Smoluchowski-Kramers approximation in the case of variable friction

We consider the small mass asymptotics (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The limit of the solution in the classical sense does not exist in this case. We study a modification of the Smoluchowski-Kramers approximation. Some applications of the Smoluchowski-Kramers approximation to problems with fast oscillating or discontinuous coefficients are considered.Comment: already publishe

Compositionality, stochasticity and cooperativity in dynamic models of gene regulation

We present an approach for constructing dynamic models for the simulation of gene regulatory networks from simple computational elements. Each element is called a ``gene gate'' and defines an input/output-relationship corresponding to the binding and production of transcription factors. The proposed reaction kinetics of the gene gates can be mapped onto stochastic processes and the standard ode-description. While the ode-approach requires fixing the system's topology before its correct implementation, expressing them in stochastic pi-calculus leads to a fully compositional scheme: network elements become autonomous and only the input/output relationships fix their wiring. The modularity of our approach allows to pass easily from a basic first-level description to refined models which capture more details of the biological system. As an illustrative application we present the stochastic repressilator, an artificial cellular clock, which oscillates readily without any cooperative effects.Comment: 15 pages, 8 figures. Accepted by the HFSP journal (13/09/07

Nonconventional Large Deviations Theorems

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation

Shaping bursting by electrical coupling and noise

Gap-junctional coupling is an important way of communication between neurons and other excitable cells. Strong electrical coupling synchronizes activity across cell ensembles. Surprisingly, in the presence of noise synchronous oscillations generated by an electrically coupled network may differ qualitatively from the oscillations produced by uncoupled individual cells forming the network. A prominent example of such behavior is the synchronized bursting in islets of Langerhans formed by pancreatic \beta-cells, which in isolation are known to exhibit irregular spiking. At the heart of this intriguing phenomenon lies denoising, a remarkable ability of electrical coupling to diminish the effects of noise acting on individual cells. In this paper, we derive quantitative estimates characterizing denoising in electrically coupled networks of conductance-based models of square wave bursting cells. Our analysis reveals the interplay of the intrinsic properties of the individual cells and network topology and their respective contributions to this important effect. In particular, we show that networks on graphs with large algebraic connectivity or small total effective resistance are better equipped for implementing denoising. As a by-product of the analysis of denoising, we analytically estimate the rate with which trajectories converge to the synchronization subspace and the stability of the latter to random perturbations. These estimates reveal the role of the network topology in synchronization. The analysis is complemented by numerical simulations of electrically coupled conductance-based networks. Taken together, these results explain the mechanisms underlying synchronization and denoising in an important class of biological models

Large deviations for the macroscopic motion of an interface

We study the most probable way an interface moves on a macroscopic scale from an initial to a final position within a fixed time in the context of large deviations for a stochastic microscopic lattice system of Ising spins with Kac interaction evolving in time according to Glauber (non-conservative) dynamics. Such interfaces separate two stable phases of a ferromagnetic system and in the macroscopic scale are represented by sharp transitions. We derive quantitative estimates for the upper and the lower bound of the cost functional that penalizes all possible deviations and obtain explicit error terms which are valid also in the macroscopic scale. Furthermore, using the result of a companion paper about the minimizers of this cost functional for the macroscopic motion of the interface in a fixed time, we prove that the probability of such events can concentrate on nucleations should the transition happen fast enough

Global instability in the Ghil--Sellers model

The Ghil--Sellers model, a diffusive one-dimensional energy balance model of Earth's climate, features---for a considerable range of the parameter descriptive of the intensity of the incoming radiation---two stable climate states, where the bistability results from the celebrated ice-albedo feedback. The warm state is qualitatively similar to the present climate, while the cold state corresponds to snowball conditions. Additionally, in the region of bistability, one can find unstable climate states. We find such unstable states by applying for the first time in a geophysical context the so-called edge tracking method, which has been used for studying multiple coexisting states in shear flows. This method has a great potential for studying the global instabilities in multistable systems, and for providing crucial information on the possibility of transitions when forcing is present. We examine robustness, efficiency, and accuracy properties of the edge tracking algorithm. We find that the procedure is the most efficient when taking a single bisection per cycle. Due to the strong diffusivity of the system, the transient dynamics, is approximately confined to the heteroclininc trajectory, connecting the fixed unstable and stable states, after relatively short transient times. Such a constraint dictates a functional relationship between observables. We characterize such a relationship between the global average temperature and a descriptor of nonequilibrium thermodynamics, the large scale temperature gradient between low and high latitudes. We find that a maximum of the temperature gradient is realized at the same value of the average temperature, about 270 K, largely independent of the strength of incoming solar radiation. Due to this maximum, a transient increase and nonmonotonic evolution of the temperature gradient is possible and not untypical. We also examine the structural properties of the system defined by bifurcation diagrams describing the equilibria depending on a system parameter of interest, here the solar strength. We construct new bifurcation diagrams in terms of quantities relevant for describing thermodynamic properties such as the temperature gradient and the material entropy production due to heat transport. We compare our results for the energy balance model to results for the intermediate complexity general circulation model the Planet Simulator and find an interesting qualitative agreement

Time scales and exponential trends to equilibrium: Gaussian model problems

We review results on the exponential convergence of multi- dimensional Ornstein-Uhlenbeck processes and discuss related notions of characteristic timescales with concrete model systems. We focus, on the one hand, on exit time distributions and provide ecplicit expressions for the exponential rate of the distribution in the small noise limit. On the other hand, we consider relaxation timescales of the process to its equi- librium measured in terms of relative entropy and discuss the connection with exit probabilities. Along these lines, we study examples which il- lustrate specific properties of the relaxation and discuss the possibility of deriving a simulation-based, empirical definition of slow and fast de- grees of freedom which builds upon a partitioning of the relative entropy functional in conjuction with the observed relaxation behaviour