Symmetries and fixed point stability of stochastic differential equations modeling self-organized criticality

A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.

Modeling entangled dynamics: comparison between stochastic single-chain and multichain models

To test the effectiveness of stochastic single-chain models in describing the dynamics of entangled polymers, we systematically compare one such model; the slip-spring model; to a multichain model solved using stochastic molecular dynamics(MD) simulations (the Kremer-Grest model). The comparison involves investigating if the single-chain model can adequately describe both a microscopic dynamical and a macroscopic rheological quantity for a range of chain lengths. Choosing a particular chain length in the slip-spring model, the parameter values that best reproduce the mean-square displacement of a group of monomers is determined by fitting toMDdata. Using the same set of parameters we then test if the predictions of the mean-square displacements for other chain lengths agree with the MD calculations. We followed this by a comparison of the time dependent stress relaxation moduli obtained from the two models for a range of chain lengths. After identifying a limitation of the original slip-spring model in describing the static structure of the polymer chain as seen in MD, we remedy this by introducing a pairwise repulsive potential between the monomers in the chains. Poor agreement of the mean-square monomer displacements at short times can be rectified by the use of generalized Langevin equations for the dynamics and resulted in significantly improved agreement.

Stochastic climate theory and modeling

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models.

Quantitative modeling of stochastic systems in molecular biology by using stochastic Petri nets

An integrated understanding of molecular and developmental biology must consider the large number of molecular species involved and the low concentrations of many species in vivo. Quantitative stochastic models of molecular interaction networks can be expressed as stochastic Petri nets (SPNs), a mathematical formalism developed in computer science. Existing software can be used to define molecular interaction networks as SPNs and solve such models for the probability distributions of molecular species. This approach allows biologists to focus on the content of models and their interpretation, rather than their implementation. The standardized format of SPNs also facilitates the replication, extension, and transfer of models between researchers. A simple chemical system is presented to demonstrate the link between stochastic models of molecular interactions and SPNs. The approach is illustrated with examples of models of genetic and biochemical phenomena where the UltraSAN package is used to present results from numerical analysis and the outcome of simulations.

Modeling stochastic gene expression: Implications for haploinsufficiency

There is increasing recognition that stochastic processes regulate highly predictable patterns of gene expression in developing organisms, but the implications of stochastic gene expression for understanding haploinsufficiency remain largely unexplored. We have used simulations of stochastic gene expression to illustrate that gene copy number and expression deactivation rates are important variables in achieving predictable outcomes. In gene expression systems with non-zero expression deactivation rates, diploid systems had a higher probability of uninterrupted gene expression than haploid systems and were more successful at maintaining gene product above a very low threshold. Systems with relatively rapid expression deactivation rates (unstable gene expression) had more predictable responses to a gradient of inducer than systems with slow or zero expression deactivation rates (stable gene expression), and diploid systems were more predictable than haploid, with or without dosage compensation. We suggest that null mutations of a single allele in a diploid organism could decrease the probability of gene expression and present the hypothesis that some haploinsufficiency syndromes might result from an increased susceptibility to stochastic delays of gene initiation or interruptions of gene expression.

Derivation of Context-free Stochastic L-Grammar Rules for Promoter Sequence Modeling Using Support Vector Machine

Formal grammars can used for describing complex repeatable structures such as DNA sequences. In this paper, we describe the structural composition of DNA sequences using a context-free stochastic L-grammar. L-grammars are a special class of parallel grammars that can model the growth of living organisms, e.g. plant development, and model the morphology of a variety of organisms. We believe that parallel grammars also can be used for modeling genetic mechanisms and sequences such as promoters. Promoters are short regulatory DNA sequences located upstream of a gene. Detection of promoters in DNA sequences is important for successful gene prediction. Promoters can be recognized by certain patterns that are conserved within a species, but there are many exceptions which makes the promoter recognition a complex problem. We replace the problem of promoter recognition by induction of context-free stochastic L-grammar rules, which are later used for the structural analysis of promoter sequences. L-grammar rules are derived automatically from the drosophila and vertebrate promoter datasets using a genetic programming technique and their fitness is evaluated using a Support Vector Machine (SVM) classifier. The artificial promoter sequences generated using the derived L- grammar rules are analyzed and compared with natural promoter sequences.

A Molecular-scale Programmable Stochastic Process Based On Resonance Energy Transfer Networks: Modeling And Applications

While molecular and cellular processes are often modeled as stochastic processes, such as Brownian motion, chemical reaction networks and gene regulatory networks, there are few attempts to program a molecular-scale process to physically implement stochastic processes. DNA has been used as a substrate for programming molecular interactions, but its applications are restricted to deterministic functions and unfavorable properties such as slow processing, thermal annealing, aqueous solvents and difficult readout limit them to proof-of-concept purposes. To date, whether there exists a molecular process that can be programmed to implement stochastic processes for practical applications remains unknown.

In this dissertation, a fully specified Resonance Energy Transfer (RET) network between chromophores is accurately fabricated via DNA self-assembly, and the exciton dynamics in the RET network physically implement a stochastic process, specifically a continuous-time Markov chain (CTMC), which has a direct mapping to the physical geometry of the chromophore network. Excited by a light source, a RET network generates random samples in the temporal domain in the form of fluorescence photons which can be detected by a photon detector. The intrinsic sampling distribution of a RET network is derived as a phase-type distribution configured by its CTMC model. The conclusion is that the exciton dynamics in a RET network implement a general and important class of stochastic processes that can be directly and accurately programmed and used for practical applications of photonics and optoelectronics. Different approaches to using RET networks exist with vast potential applications. As an entropy source that can directly generate samples from virtually arbitrary distributions, RET networks can benefit applications that rely on generating random samples such as 1) fluorescent taggants and 2) stochastic computing.

By using RET networks between chromophores to implement fluorescent taggants with temporally coded signatures, the taggant design is not constrained by resolvable dyes and has a significantly larger coding capacity than spectrally or lifetime coded fluorescent taggants. Meanwhile, the taggant detection process becomes highly efficient, and the Maximum Likelihood Estimation (MLE) based taggant identification guarantees high accuracy even with only a few hundred detected photons.

Meanwhile, RET-based sampling units (RSU) can be constructed to accelerate probabilistic algorithms for wide applications in machine learning and data analytics. Because probabilistic algorithms often rely on iteratively sampling from parameterized distributions, they can be inefficient in practice on the deterministic hardware traditional computers use, especially for high-dimensional and complex problems. As an efficient universal sampling unit, the proposed RSU can be integrated into a processor / GPU as specialized functional units or organized as a discrete accelerator to bring substantial speedups and power savings.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

Modeling ex vivo hematopoiesis using chemical engineering metaphors

Ex vivo hematopoiesis is increasingly used for clinical applications. Models of ex vivo hematopoiesis are required to better understand the complex dynamics and to optimize hematopoietic culture processes. A general mathematical modeling framework is developed which uses traditional chemical engineering metaphors to describe the complex hematopoietic dynamics. Tanks and tubular reactors are used to describe the (pseudo-) stochastic and deterministic elements of hematopoiesis, respectively. Cells at any point in the differentiation process can belong to either an immobilized, inert phase (quiescent cells) or a mobile, active phase (cycling cells). The model describes five processes: (1) flow (differentiation), (2) autocatalytic formation (growth),(3) degradation (death), (4) phase transition from immobilized to mobile phase (quiescent to cycling transition), and (5) phase transition from mobile to immobilized phase (cycling to quiescent transition). The modeling framework is illustrated with an example concerning the effect of TGF-beta 1 on erythropoiesis. (C) 1998 Published by Elsevier Science Ltd. All rights reserved.

Stochastic Schrodinger equation approach to quantum noise in resonant tunneling current

We apply the quantum trajectory method to current noise in resonant tunneling devices. The results from dynamical simulation are compared with those from unconditional master equation approach. We show that the stochastic Schrodinger equation approach is useful in modeling the dynamical processes in mesoscopic electronic systems.

The modeling of turbulent reactive flows based on multiple mapping conditioning

A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.