A primer on noise-induced transitions in applied dynamical systems

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in large behavioral changes such as transitions between or escapes from quasi-stable states. These transitions can correspond to critical events such as failures or extinctions that make them essential phenomena to understand and quantify, despite the fact that their occurrence is rare. This article will provide an overview of the theory underlying the dynamics of rare events for stochastic models along with some example applications

On the effect of heterogeneity in stochastic interacting-particle systems

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show that particle heterogeneity can enhance or decrease the collective fluctuations depending on the system, and that it is possible to infer the degree and the form of the heterogeneity distribution in the system by measuring only global variables and their fluctuations

Effects of Noise on Ecological Invasion Processes: Bacteriophage-mediated Competition in Bacteria

Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to a more vulnerable resident species, is one of the principle driving forces influencing biodiversity in nature. Using an experimental system of bacteriophage-mediated competition in bacterial populations and a deterministic model, we have shown in [Joo et al 2005] that the competitive advantage conferred by the phage depends only on the relative phage pathology and is independent of the initial phage concentration and other phage and host parameters such as the infection-causing contact rate, the spontaneous and infection-induced lysis rates, and the phage burst size. Here we investigate the effects of stochastic fluctuations on bacterial invasion facilitated by bacteriophage, and examine the validity of the deterministic approach. We use both numerical and analytical methods of stochastic processes to identify the source of noise and assess its magnitude. We show that the conclusions obtained from the deterministic model are robust against stochastic fluctuations, yet deviations become prominently large when the phage are more pathological to the invading bacterial strain.Comment: 39 pages, 7 figure

Noise-induced synchronization and anti-resonance in excitable systems; Implications for information processing in Parkinson's Disease and Deep Brain Stimulation

We study the statistical physics of a surprising phenomenon arising in large networks of excitable elements in response to noise: while at low noise, solutions remain in the vicinity of the resting state and large-noise solutions show asynchronous activity, the network displays orderly, perfectly synchronized periodic responses at intermediate level of noise. We show that this phenomenon is fundamentally stochastic and collective in nature. Indeed, for noise and coupling within specific ranges, an asymmetry in the transition rates between a resting and an excited regime progressively builds up, leading to an increase in the fraction of excited neurons eventually triggering a chain reaction associated with a macroscopic synchronized excursion and a collective return to rest where this process starts afresh, thus yielding the observed periodic synchronized oscillations. We further uncover a novel anti-resonance phenomenon: noise-induced synchronized oscillations disappear when the system is driven by periodic stimulation with frequency within a specific range. In that anti-resonance regime, the system is optimal for measures of information capacity. This observation provides a new hypothesis accounting for the efficiency of Deep Brain Stimulation therapies in Parkinson's disease, a neurodegenerative disease characterized by an increased synchronization of brain motor circuits. We further discuss the universality of these phenomena in the class of stochastic networks of excitable elements with confining coupling, and illustrate this universality by analyzing various classical models of neuronal networks. Altogether, these results uncover some universal mechanisms supporting a regularizing impact of noise in excitable systems, reveal a novel anti-resonance phenomenon in these systems, and propose a new hypothesis for the efficiency of high-frequency stimulation in Parkinson's disease

Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system

We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.Comment: 14 pages, 9 figure

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