Stochastic processes with distributed delays: chemical Langevin equation and linear-noise approximation

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed auto-inhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.Comment: 21 pages, 7 figure

Generating functionals and Gaussian approximations for interruptible delay reactions

We develop a generating functional description of the dynamics of non-Markovian individual-based systems, in which delay reactions can be terminated before completion. This generalises previous work in which a path-integral approach was applied to dynamics in which delay reactions complete with certainty. We construct a more widely applicable theory, and from it we derive Gaussian approximations of the dynamics, valid in the limit of large, but finite population sizes. As an application of our theory we study predator-prey models with delay dynamics due to gestation or lag periods to reach the reproductive age. In particular we focus on the effects of delay on noise-induced cycles.Comment: 18 pages, 4 figure

Pattern formation in individual-based systems with time-varying parameters

We study the patterns generated in finite-time sweeps across symmetry-breaking bifurcations in individual-based models. Similar to the well-known Kibble-Zurek scenario of defect formation, large-scale patterns are generated when model parameters are varied slowly, whereas fast sweeps produce a large number of small domains. The symmetry breaking is triggered by intrinsic noise, originating from the discrete dynamics at the micro-level. Based on a linear-noise approximation, we calculate the characteristic length scale of these patterns. We demonstrate the applicability of this approach in a simple model of opinion dynamics, a model in evolutionary game theory with a time-dependent fitness structure, and a model of cell differentiation. Our theoretical estimates are confirmed in simulations. In further numerical work, we observe a similar phenomenon when the symmetry-breaking bifurcation is triggered by population growth.Comment: 16 pages, 9 figures. Published version. Corrected missing appendix link from previous versio

Complexity measures, emergence, and multiparticle correlations

We study correlation measures for complex systems. First, we investigate some recently proposed measures based on information geometry. We show that these measures can increase under local transformations as well as under discarding particles, thereby questioning their interpretation as a quantifier for complexity or correlations. We then propose a refined definition of these measures, investigate its properties and discuss its numerical evaluation. As an example, we study coupled logistic maps and study the behavior of the different measures for that case. Finally, we investigate other local effects during the coarse graining of the complex system.Comment: 13 pages, 5 figures, accepted by Phys. Rev.

Consensus and diversity in multi-state noisy voter models

We study a variant of the voter model with multiple opinions; individuals can imitate each other and also change their opinion randomly in mutation events. We focus on the case of a population with all-to-all interaction. A noise-driven transition between regimes with multi-modal and unimodal stationary distributions is observed. In the former, the population is mostly in consensus states; in the latter opinions are mixed. We derive an effective death-birth process, describing the dynamics from the perspective of one of the opinions, and use it to analytically compute marginals of the stationary distribution. These calculations are exact for models with homogeneous imitation and mutation rates, and an approximation if rates are heterogeneous. Our approach can be used to characterize the noise-driven transition and to obtain mean switching times between consensus states.Comment: 14 pages, 8 figure