Related papers: A simple algorithm based on fluctuations to play t…
We show that the correlated stochastic fluctuation of the friction coefficient can give rise to long-range directional motion of a particle undergoing Brownian random walk in a constant periodic energy potential landscape. The occurrence of…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…
This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed, which is called the Shifted Brownian Fluctuation Process to predict…
Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…
Comprehensive and predictive simulation of coupled reaction networks has long been a goal of biology and other fields. Currently, metabolic network models that utilize enzyme mass action kinetics have predictive power but are limited in…
Biological molecular machines are enzymes that simultaneously catalyze two processes, one donating free energy and second accepting it. Recent studies show that most native protein enzymes have a rich stochastic dynamics that often…
Biological molecular machines are bifunctional enzymes that catalyze two processes: one donating free energy and the other accepting it. Recent studies show that most protein enzymes have rich stochastic dynamics of transitions between the…
Bacteria live in environments that are continuously fluctuating and changing. Exploiting any predictability of such fluctuations can lead to an increased fitness. On longer timescales bacteria can "learn" the structure of these fluctuations…
Emergence, optimization and stability of a motor-like motion in a fluctuating environment are analyzed. The emergence of motion is shown to be a general phenomenon. A motor converges to the state with the minimum of effective temperature…
Two losing games, when alternated in a periodic or random fashion, can produce a winning game. This paradox occurs in a family of stochastic processes: if one combines two or more dynamics where a given quantity decreases, the result can be…
In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…
Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…
We study models of regulatory breakup, in the spirit of Strong and Fouque [Ann. Finance 7 (2011) 349-374] but with a fluctuating number of companies. An important class of market models is based on systems of competing Brownian particles:…
A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is…
Chemically active colloids or enzymes cluster into dense droplets driven by their phoretic response to collectively generated chemical gradients. Employing Brownian dynamics simulation techniques, our study of the dynamics of such a…
A protein undergoes conformational dynamics with multiple time scales, which results in fluctuating enzyme activities. Recent studies in single molecule enzymology have observe this "age-old" dynamic disorder phenomenon directly. However,…
Enzyme kinetics has historically been described by deterministic models, with the Michaelis-Menten (MM) equation serving as a paradigm. However, recent experimental and theoretical advances have made it clear that stochastic fluctuations,…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependency, considered as an intermediate step between the standard Brownian motion (Bm) and the…