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

An Evolutionary Reduction Principle for Mutation Rates at Multiple Loci

A model of mutation rate evolution for multiple loci under arbitrary selection is analyzed. Results are obtained using techniques from Karlin (1982) that overcome the weak selection constraints needed for tractability in prior studies of multilocus event models. A multivariate form of the reduction principle is found: reduction results at individual loci combine topologically to produce a surface of mutation rate alterations that are neutral for a new modifier allele. New mutation rates survive if and only if they fall below this surface - a generalization of the hyperplane found by Zhivotovsky et al. (1994) for a multilocus recombination modifier. Increases in mutation rates at some loci may evolve if compensated for by decreases at other loci. The strength of selection on the modifier scales in proportion to the number of germline cell divisions, and increases with the number of loci affected. Loci that do not make a difference to marginal fitnesses at equilibrium are not subject to the reduction principle, and under fine tuning of mutation rates would be expected to have higher mutation rates than loci in mutation-selection balance. Other results include the nonexistence of 'viability analogous, Hardy-Weinberg' modifier polymorphisms under multiplicative mutation, and the sufficiency of average transmission rates to encapsulate the effect of modifier polymorphisms on the transmission of loci under selection. A conjecture is offered regarding situations, like recombination in the presence of mutation, that exhibit departures from the reduction principle. Constraints for tractability are: tight linkage of all loci, initial fixation at the modifier locus, and mutation distributions comprising transition probabilities of reversible Markov chains.Comment: v3: Final corrections. v2: Revised title, reworked and expanded introductory and discussion sections, added corollaries, new results on modifier polymorphisms, minor corrections. 49 pages, 64 reference

Analytical Solution of a Stochastic Content Based Network Model

We define and completely solve a content-based directed network whose nodes consist of random words and an adjacency rule involving perfect or approximate matches, for an alphabet with an arbitrary number of letters. The analytic expression for the out-degree distribution shows a crossover from a leading power law behavior to a log-periodic regime bounded by a different power law decay. The leading exponents in the two regions have a weak dependence on the mean word length, and an even weaker dependence on the alphabet size. The in-degree distribution, on the other hand, is much narrower and does not show scaling behavior. The results might be of interest for understanding the emergence of genomic interaction networks, which rely, to a large extent, on mechanisms based on sequence matching, and exhibit similar global features to those found here.Comment: 13 pages, 5 figures. Rewrote conclusions regarding the relevance to gene regulation networks, fixed minor errors and replaced fig. 4. Main body of paper (model and calculations) remains unchanged. Submitted for publicatio

Aging to non-Newtonian hydrodynamics in a granular gas

The evolution to the steady state of a granular gas subject to simple shear flow is analyzed by means of computer simulations. It is found that, regardless of its initial preparation, the system reaches (after a transient period lasting a few collisions per particle) a non-Newtonian (unsteady) hydrodynamic regime, even at strong dissipation and for states where the time scale associated with inelastic cooling is shorter than the one associated with the irreversible fluxes. Comparison with a simplified rheological model shows a good agreement.Comment: 6 pages, 4 figures; v2: improved version to be published in EP

Separable and Low-Rank Continuous Games

In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in separable games. We show that these games admit finitely supported Nash equilibria. Motivated by the bounds on the supports of mixed equilibria in two-player finite games in terms of the ranks of the payoff matrices, we define the notion of the rank of an n-player continuous game and use this to provide bounds on the cardinality of the support of equilibrium strategies. We present a general characterization theorem that states that a continuous game has finite rank if and only if it is separable. Using our rank results, we present an efficient algorithm for computing approximate equilibria of two-player separable games with fixed strategy spaces in time polynomial in the rank of the game

Langevin Trajectories between Fixed Concentrations

We consider the trajectories of particles diffusing between two infinite baths of fixed concentrations connected by a channel, e.g. a protein channel of a biological membrane. The steady state influx and efflux of Langevin trajectories at the boundaries of a finite volume containing the channel and parts of the two baths is replicated by termination of outgoing trajectories and injection according to a residual phase space density. We present a simulation scheme that maintains averaged fixed concentrations without creating spurious boundary layers, consistent with the assumed physics

Structure of Extreme Correlated Equilibria: a Zero-Sum Example and its Implications

We exhibit the rich structure of the set of correlated equilibria by analyzing the simplest of polynomial games: the mixed extension of matching pennies. We show that while the correlated equilibrium set is convex and compact, the structure of its extreme points can be quite complicated. In finite games the ratio of extreme correlated to extreme Nash equilibria can be greater than exponential in the size of the strategy spaces. In polynomial games there can exist extreme correlated equilibria which are not finitely supported; we construct a large family of examples using techniques from ergodic theory. We show that in general the set of correlated equilibrium distributions of a polynomial game cannot be described by conditions on finitely many moments (means, covariances, etc.), in marked contrast to the set of Nash equilibria which is always expressible in terms of finitely many moments

Soliton and black hole solutions of su(N) Einstein-Yang-Mills theory in anti-de Sitter space

We present new soliton and hairy black hole solutions of su(N) Einstein-Yang-Mills theory in asymptotically anti-de Sitter space. These solutions are described by N+1 independent parameters, and have N-1 gauge field degrees of freedom. We examine the space of solutions in detail for su(3) and su(4) solitons and black holes. If the magnitude of the cosmological constant is sufficiently large, we find solutions where all the gauge field functions have no zeros. These solutions are of particular interest because we anticipate that at least some of them will be linearly stable.Comment: 15 pages, 20 figures, minor changes, accepted for publication in Physical Review

Efficient Stochastic Simulations of Complex Reaction Networks on Surfaces

Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are negligible and the reaction rates can be evaluated using rate equations, which are based on the mean-field approximation. However, in case that the surface is partitioned into a large number of disconnected microscopic domains, the number of reactants in each domain becomes small and it strongly fluctuates. This is, in fact, the situation in the interstellar medium, where some crucial reactions take place on the surfaces of microscopic dust grains. In this case rate equations fail and the simulation of surface reactions requires stochastic methods such as the master equation. However, in the case of complex reaction networks, the master equation becomes infeasible because the number of equations proliferates exponentially. To solve this problem, we introduce a stochastic method based on moment equations. In this method the number of equations is dramatically reduced to just one equation for each reactive species and one equation for each reaction. Moreover, the equations can be easily constructed using a diagrammatic approach. We demonstrate the method for a set of astrophysically relevant networks of increasing complexity. It is expected to be applicable in many other contexts in which problems that exhibit analogous structure appear, such as surface catalysis in nanoscale systems, aerosol chemistry in stratospheric clouds and genetic networks in cells

Nonlinear viscosity and velocity distribution function in a simple longitudinal flow

A compressible flow characterized by a velocity field $u_x(x,t)=ax/(1+at)$ is analyzed by means of the Boltzmann equation and the Bhatnagar-Gross-Krook kinetic model. The sign of the control parameter (the longitudinal deformation rate $a$) distinguishes between an expansion ($a>0$) and a condensation ($a<0$) phenomenon. The temperature is a decreasing function of time in the former case, while it is an increasing function in the latter. The non-Newtonian behavior of the gas is described by a dimensionless nonlinear viscosity $\eta^*(a^*)$, that depends on the dimensionless longitudinal rate $a^*$. The Chapman-Enskog expansion of $\eta^*$ in powers of $a^*$ is seen to be only asymptotic (except in the case of Maxwell molecules). The velocity distribution function is also studied. At any value of $a^*$, it exhibits an algebraic high-velocity tail that is responsible for the divergence of velocity moments. For sufficiently negative $a^*$, moments of degree four and higher may diverge, while for positive $a^*$ the divergence occurs in moments of degree equal to or larger than eight.Comment: 18 pages (Revtex), including 5 figures (eps). Analysis of the heat flux plus other minor changes added. Revised version accepted for publication in PR