Entropy production and coarse-graining in Markov processes

We study the large time fluctuations of entropy production in Markov processes. In particular, we consider the effect of a coarse-graining procedure which decimates {\em fast states} with respect to a given time threshold. Our results provide strong evidence that entropy production is not directly affected by this decimation, provided that it does not entirely remove loops carrying a net probability current. After the study of some examples of random walks on simple graphs, we apply our analysis to a network model for the kinesin cycle, which is an important biomolecular motor. A tentative general theory of these facts, based on Schnakenberg's network theory, is proposed.Comment: 18 pages, 13 figures, submitted for publicatio

Entropy production and coarse-graining in Markov processes

We study the large time fluctuations of entropy production in Markov processes. In particular, we consider the effect of a coarse-graining procedure which decimates {\em fast states} with respect to a given time threshold. Our results provide strong evidence that entropy production is not directly affected by this decimation, provided that it does not entirely remove loops carrying a net probability current. After the study of some examples of random walks on simple graphs, we apply our analysis to a network model for the kinesin cycle, which is an important biomolecular motor. A tentative general theory of these facts, based on Schnakenberg's network theory, is proposed.Comment: 18 pages, 13 figures, submitted for publicatio

Anomalies, absence of local equilibrium and universality in 1-d particles systems

One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the dependence of the behaviour of one dimensional, time reversal invariant, nonequilibrium systems on the parameters defining their microscopic dynamics. In particular, we consider chains of identical oscillators interacting via hard core elastic collisions and harmonic potentials, driven by boundary Nos\'e-Hoover thermostats. Their behaviour mirrors qualitatively that of stochastically driven systems, showing that anomalous properties are typical of physics in one dimension. Chaos, by itslef, does not lead to standard behaviour, since it does not guarantee local thermodynamic equilibrium. A linear relation is found between density fluctuations and temperature profiles. This link and the temporal asymmetry of fluctuations of the main observables are robust against modifications of thermostat parameters and against perturbations of the dynamics.Comment: 26 pages, 16 figures, revised text, two appendices adde

Statistics of trajectories in two-state master equations

We derive a simple expression for the probability of trajectories of a master equation. The expression is particularly useful when the number of states is small and permits the calculation of observables that can be defined as functionals of whole trajectories. We illustrate the method with a two-state master equation, for which we calculate the distribution of the time spent in one state and the distribution of the number of transitions, each in a given time interval. These two expressions are obtained analytically in terms of modified Bessel functions.Comment: 4 pages, 3 figure

Boltzmann entropy and chaos in a large assembly of weakly interacting systems

We introduce a high dimensional symplectic map, modeling a large system consisting of weakly interacting chaotic subsystems, as a toy model to analyze the interplay between single-particle chaotic dynamics and particles interactions in thermodynamic systems. We study the growth with time of the Boltzmann entropy, S_B, in this system as a function of the coarse graining resolution. We show that a characteristic scale emerges, and that the behavior of S_B vs t, at variance with the Gibbs entropy, does not depend on the coarse graining resolution, as far as it is finer than this scale. The interaction among particles is crucial to achieve this result, while the rate of entropy growth depends essentially on the single-particle chaotic dynamics (for t not too small). It is possible to interpret the basic features of the dynamics in terms of a suitable Markov approximation.Comment: 21 pages, 11 figures, submitted to Journal of Statistical Physic

A Universal Lifetime Distribution for Multi-Species Systems

Lifetime distributions of social entities, such as enterprises, products, and media contents, are one of the fundamental statistics characterizing the social dynamics. To investigate the lifetime distribution of mutually interacting systems, simple models having a rule for additions and deletions of entities are investigated. We found a quite universal lifetime distribution for various kinds of inter-entity interactions, and it is well fitted by a stretched-exponential function with an exponent close to 1/2. We propose a "modified Red-Queen" hypothesis to explain this distribution. We also review empirical studies on the lifetime distribution of social entities, and discussed the applicability of the model.Comment: 10 pages, 6 figures, Proceedings of Social Modeling and Simulations + Econophysics Colloquium 201

Scaling Laws in Human Language

Zipf's law on word frequency is observed in English, French, Spanish, Italian, and so on, yet it does not hold for Chinese, Japanese or Korean characters. A model for writing process is proposed to explain the above difference, which takes into account the effects of finite vocabulary size. Experiments, simulations and analytical solution agree well with each other. The results show that the frequency distribution follows a power law with exponent being equal to 1, at which the corresponding Zipf's exponent diverges. Actually, the distribution obeys exponential form in the Zipf's plot. Deviating from the Heaps' law, the number of distinct words grows with the text length in three stages: It grows linearly in the beginning, then turns to a logarithmical form, and eventually saturates. This work refines previous understanding about Zipf's law and Heaps' law in language systems.Comment: 6 pages, 4 figure

Phase Synchronization in Railway Timetables

Timetable construction belongs to the most important optimization problems in public transport. Finding optimal or near-optimal timetables under the subsidiary conditions of minimizing travel times and other criteria is a targeted contribution to the functioning of public transport. In addition to efficiency (given, e.g., by minimal average travel times), a significant feature of a timetable is its robustness against delay propagation. Here we study the balance of efficiency and robustness in long-distance railway timetables (in particular the current long-distance railway timetable in Germany) from the perspective of synchronization, exploiting the fact that a major part of the trains run nearly periodically. We find that synchronization is highest at intermediate-sized stations. We argue that this synchronization perspective opens a new avenue towards an understanding of railway timetables by representing them as spatio-temporal phase patterns. Robustness and efficiency can then be viewed as properties of this phase pattern

A self-organized model for cell-differentiation based on variations of molecular decay rates

Systemic properties of living cells are the result of molecular dynamics governed by so-called genetic regulatory networks (GRN). These networks capture all possible features of cells and are responsible for the immense levels of adaptation characteristic to living systems. At any point in time only small subsets of these networks are active. Any active subset of the GRN leads to the expression of particular sets of molecules (expression modes). The subsets of active networks change over time, leading to the observed complex dynamics of expression patterns. Understanding of this dynamics becomes increasingly important in systems biology and medicine. While the importance of transcription rates and catalytic interactions has been widely recognized in modeling genetic regulatory systems, the understanding of the role of degradation of biochemical agents (mRNA, protein) in regulatory dynamics remains limited. Recent experimental data suggests that there exists a functional relation between mRNA and protein decay rates and expression modes. In this paper we propose a model for the dynamics of successions of sequences of active subnetworks of the GRN. The model is able to reproduce key characteristics of molecular dynamics, including homeostasis, multi-stability, periodic dynamics, alternating activity, differentiability, and self-organized critical dynamics. Moreover the model allows to naturally understand the mechanism behind the relation between decay rates and expression modes. The model explains recent experimental observations that decay-rates (or turnovers) vary between differentiated tissue-classes at a general systemic level and highlights the role of intracellular decay rate control mechanisms in cell differentiation.Comment: 16 pages, 5 figure

Fast flowing populations are not well mixed

In evolutionary dynamics, well-mixed populations are almost always associated with all-to-all interactions; mathematical models are based on complete graphs. In most cases, these models do not predict fixation probabilities in groups of individuals mixed by flows. We propose an analytical description in the fast-flow limit. This approach is valid for processes with global and local selection, and accurately predicts the suppression of selection as competition becomes more local. It provides a modelling tool for biological or social systems with individuals in motion.Comment: 19 pages, 8 figure