Analytical results for a Fokker-Planck equation in the small noise limit

We present analytical results for the lowest cumulants of a stochastic process described by a Fokker-Planck equation with nonlinear drift. We show that, in the limit of small fluctuations, the mean, the variance and the covariance of the process can be expressed in compact form with the help of the Lambert W function. As an application, we discuss the interplay of noise and nonlinearity far from equilibrium.Comment: 5 pages, 4 figure

The Stochastically Subordinated Log Normal Process Applied To Financial Time Series And Option Pricing

The method of stochastic subordination, or random time indexing, has been recently applied to Wiener process price processes to model financial returns. Previous emphasis in stochastic subordination models has involved explicitly identifying the subordinating process with an observable quantity such as number of trades. In contrast, the approach taken here does not depend on the specific identification of the subordinated time variable, but rather assumes a class of time models and estimates parameters from data. In addition, a simple Markov process is proposed for the characteristic parameter of the subordinating distribution to explain the significant autocorrelation of the squared returns. It is shown in particular, that the proposed model, while containing only a few more parameters than the commonly used Wiener process models, fits selected fmancial time series particularly well, characterising the autocorrelation structure and heavy tails, as well as preserving the desirable self-similarity structure present in popular chaos-theoretic models, and the existence of risk-neutral measures necessary for objective derivative valuation

Symmetry Relations for Trajectories of a Brownian Motor

A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function away from thermodynamic equilibrium and concepts such as linear response theory, fluctuation dissipation relations, and detailed balance do not apply. The {\em generalized} fluctuation-dissipation relation, however, states that even under strongly thermodynamically non-equilibrium conditions the ratio of the probability of a transition to the probability of the time-reverse of that transition is the exponent of the change in the internal energy of the system due to the transition. Here, we derive an extension of the generalized fluctuation dissipation theorem for a Brownian motor for the ratio between the probability for the motor to take a forward step and the probability to take a backward step

Enhancement of the stability of genetic switches by overlapping upstream regulatory domains

We study genetic switches formed from pairs of mutually repressing operons. The switch stability is characterised by a well defined lifetime which grows sub-exponentially with the number of copies of the most-expressed transcription factor, in the regime accessible by our numerical simulations. The stability can be markedly enhanced by a suitable choice of overlap between the upstream regulatory domains. Our results suggest that robustness against biochemical noise can provide a selection pressure that drives operons, that regulate each other, together in the course of evolution.Comment: 4 pages, 5 figures, RevTeX

A "partitioned leaping" approach for multiscale modeling of chemical reaction dynamics

We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic framework. The technique correctly accounts for stochastic noise at significantly reduced computational cost, requires the definition of only three model-independent parameters and is particularly well-suited for simulating systems containing widely disparate species populations. We present the theoretical foundations of partitioned leaping, discuss various options for its practical implementation and demonstrate the utility of the method via illustrative examples.Comment: v4: 12 pages, 5 figures, final accepted version. Error found and fixed in Appendi

Stability Properties of Nonhyperbolic Chaotic Attractors under Noise

We study local and global stability of nonhyperbolic chaotic attractors contaminated by noise. The former is given by the maximum distance of a noisy trajectory from the noisefree attractor, while the latter is provided by the minimal escape energy necessary to leave the basin of attraction, calculated with the Hamiltonian theory of large fluctuations. We establish the important and counterintuitive result that both concepts may be opposed to each other. Even when one attractor is globally more stable than another one, it can be locally less stable. Our results are exemplified with the Holmes map, for two different sets of parameter, and with a juxtaposition of the Holmes and the Ikeda maps. Finally, the experimental relevance of these findings is pointed out.Comment: Phys.Rev. Lett., to be publishe

Robust Trapped-Ion Quantum Logic Gates by Continuous Dynamical Decoupling

We introduce a novel scheme that combines phonon-mediated quantum logic gates in trapped ions with the benefits of continuous dynamical decoupling. We demonstrate theoretically that a strong driving of the qubit decouples it from external magnetic-field noise, enhancing the fidelity of two-qubit quantum gates. Moreover, the scheme does not require ground-state cooling, and is inherently robust to undesired ac-Stark shifts. The underlying mechanism can be extended to a variety of other systems where a strong driving protects the quantum coherence of the qubits without compromising the two-qubit couplings.Comment: Slightly longer than the published versio

Sampling rare switching events in biochemical networks

Bistable biochemical switches are ubiquitous in gene regulatory networks and signal transduction pathways. Their switching dynamics, however, are difficult to study directly in experiments or conventional computer simulations, because switching events are rapid, yet infrequent. We present a simulation technique that makes it possible to predict the rate and mechanism of flipping of biochemical switches. The method uses a series of interfaces in phase space between the two stable steady states of the switch to generate transition trajectories in a ratchet-like manner. We demonstrate its use by calculating the spontaneous flipping rate of a symmetric model of a genetic switch consisting of two mutually repressing genes. The rate constant can be obtained orders of magnitude more efficiently than using brute-force simulations. For this model switch, we show that the switching mechanism, and consequently the switching rate, depends crucially on whether the binding of one regulatory protein to the DNA excludes the binding of the other one. Our technique could also be used to study rare events and non-equilibrium processes in soft condensed matter systems.Comment: 9 pages, 6 figures, last page contains supplementary informatio

Mechanical quality factor of a sapphire fiber at cryogenic temperatures

A mechanical quality factor of $1.1 \times 10^{7}$ was obtained for the 199 Hz bending vibrational mode in a monocrystalline sapphire fiber at 6 K. Consequently, we confirm that pendulum thermal noise of cryogenic mirrors used for gravitational wave detectors can be reduced by the sapphire fiber suspension.Comment: To be published to Physiscs Letters A. Number of pages: 10 Number of figures: 5 Number of tables:

Simulation of the effects of increased truck size and weight. Final technical report

Notes: Report covers the period Sept 1977-Nov 1979. Contract amount $135,560Federal Highway Administration, Washington, D.C.http://deepblue.lib.umich.edu/bitstream/2027.42/499/2/43514.0001.001.pd