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Heterogeneity in gene expression across isogenic cell populations can give rise to phenotypic diversity, even when cells are in homogenous environments. This diversity arises from the discrete, stochastic nature of biochemical reactions,…

Quantitative Methods · Quantitative Biology 2017-08-31 Zachary Fox , Brian Munsky

Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…

Statistical Mechanics · Physics 2024-02-20 Lukas Ramlow , Benjamin Lindner

We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…

Computational Physics · Physics 2011-09-02 R. K. Brojen Singh

The discrete chemical master equation (dCME) provides a fundamental framework for studying stochasticity in mesoscopic networks. Because of the multi-scale nature of many networks where reaction rates have large disparity, directly solving…

Quantitative Methods · Quantitative Biology 2017-07-27 Youfang Cao , Anna Terebus , Jie Liang

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

Populations and Evolution · Quantitative Biology 2017-02-16 Ivo Siekmann , Michael Bengfort , Horst Malchow

We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that…

Statistical Mechanics · Physics 2015-05-13 Yuval B. Simons , Baruch Meerson

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

The aim of this article is relating the chemical master equation (CME) to the illness-death model for chronic diseases. We show that a recently developed differential equation for the prevalence directly follows from the CME. As an…

Biological Physics · Physics 2024-04-12 Ralph Brinks

The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…

Statistical Mechanics · Physics 2007-05-23 R. Kawai , X. Sailer , L. Schimansky-Geier , C. Van den Broeck

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…

Statistical Mechanics · Physics 2020-06-22 Marco Bianucci , Riccardo Mannella

Capturing uncertainty in models of complex dynamical systems is crucial to designing safe controllers. Stochastic noise causes aleatoric uncertainty, whereas imprecise knowledge of model parameters leads to epistemic uncertainty. Several…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

We consider the stability and the input-output analysis problems of a class of large-scale hybrid systems composed of continuous dynamics coupled with discrete dynamics defined over finite alphabets, e.g., deterministic finite state…

Optimization and Control · Mathematics 2018-03-05 Murat Cubuktepe , Mohamadreza Ahmadi , Ufuk Topcu , Brandon Hencey

The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

We find that discrete noise of inhibiting (signal) molecules can greatly delay the extinction of plasmids in a plasmid replication system: a prototypical biochemical regulatory network. We calculate the probability distribution of the…

Molecular Networks · Quantitative Biology 2016-10-06 Michael Assaf , Baruch Meerson

A detailed analysis of the quantum diffusive Stochastic Master Equation (SME) for qubit/cavity systems with dispersive coupling is provided. This analysis incorporates classical input signals and output signals (measurement outcomes through…

Quantum Physics · Physics 2026-04-01 Pierre Rouchon

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

We study the effects of intrinsic noise on chemical reaction systems, which in the deterministic limit approach a limit cycle in an oscillatory manner. Previous studies of systems with an oscillatory approach to a fixed point have shown…

Statistical Mechanics · Physics 2015-05-13 Richard P. Boland , Tobias Galla , Alan J. McKane