Generalized Fokker-Planck equation, Brownian motion, and ergodicity

Microscopic theory of Brownian motion of a particle of mass $M$ in a bath of molecules of mass $m\ll M$ is considered beyond lowest order in the mass ratio $m/M$. The corresponding Langevin equation contains nonlinear corrections to the dissipative force, and the generalized Fokker-Planck equation involves derivatives of order higher than two. These equations are derived from first principles with coefficients expressed in terms of correlation functions of microscopic force on the particle. The coefficients are evaluated explicitly for a generalized Rayleigh model with a finite time of molecule-particle collisions. In the limit of a low-density bath, we recover the results obtained previously for a model with instantaneous binary collisions. In general case, the equations contain additional corrections, quadratic in bath density, originating from a finite collision time. These corrections survive to order $(m/M)^2$ and are found to make the stationary distribution non-Maxwellian. Some relevant numerical simulations are also presented

Stochastic dynamics beyond the weak coupling limit: thermalization

We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized fluctuation-dissipation relations are derived and shown to ensure convergence to thermal equilibrium at any order of perturbation theory.Comment: 6+ page

Relaxation Phenomena in a System of Two Harmonic Oscillators

We study the process by which quantum correlations are created when an interaction Hamiltonian is repeatedly applied to a system of two harmonic oscillators for some characteristic time interval. We show that, for the case where the oscillator frequencies are equal, the initial Maxwell-Boltzmann distributions of the uncoupled parts evolve to a new equilibrium Maxwell-Boltzmann distribution through a series of transient Maxwell-Boltzmann distributions. Further, we discuss why the equilibrium reached when the two oscillator frequencies are unequal, is not a thermal one. All the calculations are exact and the results are obtained through an iterative process, without using perturbation theory.Comment: 22 pages, 6 Figures, Added contents, to appear in PR

How accurate are the non-linear chemical Fokker-Planck and chemical Langevin equations?

The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order $\Omega^{-3/2}$ for reaction systems which do not obey detailed balance and at least accurate to order $\Omega^{-2}$ for systems obeying detailed balance, where $\Omega$ is the characteristic size of the system. Hence the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order $\Omega^{-1/2}$ and variance estimates accurate to order $\Omega^{-3/2}$. This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.Comment: 39 pages, 3 figures, accepted for publication in J. Chem. Phy

Stochastic oscillations in models of epidemics on a network of cities

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of $n$ cities. In the model a fraction $f_{jk}$ of individuals from city $k$ commute to city $j$, where they may infect, or be infected by, others. Starting from a continuous time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: a unique non-trivial fixed point always exists and has the feature that the fraction of susceptible, infected and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: all oscillations have a single frequency, equal to that found in the one city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.Comment: 13 pages, 7 figure

Fluctuation spectrum of quasispherical membranes with force-dipole activity

The fluctuation spectrum of a quasi-spherical vesicle with active membrane proteins is calculated. The activity of the proteins is modeled as the proteins pushing on their surroundings giving rise to non-local force distributions. Both the contributions from the thermal fluctuations of the active protein densities and the temporal noise in the individual active force distributions of the proteins are taken into account. The noise in the individual force distributions is found to become significant at short wavelengths.Comment: 9 pages, 2 figures, minor changes and addition

On Nonlinear Diffusion with Multiplicative Noise

Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall. Two different universality classes, corresponding to the cases of an ``upper'' and a ``lower'' wall, are identified and their critical properties are characterized. While the lower wall problem can be understood by applying the knowledge of linear diffusion with multiplicative noise, the upper wall problem exhibits an anomaly due to nontrivial dynamics in the vicinity of the wall. Broad power-law distribution is obtained throughout the bound phase.Comment: 4 pages, LaTeX, text and figures also available at http://matisse.ucsd.edu/~hw

Field theoretic formulation of a mode-coupling equation for colloids

The only available quantitative description of the slowing down of the dynamics upon approaching the glass transition has been, so far, the mode-coupling theory, developed in the 80's by G\"otze and collaborators. The standard derivation of this theory does not result from a systematic expansion. We present a field theoretic formulation that arrives at very similar mode-coupling equation but which is based on a variational principle and on a controlled expansion in a small dimensioneless parameter. Our approach applies to such physical systems as colloids interacting via a mildly repulsive potential. It can in principle, with moderate efforts, be extended to higher orders and to multipoint correlation functions

Cluster approximations for infection dynamics on random networks

In this paper, we consider a simple stochastic epidemic model on large regular random graphs and the stochastic process that corresponds to this dynamics in the standard pair approximation. Using the fact that the nodes of a pair are unlikely to share neighbors, we derive the master equation for this process and obtain from the system size expansion the power spectrum of the fluctuations in the quasi-stationary state. We show that whenever the pair approximation deterministic equations give an accurate description of the behavior of the system in the thermodynamic limit, the power spectrum of the fluctuations measured in long simulations is well approximated by the analytical power spectrum. If this assumption breaks down, then the cluster approximation must be carried out beyond the level of pairs. We construct an uncorrelated triplet approximation that captures the behavior of the system in a region of parameter space where the pair approximation fails to give a good quantitative or even qualitative agreement. For these parameter values, the power spectrum of the fluctuations in finite systems can be computed analytically from the master equation of the corresponding stochastic process.Comment: the notation has been changed; Ref. [26] and a new paragraph in Section IV have been adde

Steady-state fluctuations of a genetic feedback loop:an exact solution

Genetic feedback loops in cells break detailed balance and involve bimolecular reactions; hence exact solutions revealing the nature of the stochastic fluctuations in these loops are lacking. We here consider the master equation for a gene regulatory feedback loop: a gene produces protein which then binds to the promoter of the same gene and regulates its expression. The protein degrades in its free and bound forms. This network breaks detailed balance and involves a single bimolecular reaction step. We provide an exact solution of the steady-state master equation for arbitrary values of the parameters, and present simplified solutions for a number of special cases. The full parametric dependence of the analytical non-equilibrium steady-state probability distribution is verified by direct numerical solution of the master equations. For the case where the degradation rate of bound and free protein is the same, our solution is at variance with a previous claim of an exact solution (Hornos et al, Phys. Rev. E {\bf 72}, 051907 (2005) and subsequent studies). We show explicitly that this is due to an unphysical formulation of the underlying master equation in those studies.Comment: 31 pages, 3 figures. Accepted for publication in the Journal of Chemical Physics (2012