Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« 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.

An efficient hybrid method for stochastic reaction-diffusion biochemical systems with delay

NASA Astrophysics Data System (ADS)

Sayyidmousavi, Alireza; Ilie, Silvana

2017-12-01

Many chemical reactions, such as gene transcription and translation in living cells, need a certain time to finish once they are initiated. Simulating stochastic models of reaction-diffusion systems with delay can be computationally expensive. In the present paper, a novel hybrid algorithm is proposed to accelerate the stochastic simulation of delayed reaction-diffusion systems. The delayed reactions may be of consuming or non-consuming delay type. The algorithm is designed for moderately stiff systems in which the events can be partitioned into slow and fast subsets according to their propensities. The proposed algorithm is applied to three benchmark problems and the results are compared with those of the delayed Inhomogeneous Stochastic Simulation Algorithm. The numerical results show that the new hybrid algorithm achieves considerable speed-up in the run time and very good accuracy.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

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.

The Time Dependent Propensity Function for Acceleration of Spatial Stochastic Simulation of Reaction-Diffusion Systems

PubMed Central

Wu, Sheng; Li, Hong; Petzold, Linda R.

2015-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy. PMID:26609185

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.

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.

Hybrid stochastic simulation of reaction-diffusion systems with slow and fast dynamics.

PubMed

Strehl, Robert; Ilie, Silvana

2015-12-21

In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated on three benchmarking systems, with special focus on approximation accuracy and efficiency.

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

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

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.

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.

Hybrid stochastic simulation of reaction-diffusion systems with slow and fast dynamics

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

Strehl, Robert; Ilie, Silvana, E-mail: silvana@ryerson.ca

2015-12-21

In this paper, we present a novel hybrid method to simulate discrete stochastic reaction-diffusion models arising in biochemical signaling pathways. We study moderately stiff systems, for which we can partition each reaction or diffusion channel into either a slow or fast subset, based on its propensity. Numerical approaches missing this distinction are often limited with respect to computational run time or approximation quality. We design an approximate scheme that remedies these pitfalls by using a new blending strategy of the well-established inhomogeneous stochastic simulation algorithm and the tau-leaping simulation method. The advantages of our hybrid simulation algorithm are demonstrated onmore » three benchmarking systems, with special focus on approximation accuracy and efficiency.« less

Exponential stability of impulsive stochastic genetic regulatory networks with time-varying delays and reaction-diffusion

DOE PAGES

Cao, Boqiang; Zhang, Qimin; Ye, Ming

2016-11-29

We present a mean-square exponential stability analysis for impulsive stochastic genetic regulatory networks (GRNs) with time-varying delays and reaction-diffusion driven by fractional Brownian motion (fBm). By constructing a Lyapunov functional and using linear matrix inequality for stochastic analysis we derive sufficient conditions to guarantee the exponential stability of the stochastic model of impulsive GRNs in the mean-square sense. Meanwhile, the corresponding results are obtained for the GRNs with constant time delays and standard Brownian motion. Finally, an example is presented to illustrate our results of the mean-square exponential stability analysis.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

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.

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.

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

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/

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.

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.

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.

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

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.

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

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

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.

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

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

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.

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.

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.

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.

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

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.

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.

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

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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/

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.

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.

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.

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.

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

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

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.

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

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

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

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 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.

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.

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.

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.

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

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

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 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.

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

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

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.

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.

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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

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.

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

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.

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.

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

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

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.

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.

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.

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.

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

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.

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.

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.

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

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<

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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

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

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.

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.

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.

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.

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.

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

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.

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.

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

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.

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.

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

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.

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.

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.

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 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

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.

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.

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

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.

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.

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.

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

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.

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.

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

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.

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.

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

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.

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

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

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.

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.

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.

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

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.

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.

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

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.

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.

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.

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.

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.

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.

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

Anomalous diffusion and scaling in coupled stochastic processes

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

Bel, Golan; Nemenman, Ilya

2009-01-01

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved, process. Integrating out the latter, we derive the Pocker-Planck the friction coefficient of the first depends on the state of the second. Integrating out the latter, we derive the Focker-Planck equation for the probability distribution of the former. This has the fonn of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. Themore » diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standandard, diffusive Langevin descritpion.« less

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 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.

Bidirectional Classical Stochastic Processes with Measurements and Feedback

NASA Technical Reports Server (NTRS)

Hahne, G. E.

2005-01-01

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

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.

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.

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.

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.

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.

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.

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.

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.

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

Stochastic resetting in backtrack recovery by RNA polymerases

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Lisica, Ana; Sánchez-Taltavull, Daniel; Grill, Stephan W.

2016-06-01

Transcription is a key process in gene expression, in which RNA polymerases produce a complementary RNA copy from a DNA template. RNA polymerization is frequently interrupted by backtracking, a process in which polymerases perform a random walk along the DNA template. Recovery of polymerases from the transcriptionally inactive backtracked state is determined by a kinetic competition between one-dimensional diffusion and RNA cleavage. Here we describe backtrack recovery as a continuous-time random walk, where the time for a polymerase to recover from a backtrack of a given depth is described as a first-passage time of a random walker to reach an absorbing state. We represent RNA cleavage as a stochastic resetting process and derive exact expressions for the recovery time distributions and mean recovery times from a given initial backtrack depth for both continuous and discrete-lattice descriptions of the random walk. We show that recovery time statistics do not depend on the discreteness of the DNA lattice when the rate of one-dimensional diffusion is large compared to the rate of cleavage.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation.

PubMed

Huang, Yong; Tao, Gang

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

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

Huang, Yong, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn; Tao, Gang, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

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

Exact solutions of linear reaction-diffusion processes on a uniformly growing domain: criteria for successful colonization.

PubMed

Simpson, Matthew J

2015-01-01

Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction-diffusion process on 0

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.

Gene regulation and noise reduction by coupling of stochastic processes

NASA Astrophysics Data System (ADS)

Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Gene regulation and noise reduction by coupling of stochastic processes

PubMed Central

Hornos, José Eduardo M.; Reinitz, John

2015-01-01

Here we characterize the low noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the the two gene states depends on protein number. This fact has a very important implication: there exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction. PMID:25768447

Gene regulation and noise reduction by coupling of stochastic processes.

PubMed

Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

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

Hybrid colored noise process with space-dependent switching rates

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Lawley, Sean D.

2017-07-01

A fundamental issue in the theory of continuous stochastic process is the interpretation of multiplicative white noise, which is often referred to as the Itô-Stratonovich dilemma. From a physical perspective, this reflects the need to introduce additional constraints in order to specify the nature of the noise, whereas from a mathematical perspective it reflects an ambiguity in the formulation of stochastic differential equations (SDEs). Recently, we have identified a mechanism for obtaining an Itô SDE based on a form of temporal disorder. Motivated by switching processes in molecular biology, we considered a Brownian particle that randomly switches between two distinct conformational states with different diffusivities. In each state, the particle undergoes normal diffusion (additive noise) so there is no ambiguity in the interpretation of the noise. However, if the switching rates depend on position, then in the fast switching limit one obtains Brownian motion with a space-dependent diffusivity of the Itô form. In this paper, we extend our theory to include colored additive noise. We show that the nature of the effective multiplicative noise process obtained by taking both the white-noise limit (κ →0 ) and fast switching limit (ɛ →0 ) depends on the order the two limits are taken. If the white-noise limit is taken first, then we obtain Itô, and if the fast switching limit is taken first, then we obtain Stratonovich. Moreover, the form of the effective diffusion coefficient differs in the two cases. The latter result holds even in the case of space-independent transition rates, where one obtains additive noise processes with different diffusion coefficients. Finally, we show that yet another form of multiplicative noise is obtained in the simultaneous limit ɛ ,κ →0 with ɛ /κ2 fixed.

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

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

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

Diffusion limit of Lévy-Lorentz gas is Brownian motion

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Szczotka, Wladyslaw

2018-07-01

In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.

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.

Granger-causality maps of diffusion processes.

PubMed

Wahl, Benjamin; Feudel, Ulrike; Hlinka, Jaroslav; Wächter, Matthias; Peinke, Joachim; Freund, Jan A

2016-02-01

Granger causality is a statistical concept devised to reconstruct and quantify predictive information flow between stochastic processes. Although the general concept can be formulated model-free it is often considered in the framework of linear stochastic processes. Here we show how local linear model descriptions can be employed to extend Granger causality into the realm of nonlinear systems. This novel treatment results in maps that resolve Granger causality in regions of state space. Through examples we provide a proof of concept and illustrate the utility of these maps. Moreover, by integration we convert the local Granger causality into a global measure that yields a consistent picture for a global Ornstein-Uhlenbeck process. Finally, we recover invariance transformations known from the theory of autoregressive processes.

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.

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.

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.

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.

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

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.

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.

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

NASA Astrophysics Data System (ADS)

Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

2015-04-01

We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

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

Lagrangian particles with mixing. I. Simulating scalar transport

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2009-06-01

The physical similarity and mathematical equivalence of continuous diffusion and particle random walk forms one of the cornerstones of modern physics and the theory of stochastic processes. The randomly walking particles do not need to posses any properties other than location in physical space. However, particles used in many models dealing with simulating turbulent transport and turbulent combustion do posses a set of scalar properties and mixing between particle properties is performed to reflect the dissipative nature of the diffusion processes. We show that the continuous scalar transport and diffusion can be accurately specified by means of localized mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. Particles with scalar properties and localized mixing represent an alternative formulation for the process, which is selected to represent the continuous diffusion. Simulating diffusion by Lagrangian particles with mixing involves three main competing requirements: minimizing stochastic uncertainty, minimizing bias introduced by numerical diffusion, and preserving independence of particles. These requirements are analyzed for two limited cases of mixing between two particles and mixing between a large number of particles. The problem of possible dependences between particles is most complicated. This problem is analyzed using a coupled chain of equations that has similarities with Bogolubov-Born-Green-Kirkwood-Yvon chain in statistical physics. Dependences between particles can be significant in close proximity of the particles resulting in a reduced rate of mixing. This work develops further ideas introduced in the previously published letter [Phys. Fluids 19, 031702 (2007)]. Paper I of this work is followed by Paper II [Phys. Fluids 19, 065102 (2009)] where modeling of turbulent reacting flows by Lagrangian particles with localized mixing is specifically considered.

Logistical constraints lead to an intermediate optimum in outbreak response vaccination

PubMed Central

Shea, Katriona; Ferrari, Matthew

2018-01-01

Dynamic models in disease ecology have historically evaluated vaccination strategies under the assumption that they are implemented homogeneously in space and time. However, this approach fails to formally account for operational and logistical constraints inherent in the distribution of vaccination to the population at risk. Thus, feedback between the dynamic processes of vaccine distribution and transmission might be overlooked. Here, we present a spatially explicit, stochastic Susceptible-Infected-Recovered-Vaccinated model that highlights the density-dependence and spatial constraints of various diffusive strategies of vaccination during an outbreak. The model integrates an agent-based process of disease spread with a partial differential process of vaccination deployment. We characterize the vaccination response in terms of a diffusion rate that describes the distribution of vaccination to the population at risk from a central location. This generates an explicit trade-off between slow diffusion, which concentrates effort near the central location, and fast diffusion, which spreads a fixed vaccination effort thinly over a large area. We use stochastic simulation to identify the optimum vaccination diffusion rate as a function of population density, interaction scale, transmissibility, and vaccine intensity. Our results show that, conditional on a timely response, the optimal strategy for minimizing outbreak size is to distribute vaccination resource at an intermediate rate: fast enough to outpace the epidemic, but slow enough to achieve local herd immunity. If the response is delayed, however, the optimal strategy for minimizing outbreak size changes to a rapidly diffusive distribution of vaccination effort. The latter may also result in significantly larger outbreaks, thus suggesting a benefit of allocating resources to timely outbreak detection and response. PMID:29791432

Exact Solutions of Linear Reaction-Diffusion Processes on a Uniformly Growing Domain: Criteria for Successful Colonization

PubMed Central

Simpson, Matthew J

2015-01-01

Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction—diffusion process on 0

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.

A renewal jump-diffusion process with threshold dividend strategy

NASA Astrophysics Data System (ADS)

Li, Bo; Wu, Rong; Song, Min

2009-06-01

In this paper, we consider a jump-diffusion risk process with the threshold dividend strategy. Both the distributions of the inter-arrival times and the claims are assumed to be in the class of phase-type distributions. The expected discounted dividend function and the Laplace transform of the ruin time are discussed. Motivated by Asmussen [S. Asmussen, Stationary distributions for fluid flow models with or without Brownian noise, Stochastic Models 11 (1) (1995) 21-49], instead of studying the original process, we study the constructed fluid flow process and their closed-form formulas are obtained in terms of matrix expression. Finally, numerical results are provided to illustrate the computation.

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

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.

On the generation of log-Lévy distributions and extreme randomness

NASA Astrophysics Data System (ADS)

Eliazar, Iddo; Klafter, Joseph

2011-10-01

The log-normal distribution is prevalent across the sciences, as it emerges from the combination of multiplicative processes and the central limit theorem (CLT). The CLT, beyond yielding the normal distribution, also yields the class of Lévy distributions. The log-Lévy distributions are the Lévy counterparts of the log-normal distribution, they appear in the context of ultraslow diffusion processes, and they are categorized by Mandelbrot as belonging to the class of extreme randomness. In this paper, we present a natural stochastic growth model from which both the log-normal distribution and the log-Lévy distributions emerge universally—the former in the case of deterministic underlying setting, and the latter in the case of stochastic underlying setting. In particular, we establish a stochastic growth model which universally generates Mandelbrot’s extreme randomness.

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.

Analyzing a stochastic time series obeying a second-order differential equation.

PubMed

Lehle, B; Peinke, J

2015-06-01

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

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.

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.

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.

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 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

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.

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⊥ .

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.

Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system

PubMed Central

2010-01-01

Background The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the “in silico” stochastic event based modeling approach to find the molecular dynamics of the system. Results In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Conclusions Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics. PMID:21143785

Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system.

PubMed

Ghosh, Preetam; Ghosh, Samik; Basu, Kalyan; Das, Sajal K; Zhang, Chaoyang

2010-12-01

The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the "in silico" stochastic event based modeling approach to find the molecular dynamics of the system. In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics.

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.

Constraints on Fluctuations in Sparsely Characterized Biological Systems.

PubMed

Hilfinger, Andreas; Norman, Thomas M; Vinnicombe, Glenn; Paulsson, Johan

2016-02-05

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

Constraints on Fluctuations in Sparsely Characterized Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Norman, Thomas M.; Vinnicombe, Glenn; Paulsson, Johan

2016-02-01

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

NASA Astrophysics Data System (ADS)

Gorenflo, R.; Mainardi, F.

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method 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 stochastic gate.

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.

Discrete and continuous models for tissue growth and shrinkage.

PubMed

Yates, Christian A

2014-06-07

The incorporation of domain growth into stochastic models of biological processes is of increasing interest to mathematical modellers and biologists alike. In many situations, especially in developmental biology, the growth of the underlying tissue domain plays an important role in the redistribution of particles (be they cells or molecules) which may move and react atop the domain. Although such processes have largely been modelled using deterministic, continuum models there is an increasing appetite for individual-based stochastic models which can capture the fine details of the biological movement processes which are being elucidated by modern experimental techniques, and also incorporate the inherent stochasticity of such systems. In this work we study a simple stochastic model of domain growth. From a basic version of this model, Hywood et al. (2013) were able to derive a Fokker-Plank equation (FPE) (in this case an advection-diffusion partial differential equation on a growing domain) which describes the evolution of the probability density of some tracer particles on the domain. We extend their work so that a variety of different domain growth mechanisms can be incorporated and demonstrate a good agreement between the mean tracer density and the solution of the FPE in each case. In addition we incorporate domain shrinkage (via element death) into our individual-level model and demonstrate that we are able to derive coefficients for the FPE in this case as well. For situations in which the drift and diffusion coefficients are not readily available we introduce a numerical coefficient estimation approach and demonstrate the accuracy of this approach by comparing it with situations in which an analytical solution is obtainable. Copyright © 2014 Elsevier Ltd. All rights reserved.

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.

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.

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.

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.

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.

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.

An invariance property of generalized Pearson random walks in bounded geometries

NASA Astrophysics Data System (ADS)

Mazzolo, Alain

2009-03-01

Invariance properties of random walks in bounded domains are a topic of growing interest since they contribute to improving our understanding of diffusion in confined geometries. Recently, limited to Pearson random walks with exponentially distributed straight paths, it has been shown that under isotropic uniform incidence, the average length of the trajectories through the domain is independent of the random walk characteristic and depends only on the ratio of the volume's domain over its surface. In this paper, thanks to arguments of integral geometry, we generalize this property to any isotropic bounded stochastic process and we give the conditions of its validity for isotropic unbounded stochastic processes. The analytical form for the traveled distance from the boundary to the first scattering event that ensures the validity of the Cauchy formula is also derived. The generalization of the Cauchy formula is an analytical constraint that thus concerns a very wide range of stochastic processes, from the original Pearson random walk to a Rayleigh distribution of the displacements, covering many situations of physical importance.

Neurocomputation by Reaction Diffusion

NASA Astrophysics Data System (ADS)

Liang, Ping

1995-08-01

This Letter demonstrates the possible role nonsynaptic diffusion neurotransmission may play in neurocomputation using an artificial neural network model. A reaction-diffusion neural network model with field-based information-processing mechanisms is proposed. The advantages of nonsynaptic field neurotransmission from a computational viewpoint demonstrated in this Letter include long-range inhibition using only local interaction, nonhardwired and changeable (target specific) long-range communication pathways, and multiple simultaneous spatiotemporal organization processes in the same medium.

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.

A thermodynamic framework for thermo-chemo-elastic interactions in chemically active materials

NASA Astrophysics Data System (ADS)

Zhang, XiaoLong; Zhong, Zheng

2017-08-01

In this paper, a general thermodynamic framework is developed to describe the thermo-chemo-mechanical interactions in elastic solids undergoing mechanical deformation, imbibition of diffusive chemical species, chemical reactions and heat exchanges. Fully coupled constitutive relations and evolving laws for irreversible fluxes are provided based on entropy imbalance and stoichiometry that governs reactions. The framework manifests itself with a special feature that the change of Helmholtz free energy is attributed to separate contributions of the diffusion-swelling process and chemical reaction-dilation process. Both the extent of reaction and the concentrations of diffusive species are taken as independent state variables, which describe the reaction-activated responses with underlying variation of microstructures and properties of a material in an explicit way. A specialized isothermal formulation for isotropic materials is proposed that can properly account for volumetric constraints from material incompressibility under chemo-mechanical loadings, in which inhomogeneous deformation is associated with reaction and diffusion under various kinetic time scales. This framework can be easily applied to model the transient volumetric swelling of a solid caused by imbibition of external chemical species and simultaneous chemical dilation arising from reactions between the diffusing species and the solid.

Anomalous dielectric relaxation with linear reaction dynamics in space-dependent force fields.

PubMed

Hong, Tao; Tang, Zhengming; Zhu, Huacheng

2016-12-28

The anomalous dielectric relaxation of disordered reaction with linear reaction dynamics is studied via the continuous time random walk model in the presence of space-dependent electric field. Two kinds of modified reaction-subdiffusion equations are derived for different linear reaction processes by the master equation, including the instantaneous annihilation reaction and the noninstantaneous annihilation reaction. If a constant proportion of walkers is added or removed instantaneously at the end of each step, there will be a modified reaction-subdiffusion 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, there will be a standard linear reaction kinetics term but a fractional order temporal derivative operating on an anomalous diffusion term. The dielectric polarization is analyzed based on the Legendre polynomials and the dielectric properties of both reactions can be expressed by the effective rotational diffusion function and component concentration function, which is similar to the standard reaction-diffusion process. The results show that the effective permittivity can be used to describe the dielectric properties in these reactions if the chemical reaction time is much longer than the relaxation time.

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.

Life-Game, with Glass Beads and Molecules, on the Principles of the Origin of Life

ERIC Educational Resources Information Center

Eigen, Manfred; Haglund, Herman

1976-01-01

Discusses a theoretical model that uses a game as a base for studying processes of a stochastic nature, which involve chemical reactions, molecular systems, biological processes, cells, or people in a population. (MLH)

A Stochastic Evolutionary Model for Protein Structure Alignment and Phylogeny

PubMed Central

Challis, Christopher J.; Schmidler, Scott C.

2012-01-01

We present a stochastic process model for the joint evolution of protein primary and tertiary structure, suitable for use in alignment and estimation of phylogeny. Indels arise from a classic Links model, and mutations follow a standard substitution matrix, whereas backbone atoms diffuse in three-dimensional space according to an Ornstein–Uhlenbeck process. The model allows for simultaneous estimation of evolutionary distances, indel rates, structural drift rates, and alignments, while fully accounting for uncertainty. The inclusion of structural information enables phylogenetic inference on time scales not previously attainable with sequence evolution models. The model also provides a tool for testing evolutionary hypotheses and improving our understanding of protein structural evolution. PMID:22723302

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.

Cusping, transport and variance of solutions to generalized Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Carnaffan, Sean; Kawai, Reiichiro

2017-06-01

We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

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.

Critical regimes driven by recurrent mobility patterns of reaction-diffusion processes in networks

NASA Astrophysics Data System (ADS)

Gómez-Gardeñes, J.; Soriano-Paños, D.; Arenas, A.

2018-04-01

Reaction-diffusion processes1 have been widely used to study dynamical processes in epidemics2-4 and ecology5 in networked metapopulations. In the context of epidemics6, reaction processes are understood as contagions within each subpopulation (patch), while diffusion represents the mobility of individuals between patches. Recently, the characteristics of human mobility7, such as its recurrent nature, have been proven crucial to understand the phase transition to endemic epidemic states8,9. Here, by developing a framework able to cope with the elementary epidemic processes, the spatial distribution of populations and the commuting mobility patterns, we discover three different critical regimes of the epidemic incidence as a function of these parameters. Interestingly, we reveal a regime of the reaction-diffussion process in which, counter-intuitively, mobility is detrimental to the spread of disease. We analytically determine the precise conditions for the emergence of any of the three possible critical regimes in real and synthetic networks.

FAST TRACK COMMUNICATION: Quantum anomalies and linear response theory

NASA Astrophysics Data System (ADS)

Sela, Itamar; Aisenberg, James; Kottos, Tsampikos; Cohen, Doron

2010-08-01

The analysis of diffusive energy spreading in quantized chaotic driven systems leads to a universal paradigm for the emergence of a quantum anomaly. In the classical approximation, a driven chaotic system exhibits stochastic-like diffusion in energy space with a coefficient D that is proportional to the intensity ɛ2 of the driving. In the corresponding quantized problem the coherent transitions are characterized by a generalized Wigner time tɛ, and a self-generated (intrinsic) dephasing process leads to nonlinear dependence of D on ɛ2.

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.

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.

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.

Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process.

PubMed

Jahn, Patrick; Berg, Rune W; Hounsgaard, Jørn; Ditlevsen, Susanne

2011-11-01

Stochastic leaky integrate-and-fire models are popular due to their simplicity and statistical tractability. They have been widely applied to gain understanding of the underlying mechanisms for spike timing in neurons, and have served as building blocks for more elaborate models. Especially the Ornstein-Uhlenbeck process is popular to describe the stochastic fluctuations in the membrane potential of a neuron, but also other models like the square-root model or models with a non-linear drift are sometimes applied. Data that can be described by such models have to be stationary and thus, the simple models can only be applied over short time windows. However, experimental data show varying time constants, state dependent noise, a graded firing threshold and time-inhomogeneous input. In the present study we build a jump diffusion model that incorporates these features, and introduce a firing mechanism with a state dependent intensity. In addition, we suggest statistical methods to estimate all unknown quantities and apply these to analyze turtle motoneuron membrane potentials. Finally, simulated and real data are compared and discussed. We find that a square-root diffusion describes the data much better than an Ornstein-Uhlenbeck process with constant diffusion coefficient. Further, the membrane time constant decreases with increasing depolarization, as expected from the increase in synaptic conductance. The network activity, which the neuron is exposed to, can be reasonably estimated to be a threshold version of the nerve output from the network. Moreover, the spiking characteristics are well described by a Poisson spike train with an intensity depending exponentially on the membrane potential.

Parsing the roles of neck-linker docking and tethered head diffusion in the stepping dynamics of kinesin.

PubMed

Zhang, Zhechun; Goldtzvik, Yonathan; Thirumalai, D

2017-11-14

Kinesin walks processively on microtubules (MTs) in an asymmetric hand-over-hand manner consuming one ATP molecule per 16-nm step. The individual contributions due to docking of the approximately 13-residue neck linker to the leading head (deemed to be the power stroke) and diffusion of the trailing head (TH) that contributes in propelling the motor by 16 nm have not been quantified. We use molecular simulations by creating a coarse-grained model of the MT-kinesin complex, which reproduces the measured stall force as well as the force required to dislodge the motor head from the MT, to show that nearly three-quarters of the step occurs by bidirectional stochastic motion of the TH. However, docking of the neck linker to the leading head constrains the extent of diffusion and minimizes the probability that kinesin takes side steps, implying that both the events are necessary in the motility of kinesin and for the maintenance of processivity. Surprisingly, we find that during a single step, the TH stochastically hops multiple times between the geometrically accessible neighboring sites on the MT before forming a stable interaction with the target binding site with correct orientation between the motor head and the [Formula: see text] tubulin dimer.

Delay chemical master equation: direct and closed-form solutions

PubMed Central

Leier, Andre; Marquez-Lago, Tatiana T.

2015-01-01

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived. PMID:26345616

Delay chemical master equation: direct and closed-form solutions.

PubMed

Leier, Andre; Marquez-Lago, Tatiana T

2015-07-08

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived.

Sine-gordon type field in spacetime of arbitrary dimension. II: Stochastic quantization

NASA Astrophysics Data System (ADS)

Kirillov, A. I.

1995-11-01

Using the theory of Dirichlet forms, we prove the existence of a distribution-valued diffusion process such that the Nelson measure of a field with a bounded interaction density is its invariant probability measure. A Langevin equation in mathematically correct form is formulated which is satisfied by the process. The drift term of the equation is interpreted as a renormalized Euclidean current operator.

Reaction-diffusion processes and metapopulation models on duplex networks

NASA Astrophysics Data System (ADS)

Xuan, Qi; Du, Fang; Yu, Li; Chen, Guanrong

2013-03-01

Reaction-diffusion processes, used to model various spatially distributed dynamics such as epidemics, have been studied mostly on regular lattices or complex networks with simplex links that are identical and invariant in transferring different kinds of particles. However, in many self-organized systems, different particles may have their own private channels to keep their purities. Such division of links often significantly influences the underlying reaction-diffusion dynamics and thus needs to be carefully investigated. This article studies a special reaction-diffusion process, named susceptible-infected-susceptible (SIS) dynamics, given by the reaction steps β→α and α+β→2β, on duplex networks where links are classified into two groups: α and β links used to transfer α and β particles, which, along with the corresponding nodes, consist of an α subnetwork and a β subnetwork, respectively. It is found that the critical point of particle density to sustain reaction activity is independent of the network topology if there is no correlation between the degree sequences of the two subnetworks, and this critical value is suppressed or extended if the two degree sequences are positively or negatively correlated, respectively. Based on the obtained results, it is predicted that epidemic spreading may be promoted on positive correlated traffic networks but may be suppressed on networks with modules composed of different types of diffusion links.

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.

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

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

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.

Reaction-diffusion processes at the nano- and microscales

NASA Astrophysics Data System (ADS)

Epstein, Irving R.; Xu, Bing

2016-04-01

The bottom-up fabrication of nano- and microscale structures from primary building blocks (molecules, colloidal particles) has made remarkable progress over the past two decades, but most research has focused on structural aspects, leaving our understanding of the dynamic and spatiotemporal aspects at a relatively primitive stage. In this Review, we draw inspiration from living cells to argue that it is now time to move beyond the generation of structures and explore dynamic processes at the nanoscale. We first introduce nanoscale self-assembly, self-organization and reaction-diffusion processes as essential features of cells. Then, we highlight recent progress towards designing and controlling these fundamental features of life in abiological systems. Specifically, we discuss examples of reaction-diffusion processes that lead to such outcomes as self-assembly, self-organization, unique nanostructures, chemical waves and dynamic order to illustrate their ubiquity within a unifying context of dynamic oscillations and energy dissipation. Finally, we suggest future directions for research on reaction-diffusion processes at the nano- and microscales that we find hold particular promise for a new understanding of science at the nanoscale and the development of new kinds of nanotechnologies for chemical transport, chemical communication and integration with living systems.

Unidirectional random growth with resetting

NASA Astrophysics Data System (ADS)

Biró, T. S.; Néda, Z.

2018-06-01

We review stochastic processes without detailed balance condition and derive their H-theorem. We obtain stationary distributions and investigate their stability in terms of generalized entropic distances beyond the Kullback-Leibler formula. A simple stochastic model with local growth rates and direct resetting to the ground state is investigated and applied to various networks, scientific citations and Facebook popularity, hadronic yields in high energy particle reactions, income and wealth distributions, biodiversity and settlement size distributions.

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.

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.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

A Multi-Area Stochastic Model for a Covert Visual Search Task.

PubMed

Schwemmer, Michael A; Feng, Samuel F; Holmes, Philip J; Gottlieb, Jacqueline; Cohen, Jonathan D

2015-01-01

Decisions typically comprise several elements. For example, attention must be directed towards specific objects, their identities recognized, and a choice made among alternatives. Pairs of competing accumulators and drift-diffusion processes provide good models of evidence integration in two-alternative perceptual choices, but more complex tasks requiring the coordination of attention and decision making involve multistage processing and multiple brain areas. Here we consider a task in which a target is located among distractors and its identity reported by lever release. The data comprise reaction times, accuracies, and single unit recordings from two monkeys' lateral interparietal area (LIP) neurons. LIP firing rates distinguish between targets and distractors, exhibit stimulus set size effects, and show response-hemifield congruence effects. These data motivate our model, which uses coupled sets of leaky competing accumulators to represent processes hypothesized to occur in feature-selective areas and limb motor and pre-motor areas, together with the visual selection process occurring in LIP. Model simulations capture the electrophysiological and behavioral data, and fitted parameters suggest that different connection weights between LIP and the other cortical areas may account for the observed behavioral differences between the animals.

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.

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

Kinetics of heterogeneous chemical reactions: a theoretical model for the accumulation of pesticides in soil.

PubMed

Lin, S H; Sahai, R; Eyring, H

1971-04-01

A theoretical model for the accumulation of pesticides in soil has been proposed and discussed from the viewpoint of heterogeneous reaction kinetics with a basic aim to understand the complex nature of soil processes relating to the environmental pollution. In the bulk of soil, the pesticide disappears by diffusion and a chemical reaction; the rate processes considered on the surface of soil are diffusion, chemical reaction, vaporization, and regular pesticide application. The differential equations involved have been solved analytically by the Laplace-transform method.

Kinetics of Heterogeneous Chemical Reactions: A Theoretical Model for the Accumulation of Pesticides in Soil

PubMed Central

Lin, S. H.; Sahai, R.; Eyring, H.

1971-01-01

A theoretical model for the accumulation of pesticides in soil has been proposed and discussed from the viewpoint of heterogeneous reaction kinetics with a basic aim to understand the complex nature of soil processes relating to the environmental pollution. In the bulk of soil, the pesticide disappears by diffusion and a chemical reaction; the rate processes considered on the surface of soil are diffusion, chemical reaction, vaporization, and regular pesticide application. The differential equations involved have been solved analytically by the Laplace-transform method. PMID:5279519

Stochastic charging of dust grains in planetary rings: Diffusion rates and their effects on Lorentz resonances

NASA Technical Reports Server (NTRS)

Schaffer, L.; Burns, J. A.

1995-01-01

Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.

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

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.

Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations.

PubMed

Wu, Hao; Noé, Frank

2011-03-01

Diffusion processes are relevant for a variety of phenomena in the natural sciences, including diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface, and diffusion of a molecular conformation within a complex energy landscape. Many experimental tools exist now to track such diffusive motions in single cells or molecules, including high-resolution light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer (FRET). Experimental observations are most often indirect and incomplete: (1) They do not directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have limited time and space resolution, and (3) the highest-resolution experiments do not track the motion directly but rather probe it stochastically by recording single events, such as photons, whose properties depend on the state of the system under investigation. Here, we propose a general Bayesian framework to model diffusion processes with nonlinear drift based on incomplete observations as generated by various types of experiments. A maximum penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate the trajectories that have caused the measurement, the nonlinear drift or potential function and the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach is illustrated on numerical simulations of FRET experiments where it is shown that trajectories, potentials, and diffusion constants can be efficiently and reliably estimated even in cases with little statistics or nonequilibrium measurement conditions.

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.

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.

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.

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.

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.

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.

Influence of trust in the spreading of information

NASA Astrophysics Data System (ADS)

Wu, Hongrun; Arenas, Alex; Gómez, Sergio

2017-01-01

The understanding and prediction of information diffusion processes on networks is a major challenge in network theory with many implications in social sciences. Many theoretical advances occurred due to stochastic spreading models. Nevertheless, these stochastic models overlooked the influence of rational decisions on the outcome of the process. For instance, different levels of trust in acquaintances do play a role in information spreading, and actors may change their spreading decisions during the information diffusion process accordingly. Here, we study an information-spreading model in which the decision to transmit or not is based on trust. We explore the interplay between the propagation of information and the trust dynamics happening on a two-layer multiplex network. Actors' trustable or untrustable states are defined as accumulated cooperation or defection behaviors, respectively, in a Prisoner's Dilemma setup, and they are controlled by a memory span. The propagation of information is abstracted as a threshold model on the information-spreading layer, where the threshold depends on the trustability of agents. The analysis of the model is performed using a tree approximation and validated on homogeneous and heterogeneous networks. The results show that the memory of previous actions has a significant effect on the spreading of information. For example, the less memory that is considered, the higher is the diffusion. Information is highly promoted by the emergence of trustable acquaintances. These results provide insight into the effect of plausible biases on spreading dynamics in a multilevel networked system.

A Correlation-based Framework for Evaluating Postural Control Stochastic Dynamics

PubMed Central

Hernandez, Manuel E.; Snider, Joseph; Stevenson, Cory; Cauwenberghs, Gert; Poizner, Howard

2016-01-01

The inability to maintain balance during varying postural control conditions can lead to falls, a significant cause of mortality and serious injury among older adults. However, our understanding of the underlying dynamical and stochastic processes in human postural control have not been fully explored. To further our understanding of the underlying dynamical processes, we examine a novel conceptual framework for studying human postural control using the center of pressure (COP) velocity autocorrelation function (COP-VAF) and compare its results to Stabilogram Diffusion Analysis (SDA). Eleven healthy young participants were studied under quiet unipedal or bipedal standing conditions with eyes either opened or closed. COP trajectories were analyzed using both the traditional posturographic measure SDA and the proposed COP-VAF. It is shown that the COP-VAF leads to repeatable, physiologically meaningful measures that distinguish postural control differences in unipedal versus bipedal stance trials with and without vision in healthy individuals. More specifically, both a unipedal stance and lack of visual feedback increased initial values of the COP-VAF, magnitude of the first minimum, and diffusion coefficient, particularly in contrast to bipedal stance trials with open eyes. Use of a stochastic postural control model, based on an Ornstein-Uhlenbeck process that accounts for natural weight-shifts, suggests an increase in spring constant and decreased damping coefficient when fitted to experimental data. This work suggests that we can further extend our understanding of the underlying mechanisms behind postural control in quiet stance under varying stance conditions using the COP-VAF and provides a tool for quantifying future neurorehabilitative interventions. PMID:26011886

Inferring diffusion in single live cells at the single-molecule level

PubMed Central

Robson, Alex; Burrage, Kevin; Leake, Mark C.

2013-01-01

The movement of molecules inside living cells is a fundamental feature of biological processes. The ability to both observe and analyse the details of molecular diffusion in vivo at the single-molecule and single-cell level can add significant insight into understanding molecular architectures of diffusing molecules and the nanoscale environment in which the molecules diffuse. The tool of choice for monitoring dynamic molecular localization in live cells is fluorescence microscopy, especially so combining total internal reflection fluorescence with the use of fluorescent protein (FP) reporters in offering exceptional imaging contrast for dynamic processes in the cell membrane under relatively physiological conditions compared with competing single-molecule techniques. There exist several different complex modes of diffusion, and discriminating these from each other is challenging at the molecular level owing to underlying stochastic behaviour. Analysis is traditionally performed using mean square displacements of tracked particles; however, this generally requires more data points than is typical for single FP tracks owing to photophysical instability. Presented here is a novel approach allowing robust Bayesian ranking of diffusion processes to discriminate multiple complex modes probabilistically. It is a computational approach that biologists can use to understand single-molecule features in live cells. PMID:23267182

Efficiency of encounter-controlled reaction between diffusing reactants in a finite lattice: Non-nearest-neighbor effects

NASA Astrophysics Data System (ADS)

Bentz, Jonathan L.; Kozak, John J.; Nicolis, Gregoire

2005-08-01

The influence of non-nearest-neighbor displacements on the efficiency of diffusion-reaction processes involving one and two mobile diffusing reactants is studied. An exact analytic result is given for dimension d=1 from which, for large lattices, one can recover the asymptotic estimate reported 30 years ago by Lakatos-Lindenberg and Shuler. For dimensions d=2,3 we present numerically exact values for the mean time to reaction, as gauged by the mean walklength before reactive encounter, obtained via the theory of finite Markov processes and supported by Monte Carlo simulations. Qualitatively different results are found between processes occurring on d=1 versus d>1 lattices, and between results obtained assuming nearest-neighbor (only) versus non-nearest-neighbor displacements.

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.

An Adaptive Method of Lines with Error Control for Parabolic Equations of the Reaction-Diffusion Type.

DTIC Science & Technology

1984-06-01

space discretization error . 1. I 3 1. INTRODUCTION Reaction- diffusion processes occur in many branches of biology and physical chemistry. Examples...to model reaction- diffusion phenomena. The primary goal of this adaptive method is to keep a particular norm of the space discretization error less...AD-A142 253 AN ADAPTIVE MET6 OFD LNES WITH ERROR CONTROL FOR 1 INST FOR PHYSICAL SCIENCE AND TECH. I BABUSKAAAO C7 EA OH S UMR AN UNVC EEP R

Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes.

PubMed

Schlomann, Brandon H

2018-06-06

A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare, catastrophic events, which are increasingly observed at scales ranging from global fisheries to intestinal microbiota. Due to mathematical challenges, growth processes with random catastrophes are less well characterized and it remains unclear how their consequences differ from those of Gaussian processes. In the face of a changing climate and predicted increases in ecological catastrophes, as well as increased interest in harnessing microbes for therapeutics, these processes have never been more relevant. To better understand them, I revisit here a differential equation model of logistic growth coupled to density-independent catastrophes that arrive as a Poisson process, and derive new analytic results that reveal its statistical structure. First, I derive exact expressions for the model's stationary moments, revealing a single effective catastrophe parameter that largely controls low order statistics. Then, I use weak convergence theorems to construct its Gaussian analog in a limit of frequent, small catastrophes, keeping the stationary population mean constant for normalization. Numerically computing statistics along this limit shows how they transform as the dynamics shifts from catastrophes to diffusions, enabling quantitative comparisons. For example, the mean time to extinction increases monotonically by orders of magnitude, demonstrating significantly higher extinction risk under catastrophes than under diffusions. Together, these results provide insight into a wide range of stochastic dynamical systems important for ecology and conservation. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

Online sequential Monte Carlo smoother for partially observed diffusion processes

NASA Astrophysics Data System (ADS)

Gloaguen, Pierre; Étienne, Marie-Pierre; Le Corff, Sylvain

2018-12-01

This paper introduces a new algorithm to approximate smoothed additive functionals of partially observed diffusion processes. This method relies on a new sequential Monte Carlo method which allows to compute such approximations online, i.e., as the observations are received, and with a computational complexity growing linearly with the number of Monte Carlo samples. The original algorithm cannot be used in the case of partially observed stochastic differential equations since the transition density of the latent data is usually unknown. We prove that it may be extended to partially observed continuous processes by replacing this unknown quantity by an unbiased estimator obtained for instance using general Poisson estimators. This estimator is proved to be consistent and its performance are illustrated using data from two models.

Aging underdamped scaled Brownian motion: Ensemble- and time-averaged particle displacements, nonergodicity, and the failure of the overdamping approximation.

PubMed

Safdari, Hadiseh; Cherstvy, Andrey G; Chechkin, Aleksei V; Bodrova, Anna; Metzler, Ralf

2017-01-01

We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.

Aging underdamped scaled Brownian motion: Ensemble- and time-averaged particle displacements, nonergodicity, and the failure of the overdamping approximation

NASA Astrophysics Data System (ADS)

Safdari, Hadiseh; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Bodrova, Anna; Metzler, Ralf

2017-01-01

We investigate both analytically and by computer simulations the ensemble- and time-averaged, nonergodic, and aging properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic diffusion process the (aging) underdamped scaled Brownian motion (UDSBM). We demonstrate how the mean squared displacement (MSD) and the time-averaged MSD of UDSBM are affected by the inertial term in the Langevin equation, both at short, intermediate, and even long diffusion times. In particular, we quantify the ballistic regime for the MSD and the time-averaged MSD as well as the spread of individual time-averaged MSD trajectories. One of the main effects we observe is that, both for the MSD and the time-averaged MSD, for superdiffusive UDSBM the ballistic regime is much shorter than for ordinary Brownian motion. In contrast, for subdiffusive UDSBM, the ballistic region extends to much longer diffusion times. Therefore, particular care needs to be taken under what conditions the overdamped limit indeed provides a correct description, even in the long time limit. We also analyze to what extent ergodicity in the Boltzmann-Khinchin sense in this nonstationary system is broken, both for subdiffusive and superdiffusive UDSBM. Finally, the limiting case of ultraslow UDSBM is considered, with a mixed logarithmic and power-law dependence of the ensemble- and time-averaged MSDs of the particles. In the limit of strong aging, remarkably, the ordinary UDSBM and the ultraslow UDSBM behave similarly in the short time ballistic limit. The approaches developed here open ways for considering other stochastic processes under physically important conditions when a finite particle mass and aging in the system cannot be neglected.

Backward-stochastic-differential-equation approach to modeling of gene expression

NASA Astrophysics Data System (ADS)

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Backward-stochastic-differential-equation approach to modeling of gene expression.

PubMed

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Stochastic DT-MRI connectivity mapping on the GPU.

PubMed

McGraw, Tim; Nadar, Mariappan

2007-01-01

We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

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

Domainal cleavage as an Anisotropic Reaction-diffusion Process

NASA Astrophysics Data System (ADS)

Mulchrone, Kieran; Meere, Patrick

2017-04-01

Domainal cleavage comprises zones dominated by quartz and feldspar (QF-domains) and zones dominated by Mica (M-domains) which form at low metamorphic grades. The protolith is typically fairly homogeneous mudstone, siltstone, sandstone or limestone. Wet diffusion or pressure solution along grain boundaries is a key mechanism in the development of domanial cleavage. However, this does not explain why M-domains become sub-regularly spaced, visually evident in coarser-grained rocks, and take on an anastomising morphology. The ratio of M to QF-domains by volume can range from 1 to 0.1 and lower i.e. in extreme cases M-domains are intermittent but regularly spaced. It is suggested here that an anisotropic reaction-diffusion process model can explain these features. The imposed stress field instantaneously leads to anisotropy of diffusion by narrowing intergranular channels perpendicular to the principal stress. This leads to a preferred diffusion of chemicals parallel to the principal stress direction and lower diffusion rates in the normal direction. Combining this with the chemical reaction of pressure solution produces an anisotropic reaction-diffusion system. Both isotropic and anistropic reaction diffusion systems lead to pattern formation as discovered by Alan Turing on the 1950's as an explanation for patterns found in animal skins such as spots and stripes. Thus domanial cleavage is a striped pattern induced by diffusion anisotropy combined with a chemical reaction. Furthermore, rates of chemical reaction in intergranular fluids is likely to be many orders of magnitude greater that rates of deformation. Therefore we expect domanial cleavage to form relatively rapidly. As deformation progresses the M-domains behave less competently and may be the site of enhanced shearing. An example from Co. Cork, Ireland demonstrates shear folding in low-grade metasedimentary rocks with reverse shear along M-domains at a high angle to the maximum compressive stress.

Exits in order: How crowding affects particle lifetimes

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

Penington, Catherine J.; Simpson, Matthew J.; Baker, Ruth E.

2016-06-28

Diffusive processes are often represented using stochastic random walk frameworks. The amount of time taken for an individual in a random walk to intersect with an absorbing boundary is a fundamental property that is often referred to as the particle lifetime, or the first passage time. The mean lifetime of particles in a random walk model of diffusion is related to the amount of time required for the diffusive process to reach a steady state. Mathematical analysis describing the mean lifetime of particles in a standard model of diffusion without crowding is well known. However, the lifetime of agents inmore » a random walk with crowding has received much less attention. Since many applications of diffusion in biology and biophysics include crowding effects, here we study a discrete model of diffusion that incorporates crowding. Using simulations, we show that crowding has a dramatic effect on agent lifetimes, and we derive an approximate expression for the mean agent lifetime that includes crowding effects. Our expression matches simulation results very well, and highlights the importance of crowding effects that are sometimes overlooked.« less

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

Chaotic Motion of Relativistic Electrons Driven by Whistler Waves

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Telnikhin, A. A.; Kronberg, Tatiana K.

2007-01-01

Canonical equations governing an electron motion in electromagnetic field of the whistler mode waves propagating along the direction of an ambient magnetic field are derived. The physical processes on which the equations of motion are based .are identified. It is shown that relativistic electrons interacting with these fields demonstrate chaotic motion, which is accompanied by the particle stochastic heating and significant pitch angle diffusion. Evolution of distribution functions is described by the Fokker-Planck-Kolmogorov equations. It is shown that the whistler mode waves could provide a viable mechanism for stochastic energization of electrons with energies up to 50 MeV in the Jovian magnetosphere.

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

Song, Kai; Song, Linze; Shi, Qiang, E-mail: qshi@iccas.ac.cn

Based on the path integral approach, we derive a new realization of the exact non-Markovian stochastic Schrödinger equation (SSE). The main difference from the previous non-Markovian quantum state diffusion (NMQSD) method is that the complex Gaussian stochastic process used for the forward propagation of the wave function is correlated, which may be used to reduce the amplitude of the non-Markovian memory term at high temperatures. The new SSE is then written into the recently developed hierarchy of pure states scheme, in a form that is more closely related to the hierarchical equation of motion approach. Numerical simulations are then performedmore » to demonstrate the efficiency of the new method.« less

Diffusion and Mixing in Globular Clusters

NASA Astrophysics Data System (ADS)

Meiron, Yohai; Kocsis, Bence

2018-03-01

Collisional relaxation describes the stochastic process with which a self-gravitating system near equilibrium evolves in phase-space due to the fluctuating gravitational field of the system. The characteristic timescale of this process is called the relaxation time. In this paper, we highlight the difference between two measures of the relaxation time in globular clusters: (1) the diffusion time with which the isolating integrals of motion (i.e., energy E and angular momentum magnitude L) of individual stars change stochastically and (2) the asymptotic timescale required for a family of orbits to mix in the cluster. More specifically, the former corresponds to the instantaneous rate of change of a star’s E or L, while the latter corresponds to the timescale for the stars to statistically forget their initial conditions. We show that the diffusion timescales of E and L vary systematically around the commonly used half-mass relaxation time in different regions of the cluster by a factor of ∼10 and ∼100, respectively, for more than 20% of the stars. We define the mixedness of an orbital family at any given time as the correlation coefficient between its E or L probability distribution functions and those of the whole cluster. Using Monte Carlo simulations, we find that mixedness converges asymptotically exponentially with a decay timescale that is ∼10 times the half-mass relaxation time.

Stochastic modeling of the migration of Cs-137 in the soil considering a power law tailing in space

NASA Astrophysics Data System (ADS)

Oka, Hiroki; Hatano, Yuko

2016-04-01

We develop a theoretical model to reproduce the measured data of Cs-137 in the soil due to the Fukushima Daiichi NPP accident. In our past study, we derived the analytic solution under the generalized Robin boundary condition (Oka-Yamamoto solution). This is a generalization of the He-Walling solution (1996). We compared our solution with the Fukushima soil data of for 3 years after the accident and found that the concentration of Cs-137 has a discrepancy from our solution, specifically in a deep part because the depth profiles have a power law tailing. Therefore, we improved our model in the following aspect. When Cs particle (or Cs solution) migrate in the soil, the diffusion coefficient should be the results of many processes in the soil. These processes include the effect of various materials which constitute the soil (clay, litter, sand), or the variations of pore size in the soil. Hence we regard the diffusion coefficient as the stochastic variable, we derive the model. Specifically, we consider the solution of ADE to be the conditional probability C(x,t|D) in terms of the diffusion coefficient D and calculate C(x,t)=∫_(0~∞) C(x,t|D)*f(D)*dD, where f(D) is the probability density function of D. This model has a power law tailing in space like the space-fractional ADE.

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.

Kinetic phase evolution of spinel cobalt oxide during lithiation

DOE PAGES

Li, Jing; He, Kai; Meng, Qingping; ...

2016-09-15

Spinel cobalt oxide has been proposed to undergo a multiple-step reaction during the electrochemical lithiation process. Understanding the kinetics of the lithiation process in this compound is crucial to optimize its performance and cyclability. In this work, we have utilized a low-angle annular dark-field scanning transmission electron microscopy method to visualize the dynamic reaction process in real time and study the reaction kinetics at different rates. We show that the particles undergo a two-step reaction at the single-particle level, which includes an initial intercalation reaction followed by a conversion reaction. At low rates, the conversion reaction starts after the intercalationmore » reaction has fully finished, consistent with the prediction of density functional theoretical calculations. At high rates, the intercalation reaction is overwhelmed by the subsequently nucleated conversion reaction, and the reaction speeds of both the intercalation and conversion reactions are increased. Phase-field simulations show the crucial role of surface diffusion rates of lithium ions in controlling this process. Furthermore, this work provides microscopic insights into the reaction dynamics in non-equilibrium conditions and highlights the effect of lithium diffusion rates on the overall reaction homogeneity as well as the performance.« less

Kinetic phase evolution of spinel cobalt oxide during lithiation

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

Li, Jing; He, Kai; Meng, Qingping

Spinel cobalt oxide has been proposed to undergo a multiple-step reaction during the electrochemical lithiation process. Understanding the kinetics of the lithiation process in this compound is crucial to optimize its performance and cyclability. In this work, we have utilized a low-angle annular dark-field scanning transmission electron microscopy method to visualize the dynamic reaction process in real time and study the reaction kinetics at different rates. We show that the particles undergo a two-step reaction at the single-particle level, which includes an initial intercalation reaction followed by a conversion reaction. At low rates, the conversion reaction starts after the intercalationmore » reaction has fully finished, consistent with the prediction of density functional theoretical calculations. At high rates, the intercalation reaction is overwhelmed by the subsequently nucleated conversion reaction, and the reaction speeds of both the intercalation and conversion reactions are increased. Phase-field simulations show the crucial role of surface diffusion rates of lithium ions in controlling this process. Furthermore, this work provides microscopic insights into the reaction dynamics in non-equilibrium conditions and highlights the effect of lithium diffusion rates on the overall reaction homogeneity as well as the performance.« less

The effect of stochastic re-acceleration on the energy spectrum of shock-accelerated protons

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

Afanasiev, Alexandr; Vainio, Rami; Kocharov, Leon

2014-07-20

The energy spectra of particles in gradual solar energetic particle (SEP) events do not always have a power-law form attributed to the diffusive shock acceleration mechanism. In particular, the observed spectra in major SEP events can take the form of a broken (double) power law. In this paper, we study the effect of a process that can modify the power-law spectral form produced by the diffusive shock acceleration: the stochastic re-acceleration of energetic protons by enhanced Alfvénic turbulence in the downstream region of a shock wave. There are arguments suggesting that this process can be important when the shock propagatesmore » in the corona. We consider a coronal magnetic loop traversed by a shock and perform Monte Carlo simulations of interactions of shock-accelerated protons with Alfvén waves in the loop. The wave-particle interactions are treated self-consistently, so the finiteness of the available turbulent energy is taken into account. The initial energy spectrum of particles is taken to be a power law. The simulations reveal that the stochastic re-acceleration leads either to the formation of a spectrum that is described in a wide energy range by a power law (although the resulting power-law index is different from the initial one) or to a broken power-law spectrum. The resulting spectral form is determined by the ratio of the energy density of shock-accelerated protons to the wave energy density in the shock's downstream region.« less

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

The role of fractional time-derivative operators on anomalous diffusion

NASA Astrophysics Data System (ADS)

Tateishi, Angel A.; Ribeiro, Haroldo V.; Lenzi, Ervin K.

2017-10-01

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.

Nanowire membrane-based nanothermite: towards processable and tunable interfacial diffusion for solid state reactions.

PubMed

Yang, Yong; Wang, Peng-peng; Zhang, Zhi-cheng; Liu, Hui-ling; Zhang, Jingchao; Zhuang, Jing; Wang, Xun

2013-01-01

Interfacial diffusion is of great importance in determining the performance of solid-state reactions. For nanometer sized particles, some solid-state reactions can be triggered accidently by mechanical stress owing to their large surface-to-volume ratio compared with the bulk ones. Therefore, a great challenge is the control of interfacial diffusion for solid state reactions, especially for energetic materials. Here we demonstrate, through the example of nanowire-based thermite membrane, that the thermite solid-state reaction can be easily tuned via the introduction of low-surface-energy coating layer. Moreover, this silicon-coated thermite membrane exhibit controlled wetting behavior ranging from superhydrophilic to superhydrophobic and, simultaneously, to significantly reduce the friction sensitivity of thermite membrane. This effect enables to increase interfacial resistance by increasing the amount of coating material. Indeed, our results described here make it possible to tune the solid-state reactions through the manipulation of interfacial diffusion between the reactants.

Nanowire Membrane-based Nanothermite: towards Processable and Tunable Interfacial Diffusion for Solid State Reactions

NASA Astrophysics Data System (ADS)

Yang, Yong; Wang, Peng-Peng; Zhang, Zhi-Cheng; Liu, Hui-Ling; Zhang, Jingchao; Zhuang, Jing; Wang, Xun

2013-04-01

Interfacial diffusion is of great importance in determining the performance of solid-state reactions. For nanometer sized particles, some solid-state reactions can be triggered accidently by mechanical stress owing to their large surface-to-volume ratio compared with the bulk ones. Therefore, a great challenge is the control of interfacial diffusion for solid state reactions, especially for energetic materials. Here we demonstrate, through the example of nanowire-based thermite membrane, that the thermite solid-state reaction can be easily tuned via the introduction of low-surface-energy coating layer. Moreover, this silicon-coated thermite membrane exhibit controlled wetting behavior ranging from superhydrophilic to superhydrophobic and, simultaneously, to significantly reduce the friction sensitivity of thermite membrane. This effect enables to increase interfacial resistance by increasing the amount of coating material. Indeed, our results described here make it possible to tune the solid-state reactions through the manipulation of interfacial diffusion between the reactants.

Multispecies lottery competition: a diffusion analysis

USGS Publications Warehouse

Hatfield, J.S.; Chesson, P.L.; Tuljapurkar, S.; Caswell, H.

1997-01-01

The lottery model is a stochastic competition model designed for space-limited communities of sedentary organisms. Examples of such communities include coral reef fishes, aquatic sessile organisms, and many plant communities. Explicit conditions for the coexistence of two species and the stationary distribution of the two-species model were determined previously using an approximation with a diffusion process. In this chapter, a diffusion approximation is presented for the multispecies model for communities of two or more species, and a stage-structured model is investigated. The stage-structured model would be more reasonable for communities of long-lived species such as trees in a forest in which recruitment and death rates depend on the age or stage of the individuals.

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.

Enzyme Catalysis To Power Micro/Nanomachines

PubMed Central

2016-01-01

Enzymes play a crucial role in many biological processes which require harnessing and converting free chemical energy into kinetic forces in order to accomplish tasks. Enzymes are considered to be molecular machines, not only because of their capability of energy conversion in biological systems but also because enzymatic catalysis can result in enhanced diffusion of enzymes at a molecular level. Enlightened by nature’s design of biological machinery, researchers have investigated various types of synthetic micro/nanomachines by using enzymatic reactions to achieve self-propulsion of micro/nanoarchitectures. Yet, the mechanism of motion is still under debate in current literature. Versatile proof-of-concept applications of these enzyme-powered micro/nanodevices have been recently demonstrated. In this review, we focus on discussing enzymes not only as stochastic swimmers but also as nanoengines to power self-propelled synthetic motors. We present an overview on different enzyme-powered micro/nanomachines, the current debate on their motion mechanism, methods to provide motion and speed control, and an outlook of the future potentials of this multidisciplinary field. PMID:27666121

Enzyme Catalysis To Power Micro/Nanomachines.

PubMed

Ma, Xing; Hortelão, Ana C; Patiño, Tania; Sánchez, Samuel

2016-10-25

Enzymes play a crucial role in many biological processes which require harnessing and converting free chemical energy into kinetic forces in order to accomplish tasks. Enzymes are considered to be molecular machines, not only because of their capability of energy conversion in biological systems but also because enzymatic catalysis can result in enhanced diffusion of enzymes at a molecular level. Enlightened by nature's design of biological machinery, researchers have investigated various types of synthetic micro/nanomachines by using enzymatic reactions to achieve self-propulsion of micro/nanoarchitectures. Yet, the mechanism of motion is still under debate in current literature. Versatile proof-of-concept applications of these enzyme-powered micro/nanodevices have been recently demonstrated. In this review, we focus on discussing enzymes not only as stochastic swimmers but also as nanoengines to power self-propelled synthetic motors. We present an overview on different enzyme-powered micro/nanomachines, the current debate on their motion mechanism, methods to provide motion and speed control, and an outlook of the future potentials of this multidisciplinary field.

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

Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Straka, Peter

2018-08-01

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x) ∈(0 , 1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the "variable order" type with non-constant β(x) . In this article, variable order FFPEs (VOFFPE) are derived from scaling limits of CTRWs. The key mathematical tool is the 1-1 correspondence of a CTRW scaling limit to a bivariate Langevin process, which tracks the cumulative sum of jumps in one component and the cumulative sum of waiting times in the other. The spatially varying anomalous exponent is modelled by spatially varying β(x) -stable Lévy noise in the waiting time component. The VOFFPE displays a spatially heterogeneous temporal scaling behaviour, with generalized diffusivity and drift coefficients whose units are length2/timeβ(x) resp. length/timeβ(x). A global change of the time scale results in a spatially varying change in diffusivity and drift. A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.

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.

Multiple Scattering in Random Mechanical Systems and Diffusion Approximation

NASA Astrophysics Data System (ADS)

Feres, Renato; Ng, Jasmine; Zhang, Hong-Kun

2013-10-01

This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P h , depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that ( P h - I)/ h converges for small h to a second order elliptic differential operator on compactly supported functions and that the Markov chain process associated to P h converges to a diffusion with infinitesimal generator . Both P h and are self-adjoint (densely) defined on the space of square-integrable functions over the (lower) half-space in , where η is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.

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

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.

Distributional behavior of diffusion coefficients obtained by single trajectories in annealed transit time model

NASA Astrophysics Data System (ADS)

Akimoto, Takuma; Yamamoto, Eiji

2016-12-01

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of single-particle-tracking measurements. Irreproducibility of time-averaged observables has been theoretically studied in the context of weak ergodicity breaking in stochastic processes. Here, we provide rigorous descriptions of equilibrium and non-equilibrium diffusion processes for the annealed transit time model, which is a heterogeneous diffusion model in living cells. We give analytical solutions for the mean square displacement (MSD) and the relative standard deviation of the time-averaged MSD for equilibrium and non-equilibrium situations. We find that the time-averaged MSD grows linearly with time and that the time-averaged diffusion coefficients are intrinsically random (irreproducible) even in the long-time measurements in non-equilibrium situations. Furthermore, the distribution of the time-averaged diffusion coefficients converges to a universal distribution in the sense that it does not depend on initial conditions. Our findings pave the way for a theoretical understanding of distributional behavior of the time-averaged diffusion coefficients in disordered systems.

The Stochastic Early Reaction, Inhibition, and late Action (SERIA) model for antisaccades

PubMed Central

2017-01-01

The antisaccade task is a classic paradigm used to study the voluntary control of eye movements. It requires participants to suppress a reactive eye movement to a visual target and to concurrently initiate a saccade in the opposite direction. Although several models have been proposed to explain error rates and reaction times in this task, no formal model comparison has yet been performed. Here, we describe a Bayesian modeling approach to the antisaccade task that allows us to formally compare different models on the basis of their evidence. First, we provide a formal likelihood function of actions (pro- and antisaccades) and reaction times based on previously published models. Second, we introduce the Stochastic Early Reaction, Inhibition, and late Action model (SERIA), a novel model postulating two different mechanisms that interact in the antisaccade task: an early GO/NO-GO race decision process and a late GO/GO decision process. Third, we apply these models to a data set from an experiment with three mixed blocks of pro- and antisaccade trials. Bayesian model comparison demonstrates that the SERIA model explains the data better than competing models that do not incorporate a late decision process. Moreover, we show that the early decision process postulated by the SERIA model is, to a large extent, insensitive to the cue presented in a single trial. Finally, we use parameter estimates to demonstrate that changes in reaction time and error rate due to the probability of a trial type (pro- or antisaccade) are best explained by faster or slower inhibition and the probability of generating late voluntary prosaccades. PMID:28767650

Variable diffusion in stock market fluctuations

NASA Astrophysics Data System (ADS)

Hua, Jia-Chen; Chen, Lijian; Falcon, Liberty; McCauley, Joseph L.; Gunaratne, Gemunu H.

2015-02-01

We analyze intraday fluctuations in several stock indices to investigate the underlying stochastic processes using techniques appropriate for processes with nonstationary increments. The five most actively traded stocks each contains two time intervals during the day where the variance of increments can be fit by power law scaling in time. The fluctuations in return within these intervals follow asymptotic bi-exponential distributions. The autocorrelation function for increments vanishes rapidly, but decays slowly for absolute and squared increments. Based on these results, we propose an intraday stochastic model with linear variable diffusion coefficient as a lowest order approximation to the real dynamics of financial markets, and to test the effects of time averaging techniques typically used for financial time series analysis. We find that our model replicates major stylized facts associated with empirical financial time series. We also find that ensemble averaging techniques can be used to identify the underlying dynamics correctly, whereas time averages fail in this task. Our work indicates that ensemble average approaches will yield new insight into the study of financial markets' dynamics. Our proposed model also provides new insight into the modeling of financial markets dynamics in microscopic time scales.

Weak Galilean invariance as a selection principle for coarse-grained diffusive models.

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

How does the mathematical description of a system change in different reference frames? Galilei first addressed this fundamental question by formulating the famous principle of Galilean invariance. It prescribes that the equations of motion of closed systems remain the same in different inertial frames related by Galilean transformations, thus imposing strong constraints on the dynamical rules. However, real world systems are often described by coarse-grained models integrating complex internal and external interactions indistinguishably as friction and stochastic forces. Since Galilean invariance is then violated, there is seemingly no alternative principle to assess a priori the physical consistency of a given stochastic model in different inertial frames. Here, starting from the Kac-Zwanzig Hamiltonian model generating Brownian motion, we show how Galilean invariance is broken during the coarse-graining procedure when deriving stochastic equations. Our analysis leads to a set of rules characterizing systems in different inertial frames that have to be satisfied by general stochastic models, which we call "weak Galilean invariance." Several well-known stochastic processes are invariant in these terms, except the continuous-time random walk for which we derive the correct invariant description. Our results are particularly relevant for the modeling of biological systems, as they provide a theoretical principle to select physically consistent stochastic models before a validation against experimental data.

Stochastic calculus of protein filament formation under spatial confinement

NASA Astrophysics Data System (ADS)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

The influence of radiation-induced vacancy on the formation of thin-film of compound layer during a reactive diffusion process

NASA Astrophysics Data System (ADS)

Akintunde, S. O.; Selyshchev, P. A.

2016-05-01

A theoretical approach is developed that describes the formation of a thin-film of AB-compound layer under the influence of radiation-induced vacancy. The AB-compound layer is formed as a result of a chemical reaction between the atomic species of A and B immiscible layers. The two layers are irradiated with a beam of energetic particles and this process leads to several vacant lattice sites creation in both layers due to the displacement of lattice atoms by irradiating particles. A- and B-atoms diffuse via these lattice sites by means of a vacancy mechanism in considerable amount to reaction interfaces A/AB and AB/B. The reaction interfaces increase in thickness as a result of chemical transformation between the diffusing species and surface atoms (near both layers). The compound layer formation occurs in two stages. The first stage begins as an interfacial reaction controlled process, and the second as a diffusion controlled process. The critical thickness and time are determined at a transition point between the two stages. The influence of radiation-induced vacancy on layer thickness, speed of growth, and reaction rate is investigated under irradiation within the framework of the model presented here. The result obtained shows that the layer thickness, speed of growth, and reaction rate increase strongly as the defect generation rate rises in the irradiated layers. It also shows the feasibility of producing a compound layer (especially in near-noble metal silicide considered in this study) at a temperature below their normal formation temperature under the influence of radiation.

Reactive solid surface morphology variation via ionic diffusion.

PubMed

Sun, Zhenchao; Zhou, Qiang; Fan, Liang-Shih

2012-08-14

In gas-solid reactions, one of the most important factors that determine the overall reaction rate is the solid morphology, which can be characterized by a combination of smooth, convex and concave structures. Generally, the solid surface structure varies in the course of reactions, which is classically noted as being attributed to one or more of the following three mechanisms: mechanical interaction, molar volume change, and sintering. Here we show that if a gas-solid reaction involves the outward ionic diffusion of a solid-phase reactant then this outward ionic diffusion could eventually smooth the surface with an initial concave and/or convex structure. Specifically, the concave surface is filled via a larger outward diffusing surface pointing to the concave valley, whereas the height of the convex surface decreases via a lower outward diffusion flux in the vertical direction. A quantitative 2-D continuum diffusion model is established to analyze these two morphological variation processes, which shows consistent results with the experiments. This surface morphology variation by solid-phase ionic diffusion serves to provide a fourth mechanism that supplements the traditionally acknowledged solid morphology variation or, in general, porosity variation mechanisms in gas-solid reactions.

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.

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.

Aggregation-fragmentation-diffusion model for trail dynamics

DOE PAGES

Kawagoe, Kyle; Huber, Greg; Pradas, Marc; ...

2017-07-21

We investigate statistical properties of trails formed by a random process incorporating aggregation, fragmentation, and diffusion. In this stochastic process, which takes place in one spatial dimension, two neighboring trails may combine to form a larger one, and also one trail may split into two. In addition, trails move diffusively. The model is defined by two parameters which quantify the fragmentation rate and the fragment size. In the long-time limit, the system reaches a steady state, and our focus is the limiting distribution of trail weights. We find that the density of trail weight has power-law tail P(w)~w –γ formore » small weight w. We obtain the exponent γ analytically and find that it varies continuously with the two model parameters. In conclusion, the exponent γ can be positive or negative, so that in one range of parameters small-weight trails are abundant and in the complementary range they are rare.« less

Efficient kinetic Monte Carlo method for reaction-diffusion problems with spatially varying annihilation rates

NASA Astrophysics Data System (ADS)

Schwarz, Karsten; Rieger, Heiko

2013-03-01

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like Green's function reaction dynamics and first-passage time methods, our algorithm avoids small diffusive hops by propagating sufficiently distant particles in large hops to the boundaries of protective domains. Since for spatially varying annihilation or transformation rates the single particle diffusion propagator is not known analytically, we present an algorithm that generates efficiently either particle displacements or annihilations with the correct statistics, as we prove rigorously. The numerical efficiency of the algorithm is demonstrated with an illustrative example.

Stochastic Approach to Determine CO2 Hydrate Induction Time in Clay Mineral Suspensions

NASA Astrophysics Data System (ADS)

Lee, K.; Lee, S.; Lee, W.

2008-12-01

A large number of induction time data for carbon dioxide hydrate formation were obtained from a batch reactor consisting of four independent reaction cells. Using resistance temperature detector(RTD)s and a digital microscope, we successfully monitored the whole process of hydrate formation (i.e., nucleation and crystal growth) and detected the induction time. The experiments were carried out in kaolinite and montmorillonite suspensions at temperatures between 274 and 277 K and pressures ranging from 3.0 to 4.0 MPa. Each set of data was analyzed beforehand whether to be treated by stochastic manner or not. Geochemical factors potentially influencing the hydrate induction time under different experimental conditions were investigated by stochastic analyses. We observed that clay mineral type, pressure, and temperature significantly affect the stochastic behavior of the induction times for CO2 hydrate formation in this study. The hydrate formation kinetics along with stochastic analyses can provide basic understanding for CO2 hydrate storage in deep-sea sediment and geologic formation, securing its stability under the environments.

Stochastic effects in a thermochemical system with Newtonian heat exchange.

PubMed

Nowakowski, B; Lemarchand, A

2001-12-01

We develop a mesoscopic description of stochastic effects in the Newtonian heat exchange between a diluted gas system and a thermostat. We explicitly study the homogeneous Semenov model involving a thermochemical reaction and neglecting consumption of reactants. The master equation includes a transition rate for the thermal transfer process, which is derived on the basis of the statistics for inelastic collisions between gas particles and walls of the thermostat. The main assumption is that the perturbation of the Maxwellian particle velocity distribution can be neglected. The transition function for the thermal process admits a continuous spectrum of temperature changes, and consequently, the master equation has a complicated integro-differential form. We perform Monte Carlo simulations based on this equation to study the stochastic effects in the Semenov system in the explosive regime. The dispersion of ignition times is calculated as a function of system size. For sufficiently small systems, the probability distribution of temperature displays transient bimodality during the ignition period. The results of the stochastic description are successfully compared with those of direct simulations of microscopic particle dynamics.

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…

Nanowire Membrane-based Nanothermite: towards Processable and Tunable Interfacial Diffusion for Solid State Reactions

PubMed Central

Yang, Yong; Wang, Peng-peng; Zhang, Zhi-cheng; Liu, Hui-ling; Zhang, Jingchao; Zhuang, Jing; Wang, Xun

2013-01-01

Interfacial diffusion is of great importance in determining the performance of solid-state reactions. For nanometer sized particles, some solid-state reactions can be triggered accidently by mechanical stress owing to their large surface-to-volume ratio compared with the bulk ones. Therefore, a great challenge is the control of interfacial diffusion for solid state reactions, especially for energetic materials. Here we demonstrate, through the example of nanowire-based thermite membrane, that the thermite solid-state reaction can be easily tuned via the introduction of low-surface-energy coating layer. Moreover, this silicon-coated thermite membrane exhibit controlled wetting behavior ranging from superhydrophilic to superhydrophobic and, simultaneously, to significantly reduce the friction sensitivity of thermite membrane. This effect enables to increase interfacial resistance by increasing the amount of coating material. Indeed, our results described here make it possible to tune the solid-state reactions through the manipulation of interfacial diffusion between the reactants. PMID:23603809

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

A Probabilistic Approach to Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations in Smooth Domains

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

Zhou Wei, E-mail: zhoux123@umn.edu

2013-06-15

We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain D. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term. When the diffusion term, drift term, discount factor, running payoff and terminal payoff are all in the class of C{sup 1,1}( D-bar ) , the value function turns out to be the unique solution in the class of C{sub loc}{sup 1,1}(D) Intersection C{sup 0,1}( D-bar )more » to the associated degenerate Bellman equation with Dirichlet boundary data. Our approach is probabilistic.« less

Modeling the rate-controlled sorption of hexavalent chromium

USGS Publications Warehouse

Grove, D.B.; Stollenwerk, K.G.

1985-01-01

Sorption of chromium VI on the iron-oxide- and hydroxide-coated surface of alluvial material was numerically simulated with rate-controlled reactions. Reaction kinetics and diffusional processes, in the form of film, pore, and particle diffusion, were simulated and compared with experimental results. The use of empirically calculated rate coefficients for diffusion through the reacting surface was found to simulate experimental data; pore or particle diffusion is believed to be a possible rate-controlling mechanism. The use of rate equations to predict conservative transport and rate- and local-equilibrium-controlled reactions was shown to be feasible.

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.

Coupling between geochemical reactions and multicomponent gas and solute transport in unsaturated media: A reactive transport modeling study

USGS Publications Warehouse

Molins, S.; Mayer, K.U.

2007-01-01

The two‐way coupling that exists between biogeochemical reactions and vadose zone transport processes, in particular gas phase transport, determines the composition of soil gas. To explore these feedback processes quantitatively, multicomponent gas diffusion and advection are implemented into an existing reactive transport model that includes a full suite of geochemical reactions. Multicomponent gas diffusion is described on the basis of the dusty gas model, which accounts for all relevant gas diffusion mechanisms. The simulation of gas attenuation in partially saturated landfill soil covers, methane production, and oxidation in aquifers contaminated by organic compounds (e.g., an oil spill site) and pyrite oxidation in mine tailings demonstrate that both diffusive and advective gas transport can be affected by geochemical reactions. Methane oxidation in landfill covers reduces the existing upward pressure gradient, thereby decreasing the contribution of advective methane emissions to the atmosphere and enhancing the net flux of atmospheric oxygen into the soil column. At an oil spill site, methane oxidation causes a reversal in the direction of gas advection, which results in advective transport toward the zone of oxidation both from the ground surface and the deeper zone of methane production. Both diffusion and advection contribute to supply atmospheric oxygen into the subsurface, and methane emissions to the atmosphere are averted. During pyrite oxidation in mine tailings, pressure reduction in the reaction zone drives advective gas flow into the sediment column, enhancing the oxidation process. In carbonate‐rich mine tailings, calcite dissolution releases carbon dioxide, which partly offsets the pressure reduction caused by O2 consumption.

Multiscale Modeling of Diffusion in a Crowded Environment.

PubMed

Meinecke, Lina

2017-11-01

We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of biological systems, which becomes important in the low copy number regime. To model diffusion in the crowded cell environment efficiently, we compute the jump rates in this mesoscopic model from local first exit times, which account for the microscopic positions of the crowding molecules, while the diffusing molecules jump on a coarser Cartesian grid. We then extract a macroscopic description from the resulting jump rates, where the excluded volume effect is modeled by a diffusion equation with space-dependent diffusion coefficient. The crowding molecules can be of arbitrary shape and size, and numerical experiments demonstrate that those factors together with the size of the diffusing molecule play a crucial role on the magnitude of the decrease in diffusive motion. When correcting the reaction rates for the altered diffusion we can show that molecular crowding either enhances or inhibits chemical reactions depending on local fluctuations of the obstacle density.

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.

CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

PubMed

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

PubMed Central

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

THE INTERPLAY BETWEEN GEOCHEMICAL REACTIONS AND ADVECTION-DISPERSION IN CONTAMINANT TRANSPORT AT A URANIUM MILL TAILINGS SITE

EPA Science Inventory

It is well known that the fate and transport of contaminants in the subsurface are controlled by complex processes including advection, dispersion-diffusion, and chemical reactions. However, the interplay between the physical transport processes and chemical reactions, and their...

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems

PubMed Central

Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J.

2017-01-01

Abstract Motivation: Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. Results: In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ-leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. Availability and implementation: MATLAB code is available at Bioinformatics online. Contact: flassig@mpi-magdeburg.mpg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881987

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Semiclassical stochastic mechanics for the Coulomb potential with applications to modelling dark matter

NASA Astrophysics Data System (ADS)

Neate, Andrew; Truman, Aubrey

2016-05-01

Little is known about dark matter particles save that their most important interactions with ordinary matter are gravitational and that, if they exist, they are stable, slow moving and relatively massive. Based on these assumptions, a semiclassical approximation to the Schrödinger equation under the action of a Coulomb potential should be relevant for modelling their behaviour. We investigate the semiclassical limit of the Schrödinger equation for a particle of mass M under a Coulomb potential in the context of Nelson's stochastic mechanics. This is done using a Freidlin-Wentzell asymptotic series expansion in the parameter ɛ = √{ ħ / M } for the Nelson diffusion. It is shown that for wave functions ψ ˜ exp((R + iS)/ɛ2) where R and S are real valued, the ɛ = 0 behaviour is governed by a constrained Hamiltonian system with Hamiltonian Hr and constraint Hi = 0 where the superscripts r and i denote the real and imaginary parts of the Bohr correspondence limit of the quantum mechanical Hamiltonian, independent of Nelson's ideas. Nelson's stochastic mechanics is restored in dealing with the nodal surface singularities and by computing (correct to first order in ɛ) the relevant diffusion process in terms of Jacobi fields thereby revealing Kepler's laws in a new light. The key here is that the constrained Hamiltonian system has just two solutions corresponding to the forward and backward drifts in Nelson's stochastic mechanics. We discuss the application of this theory to modelling dark matter particles under the influence of a large gravitating point mass.

Modelling and simulation techniques for membrane biology.

PubMed

Burrage, Kevin; Hancock, John; Leier, André; Nicolau, Dan V

2007-07-01

One of the most important aspects of Computational Cell Biology is the understanding of the complicated dynamical processes that take place on plasma membranes. These processes are often so complicated that purely temporal models cannot always adequately capture the dynamics. On the other hand, spatial models can have large computational overheads. In this article, we review some of these issues with respect to chemistry, membrane microdomains and anomalous diffusion and discuss how to select appropriate modelling and simulation paradigms based on some or all the following aspects: discrete, continuous, stochastic, delayed and complex spatial processes.

Catalytic reaction processes revealed by scanning probe microscopy. [corrected].

PubMed

Jiang, Peng; Bao, Xinhe; Salmeron, Miquel

2015-05-19

Heterogeneous catalysis is of great importance for modern society. About 80% of the chemicals are produced by catalytic reactions. Green energy production and utilization as well as environmental protection also need efficient catalysts. Understanding the reaction mechanisms is crucial to improve the existing catalysts and develop new ones with better activity, selectivity, and stability. Three components are involved in one catalytic reaction: reactant, product, and catalyst. The catalytic reaction process consists of a series of elementary steps: adsorption, diffusion, reaction, and desorption. During reaction, the catalyst surface can change at the atomic level, with roughening, sintering, and segregation processes occurring dynamically in response to the reaction conditions. Therefore, it is imperative to obtain atomic-scale information for understanding catalytic reactions. Scanning probe microscopy (SPM) is a very appropriate tool for catalytic research at the atomic scale because of its unique atomic-resolution capability. A distinguishing feature of SPM, compared to other surface characterization techniques, such as X-ray photoelectron spectroscopy, is that there is no intrinsic limitation for SPM to work under realistic reaction conditions (usually high temperature and high pressure). Therefore, since it was introduced in 1981, scanning tunneling microscopy (STM) has been widely used to investigate the adsorption, diffusion, reaction, and desorption processes on solid catalyst surfaces at the atomic level. STM can also monitor dynamic changes of catalyst surfaces during reactions. These invaluable microscopic insights have not only deepened the understanding of catalytic processes, but also provided important guidance for the development of new catalysts. This Account will focus on elementary reaction processes revealed by SPM. First, we will demonstrate the power of SPM to investigate the adsorption and diffusion process of reactants on catalyst surfaces at the atomic level. Then the dynamic processes, including surface reconstruction, roughening, sintering, and phase separation, studied by SPM will be discussed. Furthermore, SPM provides valuable insights toward identifying the active sites and understanding the reaction mechanisms. We also illustrate here how both ultrahigh vacuum STM and high pressure STM provide valuable information, expanding the understanding provided by traditional surface science. We conclude with highlighting remarkable recent progress in noncontact atomic force microscopy (NC-AFM) and inelastic electron tunneling spectroscopy (IETS), and their impact on single-chemical-bond level characterization for catalytic reaction processes in the future.

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

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.

Chemical desorption and diffusive dust chemistry

NASA Astrophysics Data System (ADS)

Dulieu, Francois; Pirronello, Valerio; Minissale, Marco; Congiu, Emanuele; Baouche, Saoud; Chaabouni, Henda; Moudens, Audrey; Accolla, Mario; Cazaux, Stephanie; Manicò, Giulio

In molecular clouds, gaseous species can accrete efficiently on the cold surfaces of dust grains. As for radical-radical reactions, the surface of the grains acts as a third body, and changes dramatically the efficiency of the reactions (i.e., H2 formation), or lowers considerably the barrier to formation (i.e., H2O synthesis) in comparison with gas phase reaction processes. These properties make dust grains efficient catalytic templates. However, the chemical role of dust grains depends on the diffusive properties of the reactive partners. Over the last years, we have developed experimental tools and methods to explore the chemistry occurring on cold (6-50K) surfaces. We have obtained some hints about the diffusivity of H on amorphous ice, and studied in detail the diffusion of O atoms. The latter species appears to have a hopping rate in the range 0.01-100 hops/sec. The diffusion rate of O atoms is dependent on the surface morphology and on the surface temperature. The diffusion law is compatible with a diffusion dominated by quantum tunnelling rather than classical thermal hopping. Using H, O, N atoms and, indirectly, OH and HCO radicals, we have begun to explore many chemical reactive networks. In this presentation, I will focus on the formation of H2O and CO2, and will propose many possible formation routes to obtain these chemical traps. The molecules formed on surfaces have a certain probability of desorbing upon their formation. This non-thermal desorption mechanism, or chemical desorption, has been proposed to explain why some molecules can be detected in the gas phase of those region where they were believed to be part of the icy mantles covering dust grains. We have shown that this process can be very efficient, but is very sensitive to the substrate and the surroundings of the reaction site, is dependent on the kind of molecule formed and its chemical pathway. In my presentation I will present how the surface coverage and the type of reaction can play a major role in the chemical desorption process. I will discuss of possible key parameters that rule this process.

Stochastic Simulation of Biomolecular Networks in Dynamic Environments

PubMed Central

Voliotis, Margaritis; Thomas, Philipp; Grima, Ramon; Bowsher, Clive G.

2016-01-01

Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the dynamic environment of the cell and its surroundings. We thus sample trajectories of the stochastic process described by the chemical master equation with time-varying propensities. A comparative analysis shows that existing approaches can either fail dramatically, or else can impose impractical computational burdens due to numerical integration of reaction propensities, especially when cell ensembles are studied. Here we introduce the Extrande method which, given a simulated time course of dynamic network inputs, provides a conditionally exact and several orders-of-magnitude faster simulation solution. The new approach makes it feasible to demonstrate—using decision-making by a large population of quorum sensing bacteria—that robustness to fluctuations from upstream signaling places strong constraints on the design of networks determining cell fate. Our approach has the potential to significantly advance both understanding of molecular systems biology and design of synthetic circuits. PMID:27248512

18,000 displacement vectors and 44 positions surveys of RFID tracers show a normal diffusion of the bedload in a proglacial stream (Bossons glacier, France)

NASA Astrophysics Data System (ADS)

Guillon, Hervé; Mugnier, Jean-Louis; Buoncristiani, Jean-François

2016-04-01

Bedload transport is a stochastic process during which each particle hops for a random length then rests for a random duration. In recent years, this probabilistic approach was investigated by theoretical models, numerical simulations and laboratory experiments. These experiments are generally carried out on short time scales with sand, but underline the diffusive behaviour of the bedload. Conversely, marked pebbles in natural streams have mainly be used to infer about transport processes and transport time of the bedload. In this study, the stochastic characteristics of bedload transport are inferred from the radio-frequency identification (RFID) of pebbles. In particular, we provide insights for answering the following question : is the bedload transport sub-diffusive, normally diffusive or super-diffusive at the long time scale (i.e. global range)? Experiments designed to investigate the phenomenology of bedload transport have been carried out in the proglacial area of Bossons glacier. This 350 m long alluvial plain exhibits daily flood from the glacial system and is still redistributing material from catastrophic events pre-dating our investigations. From 2011 to 2014, the position of the ˜ 1000 RFID tracers have been measured by a mobile antenna and a differential GPS during 44 surveys providing ˜ 2500 tracer positions. Additionnaly, in 2014, 650 new tracers were seeded upstream from a static RFID antenna located at the outlet of the study area. For the 1 to 32 cm fraction surveyed, both mobile and static antenna results show no evidence for a significant export outside of the surveyed zone. Initial data have been maximized by using each possible campaign pairs leading to ˜700 campaign pairs and more than 18,000 displacement vectors. To our knowledge, this is one of the most extensive dataset of tracers positions measured in a natural stream using the RFID methodology. Using 152 campaigns pairs with at least 20 retrieved tracers,r standard probability distributions were tested against the observed travel distances. Regardless of the time scale, heavy- and light-tailed distributions provide a convincing statistical description of measured data. No single distribution is significantly better than the others. Conversely, the distribution of tracers positions in the system and its time evolution is best described by the normal distribution. Its standard deviation scales with time as σ ∝ t0.45±0.12 which suggests a nearly normal diffusive behaviour. The measured virtual velocities and a simple probabilistic model using the time evolution of the mean (i.e. drift) and standard deviation (i.e diffusion) show that the mean bedload transfer time is greater than 5 years. RFID tracers appear as a promising tool to investigate stochastic characteristics of bedload transport.

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.

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

Modeling transport kinetics in clinoptilolite-phosphate rock systems

NASA Technical Reports Server (NTRS)

Allen, E. R.; Ming, D. W.; Hossner, L. R.; Henninger, D. L.

1995-01-01

Nutrient release in clinoptilolite-phosphate rock (Cp-PR) systems occurs through dissolution and cation-exchange reactions. Investigating the kinetics of these reactions expands our understanding of nutrient release processes. Research was conducted to model transport kinetics of nutrient release in Cp-PR systems. The objectives were to identify empirical models that best describe NH4, K, and P release and define diffusion-controlling processes. Materials included a Texas clinoptilolite (Cp) and North Carolina phosphate rock (PR). A continuous-flow thin-disk technique was used. Models evaluated included zero order, first order, second order, parabolic diffusion, simplified Elovich, Elovich, and power function. The power-function, Elovich, and parabolic-diffusion models adequately described NH4, K, and P release. The power-function model was preferred because of its simplicity. Models indicated nutrient release was diffusion controlled. Primary transport processes controlling nutrient release for the time span observed were probably the result of a combination of several interacting transport mechanisms.

On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties

NASA Astrophysics Data System (ADS)

D'Onofrio, G.; Lansky, P.; Pirozzi, E.

2018-04-01

Two diffusion processes with multiplicative noise, able to model the changes in the neuronal membrane depolarization between two consecutive spikes of a single neuron, are considered and compared. The processes have the same deterministic part but different stochastic components. The differences in the state-dependent variabilities, their asymptotic distributions, and the properties of the first-passage time across a constant threshold are investigated. Closed form expressions for the mean of the first-passage time of both processes are derived and applied to determine the role played by the parameters involved in the model. It is shown that for some values of the input parameters, the higher variability, given by the second moment, does not imply shorter mean first-passage time. The reason for that can be found in the complete shape of the stationary distribution of the two processes. Applications outside neuroscience are also mentioned.

Weak ergodicity breaking, irreproducibility, and ageing in anomalous diffusion processes

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

Metzler, Ralf

2014-01-14

Single particle traces are standardly evaluated in terms of time averages of the second moment of the position time series r(t). For ergodic processes, one can interpret such results in terms of the known theories for the corresponding ensemble averaged quantities. In anomalous diffusion processes, that are widely observed in nature over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking), and these time averages may no longer be interpreted in terms of ensemble theories. Here we detail some recent results on weakly non-ergodic systems with respect to the time averagedmore » mean squared displacement, the inherent irreproducibility of individual measurements, and methods to determine the exact underlying stochastic process. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.« less

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Kinetics of autocatalysis in small systems

NASA Astrophysics Data System (ADS)

Arslan, Erdem; Laurenzi, Ian J.

2008-01-01

Autocatalysis is a ubiquitous chemical process that drives a plethora of biological phenomena, including the self-propagation of prions etiological to the Creutzfeldt-Jakob disease and bovine spongiform encephalopathy. To explain the dynamics of these systems, we have solved the chemical master equation for the irreversible autocatalytic reaction A +B→2A. This solution comprises the first closed form expression describing the probabilistic time evolution of the populations of autocatalytic and noncatalytic molecules from an arbitrary initial state. Grand probability distributions are likewise presented for autocatalysis in the equilibrium limit (A+B⇌2A), allowing for the first mechanistic comparison of this process with chemical isomerization (B⇌A) in small systems. Although the average population of autocatalytic (i.e., prion) molecules largely conforms to the predictions of the classical "rate law" approach in time and the law of mass action at equilibrium, thermodynamic differences between the entropies of isomerization and autocatalysis are revealed, suggesting a "mechanism dependence" of state variables for chemical reaction processes. These results demonstrate the importance of chemical mechanism and molecularity in the development of stochastic processes for chemical systems and the relationship between the stochastic approach to chemical kinetics and nonequilibrium thermodynamics.

CRPropa 3.1—a low energy extension based on stochastic differential equations

NASA Astrophysics Data System (ADS)

Merten, Lukas; Becker Tjus, Julia; Fichtner, Horst; Eichmann, Björn; Sigl, Günter

2017-06-01

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us to use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ∥ and perpendicular κ⊥ diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.

A Role of the Reaction Kernel in Propagation and Stabilization of Edge Diffusion Flames of C1-C3 Hydrocarbons

NASA Technical Reports Server (NTRS)

Takahashi, Fumiaki; Katta, Viswanath R.

2003-01-01

Diffusion flame stabilization is of essential importance in both Earth-bound combustion systems and spacecraft fire safety. Local extinction, re-ignition, and propagation processes may occur as a result of interactions between the flame zone and vortices or fire-extinguishing agents. By using a computational fluid dynamics code with a detailed chemistry model for methane combustion, the authors have revealed the chemical kinetic structure of the stabilizing region of both jet and flat-plate diffusion flames, predicted the flame stability limit, and proposed diffusion flame attachment and detachment mechanisms in normal and microgravity. Because of the unique geometry of the edge of diffusion flames, radical back-diffusion against the oxygen-rich entrainment dramatically enhanced chain reactions, thus forming a peak reactivity spot, i.e., reaction kernel, responsible for flame holding. The new results have been obtained for the edge diffusion flame propagation and attached flame structure using various C1-C3 hydrocarbons.

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

A COMPUTATIONAL ANALYSIS OF BONE FORMATION IN THE CRANIAL VAULT USING A COUPLED REACTION-DIFFUSION-STRAIN MODEL

PubMed Central

LEE, CHANYOUNG; RICHTSMEIER, JOAN T.; KRAFT, REUBEN H.

2017-01-01

Bones of the murine cranial vault are formed by differentiation of mesenchymal cells into osteoblasts, a process that is primarily understood to be controlled by a cascade of reactions between extracellular molecules and cells. We assume that the process can be modeled using Turing’s reaction-diffusion equations, a mathematical model describing the pattern formation controlled by two interacting molecules (activator and inhibitor). In addition to the processes modeled by reaction-diffusion equations, we hypothesize that mechanical stimuli of the cells due to growth of the underlying brain contribute significantly to the process of cell differentiation in cranial vault development. Structural analysis of the surface of the brain was conducted to explore the effects of the mechanical strain on bone formation. We propose a mechanobiological model for the formation of cranial vault bones by coupling the reaction-diffusion model with structural mechanics. The mathematical formulation was solved using the finite volume method. The computational domain and model parameters are determined using a large collection of experimental data that provide precise three dimensional (3D) measures of murine cranial geometry and cranial vault bone formation for specific embryonic time points. The results of this study suggest that mechanical strain contributes information to specific aspects of bone formation. Our mechanobiological model predicts some key features of cranial vault bone formation that were verified by experimental observations including the relative location of ossification centers of individual vault bones, the pattern of cranial vault bone growth over time, and the position of cranial vault sutures. PMID:29225392

Toward a Whole-Cell Model of Ribosome Biogenesis: Kinetic Modeling of SSU Assembly

PubMed Central

Earnest, Tyler M.; Lai, Jonathan; Chen, Ke; Hallock, Michael J.; Williamson, James R.; Luthey-Schulten, Zaida

2015-01-01

Central to all life is the assembly of the ribosome: a coordinated process involving the hierarchical association of ribosomal proteins to the RNAs forming the small and large ribosomal subunits. The process is further complicated by effects arising from the intracellular heterogeneous environment and the location of ribosomal operons within the cell. We provide a simplified model of ribosome biogenesis in slow-growing Escherichia coli. Kinetic models of in vitro small-subunit reconstitution at the level of individual protein/ribosomal RNA interactions are developed for two temperature regimes. The model at low temperatures predicts the existence of a novel 5′→3′→central assembly pathway, which we investigate further using molecular dynamics. The high-temperature assembly network is incorporated into a model of in vivo ribosome biogenesis in slow-growing E. coli. The model, described in terms of reaction-diffusion master equations, contains 1336 reactions and 251 species that dynamically couple transcription and translation to ribosome assembly. We use the Lattice Microbes software package to simulate the stochastic production of mRNA, proteins, and ribosome intermediates over a full cell cycle of 120 min. The whole-cell model captures the correct growth rate of ribosomes, predicts the localization of early assembly intermediates to the nucleoid region, and reproduces the known assembly timescales for the small subunit with no modifications made to the embedded in vitro assembly network. PMID:26333594

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

Natural selection for costly nutrient recycling in simulated microbial metacommunities.

PubMed

Boyle, Richard A; Williams, Hywel T P; Lenton, Timothy M

2012-11-07

Recycling of essential nutrients occurs at scales from microbial communities to global biogeochemical cycles, often in association with ecological interactions in which two or more species utilise each others' metabolic by-products. However, recycling loops may be unstable; sequences of reactions leading to net recycling may be parasitised by side-reactions causing nutrient loss, while some reactions in any closed recycling loop are likely to be costly to participants. Here we examine the stability of nutrient recycling loops in an individual-based ecosystem model based on microbial functional types that differ in their metabolism. A supplied nutrient is utilised by a "source" functional type, generating a secondary nutrient that is subsequently used by two other types-a "mutualist" that regenerates the initial nutrient at a growth rate cost, and a "parasite" that produces a refractory waste product but does not incur any additional cost. The three functional types are distributed across a metacommunity in which separate patches are linked by a stochastic diffusive migration process. Regions of high mutualist abundance feature high levels of nutrient recycling and increased local population density leading to greater export of individuals, allowing the source-mutualist recycling loop to spread across the system. Individual-level selection favouring parasites is balanced by patch-level selection for high productivity, indirectly favouring mutualists due to the synergistic productivity benefits of the recycling loop they support. This suggests that multi-level selection may promote nutrient cycling and thereby help to explain the apparent ubiquity and stability of nutrient recycling in nature.

Escape and finite-size scaling in diffusion-controlled annihilation

DOE PAGES

Ben-Naim, Eli; Krapivsky, Paul L.

2016-12-16

In this paper, we study diffusion-controlled single-species annihilation with a finite number of particles. In this reaction-diffusion process, each particle undergoes ordinary diffusion, and when two particles meet, they annihilate. We focus on spatial dimensions d>2 where a finite number of particles typically survive the annihilation process. Using scaling techniques we investigate the average number of surviving particles, M, as a function of the initial number of particles, N. In three dimensions, for instance, we find the scaling law M ~ N 1/3 in the asymptotic regime N»1. We show that two time scales govern the reaction kinetics: the diffusionmore » time scale, T ~ N 2/3, and the escape time scale, τ ~ N 4/3. The vast majority of annihilation events occur on the diffusion time scale, while no annihilation events occur beyond the escape time scale.« less

Effects of Material Degradation on the Structural Integrity of Composite Materials: Experimental Investigation and Modeling of High Temperature Degradation Mechanisms

NASA Technical Reports Server (NTRS)

Cunningham, Ronan A.; McManus, Hugh L.

1996-01-01

It has previously been demonstrated that simple coupled reaction-diffusion models can approximate the aging behavior of PMR-15 resin subjected to different oxidative environments. Based on empirically observed phenomena, a model coupling chemical reactions, both thermal and oxidative, with diffusion of oxygen into the material bulk should allow simulation of the aging process. Through preliminary modeling techniques such as this it has become apparent that accurate analytical models cannot be created until the phenomena which cause the aging of these materials are quantified. An experimental program is currently underway to quantify all of the reaction/diffusion related mechanisms involved. The following contains a summary of the experimental data which has been collected through thermogravimetric analyses of neat PMR-15 resin, along with analytical predictions from models based on the empirical data. Thermogravimetric analyses were carried out in a number of different environments - nitrogen, air and oxygen. The nitrogen provides data for the purely thermal degradation mechanisms while those in air provide data for the coupled oxidative-thermal process. The intent here is to effectively subtract the nitrogen atmosphere data (assumed to represent only thermal reactions) from the air and oxygen atmosphere data to back-figure the purely oxidative reactions. Once purely oxidative (concentration dependent) reactions have been quantified it should then be possible to quantify the diffusion of oxygen into the material bulk.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Electrochemistry of single nanobubbles. Estimating the critical size of bubble-forming nuclei for gas-evolving electrode reactions.

PubMed

German, Sean R; Edwards, Martin A; Chen, Qianjin; Liu, Yuwen; Luo, Long; White, Henry S

2016-12-12

In this article, we address the fundamental question: "What is the critical size of a single cluster of gas molecules that grows and becomes a stable (or continuously growing) gas bubble during gas evolving reactions?" Electrochemical reactions that produce dissolved gas molecules are ubiquitous in electrochemical technologies, e.g., water electrolysis, photoelectrochemistry, chlorine production, corrosion, and often lead to the formation of gaseous bubbles. Herein, we demonstrate that electrochemical measurements of the dissolved gas concentration, at the instant prior to nucleation of an individual nanobubble of H 2 , N 2 , or O 2 at a Pt nanodisk electrode, can be analyzed using classical thermodynamic relationships (Henry's law and the Young-Laplace equation - including non-ideal corrections) to provide an estimate of the size of the gas bubble nucleus that grows into a stable bubble. We further demonstrate that this critical nucleus size is independent of the radius of the Pt nanodisk employed (<100 nm radius), and weakly dependent on the nature of the gas. For example, the measured critical surface concentration of H 2 of ∼0.23 M at the instant of bubble formation corresponds to a critical H 2 nucleus that has a radius of ∼3.6 nm, an internal pressure of ∼350 atm, and contains ∼1700 H 2 molecules. The data are consistent with stochastic fluctuations in the density of dissolved gas, at or near the Pt/solution interface, controlling the rate of bubble nucleation. We discuss the growth of the nucleus as a diffusion-limited process and how that process is affected by proximity to an electrode producing ∼10 11 gas molecules per second. Our study demonstrates the advantages of studying a single-entity, i.e., an individual nanobubble, in understanding and quantifying complex physicochemical phenomena.

Stochastic Lotka-Volterra equations: A model of lagged diffusion of technology in an interconnected world

NASA Astrophysics Data System (ADS)

Chakrabarti, Anindya S.

2016-01-01

We present a model of technological evolution due to interaction between multiple countries and the resultant effects on the corresponding macro variables. The world consists of a set of economies where some countries are leaders and some are followers in the technology ladder. All of them potentially gain from technological breakthroughs. Applying Lotka-Volterra (LV) equations to model evolution of the technology frontier, we show that the way technology diffuses creates repercussions in the partner economies. This process captures the spill-over effects on major macro variables seen in the current highly globalized world due to trickle-down effects of technology.

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Modelling nematode movement using time-fractional dynamics.

PubMed

Hapca, Simona; Crawford, John W; MacMillan, Keith; Wilson, Mike J; Young, Iain M

2007-09-07

We use a correlated random walk model in two dimensions to simulate the movement of the slug parasitic nematode Phasmarhabditis hermaphrodita in homogeneous environments. The model incorporates the observed statistical distributions of turning angle and speed derived from time-lapse studies of individual nematode trails. We identify strong temporal correlations between the turning angles and speed that preclude the case of a simple random walk in which successive steps are independent. These correlated random walks are appropriately modelled using an anomalous diffusion model, more precisely using a fractional sub-diffusion model for which the associated stochastic process is characterised by strong memory effects in the probability density function.

Decontamination of chemical tracers in droplets by a submerging thin film flow

NASA Astrophysics Data System (ADS)

Landel, Julien R.; McEvoy, Harry; Dalziel, Stuart B.

2016-11-01

We investigate the decontamination of chemical tracers contained in small viscous drops by a submerging falling film. This problem has applications in the decontamination of hazardous chemicals, following accidental releases or terrorist attacks. Toxic droplets lying on surfaces are cleaned by spraying a liquid decontaminant over the surface. The decontaminant film submerges the droplets, without detaching them, in order to neutralize toxic chemicals in the droplets. The decontamination process is controlled by advection, diffusion and reaction processes near the drop-film interface. Chemical tracers dissolve into the film flow forming a thin diffusive boundary layer at the interface. The chemical tracers are then neutralized through a reaction with a chemical decontaminant transported in the film. We assume in this work that the decontamination process occurs mainly in the film phase owing to low solubility of the decontaminant in the drop phase. We analyze the impact of the reaction time scale, assuming first-order reaction, in relation with the characteristic advection and diffusion time scales in the case of a single droplet. Using theoretical, numerical and experimental means, we find that the reaction time scale need to be significantly smaller than the characteristic time scale in the diffusive boundary layer in order to enhance noticeably the decontamination of a single toxic droplet. We discuss these results in the more general case of the decontamination of a large number of droplets. This material is based upon work supported by the Defense Threat Reduction Agency under Contract No. HDTRA1-12-D-0003-0001.

Interface Reactions and Synthetic Reaction of Composite Systems

PubMed Central

Park, Joon Sik; Kim, Jeong Min

2010-01-01

Interface reactions in composite systems often determine their overall properties, since product phases usually formed at interfaces during composite fabrication processing make up a large portion of the composites. Since most composite materials represent a ternary or higher order materials system, many studies have focused on analyses of diffusion phenomena and kinetics in multicomponent systems. However, the understanding of the kinetic behavior increases the complexity, since the kinetics of each component during interdiffusion reactions need to be defined for interpreting composite behaviors. From this standpoint, it is important to clarify the interface reactions for producing compatible interfaces with desired product phases. A thermodynamic evaluation such as a chemical potential of involving components can provide an understanding of the diffusion reactions, which govern diffusion pathways and product phase formation. A strategic approach for designing compatible interfaces is discussed in terms of chemical potential diagrams and interface morphology, with some material examples.

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

Influence of surface diffusion on the formation of hollow nanostructures induced by the Kirkendall effect: the basic concept.

PubMed

Fan, Hong Jin; Knez, Mato; Scholz, Roland; Hesse, Dietrich; Nielsch, Kornelius; Zacharias, Margit; Gösele, Ulrich

2007-04-01

The Kirkendall effect has been widely applied for fabrication of nanoscale hollow structures, which involves an unbalanced counterdiffusion through a reaction interface. Conventional treatment of this process only considers the bulk diffusion of growth species and vacancies. In this letter, a conceptual extension is proposed: the development of the hollow interior undergoes two main stages. The initial stage is the generation of small Kirkendall voids intersecting the compound interface via a bulk diffusion process; the second stage is dominated by surface diffusion of the core material (viz., the fast-diffusing species) along the pore surface. This concept applies to spherical as well as cylindrical nanometer and microscale structures, and even to macroscopic bilayers. As supporting evidence, we show the results of a spinel-forming solid-state reaction of core-shell nanowires, as well as of a planar bilayer of ZnO-Al2O3 to illustrate the influence of surface diffusion on the morphology evolution.

The role of the airline transportation network in the prediction and predictability of global epidemics.

PubMed

Colizza, Vittoria; Barrat, Alain; Barthélemy, Marc; Vespignani, Alessandro

2006-02-14

The systematic study of large-scale networks has unveiled the ubiquitous presence of connectivity patterns characterized by large-scale heterogeneities and unbounded statistical fluctuations. These features affect dramatically the behavior of the diffusion processes occurring on networks, determining the ensuing statistical properties of their evolution pattern and dynamics. In this article, we present a stochastic computational framework for the forecast of global epidemics that considers the complete worldwide air travel infrastructure complemented with census population data. We address two basic issues in global epidemic modeling: (i) we study the role of the large scale properties of the airline transportation network in determining the global diffusion pattern of emerging diseases; and (ii) we evaluate the reliability of forecasts and outbreak scenarios with respect to the intrinsic stochasticity of disease transmission and traffic flows. To address these issues we define a set of quantitative measures able to characterize the level of heterogeneity and predictability of the epidemic pattern. These measures may be used for the analysis of containment policies and epidemic risk assessment.