The asymmetric simple exclusion process: an integrable model for non-equilibrium statistical mechanics

The asymmetric simple exclusion process (ASEP) plays the role of a paradigm in non-equilibrium statistical mechanics. We review exact results for the ASEP obtained by Bethe ansatz and put emphasis on the algebraic properties of this model. The Bethe equations for the eigenvalues of the Markov matrix of the ASEP are derived from the algebraic Bethe ansatz. Using these equations we explain how to calculate the spectral gap of the model and how global spectral properties such as the existence of multiplets can be predicted. An extension of the Bethe ansatz leads to an analytic expression for the large deviation function of the current in the ASEP that satisfies the Gallavotti-Cohen relation. Finally, we describe some variants of the ASEP that are also solvable by Bethe ansatz. Keywords: ASEP, integrable models, Bethe ansatz, large deviations.Comment: 24 pages, 5 figures, published in the "special issue on recent advances in low-dimensional quantum field theories", P. Dorey, G. Dunne and J. Feinberg editor

Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle dies with instantaneous rate $\mu_n$. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics

Synchronization of stochastic hybrid oscillators driven by a common switching environment

Many systems in biology, physics and chemistry can be modeled through ordinary differential equations, which are piecewise smooth, but switch between different states according to a Markov jump process. In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper we suppose that this limit ODE supports a stable limit cycle. We demonstrate that a set of such oscillators can synchronize when they are uncoupled, but they share the same switching Markov jump process. The latter is taken to represent the effect of a common randomly switching environment. We determine the leading order of the Lyapunov coefficient governing the rate of decay of the phase difference in the fast switching limit. The analysis bears some similarities to the classical analysis of synchronization of stochastic oscillators subject to common white noise. However the discrete nature of the Markov jump process raises some difficulties: in fact we find that the Lyapunov coefficient from the quasi-steady-state approximation differs from the Lyapunov coefficient one obtains from a second order perturbation expansion in the waiting time between jumps. Finally, we demonstrate synchronization numerically in the radial isochron clock model and show that the latter Lyapinov exponent is more accurate

Schwinger-Dyson equations in large-N quantum field theories and nonlinear random processes

We propose a stochastic method for solving Schwinger-Dyson equations in large-N quantum field theories. Expectation values of single-trace operators are sampled by stationary probability distributions of the so-called nonlinear random processes. The set of all histories of such processes corresponds to the set of all planar diagrams in the perturbative expansions of the expectation values of singlet operators. We illustrate the method on the examples of the matrix-valued scalar field theory and the Weingarten model of random planar surfaces on the lattice. For theories with compact field variables, such as sigma-models or non-Abelian lattice gauge theories, the method does not converge in the physically most interesting weak-coupling limit. In this case one can absorb the divergences into a self-consistent redefinition of expansion parameters. Stochastic solution of the self-consistency conditions can be implemented as a "memory" of the random process, so that some parameters of the process are estimated from its previous history. We illustrate this idea on the example of two-dimensional O(N) sigma-model. Extension to non-Abelian lattice gauge theories is discussed.Comment: 16 pages RevTeX, 14 figures; v2: Algorithm for the Weingarten model corrected; v3: published versio

Many-server queues with customer abandonment: numerical analysis of their diffusion models

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without service. Two diffusion models are proposed in this paper. They differ in how the patience time distribution is built into them. The first diffusion model uses the patience time density at zero and the second one uses the entire patience time distribution. To analyze these diffusion models, we develop a numerical algorithm for computing the stationary distribution of such a diffusion process. A crucial part of the algorithm is to choose an appropriate reference density. Using a conjecture on the tail behavior of a limit queue length process, we propose a systematic approach to constructing a reference density. With the proposed reference density, the algorithm is shown to converge quickly in numerical experiments. These experiments also show that the diffusion models are good approximations for many-server queues, sometimes for queues with as few as twenty servers

Stability Region of a Slotted Aloha Network with K-Exponential Backoff

Stability region of random access wireless networks is known for only simple network scenarios. The main problem in this respect is due to interaction among queues. When transmission probabilities during successive transmissions change, e.g., when exponential backoff mechanism is exploited, the interactions in the network are stimulated. In this paper, we derive the stability region of a buffered slotted Aloha network with K-exponential backoff mechanism, approximately, when a finite number of nodes exist. To this end, we propose a new approach in modeling the interaction among wireless nodes. In this approach, we model the network with inter-related quasi-birth-death (QBD) processes such that at each QBD corresponding to each node, a finite number of phases consider the status of the other nodes. Then, by exploiting the available theorems on stability of QBDs, we find the stability region. We show that exponential backoff mechanism is able to increase the area of the stability region of a simple slotted Aloha network with two nodes, more than 40\%. We also show that a slotted Aloha network with exponential backoff may perform very near to ideal scheduling. The accuracy of our modeling approach is verified by simulation in different conditions.Comment: 30 pages, 6 figure

Stochastic pump effect and geometric phases in dissipative and stochastic systems

The success of Berry phases in quantum mechanics stimulated the study of similar phenomena in other areas of physics, including the theory of living cell locomotion and motion of patterns in nonlinear media. More recently, geometric phases have been applied to systems operating in a strongly stochastic environment, such as molecular motors. We discuss such geometric effects in purely classical dissipative stochastic systems and their role in the theory of the stochastic pump effect (SPE).Comment: Review. 35 pages. J. Phys. A: Math, Theor. (in press