to be important for signal transduction in mammalian cells. Yet, the mechanism by which Ras clusters form and are maintained remains unclear. Recently, it has been discovered that activated Ras promotes further Ras activation. Here we show using particle-based simulation that this positive feedback is sufficient to produce persistent clusters of active Ras molecules at the nanometer scale via a dynamic nucleation mechanism. Furthermore, we find that our cluster statistics are consistent with experimental observations ofmore » the Ras system. Interestingly, we show that our model does not support a Turing regime of macroscopic reaction-diffusion patterning, and therefore that the clustering we observe is a purely stochastic effect, arising from the coupling of positive feedback with the discrete nature of individual molecules. These results underscore the importance of stochastic and dynamic properties of reaction diffusion systems for biological behavior.« less

Fast and accurate Monte Carlo sampling of first-passage times from Wiener diffusion models.

PubMed

Drugowitsch, Jan

2016-02-11

We present a new, fast approach for drawing boundary crossing samples from Wiener diffusion models. Diffusion models are widely applied to model choices and reaction times in two-choice decisions. Samples from these models can be used to simulate the choices and reaction times they predict. These samples, in turn, can be utilized to adjust the models' parameters to match observed behavior from humans and other animals. Usually, such samples are drawn by simulating a stochastic differential equation in discrete time steps, which is slow and leads to biases in the reaction time estimates. Our method, instead, facilitates known expressions for first-passage time densities, which results in unbiased, exact samples and a hundred to thousand-fold speed increase in typical situations. In its most basic form it is restricted to diffusion models with symmetric boundaries and non-leaky accumulation, but our approach can be extended to also handle asymmetric boundaries or to approximate leaky accumulation.

Mesoscopic Modeling of Blood Clotting: Coagulation Cascade and Platelets Adhesion

NASA Astrophysics Data System (ADS)

Yazdani, Alireza; Li, Zhen; Karniadakis, George

2015-11-01

The process of clot formation and growth at a site on a blood vessel wall involve a number of multi-scale simultaneous processes including: multiple chemical reactions in the coagulation cascade, species transport and flow. To model these processes we have incorporated advection-diffusion-reaction (ADR) of multiple species into an extended version of Dissipative Particle Dynamics (DPD) method which is considered as a coarse-grained Molecular Dynamics method. At the continuum level this is equivalent to the Navier-Stokes equation plus one advection-diffusion equation for each specie. The chemistry of clot formation is now understood to be determined by mechanisms involving reactions among many species in dilute solution, where reaction rate constants and species diffusion coefficients in plasma are known. The role of blood particulates, i.e. red cells and platelets, in the clotting process is studied by including them separately and together in the simulations. An agonist-induced platelet activation mechanism is presented, while platelets adhesive dynamics based on a stochastic bond formation/dissociation process is included in the model.

Active Brownian Particles. From Individual to Collective Stochastic Dynamics

NASA Astrophysics Data System (ADS)

Romanczuk, P.; Bär, M.; Ebeling, W.; Lindner, B.; Schimansky-Geier, L.

2012-03-01

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Stochastic approach and fluctuation theorem for charge transport in diodes

NASA Astrophysics Data System (ADS)

Gu, Jiayin; Gaspard, Pierre

2018-05-01

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction stochastic partial differential equations and the electric field generated by the charges is determined with the Poisson equation. These equations are discretized in space for the numerical simulations of the mean density profiles, the mean electric potential, and the current-voltage characteristics. Moreover, the full counting statistics of the carrier current and the measured total current including the contribution of the displacement current are investigated. On the basis of local detailed balance, the fluctuation theorem is shown to hold for both currents.

MESOSCOPIC MODELING OF STOCHASTIC REACTION-DIFFUSION KINETICS IN THE SUBDIFFUSIVE REGIME

PubMed Central

BLANC, EMILIE; ENGBLOM, STEFAN; HELLANDER, ANDREAS; LÖTSTEDT, PER

2017-01-01

Subdiffusion has been proposed as an explanation of various kinetic phenomena inside living cells. In order to fascilitate large-scale computational studies of subdiffusive chemical processes, we extend a recently suggested mesoscopic model of subdiffusion into an accurate and consistent reaction-subdiffusion computational framework. Two different possible models of chemical reaction are revealed and some basic dynamic properties are derived. In certain cases those mesoscopic models have a direct interpretation at the macroscopic level as fractional partial differential equations in a bounded time interval. Through analysis and numerical experiments we estimate the macroscopic effects of reactions under subdiffusive mixing. The models display properties observed also in experiments: for a short time interval the behavior of the diffusion and the reaction is ordinary, in an intermediate interval the behavior is anomalous, and at long times the behavior is ordinary again. PMID:29046618

Python-based geometry preparation and simulation visualization toolkits for STEPS

PubMed Central

Chen, Weiliang; De Schutter, Erik

2014-01-01

STEPS is a stochastic reaction-diffusion simulation engine that implements a spatial extension of Gillespie's Stochastic Simulation Algorithm (SSA) in complex tetrahedral geometries. An extensive Python-based interface is provided to STEPS so that it can interact with the large number of scientific packages in Python. However, a gap existed between the interfaces of these packages and the STEPS user interface, where supporting toolkits could reduce the amount of scripting required for research projects. This paper introduces two new supporting toolkits that support geometry preparation and visualization for STEPS simulations. PMID:24782754

Characterizing acid diffusion lengths in chemically amplified resists from measurements of deprotection kinetics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patil, Abhijit A.; Pandey, Yogendra Narayan; Doxastakis, Manolis

2014-10-01

The acid-catalyzed deprotection of glassy poly(4-hydroxystyrene-co-tertbutyl acrylate) films was studied with infrared absorbance spectroscopy and stochastic simulations. Experimental data were interpreted with a simple description of subdiffusive acid transport coupled to second-order acid loss. This model predicts key attributes of observed deprotection rates, such as fast reaction at short times, slow reaction at long times, and a nonlinear dependence on acid loading. Fickian diffusion is approached by increasing the post-exposure bake temperature or adding plasticizing agents to the polymer resin. These findings demonstrate that acid mobility and overall deprotection kinetics are coupled to glassy matrix dynamics. To complement the analysismore » of bulk kinetics, acid diffusion lengths were calculated from the anomalous transport model and compared with nanopattern line widths. The consistent scaling between experiments and simulations suggests that the anomalous diffusion model could be further developed into a predictive lithography tool.« less

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

The nature and role of advection in advection-diffusion equations used for modelling bed load transport

NASA Astrophysics Data System (ADS)

Ancey, Christophe; Bohorquez, Patricio; Heyman, Joris

2016-04-01

The advection-diffusion equation arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Stochastic models can also be used to derive this equation, with the significant advantage that they provide information on the statistical properties of particle activity. Stochastic models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. We develop an approach based on birth-death Markov processes, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received little attention. We show that particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

STEPS: Modeling and Simulating Complex Reaction-Diffusion Systems with Python

PubMed Central

Wils, Stefan; Schutter, Erik De

2008-01-01

We describe how the use of the Python language improved the user interface of the program STEPS. STEPS is a simulation platform for modeling and stochastic simulation of coupled reaction-diffusion systems with complex 3-dimensional boundary conditions. Setting up such models is a complicated process that consists of many phases. Initial versions of STEPS relied on a static input format that did not cleanly separate these phases, limiting modelers in how they could control the simulation and becoming increasingly complex as new features and new simulation algorithms were added. We solved all of these problems by tightly integrating STEPS with Python, using SWIG to expose our existing simulation code. PMID:19623245

Catalytic conversion in nanoporous materials: Concentration oscillations and spatial correlations due to inhibited transport and intermolecular interactions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garcia, Andres; Evans, James W.

2016-11-03

We show that steady-state catalytic conversion in nanoporous materials can occur in a quasi-counter-diffusion mode with the reactant (product) concentration strongly decaying (growing) into the pore, but also with oscillations in the total concentration. These oscillations reflect the response of the fluid to the transition from an extended to a confined environment near the pore opening. We focus on the regime of strongly inhibited transport in narrow pores corresponding to single-file diffusion. Here, limited penetration of the reactant into the pores and the associated low reaction yield is impacted by strong spatial correlations induced by both reaction (non-equilibrium correlations) andmore » also by intermolecular interactions (thermodynamic correlations). We develop a generalized hydrodynamic formulation to effectively describe inhibited transport accounting for the effect of these correlations, and incorporate this description of transport into appropriate reaction-diffusion equations. These equations accurately describe both shorter-range concentration oscillations near the pore opening and the longer-range mesoscale variation of concentration profiles in the pore (and thus also describe reaction yield). Success of the analytic theory is validated by comparison with a precise kinetic Monte Carlo simulation of an appropriate molecular-level stochastic reaction-diffusion model. As a result, this work elucidates unconventional chemical kinetics in interacting confined systems.« less

Breakdown of the reaction-diffusion master equation with nonelementary rates

NASA Astrophysics Data System (ADS)

Smith, Stephen; Grima, Ramon

2016-05-01

The chemical master equation (CME) is the exact mathematical formulation of chemical reactions occurring in a dilute and well-mixed volume. The reaction-diffusion master equation (RDME) is a stochastic description of reaction-diffusion processes on a spatial lattice, assuming well mixing only on the length scale of the lattice. It is clear that, for the sake of consistency, the solution of the RDME of a chemical system should converge to the solution of the CME of the same system in the limit of fast diffusion: Indeed, this has been tacitly assumed in most literature concerning the RDME. We show that, in the limit of fast diffusion, the RDME indeed converges to a master equation but not necessarily the CME. We introduce a class of propensity functions, such that if the RDME has propensities exclusively of this class, then the RDME converges to the CME of the same system, whereas if the RDME has propensities not in this class, then convergence is not guaranteed. These are revealed to be elementary and nonelementary propensities, respectively. We also show that independent of the type of propensity, the RDME converges to the CME in the simultaneous limit of fast diffusion and large volumes. We illustrate our results with some simple example systems and argue that the RDME cannot generally be an accurate description of systems with nonelementary rates.

On the Radio-emitting Particles of the Crab Nebula: Stochastic Acceleration Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tanaka, Shuta J.; Asano, Katsuaki, E-mail: sjtanaka@center.konan-u.ac.jp

The broadband emission of pulsar wind nebulae (PWNe) is well described by non-thermal emissions from accelerated electrons and positrons. However, the standard shock acceleration model of PWNe does not account for the hard spectrum in radio wavelengths. The origin of the radio-emitting particles is also important to determine the pair production efficiency in the pulsar magnetosphere. Here, we propose a possible resolution for the particle energy distribution in PWNe; the radio-emitting particles are not accelerated at the pulsar wind termination shock but are stochastically accelerated by turbulence inside PWNe. We upgrade our past one-zone spectral evolution model to include themore » energy diffusion, i.e., the stochastic acceleration, and apply the model to the Crab Nebula. A fairly simple form of the energy diffusion coefficient is assumed for this demonstrative study. For a particle injection to the stochastic acceleration process, we consider the continuous injection from the supernova ejecta or the impulsive injection associated with supernova explosion. The observed broadband spectrum and the decay of the radio flux are reproduced by tuning the amount of the particle injected to the stochastic acceleration process. The acceleration timescale and the duration of the acceleration are required to be a few decades and a few hundred years, respectively. Our results imply that some unveiled mechanisms, such as back reaction to the turbulence, are required to make the energies of stochastically and shock-accelerated particles comparable.« less

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME.

PubMed

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2016-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments.

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

Reaction rates for mesoscopic reaction-diffusion kinetics

DOE PAGES

Hellander, Stefan; Hellander, Andreas; Petzold, Linda

2015-02-23

The mesoscopic reaction-diffusion master equation (RDME) is a popular modeling framework frequently applied to stochastic reaction-diffusion kinetics in systems biology. The RDME is derived from assumptions about the underlying physical properties of the system, and it may produce unphysical results for models where those assumptions fail. In that case, other more comprehensive models are better suited, such as hard-sphere Brownian dynamics (BD). Although the RDME is a model in its own right, and not inferred from any specific microscale model, it proves useful to attempt to approximate a microscale model by a specific choice of mesoscopic reaction rates. In thismore » paper we derive mesoscopic scale-dependent reaction rates by matching certain statistics of the RDME solution to statistics of the solution of a widely used microscopic BD model: the Smoluchowski model with a Robin boundary condition at the reaction radius of two molecules. We also establish fundamental limits on the range of mesh resolutions for which this approach yields accurate results and show both theoretically and in numerical examples that as we approach the lower fundamental limit, the mesoscopic dynamics approach the microscopic dynamics. Finally, we show that for mesh sizes below the fundamental lower limit, results are less accurate. Thus, the lower limit determines the mesh size for which we obtain the most accurate results.« less

Reaction rates for mesoscopic reaction-diffusion kinetics

PubMed Central

Hellander, Stefan; Hellander, Andreas; Petzold, Linda

2016-01-01

The mesoscopic reaction-diffusion master equation (RDME) is a popular modeling framework frequently applied to stochastic reaction-diffusion kinetics in systems biology. The RDME is derived from assumptions about the underlying physical properties of the system, and it may produce unphysical results for models where those assumptions fail. In that case, other more comprehensive models are better suited, such as hard-sphere Brownian dynamics (BD). Although the RDME is a model in its own right, and not inferred from any specific microscale model, it proves useful to attempt to approximate a microscale model by a specific choice of mesoscopic reaction rates. In this paper we derive mesoscopic scale-dependent reaction rates by matching certain statistics of the RDME solution to statistics of the solution of a widely used microscopic BD model: the Smoluchowski model with a Robin boundary condition at the reaction radius of two molecules. We also establish fundamental limits on the range of mesh resolutions for which this approach yields accurate results and show both theoretically and in numerical examples that as we approach the lower fundamental limit, the mesoscopic dynamics approach the microscopic dynamics. We show that for mesh sizes below the fundamental lower limit, results are less accurate. Thus, the lower limit determines the mesh size for which we obtain the most accurate results. PMID:25768640

The heat released during catalytic turnover enhances the diffusion of an enzyme

PubMed Central

Riedel, Clement; Gabizon, Ronen; Wilson, Christian A. M.; Hamadani, Kambiz; Tsekouras, Konstantinos; Marqusee, Susan; Pressé, Steve; Bustamante, Carlos

2015-01-01

Recent studies have shown that the diffusivity of enzymes increases in a substrate-dependent manner during catalysis1,2. Although this observation has been reported and characterized for several different systems3–10, the precise origin of this phenomenon is unknown. Calorimetric methods are often used to determine enthalpies from enzyme-catalysed reactions and can therefore provide important insight into their reaction mechanisms11,12. The ensemble averages involved in traditional bulk calorimetry cannot probe the transient effects that the energy exchanged in a reaction may have on the catalyst. Here we obtain single-molecule fluorescence correlation spectroscopy data and analyse them within the framework of a stochastic theory to demonstrate a mechanistic link between the enhanced diffusion of a single enzyme molecule and the heat released in the reaction. We propose that the heat released during catalysis generates an asymmetric pressure wave that results in a differential stress at the protein–solvent interface that transiently displaces the centre-of-mass of the enzyme (chemoacoustic effect). This novel perspective on how enzymes respond to the energy released during catalysis suggests a possible effect of the heat of reaction on the structural integrity and internal degrees of freedom of the enzyme. PMID:25487146

The heat released during catalytic turnover enhances the diffusion of an enzyme

DOE PAGES

Riedel, Clement; Gabizon, Ronen; Wilson, Christian A. M.; ...

2014-12-10

Recent studies have shown that the diffusivity of enzymes increases in a substrate-dependent manner during catalysis. Although this observation has been reported and characterized for several different systems, the precise origin of this phenomenon is unknown. Calorimetric methods are often used to determine enthalpies from enzyme-catalysed reactions and can therefore provide important insight into their reaction mechanisms. The ensemble averages involved in traditional bulk calorimetry cannot probe the transient effects that the energy exchanged in a reaction may have on the catalyst. Here we obtain single-molecule fluorescence correlation spectroscopy data and analyse them within the framework of a stochastic theorymore » to demonstrate a mechanistic link between the enhanced diffusion of a single enzyme molecule and the heat released in the reaction. We propose that the heat released during catalysis generates an asymmetric pressure wave that results in a differential stress at the protein-solvent interface that transiently displaces the centre-of-mass of the enzyme (chemoacoustic effect). We find this novel perspective on how enzymes respond to the energy released during catalysis suggests a possible effect of the heat of reaction on the structural integrity and internal degrees of freedom of the enzyme.« less

Conservative Diffusions: a Constructive Approach to Nelson's Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Carlen, Eric Anders

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. We emphasize that we are concerned here with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: "Do the diffusions of stochastic mechanics--which are formally given by stochastic differential equations with extremely singular coefficients--really exist?" Given that they exist, one can ask, "Do these diffusions have physically reasonable sample path behavior, and can we use information about sample paths to study the behavior of physical systems?" These are the questions we treat in this thesis. In Chapter I we review stochastic mechanics and diffusion theory, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. This chapter is largely expository; however, there are some novel features and proofs. In Chapter II we settle the first of the questions raised above. Using PDE methods, we construct the diffusions of stochastic mechanics. Our result is sufficiently general to be of independent mathematical interest. In Chapter III we treat potential scattering in stochastic mechanics and discuss direct probabilistic methods of studying quantum scattering problems. Our results provide a solid "Yes" in answer to the second question raised above.

Smoldyn on graphics processing units: massively parallel Brownian dynamics simulations.

PubMed

Dematté, Lorenzo

2012-01-01

Space is a very important aspect in the simulation of biochemical systems; recently, the need for simulation algorithms able to cope with space is becoming more and more compelling. Complex and detailed models of biochemical systems need to deal with the movement of single molecules and particles, taking into consideration localized fluctuations, transportation phenomena, and diffusion. A common drawback of spatial models lies in their complexity: models can become very large, and their simulation could be time consuming, especially if we want to capture the systems behavior in a reliable way using stochastic methods in conjunction with a high spatial resolution. In order to deliver the promise done by systems biology to be able to understand a system as whole, we need to scale up the size of models we are able to simulate, moving from sequential to parallel simulation algorithms. In this paper, we analyze Smoldyn, a widely diffused algorithm for stochastic simulation of chemical reactions with spatial resolution and single molecule detail, and we propose an alternative, innovative implementation that exploits the parallelism of Graphics Processing Units (GPUs). The implementation executes the most computational demanding steps (computation of diffusion, unimolecular, and bimolecular reaction, as well as the most common cases of molecule-surface interaction) on the GPU, computing them in parallel on each molecule of the system. The implementation offers good speed-ups and real time, high quality graphics output

Brownian aggregation rate of colloid particles with several active sites

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nekrasov, Vyacheslav M.; Yurkin, Maxim A.; Chernyshev, Andrei V., E-mail: chern@ns.kinetics.nsc.ru

2014-08-14

We theoretically analyze the aggregation kinetics of colloid particles with several active sites. Such particles (so-called “patchy particles”) are well known as chemically anisotropic reactants, but the corresponding rate constant of their aggregation has not yet been established in a convenient analytical form. Using kinematic approximation for the diffusion problem, we derived an analytical formula for the diffusion-controlled reaction rate constant between two colloid particles (or clusters) with several small active sites under the following assumptions: the relative translational motion is Brownian diffusion, and the isotropic stochastic reorientation of each particle is Markovian and arbitrarily correlated. This formula was shownmore » to produce accurate results in comparison with more sophisticated approaches. Also, to account for the case of a low number of active sites per particle we used Monte Carlo stochastic algorithm based on Gillespie method. Simulations showed that such discrete model is required when this number is less than 10. Finally, we applied the developed approach to the simulation of immunoagglutination, assuming that the formed clusters have fractal structure.« less

Stochastic dynamics and non-equilibrium thermodynamics of a bistable chemical system: the Schlögl model revisited.

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.

Mechanisms of Stochastic Diffusion of Energetic Ions in Spherical Tori

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ya.I. Kolesnichenko; R.B. White; Yu.V. Yakovenko

Stochastic diffusion of the energetic ions in spherical tori is considered. The following issues are addressed: (I) Goldston-White-Boozer diffusion in a rippled field; (ii) cyclotron-resonance-induced diffusion caused by the ripple; (iii) effects of non-conservation of the magnetic moment in an axisymmetric field. It is found that the stochastic diffusion in spherical tori with a weak magnetic field has a number of peculiarities in comparison with conventional tokamaks; in particular, it is characterized by an increased role of mechanisms associated with non-conservation of the particle magnetic moment. It is concluded that in current experiments on National Spherical Torus eXperiment (NSTX) themore » stochastic diffusion does not have a considerable influence on the confinement of energetic ions.« less

Compartmental and Spatial Rule-Based Modeling with Virtual Cell.

PubMed

Blinov, Michael L; Schaff, James C; Vasilescu, Dan; Moraru, Ion I; Bloom, Judy E; Loew, Leslie M

2017-10-03

In rule-based modeling, molecular interactions are systematically specified in the form of reaction rules that serve as generators of reactions. This provides a way to account for all the potential molecular complexes and interactions among multivalent or multistate molecules. Recently, we introduced rule-based modeling into the Virtual Cell (VCell) modeling framework, permitting graphical specification of rules and merger of networks generated automatically (using the BioNetGen modeling engine) with hand-specified reaction networks. VCell provides a number of ordinary differential equation and stochastic numerical solvers for single-compartment simulations of the kinetic systems derived from these networks, and agent-based network-free simulation of the rules. In this work, compartmental and spatial modeling of rule-based models has been implemented within VCell. To enable rule-based deterministic and stochastic spatial simulations and network-free agent-based compartmental simulations, the BioNetGen and NFSim engines were each modified to support compartments. In the new rule-based formalism, every reactant and product pattern and every reaction rule are assigned locations. We also introduce the rule-based concept of molecular anchors. This assures that any species that has a molecule anchored to a predefined compartment will remain in this compartment. Importantly, in addition to formulation of compartmental models, this now permits VCell users to seamlessly connect reaction networks derived from rules to explicit geometries to automatically generate a system of reaction-diffusion equations. These may then be simulated using either the VCell partial differential equations deterministic solvers or the Smoldyn stochastic simulator. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.

A common stochastic accumulator with effector-dependent noise can explain eye-hand coordination

PubMed Central

Gopal, Atul; Viswanathan, Pooja

2015-01-01

The computational architecture that enables the flexible coupling between otherwise independent eye and hand effector systems is not understood. By using a drift diffusion framework, in which variability of the reaction time (RT) distribution scales with mean RT, we tested the ability of a common stochastic accumulator to explain eye-hand coordination. Using a combination of behavior, computational modeling and electromyography, we show how a single stochastic accumulator to threshold, followed by noisy effector-dependent delays, explains eye-hand RT distributions and their correlation, while an alternate independent, interactive eye and hand accumulator model does not. Interestingly, the common accumulator model did not explain the RT distributions of the same subjects when they made eye and hand movements in isolation. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning. PMID:25568161

Entropy production in mesoscopic stochastic thermodynamics: nonequilibrium kinetic cycles driven by chemical potentials, temperatures, and mechanical forces

NASA Astrophysics Data System (ADS)

Qian, Hong; Kjelstrup, Signe; Kolomeisky, Anatoly B.; Bedeaux, Dick

2016-04-01

Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager’s reciprocal relations in this context is elucidated. Chemomechanical, thermomechanical, and enzyme-catalyzed thermochemical energy transduction processes are discussed. It is argued that mesoscopic stochastic NET in phase space provides a rigorous mathematical basis of fundamental concepts needed for understanding complex processes in chemistry, physics and biology. This theory is also relevant for nanoscale technological advances.

From quantum to classical modeling of radiation reaction: A focus on stochasticity effects

NASA Astrophysics Data System (ADS)

Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.

2018-04-01

Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high-energy photon emission and its back-reaction in the deformation of the particle distribution function.

Unified path integral approach to theories of diffusion-influenced reactions

NASA Astrophysics Data System (ADS)

Prüstel, Thorsten; Meier-Schellersheim, Martin

2017-08-01

Building on mathematical similarities between quantum mechanics and theories of diffusion-influenced reactions, we develop a general approach for computational modeling of diffusion-influenced reactions that is capable of capturing not only the classical Smoluchowski picture but also alternative theories, as is here exemplified by a volume reactivity model. In particular, we prove the path decomposition expansion of various Green's functions describing the irreversible and reversible reaction of an isolated pair of molecules. To this end, we exploit a connection between boundary value and interaction potential problems with δ - and δ'-function perturbation. We employ a known path-integral-based summation of a perturbation series to derive a number of exact identities relating propagators and survival probabilities satisfying different boundary conditions in a unified and systematic manner. Furthermore, we show how the path decomposition expansion represents the propagator as a product of three factors in the Laplace domain that correspond to quantities figuring prominently in stochastic spatially resolved simulation algorithms. This analysis will thus be useful for the interpretation of current and the design of future algorithms. Finally, we discuss the relation between the general approach and the theory of Brownian functionals and calculate the mean residence time for the case of irreversible and reversible reactions.

Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

NASA Technical Reports Server (NTRS)

Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

1994-01-01

We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

MOLNs: A CLOUD PLATFORM FOR INTERACTIVE, REPRODUCIBLE, AND SCALABLE SPATIAL STOCHASTIC COMPUTATIONAL EXPERIMENTS IN SYSTEMS BIOLOGY USING PyURDME

PubMed Central

Drawert, Brian; Trogdon, Michael; Toor, Salman; Petzold, Linda; Hellander, Andreas

2017-01-01

Computational experiments using spatial stochastic simulations have led to important new biological insights, but they require specialized tools and a complex software stack, as well as large and scalable compute and data analysis resources due to the large computational cost associated with Monte Carlo computational workflows. The complexity of setting up and managing a large-scale distributed computation environment to support productive and reproducible modeling can be prohibitive for practitioners in systems biology. This results in a barrier to the adoption of spatial stochastic simulation tools, effectively limiting the type of biological questions addressed by quantitative modeling. In this paper, we present PyURDME, a new, user-friendly spatial modeling and simulation package, and MOLNs, a cloud computing appliance for distributed simulation of stochastic reaction-diffusion models. MOLNs is based on IPython and provides an interactive programming platform for development of sharable and reproducible distributed parallel computational experiments. PMID:28190948

Improved Modeling of Finite-Rate Turbulent Combustion Processes in Research Combustors

NASA Technical Reports Server (NTRS)

VanOverbeke, Thomas J.

1998-01-01

The objective of this thesis is to further develop and test a stochastic model of turbulent combustion in recirculating flows. There is a requirement to increase the accuracy of multi-dimensional combustion predictions. As turbulence affects reaction rates, this interaction must be more accurately evaluated. In this work a more physically correct way of handling the interaction of turbulence on combustion is further developed and tested. As turbulence involves randomness, stochastic modeling is used. Averaged values such as temperature and species concentration are found by integrating the probability density function (pdf) over the range of the scalar. The model in this work does not assume the pdf type, but solves for the evolution of the pdf using the Monte Carlo solution technique. The model is further developed by including a more robust reaction solver, by using accurate thermodynamics and by more accurate transport elements. The stochastic method is used with Semi-Implicit Method for Pressure-Linked Equations. The SIMPLE method is used to solve for velocity, pressure, turbulent kinetic energy and dissipation. The pdf solver solves for temperature and species concentration. Thus, the method is partially familiar to combustor engineers. The method is compared to benchmark experimental data and baseline calculations. The baseline method was tested on isothermal flows, evaporating sprays and combusting sprays. Pdf and baseline predictions were performed for three diffusion flames and one premixed flame. The pdf method predicted lower combustion rates than the baseline method in agreement with the data, except for the premixed flame. The baseline and stochastic predictions bounded the experimental data for the premixed flame. The use of a continuous mixing model or relax to mean mixing model had little effect on the prediction of average temperature. Two grids were used in a hydrogen diffusion flame simulation. Grid density did not effect the predictions except for peak temperature and tangential velocity. The hybrid pdf method did take longer and required more memory, but has a theoretical basis to extend to many reaction steps which cannot be said of current turbulent combustion models.

Relativistic analysis of stochastic kinematics

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient measured in a frame Σ moving with velocity w with respect to the rest frame of the stochastic process is inversely proportional to the third power of the Lorentz factor γ (w ) =(1-w2/c2) -1 /2 . Subsequently, higher-dimensional processes are analyzed and it is shown that the diffusivity tensor in a moving frame becomes nonisotropic: The diffusivities parallel and orthogonal to the velocity of the moving frame scale differently with respect to γ (w ) . The analysis of discrete space-time diffusion processes permits one to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

PubMed

Lei, Youming; Zheng, Fan

2016-12-01

Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

Inertial Manifold and Large Deviations Approach to Reduced PDE Dynamics

NASA Astrophysics Data System (ADS)

Cardin, Franco; Favretti, Marco; Lovison, Alberto

2017-09-01

In this paper a certain type of reaction-diffusion equation—similar to the Allen-Cahn equation—is the starting point for setting up a genuine thermodynamic reduction i.e. involving a finite number of parameters or collective variables of the initial system. We firstly operate a finite Lyapunov-Schmidt reduction of the cited reaction-diffusion equation when reformulated as a variational problem. In this way we gain a finite-dimensional ODE description of the initial system which preserves the gradient structure of the original one and that is exact for the static case and only approximate for the dynamic case. Our main concern is how to deal with this approximate reduced description of the initial PDE. To start with, we note that our approximate reduced ODE is similar to the approximate inertial manifold introduced by Temam and coworkers for Navier-Stokes equations. As a second approach, we take into account the uncertainty (loss of information) introduced with the above mentioned approximate reduction by considering the stochastic version of the ODE. We study this reduced stochastic system using classical tools from large deviations, viscosity solutions and weak KAM Hamilton-Jacobi theory. In the last part we suggest a possible use of a result of our approach in the comprehensive treatment non equilibrium thermodynamics given by Macroscopic Fluctuation Theory.

Spatial modeling of cell signaling networks.

PubMed

Cowan, Ann E; Moraru, Ion I; Schaff, James C; Slepchenko, Boris M; Loew, Leslie M

2012-01-01

The shape of a cell, the sizes of subcellular compartments, and the spatial distribution of molecules within the cytoplasm can all control how molecules interact to produce a cellular behavior. This chapter describes how these spatial features can be included in mechanistic mathematical models of cell signaling. The Virtual Cell computational modeling and simulation software is used to illustrate the considerations required to build a spatial model. An explanation of how to appropriately choose between physical formulations that implicitly or explicitly account for cell geometry and between deterministic versus stochastic formulations for molecular dynamics is provided, along with a discussion of their respective strengths and weaknesses. As a first step toward constructing a spatial model, the geometry needs to be specified and associated with the molecules, reactions, and membrane flux processes of the network. Initial conditions, diffusion coefficients, velocities, and boundary conditions complete the specifications required to define the mathematics of the model. The numerical methods used to solve reaction-diffusion problems both deterministically and stochastically are then described and some guidance is provided in how to set up and run simulations. A study of cAMP signaling in neurons ends the chapter, providing an example of the insights that can be gained in interpreting experimental results through the application of spatial modeling. Copyright © 2012 Elsevier Inc. All rights reserved.

Effective stochastic generator with site-dependent interactions

NASA Astrophysics Data System (ADS)

Khamehchi, Masoumeh; Jafarpour, Farhad H.

2017-11-01

It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.

Electron heat transport measured in a stochastic magnetic field.

PubMed

Biewer, T M; Forest, C B; Anderson, J K; Fiksel, G; Hudson, B; Prager, S C; Sarff, J S; Wright, J C; Brower, D L; Ding, W X; Terry, S D

2003-07-25

New profile measurements have allowed the electron thermal diffusivity profile to be estimated from power balance in the Madison Symmetric Torus where magnetic islands overlap and field lines are stochastic. The measurements show that (1) the electron energy transport is conductive not convective, (2) the measured thermal diffusivities are in good agreement with numerical simulations of stochastic transport, and (3) transport is greatly reduced near the reversal surface where magnetic diffusion is small.

Monte Carlo PDF method for turbulent reacting flow in a jet-stirred reactor

NASA Astrophysics Data System (ADS)

Roekaerts, D.

1992-01-01

A stochastic algorithm for the solution of the modeled scalar probability density function (PDF) transport equation for single-phase turbulent reacting flow is described. Cylindrical symmetry is assumed. The PDF is represented by ensembles of N representative values of the thermochemical variables in each cell of a nonuniform finite-difference grid and operations on these elements representing convection, diffusion, mixing and reaction are derived. A simplified model and solution algorithm which neglects the influence of turbulent fluctuations on mean reaction rates is also described. Both algorithms are applied to a selectivity problem in a real reactor.

Particle-based simulations of polarity establishment reveal stochastic promotion of Turing pattern formation

PubMed Central

Ramirez, Samuel A.; Elston, Timothy C.

2018-01-01

Polarity establishment, the spontaneous generation of asymmetric molecular distributions, is a crucial component of many cellular functions. Saccharomyces cerevisiae (yeast) undergoes directed growth during budding and mating, and is an ideal model organism for studying polarization. In yeast and many other cell types, the Rho GTPase Cdc42 is the key molecular player in polarity establishment. During yeast polarization, multiple patches of Cdc42 initially form, then resolve into a single front. Because polarization relies on strong positive feedback, it is likely that the amplification of molecular-level fluctuations underlies the generation of multiple nascent patches. In the absence of spatial cues, these fluctuations may be key to driving polarization. Here we used particle-based simulations to investigate the role of stochastic effects in a Turing-type model of yeast polarity establishment. In the model, reactions take place either between two molecules on the membrane, or between a cytosolic and a membrane-bound molecule. Thus, we developed a computational platform that explicitly simulates molecules at and near the cell membrane, and implicitly handles molecules away from the membrane. To evaluate stochastic effects, we compared particle simulations to deterministic reaction-diffusion equation simulations. Defining macroscopic rate constants that are consistent with the microscopic parameters for this system is challenging, because diffusion occurs in two dimensions and particles exchange between the membrane and cytoplasm. We address this problem by empirically estimating macroscopic rate constants from appropriately designed particle-based simulations. Ultimately, we find that stochastic fluctuations speed polarity establishment and permit polarization in parameter regions predicted to be Turing stable. These effects can operate at Cdc42 abundances expected of yeast cells, and promote polarization on timescales consistent with experimental results. To our knowledge, our work represents the first particle-based simulations of a model for yeast polarization that is based on a Turing mechanism. PMID:29529021

DOE Office of Scientific and Technical Information (OSTI.GOV)

Garcia, Andres

Transport and reaction in zeolites and other porous materials, such as mesoporous silica particles, has been a focus of interest in recent years. This is in part due to the possibility of anomalous transport effects (e.g. single-file diffusion) and its impact in the reaction yield in catalytic processes. Computational simulations are often used to study these complex nonequilibrium systems. Computer simulations using Molecular Dynamics (MD) techniques are prohibitive, so instead coarse grained one-dimensional models with the aid of Kinetic Monte Carlo (KMC) simulations are used. Both techniques can be computationally expensive, both time and resource wise. These coarse-grained systems canmore » be exactly described by a set of coupled stochastic master equations, that describe the reaction-diffusion kinetics of the system. The equations can be written exactly, however, coupling between the equations and terms within the equations make it impossible to solve them exactly; approximations must be made. One of the most common methods to obtain approximate solutions is to use Mean Field (MF) theory. MF treatments yield reasonable results at high ratios of reaction rate k to hop rate h of the particles, but fail completely at low k=h due to the over-estimation of fluxes of particles within the pore. We develop a method to estimate fluxes and intrapore diffusivity in simple one- dimensional reaction-diffusion models at high and low k=h, where the pores are coupled to an equilibrated three-dimensional fluid. We thus successfully describe analytically these simple reaction-diffusion one-dimensional systems. Extensions to models considering behavior with long range steric interactions and wider pores require determination of multiple boundary conditions. We give a prescription to estimate the required parameters for these simulations. For one dimensional systems, if single-file diffusion is relaxed, additional parameters to describe particle exchange have to be introduced. We use Langevin Molecular Dynamics (MD) simulations to assess these parameters.« less

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

NASA Astrophysics Data System (ADS)

Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf

2018-04-01

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

Stochastic mechanics of reciprocal diffusions

NASA Astrophysics Data System (ADS)

Levy, Bernard C.; Krener, Arthur J.

1996-02-01

The dynamics and kinematics of reciprocal diffusions were examined in a previous paper [J. Math. Phys. 34, 1846 (1993)], where it was shown that reciprocal diffusions admit a chain of conservation laws, which close after the first two laws for two disjoint subclasses of reciprocal diffusions, the Markov and quantum diffusions. For the case of quantum diffusions, the conservation laws are equivalent to Schrödinger's equation. The Markov diffusions were employed by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math Kl. 144 (1931); Ann. Inst. H. Poincaré 2, 269 (1932)], Nelson [Dynamical Theories of Brownian Motion (Princeton University, Princeton, NJ, 1967); Quantum Fluctuations (Princeton University, Princeton, NJ, 1985)], and other researchers to develop stochastic formulations of quantum mechanics, called stochastic mechanics. We propose here an alternative version of stochastic mechanics based on quantum diffusions. A procedure is presented for constructing the quantum diffusion associated to a given wave function. It is shown that quantum diffusions satisfy the uncertainty principle, and have a locality property, whereby given two dynamically uncoupled but statistically correlated particles, the marginal statistics of each particle depend only on the local fields to which the particle is subjected. However, like Wigner's joint probability distribution for the position and momentum of a particle, the finite joint probability densities of quantum diffusions may take negative values.

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Riedel, Clement; Gabizon, Ronen; Wilson, Christian A. M.

Recent studies have shown that the diffusivity of enzymes increases in a substrate-dependent manner during catalysis. Although this observation has been reported and characterized for several different systems, the precise origin of this phenomenon is unknown. Calorimetric methods are often used to determine enthalpies from enzyme-catalysed reactions and can therefore provide important insight into their reaction mechanisms. The ensemble averages involved in traditional bulk calorimetry cannot probe the transient effects that the energy exchanged in a reaction may have on the catalyst. Here we obtain single-molecule fluorescence correlation spectroscopy data and analyse them within the framework of a stochastic theorymore » to demonstrate a mechanistic link between the enhanced diffusion of a single enzyme molecule and the heat released in the reaction. We propose that the heat released during catalysis generates an asymmetric pressure wave that results in a differential stress at the protein-solvent interface that transiently displaces the centre-of-mass of the enzyme (chemoacoustic effect). We find this novel perspective on how enzymes respond to the energy released during catalysis suggests a possible effect of the heat of reaction on the structural integrity and internal degrees of freedom of the enzyme.« less

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-06-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-04-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schrodinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time -integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p^{t} (x,y) > cp(y), and this result is applied to show that the set of spin-1over2 diffusions is uniformly ergodic. In stochastic mechanics, the Bopp-Haag-Dankel diffusions on IR^3times SO(3) are used to represent particles with spin. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp -Haag-Dankel diffusions onto IR^3 converge to a Markovian limit process. This conjecture is proved for the spin-1over2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schrodinger equation, and that there are solutions to the Schrodinger equation which do not satisfy the Guerra-Morato Lagrangian variational principle. These observations are shown to apply equally to other existing formulations of stochastic mechanics, and it is argued that these difficulties represent fundamental inadequacies in the physical foundation of stochastic mechanics.

On time-dependent diffusion coefficients arising from stochastic processes with memory

NASA Astrophysics Data System (ADS)

Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

2017-08-01

Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less

Multistage adsorption of diffusing macromolecules and viruses

NASA Astrophysics Data System (ADS)

Chou, Tom; D'Orsogna, Maria R.

2007-09-01

We derive the equations that describe adsorption of diffusing particles onto a surface followed by additional surface kinetic steps before being transported across the interface. Multistage surface kinetics occurs during membrane protein insertion, cell signaling, and the infection of cells by virus particles. For example, viral entry into healthy cells is possible only after a series of receptor and coreceptor binding events occurs at the cellular surface. We couple the diffusion of particles in the bulk phase with the multistage surface kinetics and derive an effective, integrodifferential boundary condition that contains a memory kernel embodying the delay induced by the surface reactions. This boundary condition takes the form of a singular perturbation problem in the limit where particle-surface interactions are short ranged. Moreover, depending on the surface kinetics, the delay kernel induces a nonmonotonic, transient replenishment of the bulk particle concentration near the interface. The approach generalizes that of Ward and Tordai [J. Chem. Phys. 14, 453 (1946)] and Diamant and Andelman [Colloids Surf. A 183-185, 259 (2001)] to include surface kinetics, giving rise to qualitatively new behaviors. Our analysis also suggests a simple scheme by which stochastic surface reactions may be coupled to deterministic bulk diffusion.

Rate kernel theory for pseudo-first-order kinetics of diffusion-influenced reactions and application to fluorescence quenching kinetics.

PubMed

Yang, Mino

2007-06-07

Theoretical foundation of rate kernel equation approaches for diffusion-influenced chemical reactions is presented and applied to explain the kinetics of fluorescence quenching reactions. A many-body master equation is constructed by introducing stochastic terms, which characterize the rates of chemical reactions, into the many-body Smoluchowski equation. A Langevin-type of memory equation for the density fields of reactants evolving under the influence of time-independent perturbation is derived. This equation should be useful in predicting the time evolution of reactant concentrations approaching the steady state attained by the perturbation as well as the steady-state concentrations. The dynamics of fluctuation occurring in equilibrium state can be predicted by the memory equation by turning the perturbation off and consequently may be useful in obtaining the linear response to a time-dependent perturbation. It is found that unimolecular decay processes including the time-independent perturbation can be incorporated into bimolecular reaction kinetics as a Laplace transform variable. As a result, a theory for bimolecular reactions along with the unimolecular process turned off is sufficient to predict overall reaction kinetics including the effects of unimolecular reactions and perturbation. As the present formulation is applied to steady-state kinetics of fluorescence quenching reactions, the exact relation between fluorophore concentrations and the intensity of excitation light is derived.

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

Development of morphogen gradient: The role of dimension and discreteness

DOE Office of Scientific and Technical Information (OSTI.GOV)

Teimouri, Hamid; Kolomeisky, Anatoly B.

2014-02-28

The fundamental processes of biological development are governed by multiple signaling molecules that create non-uniform concentration profiles known as morphogen gradients. It is widely believed that the establishment of morphogen gradients is a result of complex processes that involve diffusion and degradation of locally produced signaling molecules. We developed a multi-dimensional discrete-state stochastic approach for investigating the corresponding reaction-diffusion models. It provided a full analytical description for stationary profiles and for important dynamic properties such as local accumulation times, variances, and mean first-passage times. The role of discreteness in developing of morphogen gradients is analyzed by comparing with available continuummore » descriptions. It is found that the continuum models prediction about multiple time scales near the source region in two-dimensional and three-dimensional systems is not supported in our analysis. Using ideas that view the degradation process as an effective potential, the effect of dimensionality on establishment of morphogen gradients is also discussed. In addition, we investigated how these reaction-diffusion processes are modified with changing the size of the source region.« less

A practical approach to calculate the time evolutions of magnetic field effects on photochemical reactions in nano-structured materials.

PubMed

Yago, Tomoaki; Wakasa, Masanobu

2015-04-21

A practical method to calculate time evolutions of magnetic field effects (MFEs) on photochemical reactions involving radical pairs is developed on the basis of the theory of the chemically induced dynamic spin polarization proposed by Pedersen and Freed. In theory, the stochastic Liouville equation (SLE), including the spin Hamiltonian, diffusion motions of the radical pair, chemical reactions, and spin relaxations, is solved by using the Laplace and the inverse Laplace transformation technique. In our practical approach, time evolutions of the MFEs are successfully calculated by applying the Miller-Guy method instead of the final value theorem to the inverse Laplace transformation process. Especially, the SLE calculations are completed in a short time when the radical pair dynamics can be described by the chemical kinetics consisting of diffusions, reactions and spin relaxations. The SLE analysis with a short calculation time enables one to examine the various parameter sets for fitting the experimental date. Our study demonstrates that simultaneous fitting of the time evolution of the MFE and of the magnetic field dependence of the MFE provides valuable information on the diffusion motions of the radical pairs in nano-structured materials such as micelles where the lifetimes of radical pairs are longer than hundreds of nano-seconds and the magnetic field dependence of the spin relaxations play a major role for the generation of the MFE.

A novel Kinetic Monte Carlo algorithm for Non-Equilibrium Simulations

NASA Astrophysics Data System (ADS)

Jha, Prateek; Kuzovkov, Vladimir; Grzybowski, Bartosz; Olvera de La Cruz, Monica

2012-02-01

We have developed an off-lattice kinetic Monte Carlo simulation scheme for reaction-diffusion problems in soft matter systems. The definition of transition probabilities in the Monte Carlo scheme are taken identical to the transition rates in a renormalized master equation of the diffusion process and match that of the Glauber dynamics of Ising model. Our scheme provides several advantages over the Brownian dynamics technique for non-equilibrium simulations. Since particle displacements are accepted/rejected in a Monte Carlo fashion as opposed to moving particles following a stochastic equation of motion, nonphysical movements (e.g., violation of a hard core assumption) are not possible (these moves have zero acceptance). Further, the absence of a stochastic ``noise'' term resolves the computational difficulties associated with generating statistically independent trajectories with definitive mean properties. Finally, since the timestep is independent of the magnitude of the interaction forces, much longer time-steps can be employed than Brownian dynamics. We discuss the applications of this scheme for dynamic self-assembly of photo-switchable nanoparticles and dynamical problems in polymeric systems.

The origin of life is a spatially localized stochastic transition

PubMed Central

2012-01-01

Background Life depends on biopolymer sequences as catalysts and as genetic material. A key step in the Origin of Life is the emergence of an autocatalytic system of biopolymers. Here we study computational models that address the way a living autocatalytic system could have emerged from a non-living chemical system, as envisaged in the RNA World hypothesis. Results We consider (i) a chemical reaction system describing RNA polymerization, and (ii) a simple model of catalytic replicators that we call the Two’s Company model. Both systems have two stable states: a non-living state, characterized by a slow spontaneous rate of RNA synthesis, and a living state, characterized by rapid autocatalytic RNA synthesis. The origin of life is a transition between these two stable states. The transition is driven by stochastic concentration fluctuations involving relatively small numbers of molecules in a localized region of space. These models are simulated on a two-dimensional lattice in which reactions occur locally on single sites and diffusion occurs by hopping of molecules to neighbouring sites. Conclusions If diffusion is very rapid, the system is well-mixed. The transition to life becomes increasingly difficult as the lattice size is increased because the concentration fluctuations that drive the transition become relatively smaller when larger numbers of molecules are involved. In contrast, when diffusion occurs at a finite rate, concentration fluctuations are local. The transition to life occurs in one local region and then spreads across the rest of the surface. The transition becomes easier with larger lattice sizes because there are more independent regions in which it could occur. The key observations that apply to our models and to the real world are that the origin of life is a rare stochastic event that is localized in one region of space due to the limited rate of diffusion of the molecules involved and that the subsequent spread across the surface is deterministic. It is likely that the time required for the deterministic spread is much shorter than the waiting time for the origin, in which case life evolves only once on a planet, and then rapidly occupies the whole surface. Reviewers Reviewed by Omer Markovitch (nominated by Doron Lancet), Claus Wilke, and Nobuto Takeuchi (nominated by Eugene Koonin). PMID:23176307

Correlation Structure of Fractional Pearson Diffusions.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-09-01

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in terms of Mittag-Leffler functions. That formula shows that fractional Pearson diffusions are long range dependent, with a correlation that falls off like a power law, whose exponent equals the order of the fractional derivative.

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

Rule-based spatial modeling with diffusing, geometrically constrained molecules.

PubMed

Gruenert, Gerd; Ibrahim, Bashar; Lenser, Thorsten; Lohel, Maiko; Hinze, Thomas; Dittrich, Peter

2010-06-07

We suggest a new type of modeling approach for the coarse grained, particle-based spatial simulation of combinatorially complex chemical reaction systems. In our approach molecules possess a location in the reactor as well as an orientation and geometry, while the reactions are carried out according to a list of implicitly specified reaction rules. Because the reaction rules can contain patterns for molecules, a combinatorially complex or even infinitely sized reaction network can be defined. For our implementation (based on LAMMPS), we have chosen an already existing formalism (BioNetGen) for the implicit specification of the reaction network. This compatibility allows to import existing models easily, i.e., only additional geometry data files have to be provided. Our simulations show that the obtained dynamics can be fundamentally different from those simulations that use classical reaction-diffusion approaches like Partial Differential Equations or Gillespie-type spatial stochastic simulation. We show, for example, that the combination of combinatorial complexity and geometric effects leads to the emergence of complex self-assemblies and transportation phenomena happening faster than diffusion (using a model of molecular walkers on microtubules). When the mentioned classical simulation approaches are applied, these aspects of modeled systems cannot be observed without very special treatment. Further more, we show that the geometric information can even change the organizational structure of the reaction system. That is, a set of chemical species that can in principle form a stationary state in a Differential Equation formalism, is potentially unstable when geometry is considered, and vice versa. We conclude that our approach provides a new general framework filling a gap in between approaches with no or rigid spatial representation like Partial Differential Equations and specialized coarse-grained spatial simulation systems like those for DNA or virus capsid self-assembly.

Rule-based spatial modeling with diffusing, geometrically constrained molecules

PubMed Central

2010-01-01

Background We suggest a new type of modeling approach for the coarse grained, particle-based spatial simulation of combinatorially complex chemical reaction systems. In our approach molecules possess a location in the reactor as well as an orientation and geometry, while the reactions are carried out according to a list of implicitly specified reaction rules. Because the reaction rules can contain patterns for molecules, a combinatorially complex or even infinitely sized reaction network can be defined. For our implementation (based on LAMMPS), we have chosen an already existing formalism (BioNetGen) for the implicit specification of the reaction network. This compatibility allows to import existing models easily, i.e., only additional geometry data files have to be provided. Results Our simulations show that the obtained dynamics can be fundamentally different from those simulations that use classical reaction-diffusion approaches like Partial Differential Equations or Gillespie-type spatial stochastic simulation. We show, for example, that the combination of combinatorial complexity and geometric effects leads to the emergence of complex self-assemblies and transportation phenomena happening faster than diffusion (using a model of molecular walkers on microtubules). When the mentioned classical simulation approaches are applied, these aspects of modeled systems cannot be observed without very special treatment. Further more, we show that the geometric information can even change the organizational structure of the reaction system. That is, a set of chemical species that can in principle form a stationary state in a Differential Equation formalism, is potentially unstable when geometry is considered, and vice versa. Conclusions We conclude that our approach provides a new general framework filling a gap in between approaches with no or rigid spatial representation like Partial Differential Equations and specialized coarse-grained spatial simulation systems like those for DNA or virus capsid self-assembly. PMID:20529264

Mechanism of spiral formation in heterogeneous discretized excitable media.

PubMed

Kinoshita, Shu-ichi; Iwamoto, Mayuko; Tateishi, Keita; Suematsu, Nobuhiko J; Ueyama, Daishin

2013-06-01

Spiral waves on excitable media strongly influence the functions of living systems in both a positive and negative way. The spiral formation mechanism has thus been one of the major themes in the field of reaction-diffusion systems. Although the widely believed origin of spiral waves is the interaction of traveling waves, the heterogeneity of an excitable medium has recently been suggested as a probable cause. We suggest one possible origin of spiral waves using a Belousov-Zhabotinsky reaction and a discretized FitzHugh-Nagumo model. The heterogeneity of the reaction field is shown to stochastically generate unidirectional sites, which can induce spiral waves. Furthermore, we found that the spiral wave vanished with only a small reduction in the excitability of the reaction field. These results reveal a gentle approach for controlling the appearance of a spiral wave on an excitable medium.

The effects of noise on binocular rivalry waves: a stochastic neural field model

NASA Astrophysics Data System (ADS)

Webber, Matthew A.; Bressloff, Paul C.

2013-03-01

We analyze the effects of extrinsic noise on traveling waves of visual perception in a competitive neural field model of binocular rivalry. The model consists of two one-dimensional excitatory neural fields, whose activity variables represent the responses to left-eye and right-eye stimuli, respectively. The two networks mutually inhibit each other, and slow adaptation is incorporated into the model by taking the network connections to exhibit synaptic depression. We first show how, in the absence of any noise, the system supports a propagating composite wave consisting of an invading activity front in one network co-moving with a retreating front in the other network. Using a separation of time scales and perturbation methods previously developed for stochastic reaction-diffusion equations, we then show how extrinsic noise in the activity variables leads to a diffusive-like displacement (wandering) of the composite wave from its uniformly translating position at long time scales, and fluctuations in the wave profile around its instantaneous position at short time scales. We use our analysis to calculate the first-passage-time distribution for a stochastic rivalry wave to travel a fixed distance, which we find to be given by an inverse Gaussian. Finally, we investigate the effects of noise in the depression variables, which under an adiabatic approximation lead to quenched disorder in the neural fields during propagation of a wave.

The Validity of Quasi-Steady-State Approximations in Discrete Stochastic Simulations

PubMed Central

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R.

2014-01-01

In biochemical networks, reactions often occur on disparate timescales and can be characterized as either fast or slow. The quasi-steady-state approximation (QSSA) utilizes timescale separation to project models of biochemical networks onto lower-dimensional slow manifolds. As a result, fast elementary reactions are not modeled explicitly, and their effect is captured by nonelementary reaction-rate functions (e.g., Hill functions). The accuracy of the QSSA applied to deterministic systems depends on how well timescales are separated. Recently, it has been proposed to use the nonelementary rate functions obtained via the deterministic QSSA to define propensity functions in stochastic simulations of biochemical networks. In this approach, termed the stochastic QSSA, fast reactions that are part of nonelementary reactions are not simulated, greatly reducing computation time. However, it is unclear when the stochastic QSSA provides an accurate approximation of the original stochastic simulation. We show that, unlike the deterministic QSSA, the validity of the stochastic QSSA does not follow from timescale separation alone, but also depends on the sensitivity of the nonelementary reaction rate functions to changes in the slow species. The stochastic QSSA becomes more accurate when this sensitivity is small. Different types of QSSAs result in nonelementary functions with different sensitivities, and the total QSSA results in less sensitive functions than the standard or the prefactor QSSA. We prove that, as a result, the stochastic QSSA becomes more accurate when nonelementary reaction functions are obtained using the total QSSA. Our work provides an apparently novel condition for the validity of the QSSA in stochastic simulations of biochemical reaction networks with disparate timescales. PMID:25099817

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Stochastic response of human blood platelets to stimulation of shape changes and secretion.

PubMed Central

Deranleau, D A; Lüthy, R; Lüscher, E F

1986-01-01

Stopped-flow turbidimetric data indicate that platelets stimulated with low levels of thrombin undergo a shape transformation from disc to "sphere" to smaller spiny sphere that is indistinguishable from the shape change induced by ADP through different membrane receptor sites and a dissimilar receptor trigger mechanism. Under conditions where neither secretion nor aggregation occur, the extinction coefficients for total scattering by each of the three platelet forms are independent of the stimulus applied, and both reaction mechanisms can be described as stochastic (Poisson) processes in which the rate constant for the formation of the transient species is equal to the rate constant for its disappearance. This observation is independent of the shape assignment, and as the concentration of thrombin is increased and various storage organelles secrete increasing amounts of their contents into the external medium, the stochastic pattern persists. Progressively larger decreases in the extinction coefficients of the intermediate and final platelet forms, over and above those that reflect shape alterations alone, accompany or parallel the reaction induced by the higher thrombin concentrations. The excess turbidity decrease observed when full secretion occurs can be wholly accounted for by a decrease in platelet volume equal in magnitude to the fraction of the total platelet volume occupied by alpha granules. Platelet activation, as reported by the whole body light scattering of either shape changes alone or shape changes plus parallel (but not necessarily also stochastic) alpha granule secretion, thus manifests itself as a random series of transient events conceivably with its origins in the superposition of a set of more elementary stochastic processes that could include microtubule depolymerization, actin polymerization, and possibly diffusion. Although the real nature of the control mechanism remains obscure, certain properties of pooled stochastic processes suggest that a reciprocal connection between microtubule fragmentation and the assembly of actin-containing pseudopodal structures and contractile elements--processes that may exhibit reciprocal requirements for calcium--might provide a hypothetical basis for a rate-limiting step. PMID:3457375

Resist image quality control via acid diffusion constant and/or photodecomposable quencher concentration in the fabrication of 11 nm half-pitch line-and-space patterns using extreme-ultraviolet lithography

NASA Astrophysics Data System (ADS)

Kozawa, Takahiro; Santillan, Julius Joseph; Itani, Toshiro

2018-05-01

Extreme-ultraviolet (EUV) lithography will be applied to the high-volume production of semiconductor devices with 16 nm half-pitch resolution and is expected to be extended to that of devices with 11 nm half-pitch resolution. With the reduction in the feature sizes, the control of acid diffusion becomes a significant concern. In this study, the dependence of resist image quality on T PEB D acid and photodecomposable quencher concentration was investigated by the Monte Carlo method on the basis of the sensitization and reaction mechanisms of chemically amplified EUV resists. Here, T PEB and D acid are the postexposure baking (PEB) time and the acid diffusion constant, respectively. The resist image quality of 11 nm line-and-space patterns is discussed in terms of line edge roughness (LER) and stochastic defect generation. For the minimization of LER, it is necessary to design and control not only the photodecomposable quencher concentration but also T PEB D acid. In this case, D acid should be adjusted to be 0.3–1.5 nm2 s‑1 for a PEB time of 60 s with optimization of the balance among LER and stochastic pinching and bridging. Even if it is difficult to decrease D acid to the range of 0.3–1.5 nm2 s‑1, the image quality can still be controlled via only the photodecomposable quencher concentration, although LER and stochastic pinching and bridging are slightly increased. In this case, accurate control of the photodecomposable quencher concentration and the reduction in the initial standard deviation of the number of protected units are required.

Stochastic modeling of experimental chaotic time series.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Three-dimensional stochastic modeling of radiation belts in adiabatic invariant coordinates

NASA Astrophysics Data System (ADS)

Zheng, Liheng; Chan, Anthony A.; Albert, Jay M.; Elkington, Scot R.; Koller, Josef; Horne, Richard B.; Glauert, Sarah A.; Meredith, Nigel P.

2014-09-01

A 3-D model for solving the radiation belt diffusion equation in adiabatic invariant coordinates has been developed and tested. The model, named Radbelt Electron Model, obtains a probabilistic solution by solving a set of Itô stochastic differential equations that are mathematically equivalent to the diffusion equation. This method is capable of solving diffusion equations with a full 3-D diffusion tensor, including the radial-local cross diffusion components. The correct form of the boundary condition at equatorial pitch angle α0=90° is also derived. The model is applied to a simulation of the October 2002 storm event. At α0 near 90°, our results are quantitatively consistent with GPS observations of phase space density (PSD) increases, suggesting dominance of radial diffusion; at smaller α0, the observed PSD increases are overestimated by the model, possibly due to the α0-independent radial diffusion coefficients, or to insufficient electron loss in the model, or both. Statistical analysis of the stochastic processes provides further insights into the diffusion processes, showing distinctive electron source distributions with and without local acceleration.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Effects of plasma flows on particle diffusion in stochastic magnetic fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vlad, M.; Spineanu, F.; Misguich, J.H.

1996-07-01

The study of collisional test particle diffusion in stochastic magnetic fields is extended to include the effects of the macroscopic flows of the plasma (drifts). We show that a substantial amplification of the diffusion coefficient can be obtained. This effect is produced by the combined action of the parallel collisional velocity and of the average drifts. The perpendicular collisional velocity influences the effective diffusion only in the limit of small average drifts. {copyright} {ital 1996 The American Physical Society.}

Diffusive transport in the presence of stochastically gated absorption

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Karamched, Bhargav R.; Lawley, Sean D.; Levien, Ethan

2017-08-01

We analyze a population of Brownian particles moving in a spatially uniform environment with stochastically gated absorption. The state of the environment at time t is represented by a discrete stochastic variable k (t )∈{0 ,1 } such that the rate of absorption is γ [1 -k (t )] , with γ a positive constant. The variable k (t ) evolves according to a two-state Markov chain. We focus on how stochastic gating affects the attenuation of particle absorption with distance from a localized source in a one-dimensional domain. In the static case (no gating), the steady-state attenuation is given by an exponential with length constant √{D /γ }, where D is the diffusivity. We show that gating leads to slower, nonexponential attenuation. We also explore statistical correlations between particles due to the fact that they all diffuse in the same switching environment. Such correlations can be determined in terms of moments of the solution to a corresponding stochastic Fokker-Planck equation.

Two-time scale subordination in physical processes with long-term memory

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2008-03-01

We describe dynamical processes in continuous media with a long-term memory. Our consideration is based on a stochastic subordination idea and concerns two physical examples in detail. First we study a temporal evolution of the species concentration in a trapping reaction in which a diffusing reactant is surrounded by a sea of randomly moving traps. The analysis uses the random-variable formalism of anomalous diffusive processes. We find that the empirical trapping-reaction law, according to which the reactant concentration decreases in time as a product of an exponential and a stretched exponential function, can be explained by a two-time scale subordination of random processes. Another example is connected with a state equation for continuous media with memory. If the pressure and the density of a medium are subordinated in two different random processes, then the ordinary state equation becomes fractional with two-time scales. This allows one to arrive at the Bagley-Torvik type of state equation.

Population dynamics, information transfer, and spatial organization in a chemical reaction network under spatial confinement and crowding conditions

NASA Astrophysics Data System (ADS)

Bellesia, Giovanni; Bales, Benjamin B.

2016-10-01

We investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been "extended" and considered as a prototype reaction-diffusion system. Our results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatial stochastic simulation methods for the study of biochemical networks in vivo where the "well-mixed" approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.

Mathematical modeling of degradation for bulk-erosive polymers: applications in tissue engineering scaffolds and drug delivery systems.

PubMed

Chen, Yuhang; Zhou, Shiwei; Li, Qing

2011-03-01

The degradation of polymeric biomaterials, which are widely exploited in tissue engineering and drug delivery systems, has drawn significant attention in recent years. This paper aims to develop a mathematical model that combines stochastic hydrolysis and mass transport to simulate the polymeric degradation and erosion process. The hydrolysis reaction is modeled in a discrete fashion by a fundamental stochastic process and an additional autocatalytic effect induced by the local carboxylic acid concentration in terms of the continuous diffusion equation. Illustrative examples of microparticles and tissue scaffolds demonstrate the applicability of the model. It is found that diffusive transport plays a critical role in determining the degradation pathway, whilst autocatalysis makes the degradation size dependent. The modeling results show good agreement with experimental data in the literature, in which the hydrolysis rate, polymer architecture and matrix size actually work together to determine the characteristics of the degradation and erosion processes of bulk-erosive polymer devices. The proposed degradation model exhibits great potential for the design optimization of drug carriers and tissue scaffolds. Copyright © 2010 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bellesia, Giovanni; Bales, Benjamin B.

Here, we investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been “extended” and considered as a prototype reaction-diffusion system. These results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatialmore » stochastic simulation methods for the study of biochemical networks in vivo where the “well-mixed” approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.« less

HRSSA - Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

NASA Astrophysics Data System (ADS)

Marchetti, Luca; Priami, Corrado; Thanh, Vo Hong

2016-07-01

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance and accuracy of HRSSA against other state of the art algorithms.

Robust stochastic Turing patterns in the development of a one-dimensional cyanobacterial organism.

PubMed

Di Patti, Francesca; Lavacchi, Laura; Arbel-Goren, Rinat; Schein-Lubomirsky, Leora; Fanelli, Duccio; Stavans, Joel

2018-05-01

Under nitrogen deprivation, the one-dimensional cyanobacterial organism Anabaena sp. PCC 7120 develops patterns of single, nitrogen-fixing cells separated by nearly regular intervals of photosynthetic vegetative cells. We study a minimal, stochastic model of developmental patterns in Anabaena that includes a nondiffusing activator, two diffusing inhibitor morphogens, demographic fluctuations in the number of morphogen molecules, and filament growth. By tracking developing filaments, we provide experimental evidence for different spatiotemporal roles of the two inhibitors during pattern maintenance and for small molecular copy numbers, justifying a stochastic approach. In the deterministic limit, the model yields Turing patterns within a region of parameter space that shrinks markedly as the inhibitor diffusivities become equal. Transient, noise-driven, stochastic Turing patterns are produced outside this region, which can then be fixed by downstream genetic commitment pathways, dramatically enhancing the robustness of pattern formation, also in the biologically relevant situation in which the inhibitors' diffusivities may be comparable.

Time-delayed feedback control of diffusion in random walkers.

PubMed

Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

2017-07-01

Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

Stochastic theory of nonequilibrium steady states and its applications. Part I

NASA Astrophysics Data System (ADS)

Zhang, Xue-Juan; Qian, Hong; Qian, Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker-Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Plasma Equilibrium in a Magnetic Field with Stochastic Field-Line Trajectories

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2008-11-01

The nature of plasma equilibrium in a magnetic field with stochastic field lines is examined, expanding upon the ideas first described by Reiman et al. The magnetic partial differential equation (PDE) that determines the equilibrium Pfirsch-Schlüter currents is treated as a passive stochastic PDE for μj/B. Renormalization leads to a stochastic Langevin equation for μ in which the resonances at the rational surfaces are broadened by the stochastic diffusion of the field lines; even weak radial diffusion can significantly affect the equilibrium, which need not be flattened in the stochastic region. Particular attention is paid to satisfying the periodicity constraints in toroidal configurations with sheared magnetic fields. A numerical scheme that couples the renormalized Langevin equation to Ampere's law is described. A. Reiman et al, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes, Phys. Reports 360, 1--351.

Mechanisms of stochastic focusing and defocusing in biological reaction networks: insight from accurate chemical master equation (ACME) solutions.

PubMed

Gursoy, Gamze; Terebus, Anna; Youfang Cao; Jie Liang

2016-08-01

Stochasticity plays important roles in regulation of biochemical reaction networks when the copy numbers of molecular species are small. Studies based on Stochastic Simulation Algorithm (SSA) has shown that a basic reaction system can display stochastic focusing (SF) by increasing the sensitivity of the network as a result of the signal noise. Although SSA has been widely used to study stochastic networks, it is ineffective in examining rare events and this becomes a significant issue when the tails of probability distributions are relevant as is the case of SF. Here we use the ACME method to solve the exact solution of the discrete Chemical Master Equations and to study a network where SF was reported. We showed that the level of SF depends on the degree of the fluctuations of signal molecule. We discovered that signaling noise under certain conditions in the same reaction network can lead to a decrease in the system sensitivities, thus the network can experience stochastic defocusing. These results highlight the fundamental role of stochasticity in biological reaction networks and the need for exact computation of probability landscape of the molecules in the system.

Particle-based modeling of heterogeneous chemical kinetics including mass transfer.

PubMed

Sengar, A; Kuipers, J A M; van Santen, Rutger A; Padding, J T

2017-08-01

Connecting the macroscopic world of continuous fields to the microscopic world of discrete molecular events is important for understanding several phenomena occurring at physical boundaries of systems. An important example is heterogeneous catalysis, where reactions take place at active surfaces, but the effective reaction rates are determined by transport limitations in the bulk fluid and reaction limitations on the catalyst surface. In this work we study the macro-micro connection in a model heterogeneous catalytic reactor by means of stochastic rotation dynamics. The model is able to resolve the convective and diffusive interplay between participating species, while including adsorption, desorption, and reaction processes on the catalytic surface. Here we apply the simulation methodology to a simple straight microchannel with a catalytic strip. Dimensionless Damkohler numbers are used to comment on the spatial concentration profiles of reactants and products near the catalyst strip and in the bulk. We end the discussion with an outlook on more complicated geometries and increasingly complex reactions.

Particle-based modeling of heterogeneous chemical kinetics including mass transfer

NASA Astrophysics Data System (ADS)

Sengar, A.; Kuipers, J. A. M.; van Santen, Rutger A.; Padding, J. T.

2017-08-01

Connecting the macroscopic world of continuous fields to the microscopic world of discrete molecular events is important for understanding several phenomena occurring at physical boundaries of systems. An important example is heterogeneous catalysis, where reactions take place at active surfaces, but the effective reaction rates are determined by transport limitations in the bulk fluid and reaction limitations on the catalyst surface. In this work we study the macro-micro connection in a model heterogeneous catalytic reactor by means of stochastic rotation dynamics. The model is able to resolve the convective and diffusive interplay between participating species, while including adsorption, desorption, and reaction processes on the catalytic surface. Here we apply the simulation methodology to a simple straight microchannel with a catalytic strip. Dimensionless Damkohler numbers are used to comment on the spatial concentration profiles of reactants and products near the catalyst strip and in the bulk. We end the discussion with an outlook on more complicated geometries and increasingly complex reactions.

HRSSA – Efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marchetti, Luca, E-mail: marchetti@cosbi.eu; Priami, Corrado, E-mail: priami@cosbi.eu; University of Trento, Department of Mathematics

This paper introduces HRSSA (Hybrid Rejection-based Stochastic Simulation Algorithm), a new efficient hybrid stochastic simulation algorithm for spatially homogeneous biochemical reaction networks. HRSSA is built on top of RSSA, an exact stochastic simulation algorithm which relies on propensity bounds to select next reaction firings and to reduce the average number of reaction propensity updates needed during the simulation. HRSSA exploits the computational advantage of propensity bounds to manage time-varying transition propensities and to apply dynamic partitioning of reactions, which constitute the two most significant bottlenecks of hybrid simulation. A comprehensive set of simulation benchmarks is provided for evaluating performance andmore » accuracy of HRSSA against other state of the art algorithms.« less

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

Using genetic data to estimate diffusion rates in heterogeneous landscapes.

PubMed

Roques, L; Walker, E; Franck, P; Soubeyrand, S; Klein, E K

2016-08-01

Having a precise knowledge of the dispersal ability of a population in a heterogeneous environment is of critical importance in agroecology and conservation biology as it can provide management tools to limit the effects of pests or to increase the survival of endangered species. In this paper, we propose a mechanistic-statistical method to estimate space-dependent diffusion parameters of spatially-explicit models based on stochastic differential equations, using genetic data. Dividing the total population into subpopulations corresponding to different habitat patches with known allele frequencies, the expected proportions of individuals from each subpopulation at each position is computed by solving a system of reaction-diffusion equations. Modelling the capture and genotyping of the individuals with a statistical approach, we derive a numerically tractable formula for the likelihood function associated with the diffusion parameters. In a simulated environment made of three types of regions, each associated with a different diffusion coefficient, we successfully estimate the diffusion parameters with a maximum-likelihood approach. Although higher genetic differentiation among subpopulations leads to more accurate estimations, once a certain level of differentiation has been reached, the finite size of the genotyped population becomes the limiting factor for accurate estimation.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

Stochastic Convection Parameterizations: The Eddy-Diffusivity/Mass-Flux (EDMF) Approach (Invited)

NASA Astrophysics Data System (ADS)

Teixeira, J.

2013-12-01

In this presentation it is argued that moist convection parameterizations need to be stochastic in order to be realistic - even in deterministic atmospheric prediction systems. A new unified convection and boundary layer parameterization (EDMF) that optimally combines the Eddy-Diffusivity (ED) approach for smaller-scale boundary layer mixing with the Mass-Flux (MF) approach for larger-scale plumes is discussed. It is argued that for realistic simulations stochastic methods have to be employed in this new unified EDMF. Positive results from the implementation of the EDMF approach in atmospheric models are presented.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

A stochastic model of solid state thin film deposition: Application to chalcopyrite growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lovelett, Robert J.; Pang, Xueqi; Roberts, Tyler M.

Developing high fidelity quantitative models of solid state reaction systems can be challenging, especially in deposition systems where, in addition to the multiple competing processes occurring simultaneously, the solid interacts with its atmosphere. In this work, we develop a model for the growth of a thin solid film where species from the atmosphere adsorb, diffuse, and react with the film. The model is mesoscale and describes an entire film with thickness on the order of microns. Because it is stochastic, the model allows us to examine inhomogeneities and agglomerations that would be impossible to characterize with deterministic methods. We demonstratemore » the modeling approach with the example of chalcopyrite Cu(InGa)(SeS){sub 2} thin film growth via precursor reaction, which is a common industrial method for fabricating thin film photovoltaic modules. The model is used to understand how and why through-film variation in the composition of Cu(InGa)(SeS){sub 2} thin films arises and persists. We believe that the model will be valuable as an effective quantitative description of many other materials systems used in semiconductors, energy storage, and other fast-growing industries.« less

A stochastic model of solid state thin film deposition: Application to chalcopyrite growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lovelett, Robert J.; Pang, Xueqi; Roberts, Tyler M.

Developing high fidelity quantitative models of solid state reaction systems can be challenging, especially in deposition systems where, in addition to the multiple competing processes occurring simultaneously, the solid interacts with its atmosphere. Here, we develop a model for the growth of a thin solid film where species from the atmosphere adsorb, diffuse, and react with the film. The model is mesoscale and describes an entire film with thickness on the order of microns. Because it is stochastic, the model allows us to examine inhomogeneities and agglomerations that would be impossible to characterize with deterministic methods. We also demonstrate themore » modeling approach with the example of chalcopyrite Cu(InGa)(SeS) 2 thin film growth via precursor reaction, which is a common industrial method for fabricating thin film photovoltaic modules. The model is used to understand how and why through-film variation in the composition of Cu(InGa)(SeS) 2 thin films arises and persists. Finally, we believe that the model will be valuable as an effective quantitative description of many other materials systems used in semiconductors, energy storage, and other fast-growing industries.« less

A stochastic model of solid state thin film deposition: Application to chalcopyrite growth

DOE PAGES

Lovelett, Robert J.; Pang, Xueqi; Roberts, Tyler M.; ...

2016-04-01

Developing high fidelity quantitative models of solid state reaction systems can be challenging, especially in deposition systems where, in addition to the multiple competing processes occurring simultaneously, the solid interacts with its atmosphere. Here, we develop a model for the growth of a thin solid film where species from the atmosphere adsorb, diffuse, and react with the film. The model is mesoscale and describes an entire film with thickness on the order of microns. Because it is stochastic, the model allows us to examine inhomogeneities and agglomerations that would be impossible to characterize with deterministic methods. We also demonstrate themore » modeling approach with the example of chalcopyrite Cu(InGa)(SeS) 2 thin film growth via precursor reaction, which is a common industrial method for fabricating thin film photovoltaic modules. The model is used to understand how and why through-film variation in the composition of Cu(InGa)(SeS) 2 thin films arises and persists. Finally, we believe that the model will be valuable as an effective quantitative description of many other materials systems used in semiconductors, energy storage, and other fast-growing industries.« less

Single-molecule stochastic times in a reversible bimolecular reaction

NASA Astrophysics Data System (ADS)

Keller, Peter; Valleriani, Angelo

2012-08-01

In this work, we consider the reversible reaction between reactants of species A and B to form the product C. We consider this reaction as a prototype of many pseudobiomolecular reactions in biology, such as for instance molecular motors. We derive the exact probability density for the stochastic waiting time that a molecule of species A needs until the reaction with a molecule of species B takes place. We perform this computation taking fully into account the stochastic fluctuations in the number of molecules of species B. We show that at low numbers of participating molecules, the exact probability density differs from the exponential density derived by assuming the law of mass action. Finally, we discuss the condition of detailed balance in the exact stochastic and in the approximate treatment.

A stochastic maximum principle for backward control systems with random default time

NASA Astrophysics Data System (ADS)

Shen, Yang; Kuen Siu, Tak

2013-05-01

This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size.

PubMed

Coron, Camille

2016-01-01

We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches.

Multiscale simulations of anisotropic particles combining molecular dynamics and Green's function reaction dynamics

NASA Astrophysics Data System (ADS)

Vijaykumar, Adithya; Ouldridge, Thomas E.; ten Wolde, Pieter Rein; Bolhuis, Peter G.

2017-03-01

The modeling of complex reaction-diffusion processes in, for instance, cellular biochemical networks or self-assembling soft matter can be tremendously sped up by employing a multiscale algorithm which combines the mesoscopic Green's Function Reaction Dynamics (GFRD) method with explicit stochastic Brownian, Langevin, or deterministic molecular dynamics to treat reactants at the microscopic scale [A. Vijaykumar, P. G. Bolhuis, and P. R. ten Wolde, J. Chem. Phys. 143, 214102 (2015)]. Here we extend this multiscale MD-GFRD approach to include the orientational dynamics that is crucial to describe the anisotropic interactions often prevalent in biomolecular systems. We present the novel algorithm focusing on Brownian dynamics only, although the methodology is generic. We illustrate the novel algorithm using a simple patchy particle model. After validation of the algorithm, we discuss its performance. The rotational Brownian dynamics MD-GFRD multiscale method will open up the possibility for large scale simulations of protein signalling networks.

Reaction front barriers in time aperiodic fluid flows

NASA Astrophysics Data System (ADS)

Locke, Rory; Mitchell, Kevin

2016-11-01

Many chemical and biological systems can be characterized by the propagation of a front that separates different phases or species. One approach to formalizing a general theory is to apply frameworks developed in nonlinear dynamics. It has been shown that invariant manifolds form barriers to passive transport in time-dependent or time-periodic fluid flows. More recently, analogous manifolds termed burning- invariant-manifolds (BIMs), have been shown to form one-sided barriers to reaction fronts in advection-reaction-diffusion (ARD) systems. To model more realistic time-aperiodic systems, recent theoretical work has suggested that similar one-sided barriers, termed burning Lagrangian coherent structures (bLCSs), exist for fluid velocity data prescribed over a finite time interval. In this presentation, we use a stochastic "wind" to generate time dependence in a double-vortex channel flow and demonstrate the (locally) most attracting or repelling curves are the bLCSs.

Diffusion maps for high-dimensional single-cell analysis of differentiation data.

PubMed

Haghverdi, Laleh; Buettner, Florian; Theis, Fabian J

2015-09-15

Single-cell technologies have recently gained popularity in cellular differentiation studies regarding their ability to resolve potential heterogeneities in cell populations. Analyzing such high-dimensional single-cell data has its own statistical and computational challenges. Popular multivariate approaches are based on data normalization, followed by dimension reduction and clustering to identify subgroups. However, in the case of cellular differentiation, we would not expect clear clusters to be present but instead expect the cells to follow continuous branching lineages. Here, we propose the use of diffusion maps to deal with the problem of defining differentiation trajectories. We adapt this method to single-cell data by adequate choice of kernel width and inclusion of uncertainties or missing measurement values, which enables the establishment of a pseudotemporal ordering of single cells in a high-dimensional gene expression space. We expect this output to reflect cell differentiation trajectories, where the data originates from intrinsic diffusion-like dynamics. Starting from a pluripotent stage, cells move smoothly within the transcriptional landscape towards more differentiated states with some stochasticity along their path. We demonstrate the robustness of our method with respect to extrinsic noise (e.g. measurement noise) and sampling density heterogeneities on simulated toy data as well as two single-cell quantitative polymerase chain reaction datasets (i.e. mouse haematopoietic stem cells and mouse embryonic stem cells) and an RNA-Seq data of human pre-implantation embryos. We show that diffusion maps perform considerably better than Principal Component Analysis and are advantageous over other techniques for non-linear dimension reduction such as t-distributed Stochastic Neighbour Embedding for preserving the global structures and pseudotemporal ordering of cells. The Matlab implementation of diffusion maps for single-cell data is available at https://www.helmholtz-muenchen.de/icb/single-cell-diffusion-map. fbuettner.phys@gmail.com, fabian.theis@helmholtz-muenchen.de Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen

2015-01-01

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. PMID:26478601

Modeling of the Modulation by Buffers of Ca2+ Release through Clusters of IP3 Receptors

PubMed Central

Zeller, S.; Rüdiger, S.; Engel, H.; Sneyd, J.; Warnecke, G.; Parker, I.; Falcke, M.

2009-01-01

Abstract Intracellular Ca2+ release is a versatile second messenger system. It is modeled here by reaction-diffusion equations for the free Ca2+ and Ca2+ buffers, with spatially discrete clusters of stochastic IP3 receptor channels (IP3Rs) controlling the release of Ca2+ from the endoplasmic reticulum. IP3Rs are activated by a small rise of the cytosolic Ca2+ concentration and inhibited by large concentrations. Buffering of cytosolic Ca2+ shapes global Ca2+ transients. Here we use a model to investigate the effect of buffers with slow and fast reaction rates on single release spikes. We find that, depending on their diffusion coefficient, fast buffers can either decouple clusters or delay inhibition. Slow buffers have little effect on Ca2+ release, but affect the time course of the signals from the fluorescent Ca2+ indicator mainly by competing for Ca2+. At low [IP3], fast buffers suppress fluorescence signals, slow buffers increase the contrast between bulk signals and signals at open clusters, and large concentrations of buffers, either fast or slow, decouple clusters. PMID:19686646

Population dynamics, information transfer, and spatial organization in a chemical reaction network under spatial confinement and crowding conditions

DOE PAGES

Bellesia, Giovanni; Bales, Benjamin B.

2016-10-10

Here, we investigate, via Brownian dynamics simulations, the reaction dynamics of a generic, nonlinear chemical network under spatial confinement and crowding conditions. In detail, the Willamowski-Rossler chemical reaction system has been “extended” and considered as a prototype reaction-diffusion system. These results are potentially relevant to a number of open problems in biophysics and biochemistry, such as the synthesis of primitive cellular units (protocells) and the definition of their role in the chemical origin of life and the characterization of vesicle-mediated drug delivery processes. More generally, the computational approach presented in this work makes the case for the use of spatialmore » stochastic simulation methods for the study of biochemical networks in vivo where the “well-mixed” approximation is invalid and both thermal and intrinsic fluctuations linked to the possible presence of molecular species in low number copies cannot be averaged out.« less

Patterns and Oscillations in Reaction-Diffusion Systems with Intrinsic Fluctuations

NASA Astrophysics Data System (ADS)

Giver, Michael; Goldstein, Daniel; Chakraborty, Bulbul

2013-03-01

Intrinsic or demographic noise has been shown to play an important role in the dynamics of a variety of systems including predator-prey populations, biochemical reactions within cells, and oscillatory chemical reaction systems, and is known to give rise to oscillations and pattern formation well outside the parameter range predicted by standard mean-field analysis. Initially motivated by an experimental model of cells and tissues where the cells are represented by chemical reagents isolated in emulsion droplets, we study the stochastic Brusselator, a simple activator-inhibitor chemical reaction model. Our work extends the results of recent studies on the zero and one dimensional systems with the ultimate goals of understanding the role of noise in spatially structured systems and engineering novel patterns and attractors induced by fluctuations. In the zero dimensional system, we observe a noise induced switching between small and large amplitude oscillations when a separation of time scales is present, while the spatially extended system displays a similar switching between a stationary Turing pattern and uniform oscillations.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Self-diffusion in a stochastically heated two-dimensional dusty plasma

NASA Astrophysics Data System (ADS)

Sheridan, T. E.

2016-09-01

Diffusion in a two-dimensional dusty plasma liquid (i.e., a Yukawa liquid) is studied experimentally. The dusty plasma liquid is heated stochastically by a surrounding three-dimensional toroidal dusty plasma gas which acts as a thermal reservoir. The measured dust velocity distribution functions are isotropic Maxwellians, giving a well-defined kinetic temperature. The mean-square displacement for dust particles is found to increase linearly with time, indicating normal diffusion. The measured diffusion coefficients increase approximately linearly with temperature. The effective collision rate is dominated by collective dust-dust interactions rather than neutral gas drag, and is comparable to the dusty-plasma frequency.

Steepest Ascent Low/Non-Low-Frequency Ratio in Empirical Mode Decomposition to Separate Deterministic and Stochastic Velocities From a Single Lagrangian Drifter

NASA Astrophysics Data System (ADS)

Chu, Peter C.

2018-03-01

SOund Fixing And Ranging (RAFOS) floats deployed by the Naval Postgraduate School (NPS) in the California Current system from 1992 to 2001 at depth between 150 and 600 m (http://www.oc.nps.edu/npsRAFOS/) are used to study 2-D turbulent characteristics. Each drifter trajectory is adaptively decomposed using the empirical mode decomposition (EMD) into a series of intrinsic mode functions (IMFs) with corresponding specific scale for each IMF. A new steepest ascent low/non-low-frequency ratio is proposed in this paper to separate a Lagrangian trajectory into low-frequency (nondiffusive, i.e., deterministic) and high-frequency (diffusive, i.e., stochastic) components. The 2-D turbulent (or called eddy) diffusion coefficients are calculated on the base of the classical turbulent diffusion with mixing length theory from stochastic component of a single drifter. Statistical characteristics of the calculated 2-D turbulence length scale, strength, and diffusion coefficients from the NPS RAFOS data are presented with the mean values (over the whole drifters) of the 2-D diffusion coefficients comparable to the commonly used diffusivity tensor method.

Natural Human Mobility Patterns and Spatial Spread of Infectious Diseases

NASA Astrophysics Data System (ADS)

Belik, Vitaly; Geisel, Theo; Brockmann, Dirk

2011-08-01

We investigate a model for spatial epidemics explicitly taking into account bidirectional movements between base and destination locations on individual mobility networks. We provide a systematic analysis of generic dynamical features of the model on regular and complex metapopulation network topologies and show that significant dynamical differences exist to ordinary reaction-diffusion and effective force of infection models. On a lattice we calculate an expression for the velocity of the propagating epidemic front and find that, in contrast to the diffusive systems, our model predicts a saturation of the velocity with an increasing traveling rate. Furthermore, we show that a fully stochastic system exhibits a novel threshold for the attack ratio of an outbreak that is absent in diffusion and force of infection models. These insights not only capture natural features of human mobility relevant for the geographical epidemic spread, they may serve as a starting point for modeling important dynamical processes in human and animal epidemiology, population ecology, biology, and evolution.

Classical Molecular Dynamics with Mobile Protons.

PubMed

Lazaridis, Themis; Hummer, Gerhard

2017-11-27

An important limitation of standard classical molecular dynamics simulations is the inability to make or break chemical bonds. This restricts severely our ability to study processes that involve even the simplest of chemical reactions, the transfer of a proton. Existing approaches for allowing proton transfer in the context of classical mechanics are rather cumbersome and have not achieved widespread use and routine status. Here we reconsider the combination of molecular dynamics with periodic stochastic proton hops. To ensure computational efficiency, we propose a non-Boltzmann acceptance criterion that is heuristically adjusted to maintain the correct or desirable thermodynamic equilibria between different protonation states and proton transfer rates. Parameters are proposed for hydronium, Asp, Glu, and His. The algorithm is implemented in the program CHARMM and tested on proton diffusion in bulk water and carbon nanotubes and on proton conductance in the gramicidin A channel. Using hopping parameters determined from proton diffusion in bulk water, the model reproduces the enhanced proton diffusivity in carbon nanotubes and gives a reasonable estimate of the proton conductance in gramicidin A.

New Quantum Diffusion Monte Carlo Method for strong field time dependent problems

NASA Astrophysics Data System (ADS)

Kalinski, Matt

2017-04-01

We have recently formulated the Quantum Diffusion Quantum Monte Carlo (QDMC) method for the solution of the time-dependent Schrödinger equation when it is equivalent to the reaction-diffusion system coupled by the highly nonlinear potentials of the type of Shay. Here we formulate a new Time Dependent QDMC method free of the nonlinearities described by the constant stochastic process of the coupled diffusion with transmutation. As before two kinds of diffusing particles (color walkers) are considered but which can further also transmute one into the other. Each of the species undergoes the hypothetical Einstein random walk progression with transmutation. The progressed particles transmute into the particles of the other kind before contributing to or annihilating the other particles density. This fully emulates the Time Dependent Schrödinger equation for any number of quantum particles. The negative sign of the real and the imaginary parts of the wave function is handled by the ``spinor'' densities carrying the sign as the degree of freedom. We apply the method for the exact time-dependent observation of our discovered two-electron Langmuir configurations in the magnetic and circularly polarized fields.

An entropic barriers diffusion theory of decision-making in multiple alternative tasks

PubMed Central

Sigman, Mariano; Cecchi, Guillermo A.

2018-01-01

We present a theory of decision-making in the presence of multiple choices that departs from traditional approaches by explicitly incorporating entropic barriers in a stochastic search process. We analyze response time data from an on-line repository of 15 million blitz chess games, and show that our model fits not just the mean and variance, but the entire response time distribution (over several response-time orders of magnitude) at every stage of the game. We apply the model to show that (a) higher cognitive expertise corresponds to the exploration of more complex solution spaces, and (b) reaction times of users at an on-line buying website can be similarly explained. Our model can be seen as a synergy between diffusion models used to model simple two-choice decision-making and planning agents in complex problem solving. PMID:29499036

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Critical time scales for advection-diffusion-reaction processes.

PubMed

Ellery, Adam J; Simpson, Matthew J; McCue, Scott W; Baker, Ruth E

2012-04-01

The concept of local accumulation time (LAT) was introduced by Berezhkovskii and co-workers to give a finite measure of the time required for the transient solution of a reaction-diffusion equation to approach the steady-state solution [A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Biophys. J. 99, L59 (2010); A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Phys. Rev. E 83, 051906 (2011)]. Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb [A. McNabb and G. C. Wake, IMA J. Appl. Math. 47, 193 (1991)]. Although McNabb's initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one-dimensional linear advection-diffusion-reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform-to-uniform transitions; these results provide a practical interpretation for MAT by directly linking the stochastic microscopic processes to a meaningful macroscopic time scale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Stochastic simulation and analysis of biomolecular reaction networks

PubMed Central

Frazier, John M; Chushak, Yaroslav; Foy, Brent

2009-01-01

Background In recent years, several stochastic simulation algorithms have been developed to generate Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks. However, the effects of various stochastic simulation and data analysis conditions on the observed dynamics of complex biomolecular reaction networks have not recieved much attention. In order to investigate these issues, we employed a a software package developed in out group, called Biomolecular Network Simulator (BNS), to simulate and analyze the behavior of such systems. The behavior of a hypothetical two gene in vitro transcription-translation reaction network is investigated using the Gillespie exact stochastic algorithm to illustrate some of the factors that influence the analysis and interpretation of these data. Results Specific issues affecting the analysis and interpretation of simulation data are investigated, including: (1) the effect of time interval on data presentation and time-weighted averaging of molecule numbers, (2) effect of time averaging interval on reaction rate analysis, (3) effect of number of simulations on precision of model predictions, and (4) implications of stochastic simulations on optimization procedures. Conclusion The two main factors affecting the analysis of stochastic simulations are: (1) the selection of time intervals to compute or average state variables and (2) the number of simulations generated to evaluate the system behavior. PMID:19534796

A new multicompartmental reaction-diffusion modeling method links transient membrane attachment of E. coli MinE to E-ring formation.

PubMed

Arjunan, Satya Nanda Vel; Tomita, Masaru

2010-03-01

Many important cellular processes are regulated by reaction-diffusion (RD) of molecules that takes place both in the cytoplasm and on the membrane. To model and analyze such multicompartmental processes, we developed a lattice-based Monte Carlo method, Spatiocyte that supports RD in volume and surface compartments at single molecule resolution. Stochasticity in RD and the excluded volume effect brought by intracellular molecular crowding, both of which can significantly affect RD and thus, cellular processes, are also supported. We verified the method by comparing simulation results of diffusion, irreversible and reversible reactions with the predicted analytical and best available numerical solutions. Moreover, to directly compare the localization patterns of molecules in fluorescence microscopy images with simulation, we devised a visualization method that mimics the microphotography process by showing the trajectory of simulated molecules averaged according to the camera exposure time. In the rod-shaped bacterium Escherichia coli, the division site is suppressed at the cell poles by periodic pole-to-pole oscillations of the Min proteins (MinC, MinD and MinE) arising from carefully orchestrated RD in both cytoplasm and membrane compartments. Using Spatiocyte we could model and reproduce the in vivo MinDE localization dynamics by accounting for the previously reported properties of MinE. Our results suggest that the MinE ring, which is essential in preventing polar septation, is largely composed of MinE that is transiently attached to the membrane independently after recruited by MinD. Overall, Spatiocyte allows simulation and visualization of complex spatial and reaction-diffusion mediated cellular processes in volumes and surfaces. As we showed, it can potentially provide mechanistic insights otherwise difficult to obtain experimentally. The online version of this article (doi:10.1007/s11693-009-9047-2) contains supplementary material, which is available to authorized users.

Mesoscopic description of random walks on combs

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

2015-12-01

Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

FRACTIONAL PEARSON DIFFUSIONS.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-07-15

Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding time-fractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

Plasma Equilibria With Stochastic Magnetic Fields

NASA Astrophysics Data System (ADS)

Krommes, J. A.; Reiman, A. H.

2009-05-01

Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.

Nonequilibrium Statistical Mechanics in One Dimension

NASA Astrophysics Data System (ADS)

Privman, Vladimir

2005-08-01

Part I. Reaction-Diffusion Systems and Models of Catalysis; 1. Scaling theories of diffusion-controlled and ballistically-controlled bimolecular reactions S. Redner; 2. The coalescence process, A+A->A, and the method of interparticle distribution functions D. ben-Avraham; 3. Critical phenomena at absorbing states R. Dickman; Part II. Kinetic Ising Models; 4. Kinetic ising models with competing dynamics: mappings, correlations, steady states, and phase transitions Z. Racz; 5. Glauber dynamics of the ising model N. Ito; 6. 1D Kinetic ising models at low temperatures - critical dynamics, domain growth, and freezing S. Cornell; Part III. Ordering, Coagulation, Phase Separation; 7. Phase-ordering dynamics in one dimension A. J. Bray; 8. Phase separation, cluster growth, and reaction kinetics in models with synchronous dynamics V. Privman; 9. Stochastic models of aggregation with injection H. Takayasu and M. Takayasu; Part IV. Random Sequential Adsorption and Relaxation Processes; 10. Random and cooperative sequential adsorption: exactly solvable problems on 1D lattices, continuum limits, and 2D extensions J. W. Evans; 11. Lattice models of irreversible adsorption and diffusion P. Nielaba; 12. Deposition-evaporation dynamics: jamming, conservation laws and dynamical diversity M. Barma; Part V. Fluctuations In Particle and Surface Systems; 13. Microscopic models of macroscopic shocks S. A. Janowsky and J. L. Lebowitz; 14. The asymmetric exclusion model: exact results through a matrix approach B. Derrida and M. R. Evans; 15. Nonequilibrium surface dynamics with volume conservation J. Krug; 16. Directed walks models of polymers and wetting J. Yeomans; Part VI. Diffusion and Transport In One Dimension; 17. Some recent exact solutions of the Fokker-Planck equation H. L. Frisch; 18. Random walks, resonance, and ratchets C. R. Doering and T. C. Elston; 19. One-dimensional random walks in random environment K. Ziegler; Part VII. Experimental Results; 20. Diffusion-limited exciton kinetics in one-dimensional systems R. Kroon and R. Sprik; 21. Experimental investigations of molecular and excitonic elementary reaction kinetics in one-dimensional systems R. Kopelman and A. L. Lin; 22. Luminescence quenching as a probe of particle distribution S. H. Bossmann and L. S. Schulman; Index.

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers.

PubMed

Neuer, Marcus; Spatschek, Karl H

2006-02-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used A-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed.

Variance decomposition in stochastic simulators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance.more » Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.« less

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks.

PubMed

Meng, X Flora; Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M

2017-05-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. © 2017 The Author(s).

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks

PubMed Central

Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M.

2017-01-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. PMID:28566513

New Development on Modelling Fluctuations and Fragmentation in Heavy-Ion Collisions

NASA Astrophysics Data System (ADS)

Lin, Hao; Danielewicz, Pawel

2017-09-01

During heavy-ion collisions (HIC), colliding nuclei form an excited composite system. Instabilities present in the system may deform the shape of the system exotically, leading to a break-up into fragments. Many experimental efforts have been devoted to the nuclear multifragmentation phenomenon, while traditional HIC models, lacking in proper treatment of fluctuations, fall short in explaining it. In view of this, we are developing a new model to implement realistic fluctuations into transport simulation. The new model is motivated by the Brownian motion description of colliding particles. The effects of two-body collisions are recast in one-body diffusion processes. Vastly different dynamical paths are sampled by solving Langevin equations in momentum space. It is the stochastic sampling of dynamical paths that leads to a wide spread of exit channels. In addition, the nucleon degree of freedom is used to enhance the fluctuations. The model has been tested in reactions such as 112Sn + 112Sn and 58Ni + 58Ni, where reasonable results are yielded. An exploratory comparison on the 112Sn + 112Sn reaction at 50 MeV/nucleon with two other models, the stochastic mean-field (SMF) and the antisymmetrized molecular dynamics (AMD) models, has also been conducted. Work supported by the NSF Grant No. PHY-1403906.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

Random walk, diffusion and mixing in simulations of scalar transport in fluid flows

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2008-12-01

Physical similarity and mathematical equivalence of continuous diffusion and particle random walk form one of the cornerstones of modern physics and the theory of stochastic processes. In many applied models used in simulation of turbulent transport and turbulent combustion, mixing between particles is used to reflect the influence of the continuous diffusion terms in the transport equations. We show that the continuous scalar transport and diffusion can be accurately specified by means of mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. This gives an alternative formulation for the stochastic process which is selected to represent the continuous diffusion. This paper focuses on statistical errors and deals with relatively simple cases, where one-particle distributions are sufficient for a complete description of the problem.

Chaotic ion motion in magnetosonic plasma waves

NASA Technical Reports Server (NTRS)

Varvoglis, H.

1984-01-01

The motion of test ions in a magnetosonic plasma wave is considered, and the 'stochasticity threshold' of the wave's amplitude for the onset of chaotic motion is estimated. It is shown that for wave amplitudes above the stochasticity threshold, the evolution of an ion distribution can be described by a diffusion equation with a diffusion coefficient D approximately equal to 1/v. Possible applications of this process to ion acceleration in flares and ion beam thermalization are discussed.

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Bootstrapping Least Squares Estimates in Biochemical Reaction Networks

PubMed Central

Linder, Daniel F.

2015-01-01

The paper proposes new computational methods of computing confidence bounds for the least squares estimates (LSEs) of rate constants in mass-action biochemical reaction network and stochastic epidemic models. Such LSEs are obtained by fitting the set of deterministic ordinary differential equations (ODEs), corresponding to the large volume limit of a reaction network, to network’s partially observed trajectory treated as a continuous-time, pure jump Markov process. In the large volume limit the LSEs are asymptotically Gaussian, but their limiting covariance structure is complicated since it is described by a set of nonlinear ODEs which are often ill-conditioned and numerically unstable. The current paper considers two bootstrap Monte-Carlo procedures, based on the diffusion and linear noise approximations for pure jump processes, which allow one to avoid solving the limiting covariance ODEs. The results are illustrated with both in-silico and real data examples from the LINE 1 gene retrotranscription model and compared with those obtained using other methods. PMID:25898769

A Radiation Chemistry Code Based on the Green's Function of the Diffusion Equation

NASA Technical Reports Server (NTRS)

Plante, Ianik; Wu, Honglu

2014-01-01

Stochastic radiation track structure codes are of great interest for space radiation studies and hadron therapy in medicine. These codes are used for a many purposes, notably for microdosimetry and DNA damage studies. In the last two decades, they were also used with the Independent Reaction Times (IRT) method in the simulation of chemical reactions, to calculate the yield of various radiolytic species produced during the radiolysis of water and in chemical dosimeters. Recently, we have developed a Green's function based code to simulate reversible chemical reactions with an intermediate state, which yielded results in excellent agreement with those obtained by using the IRT method. This code was also used to simulate and the interaction of particles with membrane receptors. We are in the process of including this program for use with the Monte-Carlo track structure code Relativistic Ion Tracks (RITRACKS). This recent addition should greatly expand the capabilities of RITRACKS, notably to simulate DNA damage by both the direct and indirect effect.

Stochastic switching in biology: from genotype to phenotype

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-03-01

There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.

Control Improvement for Jump-Diffusion Processes with Applications to Finance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

2012-02-15

We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

Stochastic cellular automata model of cell migration, proliferation and differentiation: validation with in vitro cultures of muscle satellite cells.

PubMed

Garijo, N; Manzano, R; Osta, R; Perez, M A

2012-12-07

Cell migration and proliferation has been modelled in the literature as a process similar to diffusion. However, using diffusion models to simulate the proliferation and migration of cells tends to create a homogeneous distribution in the cell density that does not correlate to empirical observations. In fact, the mechanism of cell dispersal is not diffusion. Cells disperse by crawling or proliferation, or are transported in a moving fluid. The use of cellular automata, particle models or cell-based models can overcome this limitation. This paper presents a stochastic cellular automata model to simulate the proliferation, migration and differentiation of cells. These processes are considered as completely stochastic as well as discrete. The model developed was applied to predict the behaviour of in vitro cell cultures performed with adult muscle satellite cells. Moreover, non homogeneous distribution of cells has been observed inside the culture well and, using the above mentioned stochastic cellular automata model, we have been able to predict this heterogeneous cell distribution and compute accurate quantitative results. Differentiation was also incorporated into the computational simulation. The results predicted the myotube formation that typically occurs with adult muscle satellite cells. In conclusion, we have shown how a stochastic cellular automata model can be implemented and is capable of reproducing the in vitro behaviour of adult muscle satellite cells. Copyright © 2012 Elsevier Ltd. All rights reserved.

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Introducing Stochastic Simulation of Chemical Reactions Using the Gillespie Algorithm and MATLAB: Revisited and Augmented

ERIC Educational Resources Information Center

Argoti, A.; Fan, L. T.; Cruz, J.; Chou, S. T.

2008-01-01

The stochastic simulation of chemical reactions, specifically, a simple reversible chemical reaction obeying the first-order, i.e., linear, rate law, has been presented by Martinez-Urreaga and his collaborators in this journal. The current contribution is intended to complement and augment their work in two aspects. First, the simple reversible…

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

A Numerical Method for the Simulation of Skew Brownian Motion and its Application to Diffusive Shock Acceleration of Charged Particles

NASA Astrophysics Data System (ADS)

McEvoy, Erica L.

Stochastic differential equations are becoming a popular tool for modeling the transport and acceleration of cosmic rays in the heliosphere. In diffusive shock acceleration, cosmic rays diffuse across a region of discontinuity where the up- stream diffusion coefficient abruptly changes to the downstream value. Because the method of stochastic integration has not yet been developed to handle these types of discontinuities, I utilize methods and ideas from probability theory to develop a conceptual framework for the treatment of such discontinuities. Using this framework, I then produce some simple numerical algorithms that allow one to incorporate and simulate a variety of discontinuities (or boundary conditions) using stochastic integration. These algorithms were then modified to create a new algorithm which incorporates the discontinuous change in diffusion coefficient found in shock acceleration (known as Skew Brownian Motion). The originality of this algorithm lies in the fact that it is the first of its kind to be statistically exact, so that one obtains accuracy without the use of approximations (other than the machine precision error). I then apply this algorithm to model the problem of diffusive shock acceleration, modifying it to incorporate the additional effect of the discontinuous flow speed profile found at the shock. A steady-state solution is obtained that accurately simulates this phenomenon. This result represents a significant improvement over previous approximation algorithms, and will be useful for the simulation of discontinuous diffusion processes in other fields, such as biology and finance.

The subtle business of model reduction for stochastic chemical kinetics

NASA Astrophysics Data System (ADS)

Gillespie, Dan T.; Cao, Yang; Sanft, Kevin R.; Petzold, Linda R.

2009-02-01

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S1⇌S2→S3, whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S3-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

The subtle business of model reduction for stochastic chemical kinetics.

PubMed

Gillespie, Dan T; Cao, Yang; Sanft, Kevin R; Petzold, Linda R

2009-02-14

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S(1)<=>S(2)-->S(3), whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S(3)-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis

DTIC Science & Technology

2015-08-13

is due to Reiman [36] who considered the case where the arrivals and services are mutually independent renewal processes with square integrable summands...to a reflected diffusion process with drift and diffusion coefficients that depend on the state of the process. In models considered in works of Reiman ...the infinity Laplacian. Jour. AMS, to appear [36] M. I. Reiman . Open queueing networks in heavy traffic. Mathematics of Operations Research, 9(3): 441

The pseudo-compartment method for coupling partial differential equation and compartment-based models of diffusion.

PubMed

Yates, Christian A; Flegg, Mark B

2015-05-06

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs), which assumes there are sufficient densities of particles that a continuum approximation is valid. However, owing to recent advances in computational power, the simulation and therefore postulation, of computationally intensive individual-based models has become a popular way to investigate the effects of noise in reaction-diffusion systems in which regions of low copy numbers exist. The specific stochastic models with which we shall be concerned in this manuscript are referred to as 'compartment-based' or 'on-lattice'. These models are characterized by a discretization of the computational domain into a grid/lattice of 'compartments'. Within each compartment, particles are assumed to be well mixed and are permitted to react with other particles within their compartment or to transfer between neighbouring compartments. Stochastic models provide accuracy, but at the cost of significant computational resources. For models that have regions of both low and high concentrations, it is often desirable, for reasons of efficiency, to employ coupled multi-scale modelling paradigms. In this work, we develop two hybrid algorithms in which a PDE in one region of the domain is coupled to a compartment-based model in the other. Rather than attempting to balance average fluxes, our algorithms answer a more fundamental question: 'how are individual particles transported between the vastly different model descriptions?' First, we present an algorithm derived by carefully redefining the continuous PDE concentration as a probability distribution. While this first algorithm shows very strong convergence to analytical solutions of test problems, it can be cumbersome to simulate. Our second algorithm is a simplified and more efficient implementation of the first, it is derived in the continuum limit over the PDE region alone. We test our hybrid methods for functionality and accuracy in a variety of different scenarios by comparing the averaged simulations with analytical solutions of PDEs for mean concentrations. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Ion precipitation from the inner plasma sheet due to stochastic diffusion

NASA Technical Reports Server (NTRS)

Zelenyi, L.; Galeev, A.; Kennel, C. F.

1990-01-01

Plasma sheet ions do not conserve their first adiabatic invariant when the magnetic field is appreciably tail-like. They do conserve a different adiabatic invariant but only to linear, rather than exponential, accuracy in the appropriate small parameter. Thus significant stochastic diffusion can occur for particles crossing the separatrix dividing the segments of orbits on which the particles cross and do not cross the tail midplane. Such ions can escape the plasma sheet and precipitate into the atmosphere. Stochastic scattering is strongest from those field lines where the ion's Larmor period in the normal component of the neutral sheet magnetic field approximately equals its bounce period. By comparing the rates of stochastic ion loss and convection in the tail, it is possible to estimate the location and thickness of the inner edge of the ion plasma sheet created by stochastic ion loss. Ions of different masses precipitate into the atmosphere at slightly different locations. Since wave particle interactions are not needed, this precipitation will always occur and should be particularly evident during quiet geomagnetic conditions, when it is less likely to be masked by other precipitation mechanisms.

Probability and Cumulative Density Function Methods for the Stochastic Advection-Reaction Equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

We present a cumulative density function (CDF) method for the probabilistic analysis of $d$-dimensional advection-dominated reactive transport in heterogeneous media. We employ a probabilistic approach in which epistemic uncertainty on the spatial heterogeneity of Darcy-scale transport coefficients is modeled in terms of random fields with given correlation structures. Our proposed CDF method employs a modified Large-Eddy-Diffusivity (LED) approach to close and localize the nonlocal equations governing the one-point PDF and CDF of the concentration field, resulting in a $(d + 1)$ dimensional PDE. Compared to the classsical LED localization, the proposed modified LED localization explicitly accounts for the mean-field advectivemore » dynamics over the phase space of the PDF and CDF. To illustrate the accuracy of the proposed closure, we apply our CDF method to one-dimensional single-species reactive transport with uncertain, heterogeneous advection velocities and reaction rates modeled as random fields.« less

A diffusion-based approach to stochastic individual growth and energy budget, with consequences to life-history optimization and population dynamics.

PubMed

Filin, I

2009-06-01

Using diffusion processes, I model stochastic individual growth, given exogenous hazards and starvation risk. By maximizing survival to final size, optimal life histories (e.g. switching size for habitat/dietary shift) are determined by two ratios: mean growth rate over growth variance (diffusion coefficient) and mortality rate over mean growth rate; all are size dependent. For example, switching size decreases with either ratio, if both are positive. I provide examples and compare with previous work on risk-sensitive foraging and the energy-predation trade-off. I then decompose individual size into reversibly and irreversibly growing components, e.g. reserves and structure. I provide a general expression for optimal structural growth, when reserves grow stochastically. I conclude that increased growth variance of reserves delays structural growth (raises threshold size for its commencement) but may eventually lead to larger structures. The effect depends on whether the structural trait is related to foraging or defence. Implications for population dynamics are discussed.

Active motion assisted by correlated stochastic torques.

PubMed

Weber, Christian; Radtke, Paul K; Schimansky-Geier, Lutz; Hänggi, Peter

2011-07-01

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular dynamics of the particle determining the orientation of motion. In addition to a constant torque, the particle is supplemented by random torques, which are modeled as an Ornstein-Uhlenbeck process with given correlation time τ(c). These nonvanishing correlations cause a persistence of the particles' trajectories and a change of the effective spatial diffusion coefficient. We discuss the mean square displacement as a function of the correlation time and the noise intensity and detect a nonmonotonic dependence of the effective diffusion coefficient with respect to both correlation time and noise strength. A maximal diffusion behavior is obtained if the correlated angular noise straightens the curved trajectories, interrupted by small pirouettes, whereby the correlated noise amplifies a straightening of the curved trajectories caused by the constant torque.

Estimation of Kubo number and correlation length of fluctuating magnetic fields and pressure in BOUT + + edge pedestal collapse simulation

NASA Astrophysics Data System (ADS)

Kim, Jaewook; Lee, W.-J.; Jhang, Hogun; Kaang, H. H.; Ghim, Y.-C.

2017-10-01

Stochastic magnetic fields are thought to be as one of the possible mechanisms for anomalous transport of density, momentum and heat across the magnetic field lines. Kubo number and Chirikov parameter are quantifications of the stochasticity, and previous studies show that perpendicular transport strongly depends on the magnetic Kubo number (MKN). If MKN is smaller than one, diffusion process will follow Rechester-Rosenbluth model; whereas if it is larger than one, percolation theory dominates the diffusion process. Thus, estimation of Kubo number plays an important role to understand diffusion process caused by stochastic magnetic fields. However, spatially localized experimental measurement of fluctuating magnetic fields in a tokamak is difficult, and we attempt to estimate MKNs using BOUT + + simulation data with pedestal collapse. In addition, we calculate correlation length of fluctuating pressures and Chirikov parameters to investigate variation correlation lengths in the simulation. We, then, discuss how one may experimentally estimate MKNs.

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

NASA Astrophysics Data System (ADS)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

PubMed Central

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems. PMID:23349679

Chemical memory reactions induced bursting dynamics in gene expression.

PubMed

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems.

Lognormal-like statistics of a stochastic squeeze process

NASA Astrophysics Data System (ADS)

Shapira, Dekel; Cohen, Doron

2017-10-01

We analyze the full statistics of a stochastic squeeze process. The model's two parameters are the bare stretching rate w and the angular diffusion coefficient D . We carry out an exact analysis to determine the drift and the diffusion coefficient of log(r ) , where r is the radial coordinate. The results go beyond the heuristic lognormal description that is implied by the central limit theorem. Contrary to the common "quantum Zeno" approximation, the radial diffusion is not simply Dr=(1 /8 ) w2/D but has a nonmonotonic dependence on w /D . Furthermore, the calculation of the radial moments is dominated by the far non-Gaussian tails of the log(r ) distribution.

Mean first-passage times of non-Markovian random walkers in confinement.

PubMed

Guérin, T; Levernier, N; Bénichou, O; Voituriez, R

2016-06-16

The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement.

Mean first-passage times of non-Markovian random walkers in confinement

NASA Astrophysics Data System (ADS)

Guérin, T.; Levernier, N.; Bénichou, O.; Voituriez, R.

2016-06-01

The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement.

Visible/near-infrared subdiffraction imaging reveals the stochastic nature of DNA walkers.

PubMed

Pan, Jing; Cha, Tae-Gon; Li, Feiran; Chen, Haorong; Bragg, Nina A; Choi, Jong Hyun

2017-01-01

DNA walkers are designed with the structural specificity and functional diversity of oligonucleotides to actively convert chemical energy into mechanical translocation. Compared to natural protein motors, DNA walkers' small translocation distance (mostly <100 nm) and slow reaction rate (<0.1 nm s -1 ) make single-molecule characterization of their kinetics elusive. An important indication of single-walker kinetics is the rate-limiting reactions that a particular walker design bears. We introduce an integrated super-resolved fluorescence microscopy approach that is capable of long-term imaging to investigate the stochastic behavior of DNA walkers. Subdiffraction tracking and imaging in the visible and second near-infrared spectra resolve walker structure and reaction rates. The distributions of walker kinetics are analyzed using a stochastic model to reveal reaction randomness and the rate-limiting biochemical reaction steps.

Visible/near-infrared subdiffraction imaging reveals the stochastic nature of DNA walkers

PubMed Central

Pan, Jing; Cha, Tae-Gon; Li, Feiran; Chen, Haorong; Bragg, Nina A.; Choi, Jong Hyun

2017-01-01

DNA walkers are designed with the structural specificity and functional diversity of oligonucleotides to actively convert chemical energy into mechanical translocation. Compared to natural protein motors, DNA walkers’ small translocation distance (mostly <100 nm) and slow reaction rate (<0.1 nm s−1) make single-molecule characterization of their kinetics elusive. An important indication of single-walker kinetics is the rate-limiting reactions that a particular walker design bears. We introduce an integrated super-resolved fluorescence microscopy approach that is capable of long-term imaging to investigate the stochastic behavior of DNA walkers. Subdiffraction tracking and imaging in the visible and second near-infrared spectra resolve walker structure and reaction rates. The distributions of walker kinetics are analyzed using a stochastic model to reveal reaction randomness and the rate-limiting biochemical reaction steps. PMID:28116353

Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

D'Elia, M.; Edwards, H. C.; Hu, J.

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less

Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems

DOE PAGES

D'Elia, M.; Edwards, H. C.; Hu, J.; ...

2018-01-18

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

Fast and Precise Emulation of Stochastic Biochemical Reaction Networks With Amplified Thermal Noise in Silicon Chips.

PubMed

Kim, Jaewook; Woo, Sung Sik; Sarpeshkar, Rahul

2018-04-01

The analysis and simulation of complex interacting biochemical reaction pathways in cells is important in all of systems biology and medicine. Yet, the dynamics of even a modest number of noisy or stochastic coupled biochemical reactions is extremely time consuming to simulate. In large part, this is because of the expensive cost of random number and Poisson process generation and the presence of stiff, coupled, nonlinear differential equations. Here, we demonstrate that we can amplify inherent thermal noise in chips to emulate randomness physically, thus alleviating these costs significantly. Concurrently, molecular flux in thermodynamic biochemical reactions maps to thermodynamic electronic current in a transistor such that stiff nonlinear biochemical differential equations are emulated exactly in compact, digitally programmable, highly parallel analog "cytomorphic" transistor circuits. For even small-scale systems involving just 80 stochastic reactions, our 0.35-μm BiCMOS chips yield a 311× speedup in the simulation time of Gillespie's stochastic algorithm over COPASI, a fast biochemical-reaction software simulator that is widely used in computational biology; they yield a 15 500× speedup over equivalent MATLAB stochastic simulations. The chip emulation results are consistent with these software simulations over a large range of signal-to-noise ratios. Most importantly, our physical emulation of Poisson chemical dynamics does not involve any inherently sequential processes and updates such that, unlike prior exact simulation approaches, they are parallelizable, asynchronous, and enable even more speedup for larger-size networks.

Critical time scales for advection-diffusion-reaction processes

NASA Astrophysics Data System (ADS)

Ellery, Adam J.; Simpson, Matthew J.; McCue, Scott W.; Baker, Ruth E.

2012-04-01

The concept of local accumulation time (LAT) was introduced by Berezhkovskii and co-workers to give a finite measure of the time required for the transient solution of a reaction-diffusion equation to approach the steady-state solution [A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Biophys. J.BIOJAU0006-349510.1016/j.bpj.2010.07.045 99, L59 (2010); A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.83.051906 83, 051906 (2011)]. Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb [A. McNabb and G. C. Wake, IMA J. Appl. Math.IJAMDM0272-496010.1093/imamat/47.2.193 47, 193 (1991)]. Although McNabb's initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one-dimensional linear advection-diffusion-reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform-to-uniform transitions; these results provide a practical interpretation for MAT by directly linking the stochastic microscopic processes to a meaningful macroscopic time scale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.

Diffusion of multiple species with excluded-volume effects.

PubMed

Bruna, Maria; Chapman, S Jonathan

2012-11-28

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial differential equations. In this paper we consider multiple interacting subpopulations/species and study how the inter-species competition emerges at the population level. Each individual is described as a finite-size hard core interacting particle undergoing brownian motion. The link between the discrete stochastic equations of motion and the continuum model is considered systematically using the method of matched asymptotic expansions. The system for two species leads to a nonlinear cross-diffusion system for each subpopulation, which captures the enhancement of the effective diffusion rate due to excluded-volume interactions between particles of the same species, and the diminishment due to particles of the other species. This model can explain two alternative notions of the diffusion coefficient that are often confounded, namely collective diffusion and self-diffusion. Simulations of the discrete system show good agreement with the analytic results.

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ida, K.; Kobayashi, T.; Yoshinuma, M.

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

Bifurcation physics of magnetic islands and stochasticity explored by heat pulse propagation studies in toroidal plasmas

DOE PAGES

Ida, K.; Kobayashi, T.; Yoshinuma, M.; ...

2016-07-29

Bifurcation physics of the magnetic island was investigated using the heat pulse propagation technique produced by the modulation of electron cyclotron heating. There are two types of bifurcation phenomena observed in LHD and DIII-D. One is a bifurcation of the magnetic topology between nested and stochastic fields. The nested state is characterized by the bi-directional (inward and outward) propagation of the heat pulse with slow propagation speed. The stochastic state is characterized by the fast propagation of the heat pulse with electron temperature flattening. The other bifurcation is between magnetic island with larger thermal diffusivity and that with smaller thermalmore » diffusivity. The damping of toroidal flow is observed at the O-point of the magnetic island both in helical plasmas and in tokamak plasmas during a mode locking phase with strong flow shears at the boundary of the magnetic island. Associated with the stochastization of the magnetic field, the abrupt damping of toroidal flow is observed in LHD. The toroidal flow shear shows a linear decay, while the ion temperature gradient shows an exponential decay. Lastly, this observation suggests that this flow damping is due to the change in the non-diffusive term of momentum transport.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Fuke, E-mail: wufuke@mail.hust.edu.cn; Tian, Tianhai, E-mail: tianhai.tian@sci.monash.edu.au; Rawlings, James B., E-mail: james.rawlings@wisc.edu

The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in themore » work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766–1793 (1996); ibid. 56, 1794–1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.« less

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

Fridström, R.; Chapman, B. E.; Almagri, A. F.; Frassinetti, L.; Brunsell, P. R.; Nishizawa, T.; Sarff, J. S.

2018-06-01

In a magnetically confined plasma with a stochastic magnetic field, the dependence of the perpendicular viscosity on the magnetic fluctuation amplitude is measured for the first time. With a controlled, ˜ tenfold variation in the fluctuation amplitude, the viscosity increases ˜100 -fold, exhibiting the same fluctuation-amplitude-squared dependence as the predicted rate of stochastic field line diffusion. The absolute value of the viscosity is well predicted by a model based on momentum transport in a stochastic field, the first in-depth test of this model.

Effect of nonlinearity in hybrid kinetic Monte Carlo-continuum models.

PubMed

Balter, Ariel; Lin, Guang; Tartakovsky, Alexandre M

2012-01-01

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a kinetic Monte Carlo (KMC) model for a surface to a finite-difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition-dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition-dissolution model including competitive adsorption, which leads to a nonlinear rate, and show that in this case the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.

Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.

2012-04-23

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less

Computing diffusivities from particle models out of equilibrium

NASA Astrophysics Data System (ADS)

Embacher, Peter; Dirr, Nicolas; Zimmer, Johannes; Reina, Celia

2018-04-01

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but it is otherwise allowed to undergo arbitrary out-of-equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero-range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

Arif, ULLAH; Majid, KHAN; M, KAMRAN; R, KHAN; Zhengmao, SHENG

2017-12-01

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient, Monte Carlo (MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem. Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

Stochastic simulation of biological reactions, and its applications for studying actin polymerization.

PubMed

Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru

2010-11-30

Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.

RITRACKS: A Software for Simulation of Stochastic Radiation Track Structure, Micro and Nanodosimetry, Radiation Chemistry and DNA Damage for Heavy Ions

NASA Technical Reports Server (NTRS)

Plante, I; Wu, H

2014-01-01

The code RITRACKS (Relativistic Ion Tracks) has been developed over the last few years at the NASA Johnson Space Center to simulate the effects of ionizing radiations at the microscopic scale, to understand the effects of space radiation at the biological level. The fundamental part of this code is the stochastic simulation of radiation track structure of heavy ions, an important component of space radiations. The code can calculate many relevant quantities such as the radial dose, voxel dose, and may also be used to calculate the dose in spherical and cylindrical targets of various sizes. Recently, we have incorporated DNA structure and damage simulations at the molecular scale in RITRACKS. The direct effect of radiations is simulated by introducing a slight modification of the existing particle transport algorithms, using the Binary-Encounter-Bethe model of ionization cross sections for each molecular orbitals of DNA. The simulation of radiation chemistry is done by a step-by-step diffusion-reaction program based on the Green's functions of the diffusion equation]. This approach is also used to simulate the indirect effect of ionizing radiation on DNA. The software can be installed independently on PC and tablets using the Windows operating system and does not require any coding from the user. It includes a Graphic User Interface (GUI) and a 3D OpenGL visualization interface. The calculations are executed simultaneously (in parallel) on multiple CPUs. The main features of the software will be presented.

Noise-induced symmetry breaking far from equilibrium and the emergence of biological homochirality

NASA Astrophysics Data System (ADS)

Jafarpour, Farshid; Biancalani, Tommaso; Goldenfeld, Nigel

2017-03-01

The origin of homochirality, the observed single-handedness of biological amino acids and sugars, has long been attributed to autocatalysis, a frequently assumed precursor for early life self-replication. However, the stability of homochiral states in deterministic autocatalytic systems relies on cross-inhibition of the two chiral states, an unlikely scenario for early life self-replicators. Here we present a theory for a stochastic individual-level model of autocatalytic prebiotic self-replicators that are maintained out of thermal equilibrium. Without chiral inhibition, the racemic state is the global attractor of the deterministic dynamics, but intrinsic multiplicative noise stabilizes the homochiral states. Moreover, we show that this noise-induced bistability is robust with respect to diffusion of molecules of opposite chirality, and systems of diffusively coupled autocatalytic chemical reactions synchronize their final homochiral states when the self-replication is the dominant production mechanism for the chiral molecules. We conclude that nonequilibrium autocatalysis is a viable mechanism for homochirality, without imposing additional nonlinearities such as chiral inhibition.

Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates

NASA Astrophysics Data System (ADS)

Finkelshtein, D.; Kondratiev, Yu.; Kutoviy, O.; Molchanov, S.; Zhizhina, E.

2014-10-01

We consider birth-and-death stochastic evolution of genotypes with different lengths. The genotypes might mutate, which provides a stochastic changing of lengths by a free diffusion law. The birth and death rates are length dependent, which corresponds to a selection effect. We study an asymptotic behavior of a density for an infinite collection of genotypes. The cases of space homogeneous and space heterogeneous densities are considered.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Adaptive hybrid simulations for multiscale stochastic reaction networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Threshold effect with stochastic fluctuation in bacteria-colony-like proliferation dynamics as analyzed through a comparative study of reaction-diffusion equations and cellular automata

NASA Astrophysics Data System (ADS)

Odagiri, Kenta; Takatsuka, Kazuo

2009-02-01

We report a comparative study on pattern formation between the methods of cellular automata (CA) and reaction-diffusion equations (RD) applying to a morphology of bacterial colony formation. To do so, we began the study with setting an extremely simple model, which was designed to realize autocatalytic proliferation of bacteria (denoted as X ) fed with nutrition (N) and their inactive state (prespore state) P1 due to starvation: X+N→2X and X→P1 , respectively. It was found numerically that while the CA could successfully generate rich patterns ranging from the circular fat structure to the viscous-finger-like complicated one, the naive RD reproduced only the circular pattern but failed to give a finger structure. Augmenting the RD equations by adding two physical factors, (i) a threshold effect in the dynamics of X+N→2X (breaking the continuity limit of RD) and (ii) internal noise with onset threshold (breaking the inherent symmetry of RD), we have found that the viscous-finger-like realistic patterns are indeed recovered by thus modified RD. This highlights the important difference between CA and RD, and at the same time, clarifies the necessary factors for the complicated patterns to emerge in such a surprisingly simple model system.

Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen; Magin, Richard L.

2016-07-01

Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.

Diffusion in biased turbulence

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vlad, M.; Spineanu, F.; Misguich, J. H.

2001-06-01

Particle transport in two-dimensional divergence-free stochastic velocity fields with constant average is studied. Analytical expressions for the Lagrangian velocity correlation and for the time-dependent diffusion coefficients are obtained. They apply to stationary and homogeneous Gaussian velocity fields.

Jump rates for surface diffusion of large molecules from first principles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen

2015-04-21

We apply a recently developed stochastic model for the surface diffusion of large molecules to calculate jump rates for 9,10-dithioanthracene on a Cu(111) surface. The necessary input parameters for the stochastic model are calculated from first principles using density functional theory (DFT). We find that the inclusion of van der Waals corrections to the DFT energies is critical to obtain good agreement with experimental results for the adsorption geometry and energy barrier for diffusion. The predictions for jump rates in our model are in excellent agreement with measured values and show a marked improvement over transition state theory (TST). Wemore » find that the jump rate prefactor is reduced by an order of magnitude from the TST estimate due to frictional damping resulting from energy exchange with surface phonons, as well as a rotational mode of the diffusing molecule.« less

Simulation of stochastic diffusion via first exit times

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lötstedt, Per, E-mail: perl@it.uu.se; Meinecke, Lina, E-mail: lina.meinecke@it.uu.se

2015-11-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a methodmore » based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions.« less

Simulation of stochastic diffusion via first exit times

PubMed Central

Lötstedt, Per; Meinecke, Lina

2015-01-01

In molecular biology it is of interest to simulate diffusion stochastically. In the mesoscopic model we partition a biological cell into unstructured subvolumes. In each subvolume the number of molecules is recorded at each time step and molecules can jump between neighboring subvolumes to model diffusion. The jump rates can be computed by discretizing the diffusion equation on that unstructured mesh. If the mesh is of poor quality, due to a complicated cell geometry, standard discretization methods can generate negative jump coefficients, which no longer allows the interpretation as the probability to jump between the subvolumes. We propose a method based on the mean first exit time of a molecule from a subvolume, which guarantees positive jump coefficients. Two approaches to exit times, a global and a local one, are presented and tested in simulations on meshes of different quality in two and three dimensions. PMID:26600600

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.

2007-01-01

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

A parallel reaction-transport model applied to cement hydration and microstructure development

NASA Astrophysics Data System (ADS)

Bullard, Jeffrey W.; Enjolras, Edith; George, William L.; Satterfield, Steven G.; Terrill, Judith E.

2010-03-01

A recently described stochastic reaction-transport model on three-dimensional lattices is parallelized and is used to simulate the time-dependent structural and chemical evolution in multicomponent reactive systems. The model, called HydratiCA, uses probabilistic rules to simulate the kinetics of diffusion, homogeneous reactions and heterogeneous phenomena such as solid nucleation, growth and dissolution in complex three-dimensional systems. The algorithms require information only from each lattice site and its immediate neighbors, and this localization enables the parallelized model to exhibit near-linear scaling up to several hundred processors. Although applicable to a wide range of material systems, including sedimentary rock beds, reacting colloids and biochemical systems, validation is performed here on two minerals that are commonly found in Portland cement paste, calcium hydroxide and ettringite, by comparing their simulated dissolution or precipitation rates far from equilibrium to standard rate equations, and also by comparing simulated equilibrium states to thermodynamic calculations, as a function of temperature and pH. Finally, we demonstrate how HydratiCA can be used to investigate microstructure characteristics, such as spatial correlations between different condensed phases, in more complex microstructures.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

NASA Astrophysics Data System (ADS)

Thanh, Vo Hong; Priami, Corrado; Zunino, Roberto

2014-10-01

We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concrete biological models.

Sparse learning of stochastic dynamical equations

NASA Astrophysics Data System (ADS)

Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

2018-06-01

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

Stochastic Stabilityfor Contracting Lorenz Maps and Flows

NASA Astrophysics Data System (ADS)

Metzger, R. J.

In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].

Stochastic inflation in phase space: is slow roll a stochastic attractor?

NASA Astrophysics Data System (ADS)

Grain, Julien; Vennin, Vincent

2017-05-01

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ``slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue. The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.

Filling of a Poisson trap by a population of random intermittent searchers.

PubMed

Bressloff, Paul C; Newby, Jay M

2012-03-01

We extend the continuum theory of random intermittent search processes to the case of N independent searchers looking to deliver cargo to a single hidden target located somewhere on a semi-infinite track. Each searcher randomly switches between a stationary state and either a leftward or rightward constant velocity state. We assume that all of the particles start at one end of the track and realize sample trajectories independently generated from the same underlying stochastic process. The hidden target is treated as a partially absorbing trap in which a particle can only detect the target and deliver its cargo if it is stationary and within range of the target; the particle is removed from the system after delivering its cargo. As a further generalization of previous models, we assume that up to n successive particles can find the target and deliver its cargo. Assuming that the rate of target detection scales as 1/N, we show that there exists a well-defined mean-field limit N→∞, in which the stochastic model reduces to a deterministic system of linear reaction-hyperbolic equations for the concentrations of particles in each of the internal states. These equations decouple from the stochastic process associated with filling the target with cargo. The latter can be modeled as a Poisson process in which the time-dependent rate of filling λ(t) depends on the concentration of stationary particles within the target domain. Hence, we refer to the target as a Poisson trap. We analyze the efficiency of filling the Poisson trap with n particles in terms of the waiting time density f(n)(t). The latter is determined by the integrated Poisson rate μ(t)=∫(0)(t)λ(s)ds, which in turn depends on the solution to the reaction-hyperbolic equations. We obtain an approximate solution for the particle concentrations by reducing the system of reaction-hyperbolic equations to a scalar advection-diffusion equation using a quasisteady-state analysis. We compare our analytical results for the mean-field model with Monte Carlo simulations for finite N. We thus determine how the mean first passage time (MFPT) for filling the target depends on N and n.

A hierarchical exact accelerated stochastic simulation algorithm

NASA Astrophysics Data System (ADS)

Orendorff, David; Mjolsness, Eric

2012-12-01

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

Efficient rejection-based simulation of biochemical reactions with stochastic noise and delays

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thanh, Vo Hong, E-mail: vo@cosbi.eu; Priami, Corrado, E-mail: priami@cosbi.eu; Department of Mathematics, University of Trento

2014-10-07

We propose a new exact stochastic rejection-based simulation algorithm for biochemical reactions and extend it to systems with delays. Our algorithm accelerates the simulation by pre-computing reaction propensity bounds to select the next reaction to perform. Exploiting such bounds, we are able to avoid recomputing propensities every time a (delayed) reaction is initiated or finished, as is typically necessary in standard approaches. Propensity updates in our approach are still performed, but only infrequently and limited for a small number of reactions, saving computation time and without sacrificing exactness. We evaluate the performance improvement of our algorithm by experimenting with concretemore » biological models.« less

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Diffusion with stochastic resetting at power-law times.

PubMed

Nagar, Apoorva; Gupta, Shamik

2016-06-01

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.

Realistic multisite lattice-gas modeling and KMC simulation of catalytic surface reactions: Kinetics and multiscale spatial behavior for CO-oxidation on metal (1 0 0) surfaces

NASA Astrophysics Data System (ADS)

Liu, Da-Jiang; Evans, James W.

2013-12-01

A realistic molecular-level description of catalytic reactions on single-crystal metal surfaces can be provided by stochastic multisite lattice-gas (msLG) models. This approach has general applicability, although in this report, we will focus on the example of CO-oxidation on the unreconstructed fcc metal (1 0 0) or M(1 0 0) surfaces of common catalyst metals M = Pd, Rh, Pt and Ir (i.e., avoiding regimes where Pt and Ir reconstruct). These models can capture the thermodynamics and kinetics of adsorbed layers for the individual reactants species, such as CO/M(1 0 0) and O/M(1 0 0), as well as the interaction and reaction between different reactant species in mixed adlayers, such as (CO + O)/M(1 0 0). The msLG models allow population of any of hollow, bridge, and top sites. This enables a more flexible and realistic description of adsorption and adlayer ordering, as well as of reaction configurations and configuration-dependent barriers. Adspecies adsorption and interaction energies, as well as barriers for various processes, constitute key model input. The choice of these energies is guided by experimental observations, as well as by extensive Density Functional Theory analysis. Model behavior is assessed via Kinetic Monte Carlo (KMC) simulation. We also address the simulation challenges and theoretical ramifications associated with very rapid diffusion and local equilibration of reactant adspecies such as CO. These msLG models are applied to describe adsorption, ordering, and temperature programmed desorption (TPD) for individual CO/M(1 0 0) and O/M(1 0 0) reactant adlayers. In addition, they are also applied to predict mixed (CO + O)/M(1 0 0) adlayer structure on the nanoscale, the complete bifurcation diagram for reactive steady-states under continuous flow conditions, temperature programmed reaction (TPR) spectra, and titration reactions for the CO-oxidation reaction. Extensive and reasonably successful comparison of model predictions is made with experimental data. Furthermore, we discuss the possible transition from traditional mean-field-type bistability and reaction kinetics for lower-pressure to multistability and enhanced fluctuation effects for moderate- or higher-pressure. Behavior in the latter regime reflects a stronger influence of adspecies interactions and also lower diffusivity in the higher-coverage mixed adlayer. We also analyze mesoscale spatiotemporal behavior including the propagation of reaction-diffusion fronts between bistable reactive and inactive states, and associated nucleation-mediated transitions between these states. This behavior is controlled by complex surface mass transport processes, specifically chemical diffusion in mixed reactant adlayers for which we provide a precise theoretical formulation. The msLG models together with an appropriate treatment of chemical diffusivity enable equation-free heterogeneous coupled lattice-gas (HCLG) simulations of spatiotemporal behavior. In addition, msLG + HCLG modeling can describe coverage variations across polycrystalline catalysts surfaces, pressure variations across catalyst surfaces in microreactors, and could be incorporated into a multiphysics framework to describe mass and heat transfer limitations for high-pressure catalysis.

Realistic multisite lattice-gas modeling and KMC simulation of catalytic surface reactions: Kinetics and multiscale spatial behavior for CO-oxidation on metal (100) surfaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Dajiang; Evans, James W.

2013-12-01

A realistic molecular-level description of catalytic reactions on single-crystal metal surfaces can be provided by stochastic multisite lattice-gas (msLG) models. This approach has general applicability, although in this report, we will focus on the example of CO-oxidation on the unreconstructed fcc metal (100) or M(100) surfaces of common catalyst metals M = Pd, Rh, Pt and Ir (i.e., avoiding regimes where Pt and Ir reconstruct). These models can capture the thermodynamics and kinetics of adsorbed layers for the individual reactants species, such as CO/M(100) and O/M(100), as well as the interaction and reaction between different reactant species in mixed adlayers,more » such as (CO + O)/M(100). The msLG models allow population of any of hollow, bridge, and top sites. This enables a more flexible and realistic description of adsorption and adlayer ordering, as well as of reaction configurations and configuration-dependent barriers. Adspecies adsorption and interaction energies, as well as barriers for various processes, constitute key model input. The choice of these energies is guided by experimental observations, as well as by extensive Density Functional Theory analysis. Model behavior is assessed via Kinetic Monte Carlo (KMC) simulation. We also address the simulation challenges and theoretical ramifications associated with very rapid diffusion and local equilibration of reactant adspecies such as CO. These msLG models are applied to describe adsorption, ordering, and temperature programmed desorption (TPD) for individual CO/M(100) and O/M(100) reactant adlayers. In addition, they are also applied to predict mixed (CO + O)/M(100) adlayer structure on the nanoscale, the complete bifurcation diagram for reactive steady-states under continuous flow conditions, temperature programmed reaction (TPR) spectra, and titration reactions for the CO-oxidation reaction. Extensive and reasonably successful comparison of model predictions is made with experimental data. Furthermore, we discuss the possible transition from traditional mean-field-type bistability and reaction kinetics for lower-pressure to multistability and enhanced fluctuation effects for moderate- or higher-pressure. Behavior in the latter regime reflects a stronger influence of adspecies interactions and also lower diffusivity in the higher-coverage mixed adlayer. We also analyze mesoscale spatiotemporal behavior including the propagation of reaction diffusion fronts between bistable reactive and inactive states, and associated nucleation-mediated transitions between these states. This behavior is controlled by complex surface mass transport processes, specifically chemical diffusion in mixed reactant adlayers for which we provide a precise theoretical formulation. The msLG models together with an appropriate treatment of chemical diffusivity enable equation-free heterogeneous coupled lattice-gas (HCLG) simulations of spatiotemporal behavior. In addition, msLG + HCLG modeling can describe coverage variations across polycrystalline catalysts surfaces, pressure variations across catalyst surfaces in microreactors, and could be incorporated into a multiphysics framework to describe mass and heat transfer limitations for high-pressure catalysis. (C) 2013 Elsevier Ltd. All rights reserved.« less

Auxiliary field loop expansion of the effective action for a class of stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Cooper, Fred; Dawson, John F.

2016-02-01

We present an alternative to the perturbative (in coupling constant) diagrammatic approach for studying stochastic dynamics of a class of reaction diffusion systems. Our approach is based on an auxiliary field loop expansion for the path integral representation for the generating functional of the noise induced correlation functions of the fields describing these systems. The systems we consider include Langevin systems describable by the set of self interacting classical fields ϕi(x , t) in the presence of external noise ηi(x , t) , namely (∂t - ν∇2) ϕ - F [ ϕ ] = η, as well as chemical reaction annihilation processes obtained by applying the many-body approach of Doi-Peliti to the Master Equation formulation of these problems. We consider two different effective actions, one based on the Onsager-Machlup (OM) approach, and the other due to Janssen-deGenneris based on the Martin-Siggia-Rose (MSR) response function approach. For the simple models we consider, we determine an analytic expression for the Energy landscape (effective potential) in both formalisms and show how to obtain the more physical effective potential of the Onsager-Machlup approach from the MSR effective potential in leading order in the auxiliary field loop expansion. For the KPZ equation we find that our approximation, which is non-perturbative and obeys broken symmetry Ward identities, does not lead to the appearance of a fluctuation induced symmetry breakdown. This contradicts the results of earlier studies.

Murburn Concept: A Molecular Explanation for Hormetic and Idiosyncratic Dose Responses.

PubMed

Parashar, Abhinav; Gideon, Daniel Andrew; Manoj, Kelath Murali

2018-01-01

Recently, electron transfers and catalyses in a bevy of redox reactions mediated by hemeproteins were explained by murburn concept. The term "murburn" is abstracted from " mur ed burn ing " or " m ild u n r estricted burn ing " and connotes a novel " m olecule- u nbound ion- r adical " interaction paradigm. Quite unlike the genetic regulations and protein-level affinity-based controls that govern order and specificity/selectivity in conventional treatments, murburn concept is based on stochastic/thermodynamic regulatory principles. The novel insight necessitates a "reactivity outside the active-site" perspective, because select redox enzymatic activity is obligatorily mediated via diffusible radical/species. Herein, reactions employing key hemeproteins (as exemplified by CYP2E1) establish direct experimental connection between "additive-influenced redox catalysis" and "unusual dose responses" in reductionist and physiological milieu. Thus, direct and conclusive molecular-level experimental evidence is presented, supporting the mechanistic relevance of murburn concept in "maverick" concentration-based effects brought about by additives. Therefore, murburn concept could potentially explain several physiological hormetic and idiosyncratic dose responses.

Spatial self-organization in hybrid models of multicellular adhesion

NASA Astrophysics Data System (ADS)

Bonforti, Adriano; Duran-Nebreda, Salva; Montañez, Raúl; Solé, Ricard

2016-10-01

Spatial self-organization emerges in distributed systems exhibiting local interactions when nonlinearities and the appropriate propagation of signals are at work. These kinds of phenomena can be modeled with different frameworks, typically cellular automata or reaction-diffusion systems. A different class of dynamical processes involves the correlated movement of agents over space, which can be mediated through chemotactic movement or minimization of cell-cell interaction energy. A classic example of the latter is given by the formation of spatially segregated assemblies when cells display differential adhesion. Here, we consider a new class of dynamical models, involving cell adhesion among two stochastically exchangeable cell states as a minimal model capable of exhibiting well-defined, ordered spatial patterns. Our results suggest that a whole space of pattern-forming rules is hosted by the combination of physical differential adhesion and the value of probabilities modulating cell phenotypic switching, showing that Turing-like patterns can be obtained without resorting to reaction-diffusion processes. If the model is expanded allowing cells to proliferate and die in an environment where diffusible nutrient and toxic waste are at play, different phases are observed, characterized by regularly spaced patterns. The analysis of the parameter space reveals that certain phases reach higher population levels than other modes of organization. A detailed exploration of the mean-field theory is also presented. Finally, we let populations of cells with different adhesion matrices compete for reproduction, showing that, in our model, structural organization can improve the fitness of a given cell population. The implications of these results for ecological and evolutionary models of pattern formation and the emergence of multicellularity are outlined.

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries.

PubMed

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries

NASA Astrophysics Data System (ADS)

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Communication: Distinguishing between short-time non-Fickian diffusion and long-time Fickian diffusion for a random walk on a crowded lattice

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ellery, Adam J.; Simpson, Matthew J.; Baker, Ruth E.

2016-05-07

The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motionmore » of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations.« less

Spreading of nonmotile bacteria on a hard agar plate: Comparison between agent-based and stochastic simulations

NASA Astrophysics Data System (ADS)

Rana, Navdeep; Ghosh, Pushpita; Perlekar, Prasad

2017-11-01

We study spreading of a nonmotile bacteria colony on a hard agar plate by using agent-based and continuum models. We show that the spreading dynamics depends on the initial nutrient concentration, the motility, and the inherent demographic noise. Population fluctuations are inherent in an agent-based model, whereas for the continuum model we model them by using a stochastic Langevin equation. We show that the intrinsic population fluctuations coupled with nonlinear diffusivity lead to a transition from a diffusion limited aggregation type of morphology to an Eden-like morphology on decreasing the initial nutrient concentration.

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations. PMID:27830719

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Fixation, transient landscape, and diffusion dilemma in stochastic evolutionary game dynamics

NASA Astrophysics Data System (ADS)

Zhou, Da; Qian, Hong

2011-09-01

Agent-based stochastic models for finite populations have recently received much attention in the game theory of evolutionary dynamics. Both the ultimate fixation and the pre-fixation transient behavior are important to a full understanding of the dynamics. In this paper, we study the transient dynamics of the well-mixed Moran process through constructing a landscape function. It is shown that the landscape playing a central theoretical “device” that integrates several lines of inquiries: the stable behavior of the replicator dynamics, the long-time fixation, and continuous diffusion approximation associated with asymptotically large population. Several issues relating to the transient dynamics are discussed: (i) multiple time scales phenomenon associated with intra- and inter-attractoral dynamics; (ii) discontinuous transition in stochastically stationary process akin to Maxwell construction in equilibrium statistical physics; and (iii) the dilemma diffusion approximation facing as a continuous approximation of the discrete evolutionary dynamics. It is found that rare events with exponentially small probabilities, corresponding to the uphill movements and barrier crossing in the landscape with multiple wells that are made possible by strong nonlinear dynamics, plays an important role in understanding the origin of the complexity in evolutionary, nonlinear biological systems.

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

Transport in sheared stochastic magnetic fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vanden Eijnden, E.; Balescu, R.

1997-02-01

The transport of test particles in a stochastic magnetic field with a sheared component is studied. Two stages in the particle dynamics are distinguished depending on whether the collisional effects perpendicular to the main field are negligible or not. Whenever the perpendicular collisions are unimportant, the particles show a subdiffusive behavior which is slower in the presence of shear. The particle dynamics is then inhomogeneous and non-Markovian and no diffusion coefficient may be properly defined. When the perpendicular collision frequency is small, this subdiffusive stage may be very long. In the truly asymptotic stage, however, the perpendicular collisions must bemore » accounted for and the particle motion eventually becomes diffusive. Here again, however, the shear is shown to reduce the anomalous diffusion coefficient of the system. {copyright} {ital 1997 American Institute of Physics.}« less

Neutral evolution in a biological population as diffusion in phenotype space: reproduction with local mutation but without selection.

PubMed

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-02

The process of "evolutionary diffusion," i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

Stochastic inflation in phase space: is slow roll a stochastic attractor?

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grain, Julien; Vennin, Vincent, E-mail: julien.grain@ias.u-psud.fr, E-mail: vincent.vennin@port.ac.uk

An appealing feature of inflationary cosmology is the presence of a phase-space attractor, ''slow roll'', which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from quantum fluctuations using the stochastic inflation formalism in the phase-space approach. A Hamiltonian formulation of stochastic inflation is presented, where it is shown that the coarse-graining procedure—where wavelengths smaller than the Hubble radius are integrated out—preserves the canonical structure of free fields. This means that different sets of canonical variables give rise to the same probability distribution which clarifies the literature with respect to this issue.more » The role played by the quantum-to-classical transition is also analysed and is shown to constrain the coarse-graining scale. In the case of free fields, we find that quantum diffusion is aligned in phase space with the slow-roll direction. This implies that the classical slow-roll attractor is immune to stochastic effects and thus generalises to a stochastic attractor regardless of initial conditions, with a relaxation time at least as short as in the classical system. For non-test fields or for test fields with non-linear self interactions however, quantum diffusion and the classical slow-roll flow are misaligned. We derive a condition on the coarse-graining scale so that observational corrections from this misalignment are negligible at leading order in slow roll.« less

How attention influences perceptual decision making: Single-trial EEG correlates of drift-diffusion model parameters

PubMed Central

Nunez, Michael D.; Vandekerckhove, Joachim; Srinivasan, Ramesh

2016-01-01

Perceptual decision making can be accounted for by drift-diffusion models, a class of decision-making models that assume a stochastic accumulation of evidence on each trial. Fitting response time and accuracy to a drift-diffusion model produces evidence accumulation rate and non-decision time parameter estimates that reflect cognitive processes. Our goal is to elucidate the effect of attention on visual decision making. In this study, we show that measures of attention obtained from simultaneous EEG recordings can explain per-trial evidence accumulation rates and perceptual preprocessing times during a visual decision making task. Models assuming linear relationships between diffusion model parameters and EEG measures as external inputs were fit in a single step in a hierarchical Bayesian framework. The EEG measures were features of the evoked potential (EP) to the onset of a masking noise and the onset of a task-relevant signal stimulus. Single-trial evoked EEG responses, P200s to the onsets of visual noise and N200s to the onsets of visual signal, explain single-trial evidence accumulation and preprocessing times. Within-trial evidence accumulation variance was not found to be influenced by attention to the signal or noise. Single-trial measures of attention lead to better out-of-sample predictions of accuracy and correct reaction time distributions for individual subjects. PMID:28435173

How attention influences perceptual decision making: Single-trial EEG correlates of drift-diffusion model parameters.

PubMed

Nunez, Michael D; Vandekerckhove, Joachim; Srinivasan, Ramesh

2017-02-01

Perceptual decision making can be accounted for by drift-diffusion models, a class of decision-making models that assume a stochastic accumulation of evidence on each trial. Fitting response time and accuracy to a drift-diffusion model produces evidence accumulation rate and non-decision time parameter estimates that reflect cognitive processes. Our goal is to elucidate the effect of attention on visual decision making. In this study, we show that measures of attention obtained from simultaneous EEG recordings can explain per-trial evidence accumulation rates and perceptual preprocessing times during a visual decision making task. Models assuming linear relationships between diffusion model parameters and EEG measures as external inputs were fit in a single step in a hierarchical Bayesian framework. The EEG measures were features of the evoked potential (EP) to the onset of a masking noise and the onset of a task-relevant signal stimulus. Single-trial evoked EEG responses, P200s to the onsets of visual noise and N200s to the onsets of visual signal, explain single-trial evidence accumulation and preprocessing times. Within-trial evidence accumulation variance was not found to be influenced by attention to the signal or noise. Single-trial measures of attention lead to better out-of-sample predictions of accuracy and correct reaction time distributions for individual subjects.

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

PubMed

Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

2011-04-15

The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

Sensing (un)binding events via surface plasmons: effects of resonator geometry

NASA Astrophysics Data System (ADS)

Antosiewicz, Tomasz J.; Claudio, Virginia; Käll, Mikael

2016-04-01

The resonance conditions of localized surface plasmon resonances (LSPRs) can be perturbed in any number ways making plasmon nanoresonators viable tools in detection of e.g. phase changes, pH, gasses, and single molecules. Precise measurement via LSPR of molecular concentrations hinge on the ability to confidently count the number of molecules attached to a metal resonator and ideally to track binding and unbinding events in real-time. These two requirements make it necessary to rigorously quantify relations between the number of bound molecules and response of plasmonic sensors. This endeavor is hindered on the one hand by a spatially varying response of a given plasmonic nanosensor. On the other hand movement of molecules is determined by stochastic effects (Brownian motion) as well as deterministic flow, if present, in microfluidic channels. The combination of molecular dynamics and the electromagnetic response of the LSPR yield an uncertainty which is little understood and whose effect is often disregarded in quantitative sensing experiments. Using a combination of electromagnetic finite-difference time-domain (FDTD) calculations of the plasmon resonance peak shift of various metal nanosensors (disk, cone, rod, dimer) and stochastic diffusion-reaction simulations of biomolecular interactions on a sensor surface we clarify the interplay between position dependent binding probability and inhomogeneous sensitivity distribution. We show, how the statistical characteristics of the total signal upon molecular binding are determined. The proposed methodology is, in general, applicable to any sensor and any transduction mechanism, although the specifics of implementation will vary depending on circumstances. In this work we focus on elucidating how the interplay between electromagnetic and stochastic effects impacts the feasibility of employing particular shapes of plasmonic sensors for real-time monitoring of individual binding reactions or sensing low concentrations - which characteristics make a given sensor optimal for a given task. We also address the issue of how particular illumination conditions affect the level of uncertainty of the measured signal upon molecular binding.

Peclet number as affected by molecular diffusion controls transient anomalous transport in alluvial aquifer-aquitard complexes

USGS Publications Warehouse

Zhang, Yong; Green, Christopher T.; Tick, Geoffrey R.

2015-01-01

This study evaluates the role of the Peclet number as affected by molecular diffusion in transient anomalous transport, which is one of the major knowledge gaps in anomalous transport, by combining Monte Carlo simulations and stochastic model analysis. Two alluvial settings containing either short- or long-connected hydrofacies are generated and used as media for flow and transport modeling. Numerical experiments show that 1) the Peclet number affects both the duration of the power-law segment of tracer breakthrough curves (BTCs) and the transition rate from anomalous to Fickian transport by determining the solute residence time for a given low-permeability layer, 2) mechanical dispersion has a limited contribution to the anomalous characteristics of late-time transport as compared to molecular diffusion due to an almost negligible velocity in floodplain deposits, and 3) the initial source dimensions only enhance the power-law tail of the BTCs at short travel distances. A tempered stable stochastic (TSS) model is then applied to analyze the modeled transport. Applications show that the time-nonlocal parameters in the TSS model relate to the Peclet number, Pe. In particular, the truncation parameter in the TSS model increases nonlinearly with a decrease in Pe due to the decrease of the mean residence time, and the capacity coefficient increases with an increase in molecular diffusion which is probably due to the increase in the number of immobile particles. The above numerical experiments and stochastic analysis therefore reveal that the Peclet number as affected by molecular diffusion controls transient anomalous transport in alluvial aquifer–aquitard complexes.

A Hybrid of the Chemical Master Equation and the Gillespie Algorithm for Efficient Stochastic Simulations of Sub-Networks.

PubMed

Albert, Jaroslav

2016-01-01

Modeling stochastic behavior of chemical reaction networks is an important endeavor in many aspects of chemistry and systems biology. The chemical master equation (CME) and the Gillespie algorithm (GA) are the two most fundamental approaches to such modeling; however, each of them has its own limitations: the GA may require long computing times, while the CME may demand unrealistic memory storage capacity. We propose a method that combines the CME and the GA that allows one to simulate stochastically a part of a reaction network. First, a reaction network is divided into two parts. The first part is simulated via the GA, while the solution of the CME for the second part is fed into the GA in order to update its propensities. The advantage of this method is that it avoids the need to solve the CME or stochastically simulate the entire network, which makes it highly efficient. One of its drawbacks, however, is that most of the information about the second part of the network is lost in the process. Therefore, this method is most useful when only partial information about a reaction network is needed. We tested this method against the GA on two systems of interest in biology--the gene switch and the Griffith model of a genetic oscillator--and have shown it to be highly accurate. Comparing this method to four different stochastic algorithms revealed it to be at least an order of magnitude faster than the fastest among them.

Particle Simulation of Oxidation Induced Band 3 Clustering in Human Erythrocytes

PubMed Central

Shimo, Hanae; Arjunan, Satya Nanda Vel; Machiyama, Hiroaki; Nishino, Taiko; Suematsu, Makoto; Fujita, Hideaki; Tomita, Masaru; Takahashi, Koichi

2015-01-01

Oxidative stress mediated clustering of membrane protein band 3 plays an essential role in the clearance of damaged and aged red blood cells (RBCs) from the circulation. While a number of previous experimental studies have observed changes in band 3 distribution after oxidative treatment, the details of how these clusters are formed and how their properties change under different conditions have remained poorly understood. To address these issues, a framework that enables the simultaneous monitoring of the temporal and spatial changes following oxidation is needed. In this study, we established a novel simulation strategy that incorporates deterministic and stochastic reactions with particle reaction-diffusion processes, to model band 3 cluster formation at single molecule resolution. By integrating a kinetic model of RBC antioxidant metabolism with a model of band 3 diffusion, we developed a model that reproduces the time-dependent changes of glutathione and clustered band 3 levels, as well as band 3 distribution during oxidative treatment, observed in prior studies. We predicted that cluster formation is largely dependent on fast reverse reaction rates, strong affinity between clustering molecules, and irreversible hemichrome binding. We further predicted that under repeated oxidative perturbations, clusters tended to progressively grow and shift towards an irreversible state. Application of our model to simulate oxidation in RBCs with cytoskeletal deficiency also suggested that oxidation leads to more enhanced clustering compared to healthy RBCs. Taken together, our model enables the prediction of band 3 spatio-temporal profiles under various situations, thus providing valuable insights to potentially aid understanding mechanisms for removing senescent and premature RBCs. PMID:26046580

Particle Simulation of Oxidation Induced Band 3 Clustering in Human Erythrocytes.

PubMed

Shimo, Hanae; Arjunan, Satya Nanda Vel; Machiyama, Hiroaki; Nishino, Taiko; Suematsu, Makoto; Fujita, Hideaki; Tomita, Masaru; Takahashi, Koichi

2015-06-01

Oxidative stress mediated clustering of membrane protein band 3 plays an essential role in the clearance of damaged and aged red blood cells (RBCs) from the circulation. While a number of previous experimental studies have observed changes in band 3 distribution after oxidative treatment, the details of how these clusters are formed and how their properties change under different conditions have remained poorly understood. To address these issues, a framework that enables the simultaneous monitoring of the temporal and spatial changes following oxidation is needed. In this study, we established a novel simulation strategy that incorporates deterministic and stochastic reactions with particle reaction-diffusion processes, to model band 3 cluster formation at single molecule resolution. By integrating a kinetic model of RBC antioxidant metabolism with a model of band 3 diffusion, we developed a model that reproduces the time-dependent changes of glutathione and clustered band 3 levels, as well as band 3 distribution during oxidative treatment, observed in prior studies. We predicted that cluster formation is largely dependent on fast reverse reaction rates, strong affinity between clustering molecules, and irreversible hemichrome binding. We further predicted that under repeated oxidative perturbations, clusters tended to progressively grow and shift towards an irreversible state. Application of our model to simulate oxidation in RBCs with cytoskeletal deficiency also suggested that oxidation leads to more enhanced clustering compared to healthy RBCs. Taken together, our model enables the prediction of band 3 spatio-temporal profiles under various situations, thus providing valuable insights to potentially aid understanding mechanisms for removing senescent and premature RBCs.

Simulation of anaerobic digestion processes using stochastic algorithm.

PubMed

Palanichamy, Jegathambal; Palani, Sundarambal

2014-01-01

The Anaerobic Digestion (AD) processes involve numerous complex biological and chemical reactions occurring simultaneously. Appropriate and efficient models are to be developed for simulation of anaerobic digestion systems. Although several models have been developed, mostly they suffer from lack of knowledge on constants, complexity and weak generalization. The basis of the deterministic approach for modelling the physico and bio-chemical reactions occurring in the AD system is the law of mass action, which gives the simple relationship between the reaction rates and the species concentrations. The assumptions made in the deterministic models are not hold true for the reactions involving chemical species of low concentration. The stochastic behaviour of the physicochemical processes can be modeled at mesoscopic level by application of the stochastic algorithms. In this paper a stochastic algorithm (Gillespie Tau Leap Method) developed in MATLAB was applied to predict the concentration of glucose, acids and methane formation at different time intervals. By this the performance of the digester system can be controlled. The processes given by ADM1 (Anaerobic Digestion Model 1) were taken for verification of the model. The proposed model was verified by comparing the results of Gillespie's algorithms with the deterministic solution for conversion of glucose into methane through degraders. At higher value of 'τ' (timestep), the computational time required for reaching the steady state is more since the number of chosen reactions is less. When the simulation time step is reduced, the results are similar to ODE solver. It was concluded that the stochastic algorithm is a suitable approach for the simulation of complex anaerobic digestion processes. The accuracy of the results depends on the optimum selection of tau value.

Frontiers in Fluctuation Spectroscopy: Measuring protein dynamics and protein spatio-temporal connectivity

NASA Astrophysics Data System (ADS)

Digman, Michelle

Fluorescence fluctuation spectroscopy has evolved from single point detection of molecular diffusion to a family of microscopy imaging correlation tools (i.e. ICS, RICS, STICS, and kICS) useful in deriving spatial-temporal dynamics of proteins in living cells The advantage of the imaging techniques is the simultaneous measurement of all points in an image with a frame rate that is increasingly becoming faster with better sensitivity cameras and new microscopy modalities such as the sheet illumination technique. A new frontier in this area is now emerging towards a high level of mapping diffusion rates and protein dynamics in the 2 and 3 dimensions. In this talk, I will discuss the evolution of fluctuation analysis from the single point source to mapping diffusion in whole cells and the technology behind this technique. In particular, new methods of analysis exploit correlation of molecular fluctuations originating from measurement of fluctuation correlations at distant points (pair correlation analysis) and methods that exploit spatial averaging of fluctuations in small regions (iMSD). For example the pair correlation fluctuation (pCF) analyses done between adjacent pixels in all possible radial directions provide a window into anisotropic molecular diffusion. Similar to the connectivity atlas of neuronal connections from the MRI diffusion tensor imaging these new tools will be used to map the connectome of protein diffusion in living cells. For biological reaction-diffusion systems, live single cell spatial-temporal analysis of protein dynamics provides a mean to observe stochastic biochemical signaling in the context of the intracellular environment which may lead to better understanding of cancer cell invasion, stem cell differentiation and other fundamental biological processes. National Institutes of Health Grant P41-RRO3155.

Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

NASA Astrophysics Data System (ADS)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.

2010-06-01

Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.

Random-order fractional bistable system and its stochastic resonance

NASA Astrophysics Data System (ADS)

Gao, Shilong; Zhang, Li; Liu, Hui; Kan, Bixia

2017-01-01

In this paper, the diffusion motion of Brownian particles in a viscous liquid suffering from stochastic fluctuations of the external environment is modeled as a random-order fractional bistable equation, and as a typical nonlinear dynamic behavior, the stochastic resonance phenomena in this system are investigated. At first, the derivation process of the random-order fractional bistable system is given. In particular, the random-power-law memory is deeply discussed to obtain the physical interpretation of the random-order fractional derivative. Secondly, the stochastic resonance evoked by random-order and external periodic force is mainly studied by numerical simulation. In particular, the frequency shifting phenomena of the periodical output are observed in SR induced by the excitation of the random order. Finally, the stochastic resonance of the system under the double stochastic excitations of the random order and the internal color noise is also investigated.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Perturbation expansions of stochastic wavefunctions for open quantum systems

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

Stochastic simulation of enzyme-catalyzed reactions with disparate timescales.

PubMed

Barik, Debashis; Paul, Mark R; Baumann, William T; Cao, Yang; Tyson, John J

2008-10-01

Many physiological characteristics of living cells are regulated by protein interaction networks. Because the total numbers of these protein species can be small, molecular noise can have significant effects on the dynamical properties of a regulatory network. Computing these stochastic effects is made difficult by the large timescale separations typical of protein interactions (e.g., complex formation may occur in fractions of a second, whereas catalytic conversions may take minutes). Exact stochastic simulation may be very inefficient under these circumstances, and methods for speeding up the simulation without sacrificing accuracy have been widely studied. We show that the "total quasi-steady-state approximation" for enzyme-catalyzed reactions provides a useful framework for efficient and accurate stochastic simulations. The method is applied to three examples: a simple enzyme-catalyzed reaction where enzyme and substrate have comparable abundances, a Goldbeter-Koshland switch, where a kinase and phosphatase regulate the phosphorylation state of a common substrate, and coupled Goldbeter-Koshland switches that exhibit bistability. Simulations based on the total quasi-steady-state approximation accurately capture the steady-state probability distributions of all components of these reaction networks. In many respects, the approximation also faithfully reproduces time-dependent aspects of the fluctuations. The method is accurate even under conditions of poor timescale separation.

Model of the initiation of signal transduction by ligands in a cell culture: Simulation of molecules near a plane membrane comprising receptors

NASA Astrophysics Data System (ADS)

Plante, Ianik; Cucinotta, Francis A.

2011-11-01

Cell communication is a key mechanism in tissue responses to radiation. Several molecules are implicated in radiation-induced signaling between cells, but their contributions to radiation risk are poorly understood. Meanwhile, Green's functions for diffusion-influenced reactions have appeared in the literature, which are applied to describe the diffusion of molecules near a plane membrane comprising bound receptors with the possibility of reversible binding of a ligand and activation of signal transduction proteins by the ligand-receptor complex. We have developed Brownian dynamics algorithms to simulate particle histories in this system which can accurately reproduce the theoretical distribution of distances of a ligand from the membrane, the number of reversibly bound particles, and the number of receptor complexes activating signaling proteins as a function of time, regardless of the number of time steps used for the simulation. These simulations will be of great importance to model interactions at low doses where stochastic effects induced by a small number of molecules or interactions come into play.

Smoldyn: particle-based simulation with rule-based modeling, improved molecular interaction and a library interface.

PubMed

Andrews, Steven S

2017-03-01

Smoldyn is a spatial and stochastic biochemical simulator. It treats each molecule of interest as an individual particle in continuous space, simulating molecular diffusion, molecule-membrane interactions and chemical reactions, all with good accuracy. This article presents several new features. Smoldyn now supports two types of rule-based modeling. These are a wildcard method, which is very convenient, and the BioNetGen package with extensions for spatial simulation, which is better for complicated models. Smoldyn also includes new algorithms for simulating the diffusion of surface-bound molecules and molecules with excluded volume. Both are exact in the limit of short time steps and reasonably good with longer steps. In addition, Smoldyn supports single-molecule tracking simulations. Finally, the Smoldyn source code can be accessed through a C/C ++ language library interface. Smoldyn software, documentation, code, and examples are at http://www.smoldyn.org . steven.s.andrews@gmail.com. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Conserving the linear momentum in stochastic dynamics: Dissipative particle dynamics as a general strategy to achieve local thermostatization in molecular dynamics simulations.

PubMed

Passler, Peter P; Hofer, Thomas S

2017-02-15

Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Reconstruction of stochastic temporal networks through diffusive arrival times

NASA Astrophysics Data System (ADS)

Li, Xun; Li, Xiang

2017-06-01

Temporal networks have opened a new dimension in defining and quantification of complex interacting systems. Our ability to identify and reproduce time-resolved interaction patterns is, however, limited by the restricted access to empirical individual-level data. Here we propose an inverse modelling method based on first-arrival observations of the diffusion process taking place on temporal networks. We describe an efficient coordinate-ascent implementation for inferring stochastic temporal networks that builds in particular but not exclusively on the null model assumption of mutually independent interaction sequences at the dyadic level. The results of benchmark tests applied on both synthesized and empirical network data sets confirm the validity of our algorithm, showing the feasibility of statistically accurate inference of temporal networks only from moderate-sized samples of diffusion cascades. Our approach provides an effective and flexible scheme for the temporally augmented inverse problems of network reconstruction and has potential in a broad variety of applications.

Reconstruction of stochastic temporal networks through diffusive arrival times

PubMed Central

Li, Xun; Li, Xiang

2017-01-01

Temporal networks have opened a new dimension in defining and quantification of complex interacting systems. Our ability to identify and reproduce time-resolved interaction patterns is, however, limited by the restricted access to empirical individual-level data. Here we propose an inverse modelling method based on first-arrival observations of the diffusion process taking place on temporal networks. We describe an efficient coordinate-ascent implementation for inferring stochastic temporal networks that builds in particular but not exclusively on the null model assumption of mutually independent interaction sequences at the dyadic level. The results of benchmark tests applied on both synthesized and empirical network data sets confirm the validity of our algorithm, showing the feasibility of statistically accurate inference of temporal networks only from moderate-sized samples of diffusion cascades. Our approach provides an effective and flexible scheme for the temporally augmented inverse problems of network reconstruction and has potential in a broad variety of applications. PMID:28604687

Nuclear quadrupole resonance lineshape analysis for different motional models: Stochastic Liouville approach

NASA Astrophysics Data System (ADS)

Kruk, D.; Earle, K. A.; Mielczarek, A.; Kubica, A.; Milewska, A.; Moscicki, J.

2011-12-01

A general theory of lineshapes in nuclear quadrupole resonance (NQR), based on the stochastic Liouville equation, is presented. The description is valid for arbitrary motional conditions (particularly beyond the valid range of perturbation approaches) and interaction strengths. It can be applied to the computation of NQR spectra for any spin quantum number and for any applied magnetic field. The treatment presented here is an adaptation of the "Swedish slow motion theory," [T. Nilsson and J. Kowalewski, J. Magn. Reson. 146, 345 (2000), 10.1006/jmre.2000.2125] originally formulated for paramagnetic systems, to NQR spectral analysis. The description is formulated for simple (Brownian) diffusion, free diffusion, and jump diffusion models. The two latter models account for molecular cooperativity effects in dense systems (such as liquids of high viscosity or molecular glasses). The sensitivity of NQR slow motion spectra to the mechanism of the motional processes modulating the nuclear quadrupole interaction is discussed.

Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump

NASA Astrophysics Data System (ADS)

Chen, Huabin

2013-08-01

In this paper, the problems about the existence and uniqueness, attraction for strong solution of stochastic age-structured population systems with diffusion and Poisson jump are considered. Under the non-Lipschitz condition with the Lipschitz condition being considered as a special case, the existence and uniqueness for such systems is firstly proved by using the Burkholder-Davis-Gundy inequality (B-D-G inequality) and Itô's formula. And then by using a novel inequality technique, some sufficient conditions ensuring the existence for the domain of attraction are established. As another by-product, the exponential stability in mean square moment of strong solution for such systems can be also discussed.

Classification of radiation effects for dose limitation purposes: history, current situation and future prospects

PubMed Central

Hamada, Nobuyuki; Fujimichi, Yuki

2014-01-01

Radiation exposure causes cancer and non-cancer health effects, each of which differs greatly in the shape of the dose–response curve, latency, persistency, recurrence, curability, fatality and impact on quality of life. In recent decades, for dose limitation purposes, the International Commission on Radiological Protection has divided such diverse effects into tissue reactions (formerly termed non-stochastic and deterministic effects) and stochastic effects. On the one hand, effective dose limits aim to reduce the risks of stochastic effects (cancer/heritable effects) and are based on the detriment-adjusted nominal risk coefficients, assuming a linear-non-threshold dose response and a dose and dose rate effectiveness factor of 2. On the other hand, equivalent dose limits aim to avoid tissue reactions (vision-impairing cataracts and cosmetically unacceptable non-cancer skin changes) and are based on a threshold dose. However, the boundary between these two categories is becoming vague. Thus, we review the changes in radiation effect classification, dose limitation concepts, and the definition of detriment and threshold. Then, the current situation is overviewed focusing on (i) stochastic effects with a threshold, (ii) tissue reactions without a threshold, (iii) target organs/tissues for circulatory disease, (iv) dose levels for limitation of cancer risks vs prevention of non-life-threatening tissue reactions vs prevention of life-threatening tissue reactions, (v) mortality or incidence of thyroid cancer, and (vi) the detriment for tissue reactions. For future discussion, one approach is suggested that classifies radiation effects according to whether effects are life threatening, and radiobiological research needs are also briefly discussed. PMID:24794798

Neutral Evolution in a Biological Population as Diffusion in Phenotype Space: Reproduction with Local Mutation but without Selection

NASA Astrophysics Data System (ADS)

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-01

The process of “evolutionary diffusion,” i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

A Probabilistic, Dynamic, and Attribute-wise Model of Intertemporal Choice

PubMed Central

Dai, Junyi; Busemeyer, Jerome R.

2014-01-01

Most theoretical and empirical research on intertemporal choice assumes a deterministic and static perspective, leading to the widely adopted delay discounting models. As a form of preferential choice, however, intertemporal choice may be generated by a stochastic process that requires some deliberation time to reach a decision. We conducted three experiments to investigate how choice and decision time varied as a function of manipulations designed to examine the delay duration effect, the common difference effect, and the magnitude effect in intertemporal choice. The results, especially those associated with the delay duration effect, challenged the traditional deterministic and static view and called for alternative approaches. Consequently, various static or dynamic stochastic choice models were explored and fit to the choice data, including alternative-wise models derived from the traditional exponential or hyperbolic discount function and attribute-wise models built upon comparisons of direct or relative differences in money and delay. Furthermore, for the first time, dynamic diffusion models, such as those based on decision field theory, were also fit to the choice and response time data simultaneously. The results revealed that the attribute-wise diffusion model with direct differences, power transformations of objective value and time, and varied diffusion parameter performed the best and could account for all three intertemporal effects. In addition, the empirical relationship between choice proportions and response times was consistent with the prediction of diffusion models and thus favored a stochastic choice process for intertemporal choice that requires some deliberation time to make a decision. PMID:24635188

Efficient Constant-Time Complexity Algorithm for Stochastic Simulation of Large Reaction Networks.

PubMed

Thanh, Vo Hong; Zunino, Roberto; Priami, Corrado

2017-01-01

Exact stochastic simulation is an indispensable tool for a quantitative study of biochemical reaction networks. The simulation realizes the time evolution of the model by randomly choosing a reaction to fire and update the system state according to a probability that is proportional to the reaction propensity. Two computationally expensive tasks in simulating large biochemical networks are the selection of next reaction firings and the update of reaction propensities due to state changes. We present in this work a new exact algorithm to optimize both of these simulation bottlenecks. Our algorithm employs the composition-rejection on the propensity bounds of reactions to select the next reaction firing. The selection of next reaction firings is independent of the number reactions while the update of propensities is skipped and performed only when necessary. It therefore provides a favorable scaling for the computational complexity in simulating large reaction networks. We benchmark our new algorithm with the state of the art algorithms available in literature to demonstrate its applicability and efficiency.

Adiabatic coarse-graining and simulations of stochastic biochemical networks

PubMed Central

Sinitsyn, N. A.; Hengartner, Nicolas; Nemenman, Ilya

2009-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian fluctuations of the slow ones. Our approach is similar to the Born–Oppenheimer approximation in quantum mechanics and follows from the stochastic path integral representation of the cumulant generating function of reaction events. In applications with a small number of chemical reactions, it produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, interpretable representation and can be used for high-accuracy, low-complexity coarse-grained numerical simulations. As an example, we derive the coarse-grained description for a chain of biochemical reactions and show that the coarse-grained and the microscopic simulations agree, but the former is 3 orders of magnitude faster. PMID:19525397

Diffusive processes in a stochastic magnetic field

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, H.; Vlad, M.; Vanden Eijnden, E.

1995-05-01

The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing,more » in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle`s trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works.« less

Peclet number as affected by molecular diffusion controls transient anomalous transport in alluvial aquifer-aquitard complexes.

PubMed

Zhang, Yong; Green, Christopher T; Tick, Geoffrey R

2015-01-01

This study evaluates the role of the Peclet number as affected by molecular diffusion in transient anomalous transport, which is one of the major knowledge gaps in anomalous transport, by combining Monte Carlo simulations and stochastic model analysis. Two alluvial settings containing either short- or long-connected hydrofacies are generated and used as media for flow and transport modeling. Numerical experiments show that 1) the Peclet number affects both the duration of the power-law segment of tracer breakthrough curves (BTCs) and the transition rate from anomalous to Fickian transport by determining the solute residence time for a given low-permeability layer, 2) mechanical dispersion has a limited contribution to the anomalous characteristics of late-time transport as compared to molecular diffusion due to an almost negligible velocity in floodplain deposits, and 3) the initial source dimensions only enhance the power-law tail of the BTCs at short travel distances. A tempered stable stochastic (TSS) model is then applied to analyze the modeled transport. Applications show that the time-nonlocal parameters in the TSS model relate to the Peclet number, Pe. In particular, the truncation parameter in the TSS model increases nonlinearly with a decrease in Pe due to the decrease of the mean residence time, and the capacity coefficient increases with an increase in molecular diffusion which is probably due to the increase in the number of immobile particles. The above numerical experiments and stochastic analysis therefore reveal that the Peclet number as affected by molecular diffusion controls transient anomalous transport in alluvial aquifer-aquitard complexes. Copyright © 2015 Elsevier B.V. All rights reserved.

Communication: Limitations of the stochastic quasi-steady-state approximation in open biochemical reaction networks

NASA Astrophysics Data System (ADS)

Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

2011-11-01

It is commonly believed that, whenever timescale separation holds, the predictions of reduced chemical master equations obtained using the stochastic quasi-steady-state approximation are in very good agreement with the predictions of the full master equations. We use the linear noise approximation to obtain a simple formula for the relative error between the predictions of the two master equations for the Michaelis-Menten reaction with substrate input. The reduced approach is predicted to overestimate the variance of the substrate concentration fluctuations by as much as 30%. The theoretical results are validated by stochastic simulations using experimental parameter values for enzymes involved in proteolysis, gluconeogenesis, and fermentation.

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media.

PubMed

Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik

2012-07-21

In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented. Copyright © 2012 Elsevier Ltd. All rights reserved.

Estimation and prediction under local volatility jump-diffusion model

NASA Astrophysics Data System (ADS)

Kim, Namhyoung; Lee, Younhee

2018-02-01

Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.

Binomial leap methods for simulating stochastic chemical kinetics.

PubMed

Tian, Tianhai; Burrage, Kevin

2004-12-01

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (c) 2004 American Institute of Physics.

Fluctuation theorem: A critical review

NASA Astrophysics Data System (ADS)

Malek Mansour, M.; Baras, F.

2017-10-01

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

NASA Astrophysics Data System (ADS)

Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

2017-12-01

Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

A stochastic modeling of isotope exchange reactions in glutamine synthetase

NASA Astrophysics Data System (ADS)

Kazmiruk, N. V.; Boronovskiy, S. E.; Nartsissov, Ya R.

2017-11-01

The model presented in this work allows simulation of isotopic exchange reactions at chemical equilibrium catalyzed by a glutamine synthetase. To simulate the functioning of the enzyme the algorithm based on the stochastic approach was applied. The dependence of exchange rates for 14C and 32P on metabolite concentration was estimated. The simulation results confirmed the hypothesis of the ascertained validity for preferred order random binding mechanism. Corresponding values of K0.5 were also obtained.

Universality in stochastic exponential growth.

PubMed

Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R

2014-07-11

Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

Universality in Stochastic Exponential Growth

NASA Astrophysics Data System (ADS)

Iyer-Biswas, Srividya; Crooks, Gavin E.; Scherer, Norbert F.; Dinner, Aaron R.

2014-07-01

Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

Enzyme localization, crowding, and buffers collectively modulate diffusion-influenced signal transduction: Insights from continuum diffusion modeling

PubMed Central

Kekenes-Huskey, Peter M.; Eun, Changsun; McCammon, J. A.

2015-01-01

Biochemical reaction networks consisting of coupled enzymes connect substrate signaling events with biological function. Substrates involved in these reactions can be strongly influenced by diffusion “barriers” arising from impenetrable cellular structures and macromolecules, as well as interactions with biomolecules, especially within crowded environments. For diffusion-influenced reactions, the spatial organization of diffusion barriers arising from intracellular structures, non-specific crowders, and specific-binders (buffers) strongly controls the temporal and spatial reaction kinetics. In this study, we use two prototypical biochemical reactions, a Goodwin oscillator, and a reaction with a periodic source/sink term to examine how a diffusion barrier that partitions substrates controls reaction behavior. Namely, we examine how conditions representative of a densely packed cytosol, including reduced accessible volume fraction, non-specific interactions, and buffers, impede diffusion over nanometer length-scales. We find that diffusion barriers can modulate the frequencies and amplitudes of coupled diffusion-influenced reaction networks, as well as give rise to “compartments” of decoupled reactant populations. These effects appear to be intensified in the presence of buffers localized to the diffusion barrier. These findings have strong implications for the role of the cellular environment in tuning the dynamics of signaling pathways. PMID:26342355

Solving the problem of negative populations in approximate accelerated stochastic simulations using the representative reaction approach.

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

Methods based on the stochastic formulation of chemical kinetics have the potential to accurately reproduce the dynamical behavior of various biochemical systems of interest. However, the computational expense makes them impractical for the study of real systems. Attempts to render these methods practical have led to the development of accelerated methods, where the reaction numbers are modeled by Poisson random numbers. However, for certain systems, such methods give rise to physically unrealistic negative numbers for species populations. The methods which make use of binomial variables, in place of Poisson random numbers, have since become popular, and have been partially successful in addressing this problem. In this manuscript, the development of two new computational methods, based on the representative reaction approach (RRA), has been discussed. The new methods endeavor to solve the problem of negative numbers, by making use of tools like the stochastic simulation algorithm and the binomial method, in conjunction with the RRA. It is found that these newly developed methods perform better than other binomial methods used for stochastic simulations, in resolving the problem of negative populations. Copyright © 2012 Wiley Periodicals, Inc.

Eliminating fast reactions in stochastic simulations of biochemical networks: A bistable genetic switch

NASA Astrophysics Data System (ADS)

Morelli, Marco J.; Allen, Rosalind J.; Tǎnase-Nicola, Sorin; ten Wolde, Pieter Rein

2008-01-01

In many stochastic simulations of biochemical reaction networks, it is desirable to "coarse grain" the reaction set, removing fast reactions while retaining the correct system dynamics. Various coarse-graining methods have been proposed, but it remains unclear which methods are reliable and which reactions can safely be eliminated. We address these issues for a model gene regulatory network that is particularly sensitive to dynamical fluctuations: a bistable genetic switch. We remove protein-DNA and/or protein-protein association-dissociation reactions from the reaction set using various coarse-graining strategies. We determine the effects on the steady-state probability distribution function and on the rate of fluctuation-driven switch flipping transitions. We find that protein-protein interactions may be safely eliminated from the reaction set, but protein-DNA interactions may not. We also find that it is important to use the chemical master equation rather than macroscopic rate equations to compute effective propensity functions for the coarse-grained reactions.

Dynamic partitioning for hybrid simulation of the bistable HIV-1 transactivation network.

PubMed

Griffith, Mark; Courtney, Tod; Peccoud, Jean; Sanders, William H

2006-11-15

The stochastic kinetics of a well-mixed chemical system, governed by the chemical Master equation, can be simulated using the exact methods of Gillespie. However, these methods do not scale well as systems become more complex and larger models are built to include reactions with widely varying rates, since the computational burden of simulation increases with the number of reaction events. Continuous models may provide an approximate solution and are computationally less costly, but they fail to capture the stochastic behavior of small populations of macromolecules. In this article we present a hybrid simulation algorithm that dynamically partitions the system into subsets of continuous and discrete reactions, approximates the continuous reactions deterministically as a system of ordinary differential equations (ODE) and uses a Monte Carlo method for generating discrete reaction events according to a time-dependent propensity. Our approach to partitioning is improved such that we dynamically partition the system of reactions, based on a threshold relative to the distribution of propensities in the discrete subset. We have implemented the hybrid algorithm in an extensible framework, utilizing two rigorous ODE solvers to approximate the continuous reactions, and use an example model to illustrate the accuracy and potential speedup of the algorithm when compared with exact stochastic simulation. Software and benchmark models used for this publication can be made available upon request from the authors.

Molecules in motion: influences of diffusion on metabolic structure and function in skeletal muscle.

PubMed

Kinsey, Stephen T; Locke, Bruce R; Dillaman, Richard M

2011-01-15

Metabolic processes are often represented as a group of metabolites that interact through enzymatic reactions, thus forming a network of linked biochemical pathways. Implicit in this view is that diffusion of metabolites to and from enzymes is very fast compared with reaction rates, and metabolic fluxes are therefore almost exclusively dictated by catalytic properties. However, diffusion may exert greater control over the rates of reactions through: (1) an increase in reaction rates; (2) an increase in diffusion distances; or (3) a decrease in the relevant diffusion coefficients. It is therefore not surprising that skeletal muscle fibers have long been the focus of reaction-diffusion analyses because they have high and variable rates of ATP turnover, long diffusion distances, and hindered metabolite diffusion due to an abundance of intracellular barriers. Examination of the diversity of skeletal muscle fiber designs found in animals provides insights into the role that diffusion plays in governing both rates of metabolic fluxes and cellular organization. Experimental measurements of metabolic fluxes, diffusion distances and diffusion coefficients, coupled with reaction-diffusion mathematical models in a range of muscle types has started to reveal some general principles guiding muscle structure and metabolic function. Foremost among these is that metabolic processes in muscles do, in fact, appear to be largely reaction controlled and are not greatly limited by diffusion. However, the influence of diffusion is apparent in patterns of fiber growth and metabolic organization that appear to result from selective pressure to maintain reaction control of metabolism in muscle.

Stochastic tools hidden behind the empirical dielectric relaxation laws

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2017-03-01

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of ‘structures with variations’ (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools—by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ju, Ping; Li, Hongyu; Gan, Chun

Here, with the growing integration of renewable power generation, plug-in electric vehicles, and other sources of uncertainty, increasing stochastic continuous disturbances are brought to power systems. The impact of stochastic continuous disturbances on power system transient stability attracts significant attention. To address this problem, this paper proposes an analytical assessment method for transient stability of multi-machine power systems under stochastic continuous disturbances. In the proposed method, a probability measure of transient stability is presented and analytically solved by stochastic averaging. Compared with the conventional method (Monte Carlo simulation), the proposed method is many orders of magnitude faster, which makes itmore » very attractive in practice when many plans for transient stability must be compared or when transient stability must be analyzed quickly. Also, it is found that the evolution of system energy over time is almost a simple diffusion process by the proposed method, which explains the impact mechanism of stochastic continuous disturbances on transient stability in theory.« less

Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.

A general moment expansion method for stochastic kinetic models

NASA Astrophysics Data System (ADS)

Ale, Angelique; Kirk, Paul; Stumpf, Michael P. H.

2013-05-01

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic properties of the system, which the linear noise approximation is unable to provide. Moreover, also for systems for which the mean does not have a strong dependence on higher order moments, moment approximation methods give information about higher order moments of the underlying probability distribution. We demonstrate the method using a dimerisation reaction, Michaelis-Menten kinetics and a model of an oscillating p53 system. We show that for the dimerisation reaction and Michaelis-Menten enzyme kinetics system higher order moments have limited influence on the estimation of the mean, while for the p53 system, the solution for the mean can require several moments to converge to the average obtained from many stochastic simulations. We also find that agreement between lower order moments does not guarantee that higher moments will agree. Compared to stochastic simulations, our approach is numerically highly efficient at capturing the behaviour of stochastic systems in terms of the average and higher moments, and we provide expressions for the computational cost for different system sizes and orders of approximation. We show how the moment expansion method can be employed to efficiently quantify parameter sensitivity. Finally we investigate the effects of using too few moments on parameter estimation, and provide guidance on how to estimate if the distribution can be accurately approximated using only a few moments.

Propagation of Galactic cosmic rays: the influence of anisotropic diffusion

NASA Astrophysics Data System (ADS)

AL-Zetoun, A.; Achterberg, A.

2018-06-01

We consider the anisotropic diffusion of cosmic rays in the large-scale Galactic magnetic field, where diffusion along the field and diffusion across the field proceeds at different rates. To calculate this diffusion, we use stochastic differential equations to describe the cosmic ray propagation, solving these numerically. The Galactic magnetic field is described using the Jansson-Farrar model for the Galactic magnetic field. In this paper, we study the influence of perpendicular diffusion on the residence time of cosmic rays in the Galaxy. This provides an estimate for the influence of anisotropic diffusion on the residence time and the amount of matter (grammage) that a typical cosmic ray traverses during its residence in the Galaxy.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

Transcriptional dynamics with time-dependent reaction rates

NASA Astrophysics Data System (ADS)

Nandi, Shubhendu; Ghosh, Anandamohan

2015-02-01

Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.

Confined trapped alpha behaviour in TFTR deuterium-tritium plasmas

NASA Astrophysics Data System (ADS)

Medley, S. S.; Budny, R. V.; Duong, H. H.; Fisher, R. K.; Petrov, M. P.; Gorelenkov, N. N.; Redi, M. H.; Roquemore, A. L.; White, R. B.

1998-09-01

Confined trapped alpha energy spectra and differential radial density profiles in TFTR D-T plasmas were obtained with the pellet charge exchange (PCX) diagnostic, which measures high energy (Eα = 0.5-3.5 MeV) trapped alphas (v||/v = -0.048) at a single time slice (Δt approx 1 ms) with a spatial resolution of Δr approx 5 cm. Tritons produced in D-D plasmas and RF driven ion tails (H, 3He or T) were also observed and energetic tritium ion tail measurements are discussed. PCX alpha and triton energy spectra extending up to their birth energies were measured in the core of MHD quiescent discharges where the expected classical slowing down and pitch angle scattering effects are not complicated by stochastic ripple diffusion and sawtooth activity. Both the shape of the measured alpha and triton energy distributions and their density ratios are in good agreement with TRANSP predictions, indicating that the PCX measurements are consistent with classical thermalization of the fusion generated alphas and tritons. From calculations, these results set an upper limit on possible anomalous radial diffusion for trapped alphas of Dα <= 0.01 m2·s-1. Outside the core, where the trapped alphas are influenced by stochastic ripple diffusion effects, the PCX measurements are consistent with the functional dependence of the Goldston-White-Boozer stochastic ripple threshold on the alpha energy and the q profile. In the presence of strong sawtooth activity, the PCX diagnostic observes significant redistribution of the alpha signal radial profile wherein alphas are depleted in the core and redistributed to well outside the q = 1 radius, but apparently not beyond the energy dependent stochastic ripple loss boundary. The helical electric field produced during the sawtooth crash plays an essential role in modelling the sawtooth redistribution data. In sawtooth free discharge scenarios with reversed shear operation, the PCX diagnostic also observes radial profiles of the alpha signal that are significantly broader than those for supershots. ORBIT modelling of reversed shear and monotonic shear discharges is in agreement with the q dependent alpha profiles observed. Redistribution of trapped alpha particles in the presence of core localized toroidal Alfvén eigenmode (TAE) activity was observed and modelling of the PCX measurements based on a synergism involving the α-TAE resonance and the effect of stochastic ripple diffusion is in progress.

Practical application of noise diffusion in U-70 synchrotron

NASA Astrophysics Data System (ADS)

Ivanov, S. V.; Lebedev, O. P.

2016-12-01

This paper briefly outlines the physical substantiation and the engineering implementation of technological systems in the U-70 synchrotron based on controllable noise diffusion of the beam. They include two systems of stochastic slow beam extraction (for high and intermediate energy) and the system of longitudinal noise RF gymnastics designated for flattening the bunch distribution over the azimuth.

The Stochastic Evolution of a Protocell: The Gillespie Algorithm in a Dynamically Varying Volume

PubMed Central

Carletti, T.; Filisetti, A.

2012-01-01

We propose an improvement of the Gillespie algorithm allowing us to study the time evolution of an ensemble of chemical reactions occurring in a varying volume, whose growth is directly related to the amount of some specific molecules, belonging to the reactions set. This allows us to study the stochastic evolution of a protocell, whose volume increases because of the production of container molecules. Several protocell models are considered and compared with the deterministic models. PMID:22536297

Convergence of methods for coupling of microscopic and mesoscopic reaction-diffusion simulations

NASA Astrophysics Data System (ADS)

Flegg, Mark B.; Hellander, Stefan; Erban, Radek

2015-05-01

In this paper, three multiscale methods for coupling of mesoscopic (compartment-based) and microscopic (molecular-based) stochastic reaction-diffusion simulations are investigated. Two of the three methods that will be discussed in detail have been previously reported in the literature; the two-regime method (TRM) and the compartment-placement method (CPM). The third method that is introduced and analysed in this paper is called the ghost cell method (GCM), since it works by constructing a "ghost cell" in which molecules can disappear and jump into the compartment-based simulation. Presented is a comparison of sources of error. The convergent properties of this error are studied as the time step Δt (for updating the molecular-based part of the model) approaches zero. It is found that the error behaviour depends on another fundamental computational parameter h, the compartment size in the mesoscopic part of the model. Two important limiting cases, which appear in applications, are considered: Δt → 0 and h is fixed; Δt → 0 and h → 0 such that √{ Δt } / h is fixed. The error for previously developed approaches (the TRM and CPM) converges to zero only in the limiting case (ii), but not in case (i). It is shown that the error of the GCM converges in the limiting case (i). Thus the GCM is superior to previous coupling techniques if the mesoscopic description is much coarser than the microscopic part of the model.

Active Brownian agents with concentration-dependent chemotactic sensitivity.

PubMed

Meyer, Marcel; Schimansky-Geier, Lutz; Romanczuk, Pawel

2014-02-01

We study a biologically motivated model of overdamped, autochemotactic Brownian agents with concentration-dependent chemotactic sensitivity. The agents in our model move stochastically and produce a chemical ligand at their current position. The ligand concentration obeys a reaction-diffusion equation and acts as a chemoattractant for the agents, which bias their motion towards higher concentrations of the dynamically altered chemical field. We explore the impact of concentration-dependent response to chemoattractant gradients on large-scale pattern formation, by deriving a coarse-grained macroscopic description of the individual-based model, and compare the conditions for emergence of inhomogeneous solutions for different variants of the chemotactic sensitivity. We focus primarily on the so-called receptor-law sensitivity, which models a nonlinear decrease of chemotactic sensitivity with increasing ligand concentration. Our results reveal qualitative differences between the receptor law, the constant chemotactic response, and the so-called log law, with respect to stability of the homogeneous solution, as well as the emergence of different patterns (labyrinthine structures, clusters, and bubbles) via spinodal decomposition or nucleation. We discuss two limiting cases, where the model can be reduced to the dynamics of single species: (I) the agent density governed by a density-dependent effective diffusion coefficient and (II) the ligand field with an effective bistable, time-dependent reaction rate. In the end, we turn to single clusters of agents, studying domain growth and determining mean characteristics of the stationary inhomogeneous state. Analytical results are confirmed and extended by large-scale GPU simulations of the individual based model.

Anomalous diffusion with linear reaction dynamics: from continuous time random walks to fractional reaction-diffusion equations.

PubMed

Henry, B I; Langlands, T A M; Wearne, S L

2006-09-01

We have revisited the problem of anomalously diffusing species, modeled at the mesoscopic level using continuous time random walks, to include linear reaction dynamics. If a constant proportion of walkers are added or removed instantaneously at the start of each step then the long time asymptotic limit yields a fractional reaction-diffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps then the long time asymptotic limit has a standard linear reaction kinetics term but a fractional order temporal derivative operating on a nonstandard diffusion term. Results from the above two models are compared with a phenomenological model with standard linear reaction kinetics and a fractional order temporal derivative operating on a standard diffusion term. We have also developed further extensions of the CTRW model to include more general reaction dynamics.

High-Fidelity Thermal Radiation Models and Measurements for High-Pressure Reacting Laminar and Turbulent Flows

DTIC Science & Technology

2013-06-26

flow code used ( OpenFOAM ) to include differential diffusion and cell-based stochastic RTE solvers. The models were validated by simulation of laminar...wavenumber selection is improved about by a factor of 10. (5) OpenFOAM Improvements for Laminar Flames A laminar-diffusion combustion solver, taking into...account the effects of differential diffusion, was developed within the open source CFD package OpenFOAM [18]. In addition, OpenFOAM was augmented to take

Numerical investigation of the effects of iron oxidation reactions on the fume formation mechanism in arc welding

NASA Astrophysics Data System (ADS)

Sanibondi, Paolo

2015-09-01

Fume formation during arc welding has been modelled using a stochastic approach taking into account iron oxidation reactions. The model includes the nucleation and condensation of Fe and FeO vapours, the reaction of gaseous O2 and O on the nanoparticle surface, the coagulation of the nanoparticles including a sintering time as a function of temperature and composition, assuming chemical equilibrium for species in the gaseous phase. Results suggest that fumes generated in gas metal arc welding with oxidizing shielding mixtures are composed of aggregates of primary particles that are nucleated from gas-phase FeO and further oxidized to Fe3O4 and Fe2O3 in the liquid and solid phase, respectively. The composition of the fumes at the end of the formation process depends on the relative initial concentration of Fe and O2 species in the gas mixture and on the diameter of the primary particles that compose the aggregates: as the oxidation reactions are driven by deposition of oxygen on nanoparticle surface, the oxidation of larger particles is slower than that of smaller particles because of their lower surface to volume ratio. Solid-state diffusion is limiting the oxidation process at temperatures lower than 1500 K, inducing the formation of not fully oxidized particles composed of Fe3O4.

Stochastic field-line wandering in magnetic turbulence with shear. II. Decorrelation trajectory method

NASA Astrophysics Data System (ADS)

Negrea, M.; Petrisor, I.; Shalchi, A.

2017-11-01

We study the diffusion of magnetic field lines in turbulence with magnetic shear. In the first part of the series, we developed a quasi-linear theory for this type of scenario. In this article, we employ the so-called DeCorrelation Trajectory method in order to compute the diffusion coefficients of stochastic magnetic field lines. The magnetic field configuration used here contains fluctuating terms which are described by the dimensionless functions bi(X, Y, Z), i = (x, y) and they are assumed to be Gaussian processes and are perpendicular with respect to the main magnetic field B0. Furthermore, there is also a z-component of the magnetic field depending on radial coordinate x (representing the gradient of the magnetic field) and a poloidal average component. We calculate the diffusion coefficients for magnetic field lines for different values of the magnetic Kubo number K, the dimensionless inhomogeneous magnetic parallel and perpendicular Kubo numbers KB∥, KB⊥ , as well as Ka v=bya vKB∥/KB⊥ .

Stochastic theory of photon flow in homogeneous and heterogeneous anisotropic biological and artificial material

NASA Astrophysics Data System (ADS)

Miller, Steven D.

1995-05-01

Standard Monte Carlo methods used in photon diffusion score absorbed photons or statistical weight deposited within voxels comprising a mesh. An alternative approach to a stochastic description is considered for rapid surface flux calculations and finite medias. Matrix elements are assigned to a spatial lattice whose function is to score vector intersections of scattered photons making transitions into either the forward or back solid angle half spaces. These complete matrix elements can be related to the directional fluxes within the lattice space. This model differentiates between ballistic, quasi-ballistic, and highly diffuse photon contributions, and effectively models the subsurface generation of a scattered light flux from a ballistic source. The connection between a path integral and diffusion is illustrated. Flux perturbations can be effectively illustrated for tissue-tumor-tissue and for 3 layer systems with strong absorption in one or more layers. For conditions where the diffusion theory has difficulties such as strong absorption, highly collimated sources, small finite volumes, and subsurface regions, the computation time of the algorithm is rapid with good accuracy and compliments other description of photon diffusion. The model has the potential to do computations relevant to photodynamic therapy (PDT) and analysis of laser beam interaction with tissues.

Continuum models of cohesive stochastic swarms: The effect of motility on aggregation patterns

NASA Astrophysics Data System (ADS)

Hughes, Barry D.; Fellner, Klemens

2013-10-01

Mathematical models of swarms of moving agents with non-local interactions have many applications and have been the subject of considerable recent interest. For modest numbers of agents, cellular automata or related algorithms can be used to study such systems, but in the present work, instead of considering discrete agents, we discuss a class of one-dimensional continuum models, in which the agents possess a density ρ(x,t) at location x at time t. The agents are subject to a stochastic motility mechanism and to a global cohesive inter-agent force. The motility mechanisms covered include classical diffusion, nonlinear diffusion (which may be used to model, in a phenomenological way, volume exclusion or other short-range local interactions), and a family of linear redistribution operators related to fractional diffusion equations. A variety of exact analytic results are discussed, including equilibrium solutions and criteria for unimodality of equilibrium distributions, full time-dependent solutions, and transitions between asymptotic collapse and asymptotic escape. We address the behaviour of the system for diffusive motility in the low-diffusivity limit for both smooth and singular interaction potentials and show how this elucidates puzzling behaviour in fully deterministic non-local particle interaction models. We conclude with speculative remarks about extensions and applications of the models.

A proposal for the experimental detection of CSL induced random walk

PubMed Central

Bera, Sayantani; Motwani, Bhawna; Singh, Tejinder P.; Ulbricht, Hendrik

2015-01-01

Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrödinger equation. A consequence of the CSL mechanism is an extremely tiny violation of energy-momentum conservation, which can, in principle, be detected in the laboratory via the random diffusion of a particle induced by the stochastic collapse mechanism. In a paper in 2003, Collett and Pearle investigated the translational CSL diffusion of a sphere, and the rotational CSL diffusion of a disc, and showed that this effect dominates over the ambient environmental noise at low temperatures and extremely low pressures (about ten-thousandth of a pico-Torr). In the present paper, we revisit their analysis and argue that this stringent condition on pressure can be relaxed, and that the CSL effect can be seen at the pressure of about a pico-Torr. A similar analysis is provided for diffusion produced by gravity-induced decoherence, where the effect is typically much weaker than CSL. We also discuss the CSL induced random displacement of a quantum oscillator. Lastly, we propose possible experimental set-ups justifying that CSL diffusion is indeed measurable with the current technology. PMID:25563619

Kinematic dynamo, supersymmetry breaking, and chaos

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Enßlin, Torsten A.

2016-04-01

The kinematic dynamo (KD) describes the growth of magnetic fields generated by the flow of a conducting medium in the limit of vanishing backaction of the fields onto the flow. The KD is therefore an important model system for understanding astrophysical magnetism. Here, the mathematical correspondence between the KD and a specific stochastic differential equation (SDE) viewed from the perspective of the supersymmetric theory of stochastics (STS) is discussed. The STS is a novel, approximation-free framework to investigate SDEs. The correspondence reported here permits insights from the STS to be applied to the theory of KD and vice versa. It was previously known that the fast KD in the idealistic limit of no magnetic diffusion requires chaotic flows. The KD-STS correspondence shows that this is also true for the diffusive KD. From the STS perspective, the KD possesses a topological supersymmetry, and the dynamo effect can be viewed as its spontaneous breakdown. This supersymmetry breaking can be regarded as the stochastic generalization of the concept of dynamical chaos. As this supersymmetry breaking happens in both the diffusive and the nondiffusive cases, the necessity of the underlying SDE being chaotic is given in either case. The observed exponentially growing and oscillating KD modes prove physically that dynamical spectra of the STS evolution operator that break the topological supersymmetry exist with both real and complex ground state eigenvalues. Finally, we comment on the nonexistence of dynamos for scalar quantities.

Stochastic differential equations and turbulent dispersion

NASA Technical Reports Server (NTRS)

Durbin, P. A.

1983-01-01

Aspects of the theory of continuous stochastic processes that seem to contribute to an understanding of turbulent dispersion are introduced and the theory and philosophy of modelling turbulent transport is emphasized. Examples of eddy diffusion examined include shear dispersion, the surface layer, and channel flow. Modeling dispersion with finite-time scale is considered including the Langevin model for homogeneous turbulence, dispersion in nonhomogeneous turbulence, and the asymptotic behavior of the Langevin model for nonhomogeneous turbulence.

Using Equation-Free Computation to Accelerate Network-Free Stochastic Simulation of Chemical Kinetics.

PubMed

Lin, Yen Ting; Chylek, Lily A; Lemons, Nathan W; Hlavacek, William S

2018-06-21

The chemical kinetics of many complex systems can be concisely represented by reaction rules, which can be used to generate reaction events via a kinetic Monte Carlo method that has been termed network-free simulation. Here, we demonstrate accelerated network-free simulation through a novel approach to equation-free computation. In this process, variables are introduced that approximately capture system state. Derivatives of these variables are estimated using short bursts of exact stochastic simulation and finite differencing. The variables are then projected forward in time via a numerical integration scheme, after which a new exact stochastic simulation is initialized and the whole process repeats. The projection step increases efficiency by bypassing the firing of numerous individual reaction events. As we show, the projected variables may be defined as populations of building blocks of chemical species. The maximal number of connected molecules included in these building blocks determines the degree of approximation. Equation-free acceleration of network-free simulation is found to be both accurate and efficient.

Microtearing turbulence: Magnetic braiding and disruption limit

DOE Office of Scientific and Technical Information (OSTI.GOV)

Firpo, Marie-Christine

2015-12-15

A realistic reduced model involving a large poloidal spectrum of microtearing modes is used to probe the existence of some stochasticity of magnetic field lines. Stochasticity is shown to occur even for the low values of the magnetic perturbation δB/B devoted to magnetic turbulence that have been experimentally measured. Because the diffusion coefficient may strongly depend on the radial (or magnetic-flux) coordinate, being very low near some resonant surfaces, and because its evaluation implicitly makes a normal diffusion hypothesis, one turns to another indicator appropriate to diagnose the confinement: the mean residence time of magnetic field lines. Their computation inmore » the microturbulence frame points to the existence of a disruption limit, namely of a critical order of magnitude of δB/B above which stochasticity is no longer benign yet, leads to a macroscopic loss of confinement in some tens to hundred of electron toroidal excursions. Since the level of magnetic turbulence δB/B has been measured to grow with the plasma electron density, this would also be a density limit.« less

The slow-scale linear noise approximation: an accurate, reduced stochastic description of biochemical networks under timescale separation conditions

PubMed Central

2012-01-01

Background It is well known that the deterministic dynamics of biochemical reaction networks can be more easily studied if timescale separation conditions are invoked (the quasi-steady-state assumption). In this case the deterministic dynamics of a large network of elementary reactions are well described by the dynamics of a smaller network of effective reactions. Each of the latter represents a group of elementary reactions in the large network and has associated with it an effective macroscopic rate law. A popular method to achieve model reduction in the presence of intrinsic noise consists of using the effective macroscopic rate laws to heuristically deduce effective probabilities for the effective reactions which then enables simulation via the stochastic simulation algorithm (SSA). The validity of this heuristic SSA method is a priori doubtful because the reaction probabilities for the SSA have only been rigorously derived from microscopic physics arguments for elementary reactions. Results We here obtain, by rigorous means and in closed-form, a reduced linear Langevin equation description of the stochastic dynamics of monostable biochemical networks in conditions characterized by small intrinsic noise and timescale separation. The slow-scale linear noise approximation (ssLNA), as the new method is called, is used to calculate the intrinsic noise statistics of enzyme and gene networks. The results agree very well with SSA simulations of the non-reduced network of elementary reactions. In contrast the conventional heuristic SSA is shown to overestimate the size of noise for Michaelis-Menten kinetics, considerably under-estimate the size of noise for Hill-type kinetics and in some cases even miss the prediction of noise-induced oscillations. Conclusions A new general method, the ssLNA, is derived and shown to correctly describe the statistics of intrinsic noise about the macroscopic concentrations under timescale separation conditions. The ssLNA provides a simple and accurate means of performing stochastic model reduction and hence it is expected to be of widespread utility in studying the dynamics of large noisy reaction networks, as is common in computational and systems biology. PMID:22583770

Simulations of eddy kinetic energy transport in barotropic turbulence

NASA Astrophysics Data System (ADS)

Grooms, Ian

2017-11-01

Eddy energy transport in rotating two-dimensional turbulence is investigated using numerical simulation. Stochastic forcing is used to generate an inhomogeneous field of turbulence and the time-mean energy profile is diagnosed. An advective-diffusive model for the transport is fit to the simulation data by requiring the model to accurately predict the observed time-mean energy distribution. Isotropic harmonic diffusion of energy is found to be an accurate model in the case of uniform, solid-body background rotation (the f plane), with a diffusivity that scales reasonably well with a mixing-length law κ ∝V ℓ , where V and ℓ are characteristic eddy velocity and length scales. Passive tracer dynamics are added and it is found that the energy diffusivity is 75 % of the tracer diffusivity. The addition of a differential background rotation with constant vorticity gradient β leads to significant changes to the energy transport. The eddies generate and interact with a mean flow that advects the eddy energy. Mean advection plus anisotropic diffusion (with reduced diffusivity in the direction of the background vorticity gradient) is moderately accurate for flows with scale separation between the eddies and mean flow, but anisotropic diffusion becomes a much less accurate model of the transport when scale separation breaks down. Finally, it is observed that the time-mean eddy energy does not look like the actual eddy energy distribution at any instant of time. In the future, stochastic models of the eddy energy transport may prove more useful than models of the mean transport for predicting realistic eddy energy distributions.

Linking actin networks and cell membrane via a reaction-diffusion-elastic description of nonlinear filopodia initiation.

PubMed

Ben Isaac, Eyal; Manor, Uri; Kachar, Bechara; Yochelis, Arik; Gov, Nir S

2013-08-01

Reaction-diffusion models have been used to describe pattern formation on the cellular scale, and traditionally do not include feedback between cellular shape changes and biochemical reactions. We introduce here a distinct reaction-diffusion-elasticity approach: The reaction-diffusion part describes bistability between two actin orientations, coupled to the elastic energy of the cell membrane deformations. This coupling supports spatially localized patterns, even when such solutions do not exist in the uncoupled self-inhibited reaction-diffusion system. We apply this concept to describe the nonlinear (threshold driven) initiation mechanism of actin-based cellular protrusions and provide support by several experimental observations.

A passive physical model for DnaK chaperoning

NASA Astrophysics Data System (ADS)

Uhl, Lionel; Dumont, Audrey; Dukan, Sam

2018-03-01

Almost all living organisms use protein chaperones with a view to preventing proteins from misfolding or aggregation either spontaneously or during cellular stress. This work uses a reaction-diffusion stochastic model to describe the dynamic localization of the Hsp70 chaperone DnaK in Escherichia coli cells during transient proteotoxic collapse characterized by the accumulation of insoluble proteins. In the model, misfolded (‘abnormal’) proteins are produced during alcoholic stress and have the propensity to aggregate with a polymerization-like kinetics. When aggregates diffuse more slowly they grow larger. According to Michaelis-Menten-type kinetics, DnaK has the propensity to bind with misfolded proteins or aggregates in order to catalyse refolding. To match experimental fluorescence microscopy data showing clusters of DnaK-GFP localized in multiple foci, the model includes spatial zones with local reduced diffusion rates to generate spontaneous assemblies of DnaK called ‘foci’. Numerical simulations of our model succeed in reproducing the kinetics of DnaK localization experimentally observed. DnaK starts from foci, moves to large aggregates during acute stress, resolves those aggregates during recovery and finally returns to its initial punctate localization pattern. Finally, we compare real biological events with hypothetical repartitions of the protein aggregates or DnaK. We then notice that DnaK action is more efficient on protein aggregates than on protein homogeneously distributed.

Non-Markovian Quantum State Diffusion for temperature-dependent linear spectra of light harvesting aggregates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ritschel, Gerhard; Möbius, Sebastian; Eisfeld, Alexander, E-mail: eisfeld@mpipks-dresden.mpg.de

2015-01-21

Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an efficient method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the coupling of electronic transitions to vibrational modes of the chromophores. NMQSD is an open quantum system approach that incorporates environmental degrees of freedom (the vibrations in our case) in a stochastic way. We show in this paper that for linear optical spectra (absorption, circular dichroism), no stochastics is needed, even for finite temperatures. Thus, the spectra can be obtained by propagating a single trajectory. To this end, we map a finite temperature environmentmore » to the zero temperature case using the so-called thermofield method. The resulting equations can then be solved efficiently by standard integrators.« less

Diffusion equations and the time evolution of foreign exchange rates

NASA Astrophysics Data System (ADS)

Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

Exact lower and upper bounds on stationary moments in stochastic biochemical systems

NASA Astrophysics Data System (ADS)

Ghusinga, Khem Raj; Vargas-Garcia, Cesar A.; Lamperski, Andrew; Singh, Abhyudai

2017-08-01

In the stochastic description of biochemical reaction systems, the time evolution of statistical moments for species population counts is described by a linear dynamical system. However, except for some ideal cases (such as zero- and first-order reaction kinetics), the moment dynamics is underdetermined as lower-order moments depend upon higher-order moments. Here, we propose a novel method to find exact lower and upper bounds on stationary moments for a given arbitrary system of biochemical reactions. The method exploits the fact that statistical moments of any positive-valued random variable must satisfy some constraints that are compactly represented through the positive semidefiniteness of moment matrices. Our analysis shows that solving moment equations at steady state in conjunction with constraints on moment matrices provides exact lower and upper bounds on the moments. These results are illustrated by three different examples—the commonly used logistic growth model, stochastic gene expression with auto-regulation and an activator-repressor gene network motif. Interestingly, in all cases the accuracy of the bounds is shown to improve as moment equations are expanded to include higher-order moments. Our results provide avenues for development of approximation methods that provide explicit bounds on moments for nonlinear stochastic systems that are otherwise analytically intractable.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

NASA Technical Reports Server (NTRS)

Zhang, Ming

2005-01-01

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

Quantum diffusion during inflation and primordial black holes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pattison, Chris; Assadullahi, Hooshyar; Wands, David

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. Inmore » the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ∼ 1 e -fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.« less

Quantum diffusion during inflation and primordial black holes

NASA Astrophysics Data System (ADS)

Pattison, Chris; Vennin, Vincent; Assadullahi, Hooshyar; Wands, David

2017-10-01

We calculate the full probability density function (PDF) of inflationary curvature perturbations, even in the presence of large quantum backreaction. Making use of the stochastic-δ N formalism, two complementary methods are developed, one based on solving an ordinary differential equation for the characteristic function of the PDF, and the other based on solving a heat equation for the PDF directly. In the classical limit where quantum diffusion is small, we develop an expansion scheme that not only recovers the standard Gaussian PDF at leading order, but also allows us to calculate the first non-Gaussian corrections to the usual result. In the opposite limit where quantum diffusion is large, we find that the PDF is given by an elliptic theta function, which is fully characterised by the ratio between the squared width and height (in Planck mass units) of the region where stochastic effects dominate. We then apply these results to the calculation of the mass fraction of primordial black holes from inflation, and show that no more than ~ 1 e-fold can be spent in regions of the potential dominated by quantum diffusion. We explain how this requirement constrains inflationary potentials with two examples.

Nanoscale diffusive memristor crossbars as physical unclonable functions.

PubMed

Zhang, R; Jiang, H; Wang, Z R; Lin, P; Zhuo, Y; Holcomb, D; Zhang, D H; Yang, J J; Xia, Q

2018-02-08

Physical unclonable functions have emerged as promising hardware security primitives for device authentication and key generation in the era of the Internet of Things. Herein, we report novel physical unclonable functions built upon the crossbars of nanoscale diffusive memristors that translate the stochastic distribution of Ag clusters in a SiO 2 matrix into a random binary bitmap that serves as a device fingerprint. The random dispersion of Ag led to an uneven number of clusters at each cross-point, which in turn resulted in a stochastic ability to switch in the Ag:SiO 2 diffusive memristors in an array. The randomness of the dispersion was a barrier to fingerprint cloning and the unique fingerprints of each device were persistent after fabrication. Using an optimized fabrication procedure, we maximized the randomness and achieved an inter-class Hamming distance of 50.68%. We also discovered that the bits were not flipping after over 10 4 s at 400 K, suggesting superior reliability of our physical unclonable functions. In addition, our diffusive memristor-based physical unclonable functions were easy to fabricate and did not require complicated post-processing for digitization and thus, provide new opportunities in hardware security applications.

Multinucleon transfer in central collisions of 238U+238U

NASA Astrophysics Data System (ADS)

Ayik, S.; Yilmaz, B.; Yilmaz, O.; Umar, A. S.; Turan, G.

2017-08-01

Quantal diffusion mechanism of nucleon exchange is studied in the central collisions of 238U+238U in the framework of the stochastic mean-field (SMF) approach. For bombarding energies considered in this work, the dinuclear structure is maintained during the collision. Hence, it is possible to describe nucleon exchange as a diffusion process for mass and charge asymmetry. Quantal neutron and proton diffusion coefficients, including memory effects, are extracted from the SMF approach and the primary fragment distributions are calculated.

A Computational Approach to Increase Time Scales in Brownian Dynamics–Based Reaction-Diffusion Modeling

PubMed Central

Frazier, Zachary

2012-01-01

Abstract Particle-based Brownian dynamics simulations offer the opportunity to not only simulate diffusion of particles but also the reactions between them. They therefore provide an opportunity to integrate varied biological data into spatially explicit models of biological processes, such as signal transduction or mitosis. However, particle based reaction-diffusion methods often are hampered by the relatively small time step needed for accurate description of the reaction-diffusion framework. Such small time steps often prevent simulation times that are relevant for biological processes. It is therefore of great importance to develop reaction-diffusion methods that tolerate larger time steps while maintaining relatively high accuracy. Here, we provide an algorithm, which detects potential particle collisions prior to a BD-based particle displacement and at the same time rigorously obeys the detailed balance rule of equilibrium reactions. We can show that for reaction-diffusion processes of particles mimicking proteins, the method can increase the typical BD time step by an order of magnitude while maintaining similar accuracy in the reaction diffusion modelling. PMID:22697237

Combined inverse-forward artificial neural networks for fast and accurate estimation of the diffusion coefficients of cartilage based on multi-physics models.

PubMed

Arbabi, Vahid; Pouran, Behdad; Weinans, Harrie; Zadpoor, Amir A

2016-09-06

Analytical and numerical methods have been used to extract essential engineering parameters such as elastic modulus, Poisson׳s ratio, permeability and diffusion coefficient from experimental data in various types of biological tissues. The major limitation associated with analytical techniques is that they are often only applicable to problems with simplified assumptions. Numerical multi-physics methods, on the other hand, enable minimizing the simplified assumptions but require substantial computational expertise, which is not always available. In this paper, we propose a novel approach that combines inverse and forward artificial neural networks (ANNs) which enables fast and accurate estimation of the diffusion coefficient of cartilage without any need for computational modeling. In this approach, an inverse ANN is trained using our multi-zone biphasic-solute finite-bath computational model of diffusion in cartilage to estimate the diffusion coefficient of the various zones of cartilage given the concentration-time curves. Robust estimation of the diffusion coefficients, however, requires introducing certain levels of stochastic variations during the training process. Determining the required level of stochastic variation is performed by coupling the inverse ANN with a forward ANN that receives the diffusion coefficient as input and returns the concentration-time curve as output. Combined together, forward-inverse ANNs enable computationally inexperienced users to obtain accurate and fast estimation of the diffusion coefficients of cartilage zones. The diffusion coefficients estimated using the proposed approach are compared with those determined using direct scanning of the parameter space as the optimization approach. It has been shown that both approaches yield comparable results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Stochastic particle acceleration at shocks in the presence of braided magnetic fields.

NASA Astrophysics Data System (ADS)

Kirk, J. G.; Duffy, P.; Gallant, Y. A.

1996-10-01

The theory of diffusive acceleration of energetic particles at shock fronts assumes charged particles undergo spatial diffusion in a uniform magnetic field. If, however, the magnetic field is not uniform, but has a stochastic or braided structure, the transport of charged particles across the average direction of the field is more complicated. Assuming quasi-linear behaviour of the field lines, the particles undergo sub-diffusion on short time scales. We derive the propagator for such motion, which differs from the Gaussian form relevant for diffusion, and apply it to a configuration with a plane shock front whose normal is perpendicular to the average field direction. Expressions are given for the acceleration time as a function of the diffusion coefficient of the wandering magnetic field lines and the spatial diffusion coefficient of the charged particles parallel to the local field. In addition we calculate the spatial dependence of the particle density in both the upstream and downstream plasmas. In contrast to the diffusive case, the density of particles at the shock front is lower than it is far downstream. This is a consequence of the partial trapping of particles by structures in the magnetic field. As a result, the spectrum of accelerated particles is a power-law in momentum which is steeper than in the diffusive case. For a phase-space density f{prop.to}p^-s^, we find s=s_diff_[1+1/(2ρ_c_)], where ρ_c_ is the compression ratio of the shock front and s_diff_ is the standard result of diffusive acceleration: s_diff_=3ρ_c_/(ρ_c_-1). A strong shock in a monatomic ideal gas yields a spectrum of s=4.5. In the case of electrons, this corresponds to a radio synchrotron spectral index of α=0.75.

Convective and diffusive ULF wave driven radiation belt electron transport

NASA Astrophysics Data System (ADS)

Degeling, A. W.; Rankin, R.; Elkington, S. R.

2011-12-01

The process of magnetospheric radiation belt electron transport driven by ULF waves is studied using a 2-D ideal MHD model for ULF waves in the equatorial plane including day/night asymmetry and a magnetopause boundary, and a test kinetic model for equatorially mirroring electrons. We find that ULF wave disturbances originating along the magnetopause flanks in the afternoon sector can act to periodically inject phase space density from these regions into the magnetosphere. Closely spaced drift-resonant surfaces for electrons with a given magnetic moment in the presence of the ULF waves create a layer of stochastic dynamics for L-shells above 6.5-7 in the cases examined, extending to the magnetopause. The phase decorrelation time scale for the stochastic region is estimated by the relaxation time for the diffusion coefficient to reach a steady value. This is found to be of the order of 10-15 wave periods, which is commensurate with the typical duration of observed ULF wave packets in the magnetosphere. For L-shells earthward of the stochastic layer, transport is limited to isolated drift-resonant islands in the case of narrowband ULF waves. We examine the effect of increasing the bandwidth of the ULF wave driver by summing together wave components produced by a set of independent runs of the ULF wave model. The wave source spectrum is given a flat-top amplitude of variable width (adjusted for constant power) and random phase. We find that increasing bandwidth can significantly enhance convective transport earthward of the stochastic layer and extend the stochastic layer to lower L-shells.

Proton imaging of stochastic magnetic fields

NASA Astrophysics Data System (ADS)

Bott, A. F. A.; Graziani, C.; Tzeferacos, P.; White, T. G.; Lamb, D. Q.; Gregori, G.; Schekochihin, A. A.

2017-12-01

Recent laser-plasma experiments (Fox et al., Phys. Rev. Lett., vol. 111, 2013, 225002; Huntington et al., Nat. Phys., vol. 11(2), 2015, 173-176 Tzeferacos et al., Phys. Plasmas, vol. 24(4), 2017a, 041404; Tzeferacos et al., 2017b, arXiv:1702.03016 [physics.plasm-ph]) report the existence of dynamically significant magnetic fields, whose statistical characterisation is essential for a complete understanding of the physical processes these experiments are attempting to investigate. In this paper, we show how a proton-imaging diagnostic can be used to determine a range of relevant magnetic-field statistics, including the magnetic-energy spectrum. To achieve this goal, we explore the properties of an analytic relation between a stochastic magnetic field and the image-flux distribution created upon imaging that field. This `Kugland image-flux relation' was previously derived (Kugland et al., Rev. Sci. Instrum. vol. 83(10), 2012, 101301) under simplifying assumptions typically valid in actual proton-imaging set-ups. We conclude that, as with regular electromagnetic fields, features of the beam's final image-flux distribution often display a universal character determined by a single, field-scale dependent parameter - the contrast parameter s/{\\mathcal{M}}lB$ - which quantifies the relative size of the correlation length B$ of the stochastic field, proton displacements s$ due to magnetic deflections and the image magnification . For stochastic magnetic fields, we establish the existence of four contrast regimes, under which proton-flux images relate to their parent fields in a qualitatively distinct manner. These are linear, nonlinear injective, caustic and diffusive. The diffusive regime is newly identified and characterised. The nonlinear injective regime is distinguished from the caustic regime in manifesting nonlinear behaviour, but as in the linear regime, the path-integrated magnetic field experienced by the beam can be extracted uniquely. Thus, in the linear and nonlinear injective regimes we show that the magnetic-energy spectrum can be obtained under a further statistical assumption of isotropy. This is not the case in the caustic or diffusive regimes. We discuss complications to the contrast-regime characterisation arising for inhomogeneous, multi-scale stochastic fields, which can encompass many contrast regimes, as well as limitations currently placed by experimental capabilities on one's ability to extract magnetic-field statistics. The results presented in this paper are of consequence in providing a comprehensive description of proton images of stochastic magnetic fields, with applications for improved analysis of proton-flux images.

A multi-scaled approach for simulating chemical reaction systems.

PubMed

Burrage, Kevin; Tian, Tianhai; Burrage, Pamela

2004-01-01

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E. coli, and conclude with a discussion on the significance of this work. Copyright 2004 Elsevier Ltd.

Periodic and stochastic thermal modulation of protein folding kinetics.

PubMed

Platkov, Max; Gruebele, Martin

2014-07-21

Chemical reactions are usually observed either by relaxation of a bulk sample after applying a sudden external perturbation, or by intrinsic fluctuations of a few molecules. Here we show that the two ideas can be combined to measure protein folding kinetics, either by periodic thermal modulation, or by creating artificial thermal noise that greatly exceeds natural thermal fluctuations. We study the folding reaction of the enzyme phosphoglycerate kinase driven by periodic temperature waveforms. As the temperature waveform unfolds and refolds the protein, its fluorescence color changes due to FRET (Förster resonant Energy Transfer) of two donor/acceptor fluorophores labeling the protein. We adapt a simple model of periodically driven kinetics that nicely fits the data at all temperatures and driving frequencies: The phase shifts of the periodic donor and acceptor fluorescence signals as a function of driving frequency reveal reaction rates. We also drive the reaction with stochastic temperature waveforms that produce thermal fluctuations much greater than natural fluctuations in the bulk. Such artificial thermal noise allows the recovery of weak underlying signals due to protein folding kinetics. This opens up the possibility for future detection of a stochastic resonance for protein folding subject to noise with controllable amplitude.

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

A scalable moment-closure approximation for large-scale biochemical reaction networks

PubMed Central

Kazeroonian, Atefeh; Theis, Fabian J.; Hasenauer, Jan

2017-01-01

Abstract Motivation: Stochastic molecular processes are a leading cause of cell-to-cell variability. Their dynamics are often described by continuous-time discrete-state Markov chains and simulated using stochastic simulation algorithms. As these stochastic simulations are computationally demanding, ordinary differential equation models for the dynamics of the statistical moments have been developed. The number of state variables of these approximating models, however, grows at least quadratically with the number of biochemical species. This limits their application to small- and medium-sized processes. Results: In this article, we present a scalable moment-closure approximation (sMA) for the simulation of statistical moments of large-scale stochastic processes. The sMA exploits the structure of the biochemical reaction network to reduce the covariance matrix. We prove that sMA yields approximating models whose number of state variables depends predominantly on local properties, i.e. the average node degree of the reaction network, instead of the overall network size. The resulting complexity reduction is assessed by studying a range of medium- and large-scale biochemical reaction networks. To evaluate the approximation accuracy and the improvement in computational efficiency, we study models for JAK2/STAT5 signalling and NFκB signalling. Our method is applicable to generic biochemical reaction networks and we provide an implementation, including an SBML interface, which renders the sMA easily accessible. Availability and implementation: The sMA is implemented in the open-source MATLAB toolbox CERENA and is available from https://github.com/CERENADevelopers/CERENA. Contact: jan.hasenauer@helmholtz-muenchen.de or atefeh.kazeroonian@tum.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881983

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

The concerted calculation of the BN-600 reactor for the deterministic and stochastic codes

NASA Astrophysics Data System (ADS)

Bogdanova, E. V.; Kuznetsov, A. N.

2017-01-01

The solution of the problem of increasing the safety of nuclear power plants implies the existence of complete and reliable information about the processes occurring in the core of a working reactor. Nowadays the Monte-Carlo method is the most general-purpose method used to calculate the neutron-physical characteristic of the reactor. But it is characterized by large time of calculation. Therefore, it may be useful to carry out coupled calculations with stochastic and deterministic codes. This article presents the results of research for possibility of combining stochastic and deterministic algorithms in calculation the reactor BN-600. This is only one part of the work, which was carried out in the framework of the graduation project at the NRC “Kurchatov Institute” in cooperation with S. S. Gorodkov and M. A. Kalugin. It is considering the 2-D layer of the BN-600 reactor core from the international benchmark test, published in the report IAEA-TECDOC-1623. Calculations of the reactor were performed with MCU code and then with a standard operative diffusion algorithm with constants taken from the Monte - Carlo computation. Macro cross-section, diffusion coefficients, the effective multiplication factor and the distribution of neutron flux and power were obtained in 15 energy groups. The reasonable agreement between stochastic and deterministic calculations of the BN-600 is observed.

Anomalous sea surface structures as an object of statistical topography

NASA Astrophysics Data System (ADS)

Klyatskin, V. I.; Koshel, K. V.

2015-06-01

By exploiting ideas of statistical topography, we analyze the stochastic boundary problem of emergence of anomalous high structures on the sea surface. The kinematic boundary condition on the sea surface is assumed to be a closed stochastic quasilinear equation. Applying the stochastic Liouville equation, and presuming the stochastic nature of a given hydrodynamic velocity field within the diffusion approximation, we derive an equation for a spatially single-point, simultaneous joint probability density of the surface elevation field and its gradient. An important feature of the model is that it accounts for stochastic bottom irregularities as one, but not a single, perturbation. Hence, we address the assumption of the infinitely deep ocean to obtain statistic features of the surface elevation field and the squared elevation gradient field. According to the calculations, we show that clustering in the absolute surface elevation gradient field happens with the unit probability. It results in the emergence of rare events such as anomalous high structures and deep gaps on the sea surface almost in every realization of a stochastic velocity field.

Reaction Kernel Structure of a Slot Jet Diffusion Flame in Microgravity

NASA Technical Reports Server (NTRS)

Takahashi, F.; Katta, V. R.

2001-01-01

Diffusion flame stabilization in normal earth gravity (1 g) has long been a fundamental research subject in combustion. Local flame-flow phenomena, including heat and species transport and chemical reactions, around the flame base in the vicinity of condensed surfaces control flame stabilization and fire spreading processes. Therefore, gravity plays an important role in the subject topic because buoyancy induces flow in the flame zone, thus increasing the convective (and diffusive) oxygen transport into the flame zone and, in turn, reaction rates. Recent computations show that a peak reactivity (heat-release or oxygen-consumption rate) spot, or reaction kernel, is formed in the flame base by back-diffusion and reactions of radical species in the incoming oxygen-abundant flow at relatively low temperatures (about 1550 K). Quasi-linear correlations were found between the peak heat-release or oxygen-consumption rate and the velocity at the reaction kernel for cases including both jet and flat-plate diffusion flames in airflow. The reaction kernel provides a stationary ignition source to incoming reactants, sustains combustion, and thus stabilizes the trailing diffusion flame. In a quiescent microgravity environment, no buoyancy-induced flow exits and thus purely diffusive transport controls the reaction rates. Flame stabilization mechanisms in such purely diffusion-controlled regime remain largely unstudied. Therefore, it will be a rigorous test for the reaction kernel correlation if it can be extended toward zero velocity conditions in the purely diffusion-controlled regime. The objectives of this study are to reveal the structure of the flame-stabilizing region of a two-dimensional (2D) laminar jet diffusion flame in microgravity and develop a unified diffusion flame stabilization mechanism. This paper reports the recent progress in the computation and experiment performed in microgravity.

Assessing the inherent uncertainty of one-dimensional diffusions

NASA Astrophysics Data System (ADS)

Eliazar, Iddo; Cohen, Morrel H.

2013-01-01

In this paper we assess the inherent uncertainty of one-dimensional diffusion processes via a stochasticity classification which provides an à la Mandelbrot categorization into five states of uncertainty: infra-mild, mild, borderline, wild, and ultra-wild. Two settings are considered. (i) Stopped diffusions: the diffusion initiates from a high level and is stopped once it first reaches a low level; in this setting we analyze the inherent uncertainty of the diffusion's maximal exceedance above its initial high level. (ii) Stationary diffusions: the diffusion is in dynamical statistical equilibrium; in this setting we analyze the inherent uncertainty of the diffusion's equilibrium level. In both settings general closed-form analytic results are established, and their application is exemplified by stock prices in the stopped-diffusions setting, and by interest rates in the stationary-diffusions setting. These results provide a highly implementable decision-making tool for the classification of uncertainty in the context of one-dimensional diffusions.

Physarum machines: encapsulating reaction-diffusion to compute spanning tree

NASA Astrophysics Data System (ADS)

Adamatzky, Andrew

2007-12-01

The Physarum machine is a biological computing device, which employs plasmodium of Physarum polycephalum as an unconventional computing substrate. A reaction-diffusion computer is a chemical computing device that computes by propagating diffusive or excitation wave fronts. Reaction-diffusion computers, despite being computationally universal machines, are unable to construct certain classes of proximity graphs without the assistance of an external computing device. I demonstrate that the problem can be solved if the reaction-diffusion system is enclosed in a membrane with few ‘growth points’, sites guiding the pattern propagation. Experimental approximation of spanning trees by P. polycephalum slime mold demonstrates the feasibility of the approach. Findings provided advance theory of reaction-diffusion computation by enriching it with ideas of slime mold computation.

Stochastic surface walking reaction sampling for resolving heterogeneous catalytic reaction network: A revisit to the mechanism of water-gas shift reaction on Cu

NASA Astrophysics Data System (ADS)

Zhang, Xiao-Jie; Shang, Cheng; Liu, Zhi-Pan

2017-10-01

Heterogeneous catalytic reactions on surface and interfaces are renowned for ample intermediate adsorbates and complex reaction networks. The common practice to reveal the reaction mechanism is via theoretical computation, which locates all likely transition states based on the pre-guessed reaction mechanism. Here we develop a new theoretical method, namely, stochastic surface walking (SSW)-Cat method, to resolve the lowest energy reaction pathway of heterogeneous catalytic reactions, which combines our recently developed SSW global structure optimization and SSW reaction sampling. The SSW-Cat is automated and massively parallel, taking a rough reaction pattern as input to guide reaction search. We present the detailed algorithm, discuss the key features, and demonstrate the efficiency in a model catalytic reaction, water-gas shift reaction on Cu(111) (CO + H2O → CO2 + H2). The SSW-Cat simulation shows that water dissociation is the rate-determining step and formic acid (HCOOH) is the kinetically favorable product, instead of the observed final products, CO2 and H2. It implies that CO2 and H2 are secondary products from further decomposition of HCOOH at high temperatures. Being a general purpose tool for reaction prediction, the SSW-Cat may be utilized for rational catalyst design via large-scale computations.

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

Cooper, Fenwick; Andrejczuk, Miroslaw; Juricke, Stephan; Zanna, Laure; Palmer, Tim

2015-04-01

Over seasonal time scales, our aim is to compare the relative impact of ocean initial condition and model uncertainty, upon the ocean forecast skill and reliability. Over seasonal timescales we compare four oceanic stochastic parameterisation schemes applied in a 1x1 degree ocean model (NEMO) with a fully coupled T159 atmosphere (ECMWF IFS). The relative impacts upon the ocean of the resulting eddy induced activity, wind forcing and typical initial condition perturbations are quantified. Following the historical success of stochastic parameterisation in the atmosphere, two of the parameterisations tested were multiplicitave in nature: A stochastic variation of the Gent-McWilliams scheme and a stochastic diffusion scheme. We also consider a surface flux parameterisation (similar to that introduced by Williams, 2012), and stochastic perturbation of the equation of state (similar to that introduced by Brankart, 2013). The amplitude of the stochastic term in the Williams (2012) scheme was set to the physically reasonable amplitude considered in that paper. The amplitude of the stochastic term in each of the other schemes was increased to the limits of model stability. As expected, variability was increased. Up to 1 month after initialisation, ensemble spread induced by stochastic parameterisation is greater than that induced by the atmosphere, whilst being smaller than the initial condition perturbations currently used at ECMWF. After 1 month, the wind forcing becomes the dominant source of model ocean variability, even at depth.

On generic obstructions to recovering correct statistics from climate simulations: Homogenization for deterministic maps and multiplicative noise

NASA Astrophysics Data System (ADS)

Gottwald, Georg; Melbourne, Ian

2013-04-01

Whereas diffusion limits of stochastic multi-scale systems have a long and successful history, the case of constructing stochastic parametrizations of chaotic deterministic systems has been much less studied. We present rigorous results of convergence of a chaotic slow-fast system to a stochastic differential equation with multiplicative noise. Furthermore we present rigorous results for chaotic slow-fast maps, occurring as numerical discretizations of continuous time systems. This raises the issue of how to interpret certain stochastic integrals; surprisingly the resulting integrals of the stochastic limit system are generically neither of Stratonovich nor of Ito type in the case of maps. It is shown that the limit system of a numerical discretisation is different to the associated continuous time system. This has important consequences when interpreting the statistics of long time simulations of multi-scale systems - they may be very different to the one of the original continuous time system which we set out to study.

Information Processing Capacity of Dynamical Systems

NASA Astrophysics Data System (ADS)

Dambre, Joni; Verstraeten, David; Schrauwen, Benjamin; Massar, Serge

2012-07-01

Many dynamical systems, both natural and artificial, are stimulated by time dependent external signals, somehow processing the information contained therein. We demonstrate how to quantify the different modes in which information can be processed by such systems and combine them to define the computational capacity of a dynamical system. This is bounded by the number of linearly independent state variables of the dynamical system, equaling it if the system obeys the fading memory condition. It can be interpreted as the total number of linearly independent functions of its stimuli the system can compute. Our theory combines concepts from machine learning (reservoir computing), system modeling, stochastic processes, and functional analysis. We illustrate our theory by numerical simulations for the logistic map, a recurrent neural network, and a two-dimensional reaction diffusion system, uncovering universal trade-offs between the non-linearity of the computation and the system's short-term memory.

Multiscale Modeling of Virus Entry via Receptor-Mediated Endocytosis

NASA Astrophysics Data System (ADS)

Liu, Jin

2012-11-01

Virus infections are ubiquitous and remain major threats to human health worldwide. Viruses are intracellular parasites and must enter host cells to initiate infection. Receptor-mediated endocytosis is the most common entry pathway taken by viruses, the whole process is highly complex and dictated by various events, such as virus motions, membrane deformations, receptor diffusion and ligand-receptor reactions, occurring at multiple length and time scales. We develop a multiscale model for virus entry through receptor-mediated endocytosis. The binding of virus to cell surface is based on a mesoscale three dimensional stochastic adhesion model, the internalization (endocytosis) of virus and cellular membrane deformation is based on the discretization of Helfrich Hamiltonian in a curvilinear space using Monte Carlo method. The multiscale model is based on the combination of these two models. We will implement this model to study the herpes simplex virus entry into B78 cells and compare the model predictions with experimental measurements.

Extinction dynamics of a discrete population in an oasis.

PubMed

Berti, Stefano; Cencini, Massimo; Vergni, Davide; Vulpiani, Angelo

2015-07-01

Understanding the conditions ensuring the persistence of a population is an issue of primary importance in population biology. The first theoretical approach to the problem dates back to the 1950s with the Kierstead, Slobodkin, and Skellam (KiSS) model, namely a continuous reaction-diffusion equation for a population growing on a patch of finite size L surrounded by a deadly environment with infinite mortality, i.e., an oasis in a desert. The main outcome of the model is that only patches above a critical size allow for population persistence. Here we introduce an individual-based analog of the KiSS model to investigate the effects of discreteness and demographic stochasticity. In particular, we study the average time to extinction both above and below the critical patch size of the continuous model and investigate the quasistationary distribution of the number of individuals for patch sizes above the critical threshold.

Modeling the neuroanatomic propagation of ALS in the spinal cord

NASA Astrophysics Data System (ADS)

Drawert, Brian; Thakore, Nimish; Mitchell, Brian; Pioro, Erik; Ravits, John; Petzold, Linda R.

2017-07-01

Recent hypotheses of amyotrophic lateral sclerosis (ALS) progression have posited a point-source origin of motor neuron death with neuroanatomic propagation either contiguously to adjacent regions, or along networks via axonal and synaptic connections. Although the molecular mechanisms of propagation are unknown, one leading hypothesis is a "prion-like" spread of misfolded and aggregated proteins, including SOD1 and TDP-43. We have developed a mathematical model representing cellular and molecular spread of ALS in the human spinal cord. Our model is based on the stochastic reaction-diffusion master equation approach using a tetrahedral discretized space to capture the complex geometry of the spinal cord. Domain dimension and shape was obtained by reconstructing human spinal cord from high-resolution magnetic resonance (MR) images and known gross and histological neuroanatomy. Our preliminary results qualitatively recapitulate the clinically observed pattern of spread of ALS thorough the spinal cord.

Pattern Transitions in Bacterial Oscillating System under Nanofluidic Confinement

NASA Astrophysics Data System (ADS)

Shen, Jie-Pan; Chou, Chia-Fu

2011-03-01

Successful binary fission in E. coli relies on remarkable oscillatory behavior of the MinCDE protein system to determine the exact division site. The most favorable models to explain this fascinating spatiotemporal regulation on dynamic MinDE pattern formation in cells are based on reaction-diffusion scenario. Although not fully understood, geometric factors caused by bacterial morphology play a crucial role in MinDE dynamics. In the present study, bacteria were cultured, confined and reshaped in various micro/nanofluidic devices, to mimic either curvature changes of cell peripherals. Fluorescence imaging was utilized to detail the mode transitions in multiple MinDE patterns. The understanding of the physics in multiple pattern formations is further complemented via in silico modeling. The study synergizes the join merits of in vivo, in vitro and in silico approaches, to grasp the insight of stochastic dynamics inherited from the noisy mesoscopic biophysics. We acknowledge support from the Foresight Project, Academia Sinica.

Information Processing Capacity of Dynamical Systems

PubMed Central

Dambre, Joni; Verstraeten, David; Schrauwen, Benjamin; Massar, Serge

2012-01-01

Many dynamical systems, both natural and artificial, are stimulated by time dependent external signals, somehow processing the information contained therein. We demonstrate how to quantify the different modes in which information can be processed by such systems and combine them to define the computational capacity of a dynamical system. This is bounded by the number of linearly independent state variables of the dynamical system, equaling it if the system obeys the fading memory condition. It can be interpreted as the total number of linearly independent functions of its stimuli the system can compute. Our theory combines concepts from machine learning (reservoir computing), system modeling, stochastic processes, and functional analysis. We illustrate our theory by numerical simulations for the logistic map, a recurrent neural network, and a two-dimensional reaction diffusion system, uncovering universal trade-offs between the non-linearity of the computation and the system's short-term memory. PMID:22816038

Molecular, metabolic, and genetic control: An introduction

NASA Astrophysics Data System (ADS)

Tyson, John J.; Mackey, Michael C.

2001-03-01

The living cell is a miniature, self-reproducing, biochemical machine. Like all machines, it has a power supply, a set of working components that carry out its necessary tasks, and control systems that ensure the proper coordination of these tasks. In this Special Issue, we focus on the molecular regulatory systems that control cell metabolism, gene expression, environmental responses, development, and reproduction. As for the control systems in human-engineered machines, these regulatory networks can be described by nonlinear dynamical equations, for example, ordinary differential equations, reaction-diffusion equations, stochastic differential equations, or cellular automata. The articles collected here illustrate (i) a range of theoretical problems presented by modern concepts of cellular regulation, (ii) some strategies for converting molecular mechanisms into dynamical systems, (iii) some useful mathematical tools for analyzing and simulating these systems, and (iv) the sort of results that derive from serious interplay between theory and experiment.

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis

NASA Astrophysics Data System (ADS)

Slim, Skander

2016-12-01

This paper investigates the performance of time-changed Lévy processes with distinct sources of return volatility variation for modeling cross-sectional option prices on the CAC40 index during the subprime crisis. Specifically, we propose a multi-factor stochastic volatility model: one factor captures the diffusion component dynamics and two factors capture positive and negative jump variations. In-sample and out-of-sample tests show that our full-fledged model significantly outperforms nested lower-dimensional specifications. We find that all three sources of return volatility variation, with different persistence, are needed to properly account for market pricing dynamics across moneyness, maturity and volatility level. Besides, the model estimation reveals negative risk premium for both diffusive volatility and downward jump intensity whereas a positive risk premium is found to be attributed to upward jump intensity.

Disentangling Random Motion and Flow in a Complex Medium

PubMed Central

Koslover, Elena F.; Chan, Caleb K.; Theriot, Julie A.

2016-01-01

We describe a technique for deconvolving the stochastic motion of particles from large-scale fluid flow in a dynamic environment such as that found in living cells. The method leverages the separation of timescales to subtract out the persistent component of motion from single-particle trajectories. The mean-squared displacement of the resulting trajectories is rescaled so as to enable robust extraction of the diffusion coefficient and subdiffusive scaling exponent of the stochastic motion. We demonstrate the applicability of the method for characterizing both diffusive and fractional Brownian motion overlaid by flow and analytically calculate the accuracy of the method in different parameter regimes. This technique is employed to analyze the motion of lysosomes in motile neutrophil-like cells, showing that the cytoplasm of these cells behaves as a viscous fluid at the timescales examined. PMID:26840734

Bistability: Requirements on Cell-Volume, Protein Diffusion, and Thermodynamics

PubMed Central

Endres, Robert G.

2015-01-01

Bistability is considered wide-spread among bacteria and eukaryotic cells, useful e.g. for enzyme induction, bet hedging, and epigenetic switching. However, this phenomenon has mostly been described with deterministic dynamic or well-mixed stochastic models. Here, we map known biological bistable systems onto the well-characterized biochemical Schlögl model, using analytical calculations and stochastic spatiotemporal simulations. In addition to network architecture and strong thermodynamic driving away from equilibrium, we show that bistability requires fine-tuning towards small cell volumes (or compartments) and fast protein diffusion (well mixing). Bistability is thus fragile and hence may be restricted to small bacteria and eukaryotic nuclei, with switching triggered by volume changes during the cell cycle. For large volumes, single cells generally loose their ability for bistable switching and instead undergo a first-order phase transition. PMID:25874711

Study on monostable and bistable reaction-diffusion equations by iteration of travelling wave maps

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming

2017-12-01

In this paper, based on the iterative properties of travelling wave maps, we develop a new method to obtain spreading speeds and asymptotic propagation for monostable and bistable reaction-diffusion equations. Precisely, for Dirichlet problems of monostable reaction-diffusion equations on the half line, by making links between travelling wave maps and integral operators associated with the Dirichlet diffusion kernel (the latter is NOT invariant under translation), we obtain some iteration properties of the Dirichlet diffusion and some a priori estimates on nontrivial solutions of Dirichlet problems under travelling wave transformation. We then provide the asymptotic behavior of nontrivial solutions in the space-time region for Dirichlet problems. These enable us to develop a unified method to obtain results on heterogeneous steady states, travelling waves, spreading speeds, and asymptotic spreading behavior for Dirichlet problem of monostable reaction-diffusion equations on R+ as well as of monostable/bistable reaction-diffusion equations on R.

Necessary conditions for the emergence of homochirality via autocatalytic self-replication

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stich, Michael; Ribó, Josep M.; Blackmond, Donna G., E-mail: blackmond@scripps.edu

We analyze a recent proposal for spontaneous mirror symmetry breaking based on the coupling of first-order enantioselective autocatalysis and direct production of the enantiomers that invokes a critical role for intrinsic reaction noise. For isolated systems, the racemic state is the unique stable outcome for both stochastic and deterministic dynamics when the system is in compliance with the constraints dictated by the thermodynamics of chemical reaction processes. In open systems, the racemic outcome also results for both stochastic and deterministic dynamics when driving the autocatalysis unidirectionally by external reagents. Nonracemic states can result in the latter only if the reversemore » reactions are strictly zero: these are kinetically controlled outcomes for small populations and volumes, and can be simulated by stochastic dynamics. However, the stability of the thermodynamic limit proves that the racemic outcome is the unique stable state for strictly irreversible externally driven autocatalysis. These findings contradict the suggestion that the inhibition requirement of the Frank autocatalytic model for the emergence of homochirality may be relaxed in a noise-induced mechanism.« less

Molecules in motion: influences of diffusion on metabolic structure and function in skeletal muscle

PubMed Central

Kinsey, Stephen T.; Locke, Bruce R.; Dillaman, Richard M.

2011-01-01

Metabolic processes are often represented as a group of metabolites that interact through enzymatic reactions, thus forming a network of linked biochemical pathways. Implicit in this view is that diffusion of metabolites to and from enzymes is very fast compared with reaction rates, and metabolic fluxes are therefore almost exclusively dictated by catalytic properties. However, diffusion may exert greater control over the rates of reactions through: (1) an increase in reaction rates; (2) an increase in diffusion distances; or (3) a decrease in the relevant diffusion coefficients. It is therefore not surprising that skeletal muscle fibers have long been the focus of reaction–diffusion analyses because they have high and variable rates of ATP turnover, long diffusion distances, and hindered metabolite diffusion due to an abundance of intracellular barriers. Examination of the diversity of skeletal muscle fiber designs found in animals provides insights into the role that diffusion plays in governing both rates of metabolic fluxes and cellular organization. Experimental measurements of metabolic fluxes, diffusion distances and diffusion coefficients, coupled with reaction–diffusion mathematical models in a range of muscle types has started to reveal some general principles guiding muscle structure and metabolic function. Foremost among these is that metabolic processes in muscles do, in fact, appear to be largely reaction controlled and are not greatly limited by diffusion. However, the influence of diffusion is apparent in patterns of fiber growth and metabolic organization that appear to result from selective pressure to maintain reaction control of metabolism in muscle. PMID:21177946

Noise-induced modulation of the relaxation kinetics around a non-equilibrium steady state of non-linear chemical reaction networks.

PubMed

Ramaswamy, Rajesh; Sbalzarini, Ivo F; González-Segredo, Nélido

2011-01-28

Stochastic effects from correlated noise non-trivially modulate the kinetics of non-linear chemical reaction networks. This is especially important in systems where reactions are confined to small volumes and reactants are delivered in bursts. We characterise how the two noise sources confinement and burst modulate the relaxation kinetics of a non-linear reaction network around a non-equilibrium steady state. We find that the lifetimes of species change with burst input and confinement. Confinement increases the lifetimes of all species that are involved in any non-linear reaction as a reactant. Burst monotonically increases or decreases lifetimes. Competition between burst-induced and confinement-induced modulation may hence lead to a non-monotonic modulation. We quantify lifetime as the integral of the time autocorrelation function (ACF) of concentration fluctuations around a non-equilibrium steady state of the reaction network. Furthermore, we look at the first and second derivatives of the ACF, each of which is affected in opposite ways by burst and confinement. This allows discriminating between these two noise sources. We analytically derive the ACF from the linear Fokker-Planck approximation of the chemical master equation in order to establish a baseline for the burst-induced modulation at low confinement. Effects of higher confinement are then studied using a partial-propensity stochastic simulation algorithm. The results presented here may help understand the mechanisms that deviate stochastic kinetics from its deterministic counterpart. In addition, they may be instrumental when using fluorescence-lifetime imaging microscopy (FLIM) or fluorescence-correlation spectroscopy (FCS) to measure confinement and burst in systems with known reaction rates, or, alternatively, to correct for the effects of confinement and burst when experimentally measuring reaction rates.

Computational study on UV curing characteristics in nanoimprint lithography: Stochastic simulation

NASA Astrophysics Data System (ADS)

Koyama, Masanori; Shirai, Masamitsu; Kawata, Hiroaki; Hirai, Yoshihiko; Yasuda, Masaaki

2017-06-01

A computational simulation model of UV curing in nanoimprint lithography based on a simplified stochastic approach is proposed. The activated unit reacts with a randomly selected monomer within a critical reaction radius. Cluster units are chained to each other. Then, another monomer is activated and the next chain reaction occurs. This process is repeated until a virgin monomer disappears within the reaction radius or until the activated monomers react with each other. The simulation model well describes the basic UV curing characteristics, such as the molecular weight distributions of the reacted monomers and the effect of the initiator concentration on the conversion ratio. The effects of film thickness on UV curing characteristics are also studied by the simulation.

First-Passage-Time Distribution for Variable-Diffusion Processes

NASA Astrophysics Data System (ADS)

Barney, Liberty; Gunaratne, Gemunu H.

2017-05-01

First-passage-time distribution, which presents the likelihood of a stock reaching a pre-specified price at a given time, is useful in establishing the value of financial instruments and in designing trading strategies. First-passage-time distribution for Wiener processes has a single peak, while that for stocks exhibits a notable second peak within a trading day. This feature has only been discussed sporadically—often dismissed as due to insufficient/incorrect data or circumvented by conversion to tick time—and to the best of our knowledge has not been explained in terms of the underlying stochastic process. It was shown previously that intra-day variations in the market can be modeled by a stochastic process containing two variable-diffusion processes (Hua et al. in, Physica A 419:221-233, 2015). We show here that the first-passage-time distribution of this two-stage variable-diffusion model does exhibit a behavior similar to the empirical observation. In addition, we find that an extended model incorporating overnight price fluctuations exhibits intra- and inter-day behavior similar to those of empirical first-passage-time distributions.

A robust nonparametric framework for reconstruction of stochastic differential equation models

NASA Astrophysics Data System (ADS)

Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

2016-05-01

In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

Instability of turing patterns in reaction-diffusion-ODE systems.

PubMed

Marciniak-Czochra, Anna; Karch, Grzegorz; Suzuki, Kanako

2017-02-01

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of interactions between cellular processes such as cell growth, differentiation or transformation and diffusing signaling factors. We focus on stability analysis of solutions of a prototype model consisting of a single reaction-diffusion equation coupled to an ordinary differential equation. We show that such systems are very different from classical reaction-diffusion models. They exhibit diffusion-driven instability (turing instability) under a condition of autocatalysis of non-diffusing component. However, the same mechanism which destabilizes constant solutions of such models, destabilizes also all continuous spatially heterogeneous stationary solutions, and consequently, there exist no stable Turing patterns in such reaction-diffusion-ODE systems. We provide a rigorous result on the nonlinear instability, which involves the analysis of a continuous spectrum of a linear operator induced by the lack of diffusion in the destabilizing equation. These results are extended to discontinuous patterns for a class of nonlinearities.

Synchronization criteria for generalized reaction-diffusion neural networks via periodically intermittent control.

PubMed

Gan, Qintao; Lv, Tianshi; Fu, Zhenhua

2016-04-01

In this paper, the synchronization problem for a class of generalized neural networks with time-varying delays and reaction-diffusion terms is investigated concerning Neumann boundary conditions in terms of p-norm. The proposed generalized neural networks model includes reaction-diffusion local field neural networks and reaction-diffusion static neural networks as its special cases. By establishing a new inequality, some simple and useful conditions are obtained analytically to guarantee the global exponential synchronization of the addressed neural networks under the periodically intermittent control. According to the theoretical results, the influences of diffusion coefficients, diffusion space, and control rate on synchronization are analyzed. Finally, the feasibility and effectiveness of the proposed methods are shown by simulation examples, and by choosing different diffusion coefficients, diffusion spaces, and control rates, different controlled synchronization states can be obtained.

Variable-free exploration of stochastic models: a gene regulatory network example.

PubMed

Erban, Radek; Frewen, Thomas A; Wang, Xiao; Elston, Timothy C; Coifman, Ronald; Nadler, Boaz; Kevrekidis, Ioannis G

2007-04-21

Finding coarse-grained, low-dimensional descriptions is an important task in the analysis of complex, stochastic models of gene regulatory networks. This task involves (a) identifying observables that best describe the state of these complex systems and (b) characterizing the dynamics of the observables. In a previous paper [R. Erban et al., J. Chem. Phys. 124, 084106 (2006)] the authors assumed that good observables were known a priori, and presented an equation-free approach to approximate coarse-grained quantities (i.e., effective drift and diffusion coefficients) that characterize the long-time behavior of the observables. Here we use diffusion maps [R. Coifman et al., Proc. Natl. Acad. Sci. U.S.A. 102, 7426 (2005)] to extract appropriate observables ("reduction coordinates") in an automated fashion; these involve the leading eigenvectors of a weighted Laplacian on a graph constructed from network simulation data. We present lifting and restriction procedures for translating between physical variables and these data-based observables. These procedures allow us to perform equation-free, coarse-grained computations characterizing the long-term dynamics through the design and processing of short bursts of stochastic simulation initialized at appropriate values of the data-based observables.

Rich stochastic dynamics of co-doped Er:Yb fluorescence upconversion nanoparticles in the presence of thermal, non-conservative, harmonic and optical forces

NASA Astrophysics Data System (ADS)

Nome, Rene A.; Sorbello, Cecilia; Jobbágy, Matías; Barja, Beatriz C.; Sanches, Vitor; Cruz, Joyce S.; Aguiar, Vinicius F.

2017-03-01

The stochastic dynamics of individual co-doped Er:Yb upconversion nanoparticles (UCNP) were investigated from experiments and simulations. The UCNP were characterized by high-resolution scanning electron microscopy, dynamic light scattering, and zeta potential measurements. Single UCNP measurements were performed by fluorescence upconversion micro-spectroscopy and optical trapping. The mean-square displacement (MSD) from single UCNP exhibited a time-dependent diffusion coefficient which was compared with Brownian dynamics simulations of a viscoelastic model of harmonically bound spheres. Experimental time-dependent two-dimensional trajectories of individual UCNP revealed correlated two-dimensional nanoparticle motion. The measurements were compared with stochastic trajectories calculated in the presence of a non-conservative rotational force field. Overall, the complex interplay of UCNP adhesion, thermal fluctuations and optical forces led to a rich stochastic behavior of these nanoparticles.

Parameters estimation using the first passage times method in a jump-diffusion model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khaldi, K., E-mail: kkhaldi@umbb.dz; LIMOSE Laboratory, Boumerdes University, 35000; Meddahi, S., E-mail: samia.meddahi@gmail.com

2016-06-02

The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time (FPT method) generalized for all passage times (GPT method), in order to estimate the parameters of stochastic Jump-Diffusion process. (2) it compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the GPT method and those obtained by the moments method and the FPT method applied to the Merton Jump-Diffusion (MJD) model.

Diffusion in the special theory of relativity.

PubMed

Herrmann, Joachim

2009-11-01

The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.

Spiral diffusion of rotating self-propellers with stochastic perturbation

NASA Astrophysics Data System (ADS)

Nourhani, Amir; Ebbens, Stephen J.; Gibbs, John G.; Lammert, Paul E.

2016-09-01

Translationally diffusive behavior arising from the combination of orientational diffusion and powered motion at microscopic scales is a known phenomenon, but the peculiarities of the evolution of expected position conditioned on initial position and orientation have been neglected. A theory is given of the spiral motion of the mean trajectory depending upon propulsion speed, angular velocity, orientational diffusion, and rate of random chirality reversal. We demonstrate the experimental accessibility of this effect using both tadpole-like and Janus sphere dimer rotating motors. Sensitivity of the mean trajectory to the kinematic parameters suggest that it may be a useful way to determine those parameters.

Theory of Neutron Chain Reactions: Extracts from Volume I, Diffusion and Slowing Down of Neutrons: Chapter I. Elementary Theory of Neutron Diffusion. Chapter II. Second Order Diffusion Theory. Chapter III. Slowing Down of Neutrons

DOE R&D Accomplishments Database

Weinberg, Alvin M.; Noderer, L. C.

1951-05-15

The large scale release of nuclear energy in a uranium fission chain reaction involves two essentially distinct physical phenomena. On the one hand there are the individual nuclear processes such as fission, neutron capture, and neutron scattering. These are essentially quantum mechanical in character, and their theory is non-classical. On the other hand, there is the process of diffusion -- in particular, diffusion of neutrons, which is of fundamental importance in a nuclear chain reaction. This process is classical; insofar as the theory of the nuclear chain reaction depends on the theory of neutron diffusion, the mathematical study of chain reactions is an application of classical, not quantum mechanical, techniques.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

Intrinsic trapping of stochastic sheared magnetic field lines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Negrea, M.; Petrisor, I.; Balescu, R.

2004-10-01

The decorrelation trajectory method is applied to the diffusion of magnetic field lines in a perturbed sheared slab magnetic configuration. Some interesting decorrelation trajectories for several values of the magnetic Kubo number and of the shear parameter are exhibited. The asymmetry of the decorrelation trajectories appears in comparison with those obtained in the purely electrostatic case studied in earlier work. The running and asymptotic diffusion tensor components are calculated and displayed.

The secular evolution of discrete quasi-Keplerian systems. II. Application to a multi-mass axisymmetric disc around a supermassive black hole

NASA Astrophysics Data System (ADS)

Fouvry, J.-B.; Pichon, C.; Chavanis, P.-H.

2018-01-01

A discrete self-gravitating quasi-Keplerian razor-thin axisymmetric stellar disc orbiting a massive black hole sees its orbital structure diffuse on secular timescales as a result of a self-induced resonant relaxation. In the absence of collective effects, such a process is described by the recently derived inhomogeneous multi-mass degenerate Landau equation. Relying on Gauss' method, we computed the associated drift and diffusion coefficients to characterise the properties of the resonant relaxation of razor-thin discs. For a disc-like configuration in our Galactic centre, we showed how this secular diffusion induces an adiabatic distortion of orbits and estimate the typical timescale of resonant relaxation. When considering a disc composed of multiple masses similarly distributed, we have illustrated how the population of lighter stars will gain eccentricity, driving it closer to the central black hole, provided the distribution function increases with angular momentum. The kinetic equation recovers as well the quenching of the resonant diffusion of a test star in the vicinity of the black hole (the "Schwarzschild barrier") as a result of the divergence of the relativistic precessions. The dual stochastic Langevin formulation yields consistent results and offers a versatile framework in which to incorporate other stochastic processes.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Multilevel Preconditioners for Reaction-Diffusion Problems with Discontinuous Coefficients

DOE PAGES

Kolev, Tzanio V.; Xu, Jinchao; Zhu, Yunrong

2015-08-23

In this study, we extend some of the multilevel convergence results obtained by Xu and Zhu, to the case of second order linear reaction-diffusion equations. Specifically, we consider the multilevel preconditioners for solving the linear systems arising from the linear finite element approximation of the problem, where both diffusion and reaction coefficients are piecewise-constant functions. We discuss in detail the influence of both the discontinuous reaction and diffusion coefficients to the performance of the classical BPX and multigrid V-cycle preconditioner.

Investigation of Reaction Mechanism on the Lime-Free Roasting of Chromium-Containing Slag

NASA Astrophysics Data System (ADS)

Yu, Kai-ping; Zhang, Hong-ling; Chen, Bo; Xu, Hong-bin; Zhang, Yi

2015-12-01

The lime-free roasting process of trivalent chromium-containing slag was investigated. The effect of Fe and liquid phase on the conversion reaction of chromium was discussed. The oxidation of trivalent chromium depends greatly on the diffusion of Na+ and O2. Both the raw material Na2CO3 and the intermediate product NaFeO2 serve as the carriers of Na+. The Na+ diffusion is improved by the binary liquid phase of Na2CrO4-Na2CO3, whereas excess liquid phase results in a low conversion rate of chromium by hindering the diffusion of oxygen towards the reaction interface. With the increasing of liquid volume, the controlled step of chromium oxidation changes from Na+ diffusion to oxygen diffusion. The mechanism study showed that the volume of liquid phase increased while raising the reaction temperature or prolonging the reaction time. Based on the role of both liquid phase and Fe, the oxidation process of chromium was summarized as a three-stage model: the Na+ diffusion-controlled stage, the O2 diffusion-controlled stage, and the oxidation reaction halted stage.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Correction to verdonck and tuerlinckx (2014).

PubMed

2015-01-01

Reports an error in "The Ising Decision Maker: A binary stochastic network for choice response time" by Stijn Verdonck and Francis Tuerlinckx (Psychological Review, 2014[Jul], Vol 121[3], 422-462). An inaccurate assumption in Appendix B (provided in the erratum) led to an oversimplified result in Equation 18 (the diffusion equations associated with the microscopically defined dynamics). The authors sincerely thank Rani Moran for making them aware of the problem. Only the expression of the diffusion coefficient D is incorrect, and should be changed, as indicated in the erratum. Both the cause of the problem and the solution are also explained in the erratum. (The following abstract of the original article appeared in record 2014-31650-006.) The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (PsycINFO Database Record (c) 2015 APA, all rights reserved).

A statistical mechanics approach to computing rare transitions in multi-stable turbulent geophysical flows

NASA Astrophysics Data System (ADS)

Laurie, J.; Bouchet, F.

2012-04-01

Many turbulent flows undergo sporadic random transitions, after long periods of apparent statistical stationarity. For instance, paths of the Kuroshio [1], the Earth's magnetic field reversal, atmospheric flows [2], MHD experiments [3], 2D turbulence experiments [4,5], 3D flows [6] show this kind of behavior. The understanding of this phenomena is extremely difficult due to the complexity, the large number of degrees of freedom, and the non-equilibrium nature of these turbulent flows. It is however a key issue for many geophysical problems. A straightforward study of these transitions, through a direct numerical simulation of the governing equations, is nearly always impracticable. This is mainly a complexity problem, due to the large number of degrees of freedom involved for genuine turbulent flows, and the extremely long time between two transitions. In this talk, we consider two-dimensional and geostrophic turbulent models, with stochastic forces. We consider regimes where two or more attractors coexist. As an alternative to direct numerical simulation, we propose a non-equilibrium statistical mechanics approach to the computation of this phenomenon. Our strategy is based on large deviation theory [7], derived from a path integral representation of the stochastic process. Among the trajectories connecting two non-equilibrium attractors, we determine the most probable one. Moreover, we also determine the transition rates, and in which cases this most probable trajectory is a typical one. Interestingly, we prove that in the class of models we consider, a mechanism exists for diffusion over sets of connected attractors. For the type of stochastic forces that allows this diffusion, the transition between attractors is not a rare event. It is then very difficult to characterize the flow as bistable. However for another class of stochastic forces, this diffusion mechanism is prevented, and genuine bistability or multi-stability is observed. We discuss how these results are probably connected to the long debated existence of multi-stability in the atmosphere and oceans.

Coarse-grained stochastic processes and kinetic Monte Carlo simulators for the diffusion of interacting particles

NASA Astrophysics Data System (ADS)

Katsoulakis, Markos A.; Vlachos, Dionisios G.

2003-11-01

We derive a hierarchy of successively coarse-grained stochastic processes and associated coarse-grained Monte Carlo (CGMC) algorithms directly from the microscopic processes as approximations in larger length scales for the case of diffusion of interacting particles on a lattice. This hierarchy of models spans length scales between microscopic and mesoscopic, satisfies a detailed balance, and gives self-consistent fluctuation mechanisms whose noise is asymptotically identical to the microscopic MC. Rigorous, detailed asymptotics justify and clarify these connections. Gradient continuous time microscopic MC and CGMC simulations are compared under far from equilibrium conditions to illustrate the validity of our theory and delineate the errors obtained by rigorous asymptotics. Information theory estimates are employed for the first time to provide rigorous error estimates between the solutions of microscopic MC and CGMC, describing the loss of information during the coarse-graining process. Simulations under periodic boundary conditions are used to verify the information theory error estimates. It is shown that coarse-graining in space leads also to coarse-graining in time by q2, where q is the level of coarse-graining, and overcomes in part the hydrodynamic slowdown. Operation counting and CGMC simulations demonstrate significant CPU savings in continuous time MC simulations that vary from q3 for short potentials to q4 for long potentials. Finally, connections of the new coarse-grained stochastic processes to stochastic mesoscopic and Cahn-Hilliard-Cook models are made.

Efficient reactive Brownian dynamics

DOE PAGES

Donev, Aleksandar; Yang, Chiao-Yu; Kim, Changho

2018-01-21

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and dissociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently processmore » reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as reaction-diffusion master equation algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction-limited and diffusion-limited irreversible association in three dimensions and compare to existing theoretical predictions at low and moderate densities. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium and compare to recent theoretical predictions. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. Our studies reinforce the common finding that microscopic mechanisms and correlations matter for diffusion-limited systems, making continuum and even mesoscopic modeling of such systems difficult or impossible. We also find that for models in which particles diffuse off lattice, such as the Doi model, reactions lead to a spurious enhancement of the effective diffusion coefficients.« less

Efficient reactive Brownian dynamics

NASA Astrophysics Data System (ADS)

Donev, Aleksandar; Yang, Chiao-Yu; Kim, Changho

2018-01-01

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and dissociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently process reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as reaction-diffusion master equation algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction-limited and diffusion-limited irreversible association in three dimensions and compare to existing theoretical predictions at low and moderate densities. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium and compare to recent theoretical predictions. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. Our studies reinforce the common finding that microscopic mechanisms and correlations matter for diffusion-limited systems, making continuum and even mesoscopic modeling of such systems difficult or impossible. We also find that for models in which particles diffuse off lattice, such as the Doi model, reactions lead to a spurious enhancement of the effective diffusion coefficients.

Efficient reactive Brownian dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Donev, Aleksandar; Yang, Chiao-Yu; Kim, Changho

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and dissociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently processmore » reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as reaction-diffusion master equation algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction-limited and diffusion-limited irreversible association in three dimensions and compare to existing theoretical predictions at low and moderate densities. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium and compare to recent theoretical predictions. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. Our studies reinforce the common finding that microscopic mechanisms and correlations matter for diffusion-limited systems, making continuum and even mesoscopic modeling of such systems difficult or impossible. We also find that for models in which particles diffuse off lattice, such as the Doi model, reactions lead to a spurious enhancement of the effective diffusion coefficients.« less

Hybrid discrete/continuum algorithms for stochastic reaction networks

DOE PAGES

Safta, Cosmin; Sargsyan, Khachik; Debusschere, Bert; ...

2014-10-22

Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we develop a hybrid approach where the evolution of states with low molecule counts is treated with the discrete CME model while that of states with large molecule counts is modeled by the continuum Fokker-Planck equation. The Fokker-Planck equation is discretized using a 2nd order finite volume approach with appropriate treatment of flux components to avoid negative probability values. The numerical construction at the interface between the discretemore » and continuum regions implements the transfer of probability reaction by reaction according to the stoichiometry of the system. As a result, the performance of this novel hybrid approach is explored for a two-species circadian model with computational efficiency gains of about one order of magnitude.« less

Incorporating extrinsic noise into the stochastic simulation of biochemical reactions: A comparison of approaches

NASA Astrophysics Data System (ADS)

Thanh, Vo Hong; Marchetti, Luca; Reali, Federico; Priami, Corrado

2018-02-01

The stochastic simulation algorithm (SSA) has been widely used for simulating biochemical reaction networks. SSA is able to capture the inherently intrinsic noise of the biological system, which is due to the discreteness of species population and to the randomness of their reciprocal interactions. However, SSA does not consider other sources of heterogeneity in biochemical reaction systems, which are referred to as extrinsic noise. Here, we extend two simulation approaches, namely, the integration-based method and the rejection-based method, to take extrinsic noise into account by allowing the reaction propensities to vary in time and state dependent manner. For both methods, new efficient implementations are introduced and their efficiency and applicability to biological models are investigated. Our numerical results suggest that the rejection-based method performs better than the integration-based method when the extrinsic noise is considered.

Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

PubMed

Song, Zhibao; Zhai, Junyong

2018-04-01

This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Interplay between inhibited transport and reaction in nanoporous materials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ackerman, David Michael

2013-01-01

This work presents a detailed formulation of reaction and diffusion dynamics of molecules in confined pores such as mesoporous silica and zeolites. A general reaction-diffusion model and discrete Monte Carlo simulations are presented. Both transient and steady state behavior is covered. Failure of previous mean-field models for these systems is explained and discussed. A coarse-grained, generalized hydrodynamic model is developed that accurately captures the interplay between reaction and restricted transport in these systems. This method incorporates the non-uniform chemical diffusion behavior present in finite pores with multi-component diffusion. Two methods of calculating these diffusion values are developed: a random walkmore » based approach and a driven diffusion model based on an extension of Fick's law. The effects of reaction, diffusion, pore length, and catalytic site distribution are investigated. In addition to strictly single file motion, quasi-single file diffusion is incorporated into the model to match a range of experimental systems. The connection between these experimental systems and model parameters is made through Langevin dynamics modeling of particles in confined pores.« less

Anomalous transport and stochastic processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balescu, R.

1996-03-01

The relation between kinetic transport theory and theory of stochastic processes is reviewed. The Langevin equation formalism provides important, but rather limited information about diffusive processes. A quite promising new approach to modeling complex situations, such as transport in incompletely destroyed magnetic surfaces, is provided by the theory of Continuous Time Random Walks (CTRW), which is presented in some detail. An academic test problem is discussed in great detail: transport of particles in a fluctuating magnetic field, in the limit of infinite perpendicular correlation length. The well-known subdiffusive behavior of the Mean Square Displacement (MSD), proportional to t{sup 1/2}, ismore » recovered by a CTRW, but the complete density profile is not. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW. 16 refs., 3 figs.« less

Stochastic models for tumoral growth

NASA Astrophysics Data System (ADS)

Escudero, Carlos

2006-02-01

Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.

Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

PubMed

García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

2017-08-01

The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

GOBF-ARMA based model predictive control for an ideal reactive distillation column.

PubMed

Seban, Lalu; Kirubakaran, V; Roy, B K; Radhakrishnan, T K

2015-11-01

This paper discusses the control of an ideal reactive distillation column (RDC) using model predictive control (MPC) based on a combination of deterministic generalized orthonormal basis filter (GOBF) and stochastic autoregressive moving average (ARMA) models. Reactive distillation (RD) integrates reaction and distillation in a single process resulting in process and energy integration promoting green chemistry principles. Improved selectivity of products, increased conversion, better utilization and control of reaction heat, scope for difficult separations and the avoidance of azeotropes are some of the advantages that reactive distillation offers over conventional technique of distillation column after reactor. The introduction of an in situ separation in the reaction zone leads to complex interactions between vapor-liquid equilibrium, mass transfer rates, diffusion and chemical kinetics. RD with its high order and nonlinear dynamics, and multiple steady states is a good candidate for testing and verification of new control schemes. Here a combination of GOBF-ARMA models is used to catch and represent the dynamics of the RDC. This GOBF-ARMA model is then used to design an MPC scheme for the control of product purity of RDC under different operating constraints and conditions. The performance of proposed modeling and control using GOBF-ARMA based MPC is simulated and analyzed. The proposed controller is found to perform satisfactorily for reference tracking and disturbance rejection in RDC. Copyright © 2015 Elsevier Inc. All rights reserved.

On the precision of quasi steady state assumptions in stochastic dynamics

NASA Astrophysics Data System (ADS)

Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

2012-07-01

Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Perez-Carrasco, Ruben; Guerrero, Pilar; Alarcon, Tomas; Page, Karen M.

2018-03-01

Cell state determination is the outcome of intrinsically stochastic biochemical reactions. Transitions between such states are studied as noise-driven escape problems in the chemical species space. Escape can occur via multiple possible multidimensional paths, with probabilities depending nonlocally on the noise. Here we characterize the escape from an oscillatory biochemical state by minimizing the Freidlin-Wentzell action, deriving from it the stochastic spiral exit path from the limit cycle. We also use the minimized action to infer the escape time probability density function.

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States.

PubMed

de la Cruz, Roberto; Perez-Carrasco, Ruben; Guerrero, Pilar; Alarcon, Tomas; Page, Karen M

2018-03-23

Cell state determination is the outcome of intrinsically stochastic biochemical reactions. Transitions between such states are studied as noise-driven escape problems in the chemical species space. Escape can occur via multiple possible multidimensional paths, with probabilities depending nonlocally on the noise. Here we characterize the escape from an oscillatory biochemical state by minimizing the Freidlin-Wentzell action, deriving from it the stochastic spiral exit path from the limit cycle. We also use the minimized action to infer the escape time probability density function.

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

PubMed

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

A Transition in the Cumulative Reaction Rate of Two Species Diffusion with Bimolecular Reaction

NASA Astrophysics Data System (ADS)

Rajaram, Harihar; Arshadi, Masoud

2015-04-01

Diffusion and bimolecular reaction between two initially separated reacting species is a prototypical small-scale description of reaction induced by transverse mixing. It is also relevant to diffusion controlled transport regimes as encountered in low-permeability matrix blocks in fractured media. In previous work, the reaction-diffusion problem has been analyzed as a Stefan problem involving a distinct moving boundary (reaction front), which predicts that front motion scales as √t, and the cumulative reaction rate scales as 1/√t-. We present a general non-dimensionalization of the problem and a perturbation analysis to show that there is an early time regime where the cumulative reaction rate scales as √t- rather than 1/√t. The duration of this early time regime (where the cumulative rate is kinetically rather than diffusion controlled) depends on the rate parameter, in a manner that is consistently predicted by our non-dimensionalization. We also present results on the scaling of the reaction front width. We present numerical simulations in homogeneous and heterogeneous porous media to demonstrate the limited influence of heterogeneity on the behavior of the reaction-diffusion system. We illustrate applications to the practical problem of in-situ chemical oxidation of TCE and PCE by permanganate, which is employed to remediate contaminated sites where the DNAPLs are largely dissolved in the rock matrix.

Modeling Morphogenesis with Reaction-Diffusion Equations Using Galerkin Spectral Methods

DTIC Science & Technology

2002-05-06

reaction- diffusion equation is a difficult problem in analysis that will not be addressed here. Errors will also arise from numerically approx solutions to...the ODEs. When comparing the approximate solution to actual reaction- diffusion systems found in nature, we must also take into account errors that...

Computing molecular fluctuations in biochemical reaction systems based on a mechanistic, statistical theory of irreversible processes.

PubMed

Kulasiri, Don

2011-01-01

We discuss the quantification of molecular fluctuations in the biochemical reaction systems within the context of intracellular processes associated with gene expression. We take the molecular reactions pertaining to circadian rhythms to develop models of molecular fluctuations in this chapter. There are a significant number of studies on stochastic fluctuations in intracellular genetic regulatory networks based on single cell-level experiments. In order to understand the fluctuations associated with the gene expression in circadian rhythm networks, it is important to model the interactions of transcriptional factors with the E-boxes in the promoter regions of some of the genes. The pertinent aspects of a near-equilibrium theory that would integrate the thermodynamical and particle dynamic characteristics of intracellular molecular fluctuations would be discussed, and the theory is extended by using the theory of stochastic differential equations. We then model the fluctuations associated with the promoter regions using general mathematical settings. We implemented ubiquitous Gillespie's algorithms, which are used to simulate stochasticity in biochemical networks, for each of the motifs. Both the theory and the Gillespie's algorithms gave the same results in terms of the time evolution of means and variances of molecular numbers. As biochemical reactions occur far away from equilibrium-hence the use of the Gillespie algorithm-these results suggest that the near-equilibrium theory should be a good approximation for some of the biochemical reactions. © 2011 Elsevier Inc. All rights reserved.

Global Confinement, Sawtooth Mixing, and Stochastic Diffusion Ripple Loss of Fast ICRF-driven H+ Minority Ions in TFTR

DOE Office of Scientific and Technical Information (OSTI.GOV)

Petrov, M.P.; Bell, R.; Budny, R.V.

1998-07-01

This paper presents studies of ICRF-driven H+ minority ions in TFTR (Tokamak Fusion Test Reator) deuterium plasmas using primarily passive Ho flux detection in the energy range of 0.2-1.0 MeV with some corroborating active (lithium pellet charge exchange) measurements. It is shown that in the passive mode the main donors for the neutralization of H+ ions in this energy range are C5+ ions. The measured effective H+ tail temperatures range from 0.15 MeV at an ICRF power of 2 MW to 0.35 MeV at 6 MW. Analysis of the ICRF-driven H+ ion energy balance has been performed on the basismore » of the dependence of effective H+ temperatures on the plasma parameters. The analysis showed that H+ confinement times are comparable with their slowing-down times and tended to decrease with increasing ICRF power. Radial redistribution of ICRF-driven H+ ions was detected when giant sawtooth crashes occurred during the ICRF heating. The redistribution affected ions with energy below 0.7-0.8 MeV. The sawtooth crashes displace H+ ions outward along the plasma major radius into the stochastic ripple diffusion domain were those ions are lost in about 10 milliseconds. These observations are consistent with the model of the redistribution of energetic particles developed previously to explain the results of deuterium-tritium alpha-particle redistribution due to sawteeth observed in TFTR. The experimental data are also consistent with ORBIT code simulations of H+ stochastic ripple diffusion losses.« less

A Simple Postflight Measure of Postural Atania in Astronauts

NASA Technical Reports Server (NTRS)

Reschke, M. F.; Harm, D. I.; Kofman, I. S.; Wood, S. J.; Bloomberg, J. J.

2011-01-01

Astronauts returning from space flight universally present with postural ataxia. Throughout the Space Shuttle Program, measurement of ataxia has concentrated on sway in the anterior-posterior (AP) plane. The current investigation, as a part of a larger functional study, concentrated on characterizing postural instability using dynamic stabilographic sway patterns in both the AP and medial-lateral (ML) planes. To accomplish this goal, six astronauts from short-duration (Shuttle) and three from long-duration (ISS) flights were required to recover from a simulated fall. Subjects with eyes open, wearing running shoes lay prone on the floor for 2 minutes and then quickly stood up, maintained a quiet stance for 3 minutes, arms relaxed along the side of the body, and feet comfortably placed on the force plate. Crewmembers were tested twice before flight, on landing day (Shuttle only), and 1, 6, and 30 days after flight. Anterior-posterior and ML center-of-pressure (COP) coordinates were calculated from the ground reaction forces collected at 500 Hz. The 3-minute quiet stance trial was broken into three 1-minute segments for stabilogram diffusion analysis. A mean sway speed (rate of change of COP displacement) was also calculated as an additional postural stability parameter. While there was considerable variation, most of crewmembers tested exhibited increased stochastic activity evidenced by larger short-term COP diffusion coefficients postflight in both the AP and ML planes, suggesting significant changes in postural control mechanisms, particularly control of lower limb muscle function. As expected, postural instability of ISS astronauts on the first day postflight was similar to that of Shuttle crewmembers on landing day. Recoveries of stochastic activity and mean sway speed to baseline levels were typically observed by the 30th day postflight for both long-duration and short-duration crewmembers. Dynamic postural stability characteristics obtained in this low-impact study complement the data measured with computerized dynamic posturography.

Postflight Quiet Stance Stability of Astronauts Following Recovery From a Simulated Fall

NASA Technical Reports Server (NTRS)

Reschke, M. F.; Kofman, I. S.; Fisher, E. A.; Cerisano, J. M.; Lawrence, E. L.; Peters, B. T.; Harm, D. L.; Kulecz, W.; Mulavara, A. P.; Fiedler, M. J.;

Fractional Brownian motors and stochastic resonance

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Kharchenko, Vasyl

2012-05-01

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.

Hamiltonian chaos acts like a finite energy reservoir: accuracy of the Fokker-Planck approximation.

PubMed

Riegert, Anja; Baba, Nilüfer; Gelfert, Katrin; Just, Wolfram; Kantz, Holger

2005-02-11

The Hamiltonian dynamics of slow variables coupled to fast degrees of freedom is modeled by an effective stochastic differential equation. Formal perturbation expansions, involving a Markov approximation, yield a Fokker-Planck equation in the slow subspace which respects conservation of energy. A detailed numerical and analytical analysis of suitable model systems demonstrates the feasibility of obtaining the system specific drift and diffusion terms and the accuracy of the stochastic approximation on all time scales. Non-Markovian and non-Gaussian features of the fast variables are negligible.

Finite-Dimensional Representations for Controlled Diffusions with Delay

DOE Office of Scientific and Technical Information (OSTI.GOV)

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation

NASA Astrophysics Data System (ADS)

Grössing, Gerhard

2002-04-01

The Klein-Gordon equation is shown to be equivalent to coupled partial differential equations for a sub-quantum Brownian movement of a “particle”, which is both passively affected by, and actively affecting, a diffusion process of its generally nonlocal environment. This indicates circularly causal, or “cybernetic”, relationships between “particles” and their surroundings. Moreover, in the relativistic domain, the original stochastic theory of Nelson is shown to hold as a limiting case only, i.e., for a vanishing quantum potential.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

Stochastic amplification and signaling in enzymatic futile cycles through noise-induced bistability with oscillations

NASA Astrophysics Data System (ADS)

Samoilov, Michael; Plyasunov, Sergey; Arkin, Adam P.

2005-02-01

Stochastic effects in biomolecular systems have now been recognized as a major physiologically and evolutionarily important factor in the development and function of many living organisms. Nevertheless, they are often thought of as providing only moderate refinements to the behaviors otherwise predicted by the classical deterministic system description. In this work we show by using both analytical and numerical investigation that at least in one ubiquitous class of (bio)chemical-reaction mechanisms, enzymatic futile cycles, the external noise may induce a bistable oscillatory (dynamic switching) behavior that is both quantitatively and qualitatively different from what is predicted or possible deterministically. We further demonstrate that the noise required to produce these distinct properties can itself be caused by a set of auxiliary chemical reactions, making it feasible for biological systems of sufficient complexity to generate such behavior internally. This new stochastic dynamics then serves to confer additional functional modalities on the enzymatic futile cycle mechanism that include stochastic amplification and signaling, the characteristics of which could be controlled by both the type and parameters of the driving noise. Hence, such noise-induced phenomena may, among other roles, potentially offer a novel type of control mechanism in pathways that contain these cycles and the like units. In particular, observations of endogenous or externally driven noise-induced dynamics in regulatory networks may thus provide additional insight into their topology, structure, and kinetics. network motif | signal transduction | chemical reaction | synthetic biology | systems biology

PROBABILISTIC CHARACTERIZATION OF ATMOSPHERIC TRANSPORT AND DIFFUSION

EPA Science Inventory

The observed scatter of observations about air quality model predictions stems from a combination of naturally occurring stochastic variations that are impossible for any model to explicitly simulate and variations arising from limitations in our knowledge and from imperfect inpu...

Feynman-Kac equations for reaction and diffusion processes

NASA Astrophysics Data System (ADS)

Hou, Ru; Deng, Weihua

2018-04-01

This paper provides a theoretical framework for deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and reaction processes. Once given the diffusion type and reaction rate, a specific forward or backward Feynman-Kac equation can be obtained. The results in this paper include those for normal/anomalous diffusions and reactions with linear/nonlinear rates. Using the derived equations, we apply our findings to compute some physical (experimentally measurable) statistics, including the occupation time in half-space, the first passage time, and the occupation time in half-interval with an absorbing or reflecting boundary, for the physical system with anomalous diffusion and spontaneous evanescence.

Multi-layer light-weight protective coating and method for application

NASA Technical Reports Server (NTRS)

Wiedemann, Karl E. (Inventor); Clark, Ronald K. (Inventor); Taylor, Patrick J. (Inventor)

1992-01-01

A thin, light-weight, multi-layer coating is provided for protecting metals and their alloys from environmental attack at high temperatures. A reaction barrier is applied to the metal substrate and a diffusion barrier is then applied to the reaction barrier. A sealant layer may also be applied to the diffusion barrier if desired. The reaction barrier is either non-reactive or passivating with respect to the metal substrate and the diffusion barrier. The diffusion barrier is either non-reactive or passivating with respect to the reaction barrier and the sealant layer. The sealant layer is immiscible with the diffusion barrier and has a softening point below the expected use temperature of the metal.

Dynamical spike solutions in a nonlocal model of pattern formation

NASA Astrophysics Data System (ADS)

Marciniak-Czochra, Anna; Härting, Steffen; Karch, Grzegorz; Suzuki, Kanako

2018-05-01

Coupling a reaction-diffusion equation with ordinary differential equa- tions (ODE) may lead to diffusion-driven instability (DDI) which, in contrast to the classical reaction-diffusion models, causes destabilization of both, constant solutions and Turing patterns. Using a shadow-type limit of a reaction-diffusion-ODE model, we show that in such cases the instability driven by nonlocal terms (a counterpart of DDI) may lead to formation of unbounded spike patterns.

Microscopic Interpretation and Generalization of the Bloch-Torrey Equation for Diffusion Magnetic Resonance

PubMed Central

Seroussi, Inbar; Grebenkov, Denis S.; Pasternak, Ofer; Sochen, Nir

2017-01-01

In order to bridge microscopic molecular motion with macroscopic diffusion MR signal in complex structures, we propose a general stochastic model for molecular motion in a magnetic field. The Fokker-Planck equation of this model governs the probability density function describing the diffusion-magnetization propagator. From the propagator we derive a generalized version of the Bloch-Torrey equation and the relation to the random phase approach. This derivation does not require assumptions such as a spatially constant diffusion coefficient, or ad-hoc selection of a propagator. In particular, the boundary conditions that implicitly incorporate the microstructure into the diffusion MR signal can now be included explicitly through a spatially varying diffusion coefficient. While our generalization is reduced to the conventional Bloch-Torrey equation for piecewise constant diffusion coefficients, it also predicts scenarios in which an additional term to the equation is required to fully describe the MR signal. PMID:28242566

Comparing 2-nt 3' overhangs against blunt-ended siRNAs: a systems biology based study.

PubMed

Ghosh, Preetam; Dullea, Robert; Fischer, James E; Turi, Tom G; Sarver, Ronald W; Zhang, Chaoyang; Basu, Kalyan; Das, Sajal K; Poland, Bradley W

2009-07-07

In this study, we formulate a computational reaction model following a chemical kinetic theory approach to predict the binding rate constant for the siRNA-RISC complex formation reaction. The model allowed us to study the potency difference between 2-nt 3' overhangs against blunt-ended siRNA molecules in an RNA interference (RNAi) system. The rate constant predicted by this model was fed into a stochastic simulation of the RNAi system (using the Gillespie stochastic simulator) to study the overall potency effect. We observed that the stochasticity in the transcription/translation machinery has no observable effects in the RNAi pathway. Sustained gene silencing using siRNAs can be achieved only if there is a way to replenish the dsRNA molecules in the cell. Initial findings show about 1.5 times more blunt-ended molecules will be required to keep the mRNA at the same reduced level compared to the 2-nt overhang siRNAs. However, the mRNA levels jump back to saturation after a longer time when blunt-ended siRNAs are used. We found that the siRNA-RISC complex formation reaction rate was 2 times slower when blunt-ended molecules were used pointing to the fact that the presence of the 2-nt overhangs has a greater effect on the reaction in which the bound RISC complex cleaves the mRNA.

Comparing 2-nt 3' overhangs against blunt-ended siRNAs: a systems biology based study

PubMed Central

Ghosh, Preetam; Dullea, Robert; Fischer, James E; Turi, Tom G; Sarver, Ronald W; Zhang, Chaoyang; Basu, Kalyan; Das, Sajal K; Poland, Bradley W

2009-01-01

In this study, we formulate a computational reaction model following a chemical kinetic theory approach to predict the binding rate constant for the siRNA-RISC complex formation reaction. The model allowed us to study the potency difference between 2-nt 3' overhangs against blunt-ended siRNA molecules in an RNA interference (RNAi) system. The rate constant predicted by this model was fed into a stochastic simulation of the RNAi system (using the Gillespie stochastic simulator) to study the overall potency effect. We observed that the stochasticity in the transcription/translation machinery has no observable effects in the RNAi pathway. Sustained gene silencing using siRNAs can be achieved only if there is a way to replenish the dsRNA molecules in the cell. Initial findings show about 1.5 times more blunt-ended molecules will be required to keep the mRNA at the same reduced level compared to the 2-nt overhang siRNAs. However, the mRNA levels jump back to saturation after a longer time when blunt-ended siRNAs are used. We found that the siRNA-RISC complex formation reaction rate was 2 times slower when blunt-ended molecules were used pointing to the fact that the presence of the 2-nt overhangs has a greater effect on the reaction in which the bound RISC complex cleaves the mRNA. PMID:19594876

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

Scaling results for the magnetic field line trajectories in the stochastic layer near the separatrix in divertor tokamaks with high magnetic shear using the higher shear map

NASA Astrophysics Data System (ADS)

Punjabi, Alkesh; Ali, Halima; Farhat, Hamidullah

2009-07-01

Extra terms are added to the generating function of the simple map (Punjabi et al 1992 Phys. Rev. Lett. 69 3322) to adjust shear of magnetic field lines in divertor tokamaks. From this new generating function, a higher shear map is derived from a canonical transformation. A continuous analog of the higher shear map is also derived. The method of maps (Punjabi et al 1994 J. Plasma Phys. 52 91) is used to calculate the average shear, stochastic broadening of the ideal separatrix near the X-point in the principal plane of the tokamak, loss of poloidal magnetic flux from inside the ideal separatrix, magnetic footprint on the collector plate, and its area, and the radial diffusion coefficient of magnetic field lines near the X-point. It is found that the width of the stochastic layer near the X-point and the loss of poloidal flux from inside the ideal separatrix scale linearly with average shear. The area of magnetic footprints scales roughly linearly with average shear. Linear scaling of the area is quite good when the average shear is greater than or equal to 1.25. When the average shear is in the range 1.1-1.25, the area of the footprint fluctuates (as a function of average shear) and scales faster than linear scaling. Radial diffusion of field lines near the X-point increases very rapidly by about four orders of magnitude as average shear increases from about 1.15 to 1.5. For higher values of average shear, diffusion increases linearly, and comparatively very slowly. The very slow scaling of the radial diffusion of the field can flatten the plasma pressure gradient near the separatrix, and lead to the elimination of type-I edge localized modes.

Trainable Nonlinear Reaction Diffusion: A Flexible Framework for Fast and Effective Image Restoration.

PubMed

Chen, Yunjin; Pock, Thomas

2017-06-01

Image restoration is a long-standing problem in low-level computer vision with many interesting applications. We describe a flexible learning framework based on the concept of nonlinear reaction diffusion models for various image restoration problems. By embodying recent improvements in nonlinear diffusion models, we propose a dynamic nonlinear reaction diffusion model with time-dependent parameters (i.e., linear filters and influence functions). In contrast to previous nonlinear diffusion models, all the parameters, including the filters and the influence functions, are simultaneously learned from training data through a loss based approach. We call this approach TNRD-Trainable Nonlinear Reaction Diffusion. The TNRD approach is applicable for a variety of image restoration tasks by incorporating appropriate reaction force. We demonstrate its capabilities with three representative applications, Gaussian image denoising, single image super resolution and JPEG deblocking. Experiments show that our trained nonlinear diffusion models largely benefit from the training of the parameters and finally lead to the best reported performance on common test datasets for the tested applications. Our trained models preserve the structural simplicity of diffusion models and take only a small number of diffusion steps, thus are highly efficient. Moreover, they are also well-suited for parallel computation on GPUs, which makes the inference procedure extremely fast.

Phenomenology and energetics of diffusion across cell phase states.

PubMed

Ashrafuzzaman, Md

2015-11-01

Cell based transport properties have been mathematically addressed. Cell contained cross boundary diffusion of materials has been explained using valid formalisms and related analytical expressions have been developed. Various distinguishable physical structures and their properties raise different general structure specific diffusion mechanisms and controlled transport related parameters. Some of these parameters play phenomenological roles and some cause regulatory effects. The cell based compartments may be divided into three major physical phase states namely liquid, plasma and solid phase states. Transport of ions, nutrients, small molecules like proteins, etc. across inter phase states and intraphase states follows general transport related formalisms. Creation of some localized permanent and/or temporary structures e.g., ion channels, clustering of constituents, etc. and the transitions between such structures appear as regulators of the transport mechanisms. In this article, I have developed mainly a theoretical analysis of the commonly observed cell transport phenomena. I have attempted to develop formalisms on general cell based diffusion followed by a few numerical computations to address the analytical expression phenomenologically. I have then extended the analysis to adopting with the local structure originated energetics. Independent or correlated molecular transport naturally relies on some general parameters that define the nature of local cell environment as well as on some occasionally raised or transiently active stochastic resonance due to localized interactions. Short and long range interaction energies play crucial roles in this regard. Physical classification of cellular compartments has led us developing analytical expressions on both biologically observed diffusion mechanisms and the diffusions's occasional stochasticity causing energetics. These analytical expressions help us address the diffusion phenomena generally considering the physical properties of the biostructures across the diffusion pathways. A specific example case of single molecule transport and localized interaction energetics in a specific cell phase has been utilized to address the diffusion quite clearly. This article helps to address the mechanisms of cell based diffusion and nutrient movements and thus helps develop strategic templates to manipulate the diffusion mechanisms. Application of the theoretical knowledge into designing or discovering drugs or small molecule inhibitors targeting cell based structures may open up new avenues in biomedical sciences.

Generalized Hydrodynamic Treatment of the Interplay between Restricted Transport and Catalytic Reactions in Nanoporous Materials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ackerman, David M.; Wang, Jing; Evans, James W.

2012-05-30

Behavior of catalytic reactions in narrow pores is controlled by a delicate interplay between fluctuations in adsorption-desorption at pore openings, restricted diffusion, and reaction. This behavior is captured by a generalized hydrodynamic formulation of appropriate reaction-diffusion equations (RDE). These RDE incorporate an unconventional description of chemical diffusion in mixed-component quasi-single-file systems based on a refined picture of tracer diffusion for finite-length pores. The RDE elucidate the nonexponential decay of the steady-state reactant concentration into the pore and the non-mean-field scaling of the reactant penetration depth.

Generalized hydrodynamic treatment of the interplay between restricted transport and catalytic reactions in nanoporous materials.

PubMed

Ackerman, David M; Wang, Jing; Evans, James W

2012-06-01

Behavior of catalytic reactions in narrow pores is controlled by a delicate interplay between fluctuations in adsorption-desorption at pore openings, restricted diffusion, and reaction. This behavior is captured by a generalized hydrodynamic formulation of appropriate reaction-diffusion equations (RDE). These RDE incorporate an unconventional description of chemical diffusion in mixed-component quasi-single-file systems based on a refined picture of tracer diffusion for finite-length pores. The RDE elucidate the nonexponential decay of the steady-state reactant concentration into the pore and the non-mean-field scaling of the reactant penetration depth.

The Stochastic Dynamics of Filopodial Growth

NASA Astrophysics Data System (ADS)

Papoian, Garegin A.; Lan, Yueheng; Zhuravlev, Pavel

2008-03-01

A filopodium is a cytoplasmic projection, exquisitely built and regulated, which extends from the leading edge of the migrating cell, exploring the cell's neighborhood. Commonly, filopodia grow and retract after their initiation, exhibiting rich dynamical behaviors. We model the growth of a filopodium based on a stochastic description which incorporates mechanical, physical and biochemical components. Our model provides a full stochastic treatment of the actin monomer diffusion and polymerization of each individual actin filament under stress of the fluctuating membrane. We have investigated the length distribution of individual filaments in a growing filopodium and studied how it depends on various physical parameters. The distribution of filament lengths turned out to be narrow, which we explained by the negative feedback created by the membrane load and monomeric G-actin gradient. We also discovered that filopodial growth is strongly diminished upon increasing retrograde flow, suggesting that regulating the retrograde flow rate would be a highly efficient way to control filopodial extension dynamics. The filopodial length increases as the membrane fluctuations decrease, which we attributed to the unequal loading of the mem- brane force among individual filaments, which, in turn, results in larger average polymerization rates. We also observed significant diffusional noise of G-actin monomers, which leads to smaller G-actin flux along the filopodial tube compared with the prediction using the diffusion equation.

Coupling volume-excluding compartment-based models of diffusion at different scales: Voronoi and pseudo-compartment approaches

PubMed Central

Taylor, P. R.; Baker, R. E.; Simpson, M. J.; Yates, C. A.

2016-01-01

Numerous processes across both the physical and biological sciences are driven by diffusion. Partial differential equations are a popular tool for modelling such phenomena deterministically, but it is often necessary to use stochastic models to accurately capture the behaviour of a system, especially when the number of diffusing particles is low. The stochastic models we consider in this paper are ‘compartment-based’: the domain is discretized into compartments, and particles can jump between these compartments. Volume-excluding effects (crowding) can be incorporated by blocking movement with some probability. Recent work has established the connection between fine- and coarse-grained models incorporating volume exclusion, but only for uniform lattices. In this paper, we consider non-uniform, hybrid lattices that incorporate both fine- and coarse-grained regions, and present two different approaches to describe the interface of the regions. We test both techniques in a range of scenarios to establish their accuracy, benchmarking against fine-grained models, and show that the hybrid models developed in this paper can be significantly faster to simulate than the fine-grained models in certain situations and are at least as fast otherwise. PMID:27383421

Lagrangian analysis by clustering. An example in the Nordic Seas.

NASA Astrophysics Data System (ADS)

Koszalka, Inga; Lacasce, Joseph H.

2010-05-01

We propose a new method for obtaining average velocities and eddy diffusivities from Lagrangian data. Rather than grouping the drifter-derived velocities in uniform geographical bins, as is commonly done, we group a specified number of nearest-neighbor velocities. This is done via a clustering algorithm operating on the instantaneous positions of the drifters. Thus it is the data distribution itself which determines the positions of the averages and the areal extent of the clusters. A major advantage is that because the number of members is essentially the same for all clusters, the statistical accuracy is more uniform than with geographical bins. We illustrate the technique using synthetic data from a stochastic model, employing a realistic mean flow. The latter is an accurate representation of the surface currents in the Nordic Seas and is strongly inhomogeneous in space. We use the clustering algorithm to extract the mean velocities and diffusivities (both of which are known from the stochastic model). We also compare the results to those obtained with fixed geographical bins. Clustering is more successful at capturing spatial variability of the mean flow and also improves convergence in the eddy diffusivity estimates. We discuss both the future prospects and shortcomings of the new method.

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.