An "All Possible Steps" Approach to the Accelerated Use of Gillespie's Algorithm

Many physical and biological processes are stochastic in nature. Computational models and simulations of such processes are a mathematical and computational challenge. The basic stochastic simulation algorithm was published by D. Gillespie about three decades ago [D.T. Gillespie, J. Phys. Chem. {\bf 81}, 2340, (1977)]. Since then, intensive work has been done to make the algorithm more efficient in terms of running time. All accelerated versions of the algorithm are aimed at minimizing the running time required to produce a stochastic trajectory in state space. In these simulations, a necessary condition for reliable statistics is averaging over a large number of simulations. In this study I present a new accelerating approach which does not alter the stochastic algorithm, but reduces the number of required runs. By analysis of collected data I demonstrate high precision levels with fewer simulations. Moreover, the suggested approach provides a good estimation of statistical error, which may serve as a tool for determining the number of required runs.Comment: Accepted for publication at the Journal of Chemical Physics. 19 pages, including 2 Tables and 4 Figure

Exit times in non-Markovian drifting continuous-time random walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.Comment: 9 pages, 3 color plots, two-column revtex 4; new Appendix and references adde

Stochastic Chemical Reactions in Micro-domains

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a master-diffusion equation for the joint probability density of a mobile reactant and the number of bound substrate in a confined domain. We use the equation to calculate the fluctuations in the number of bound substrate molecules as a function of initial reactant distribution. A second model is presented based on a Markov description of the binding and unbinding and on the mean first passage time of a molecule to a small portion of the boundary. These models can be used for the description of noise due to gating of ionic channels by random binding and unbinding of ligands in biological sensor cells, such as olfactory cilia, photo-receptors, hair cells in the cochlea.Comment: 33 pages, Journal Chemical Physic

Supersymmetry solution for finitely extensible dumbbell model

Exact relaxation times and eigenfunctions for a simple mechanical model of polymer dynamics are obtained using supersymmetry methods of quantum mechanics. The model includes the finite extensibility of the molecule and does not make use of the self-consistently averaging approximation. The finite extensibility reduces the relaxation times when compared to a linear force. The linear viscoelastic behaviour is obtained in the form of the ``generalized Maxwell model''. Using these results, a numerical integration scheme is proposed in the presence of a given flow kinematics.Comment: 5 pages, 2 figure

Minimal Absent Words in Prokaryotic and Eukaryotic Genomes

Minimal absent words have been computed in genomes of organisms from all domains of life. Here, we explore different sets of minimal absent words in the genomes of 22 organisms (one archaeota, thirteen bacteria and eight eukaryotes). We investigate if the mutational biases that may explain the deficit of the shortest absent words in vertebrates are also pervasive in other absent words, namely in minimal absent words, as well as to other organisms. We find that the compositional biases observed for the shortest absent words in vertebrates are not uniform throughout different sets of minimal absent words. We further investigate the hypothesis of the inheritance of minimal absent words through common ancestry from the similarity in dinucleotide relative abundances of different sets of minimal absent words, and find that this inheritance may be exclusive to vertebrates

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

Economical (k,m)-threshold controlled quantum teleportation

We study a (k,m)-threshold controlling scheme for controlled quantum teleportation. A standard polynomial coding over GF(p) with prime p > m-1 needs to distribute a d-dimensional qudit with d >= p to each controller for this purpose. We propose a scheme using m qubits (two-dimensional qudits) for the controllers' portion, following a discussion on the benefit of a quantum control in comparison to a classical control of a quantum teleportation.Comment: 11 pages, 2 figures, v2: minor revision, discussions improved, an equation corrected in procedure (A) of section 4.3, v3: major revision, protocols extended, citations added, v4: minor grammatical revision, v5: minor revision, discussions extende

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

Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials

We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi process.Comment: 17 pages, 4 figure