langevin equation
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2021 ◽  
Author(s):  
Lucy Ham ◽  
Megan Coomer ◽  
Michael P.H. Stumpf

Modelling and simulation of complex biochemical reaction networks form cornerstones of modern biophysics. Many of the approaches developed so far capture temporal fluctuations due to the inherent stochasticity of the biophysical processes, referred to as intrinsic noise. Stochastic fluctuations, however, predominantly stem from the interplay of the network with many other - and mostly unknown - fluctuating processes, as well as with various random signals arising from the extracellular world; these sources contribute extrinsic noise. Here we provide a computational simulation method to probe the stochastic dynamics of biochemical systems subject to both intrinsic and extrinsic noise. We develop an extrinsic chemical Langevin equation - a physically motivated extension of the chemical Langevin equation - to model intrinsically noisy reaction networks embedded in a stochastically fluctuating environment. The extrinsic CLE is a continuous approximation to the Chemical Master Equation (CME) with time-varying propensities. In our approach, noise is incorporated at the level of the CME, and can account for the full dynamics of the exogenous noise process, irrespective of timescales and their mismatches. We show that our method accurately captures the first two moments of the stationary probability density when compared with exact stochastic simulation methods, while reducing the computational runtime by several orders of magnitude. Our approach provides a method that is practical, computationally efficient and physically accurate to study systems that are simultaneously subject to a variety of noise sources.


2021 ◽  
Author(s):  
Jeremy Wilkinson ◽  
John Ellis

Abstract Low temperature surface diffusion is driven by the thermally activated hopping of adatoms between adsorption sites. Helium spin-echo techniques, capable of measuring the sub-picosecond motion of individual adatoms, have enabled the bench-marking of many important adsorbate-substrate properties. The well-known Markovian Langevin equation has emerged as the standard tool for the interpretation of such experimental data, replacing adatom-substrate interactions with stochastic white noise and linear friction. However, the consequences of ignoring the colored noise spectrum and non-linearities inherent to surface systems are not known. Through the computational study of three alternative models of adatom motion, we show that the hopping rate and jump distributions of an adatom are fixed to within a few percent by the potential energy surface and a new generalized energy exchange rate parameter alone, independent of the model used. This result justifies the use of the Markovian Langevin equation, regardless of the true statistical nature of adatom forces, provided results are quoted in terms of the new energy exchange rate parameter. Moreover, numerous mechanisms for the effect of noise correlations and non-linear friction on the energy exchange rate are proposed which likely contribute to activated surface diffusion and activated processes more generally.


Author(s):  
Loris Di Cairano

Abstract We recast the Zwanzig's derivation of a non linear generalized Langevin equation (GLE) for a heavy particle interacting with a heat bath in a more general framework showing that it is necessary to readjust the Zwanzig's definitions of the kernel matrix and noise vector in the GLE in order to be able performing consistently the continuum limit. As shown by Zwanzig, the non linear feature of the resulting GLE is due to the non linear dependence of the equilibrium map by the heavy particle variables. Such an equilibrium map represents the global equilibrium configuration of the heat bath particles for a fixed (instantaneous) configuration of the system. Following the same derivation of the GLE, we show that a deeper investigation of the equilibrium map, considered in the Zwanzig's Hamiltonian, is necessary. Moreover, we discuss how to get an equilibrium map given a general interaction potential. Finally, we provide a renormalization procedure which allows to divide the dependence of the equilibrium map by coupling coefficient from the dependence by the system variables yielding a more rigorous mathematical structure of the non linear GLE.


2021 ◽  
Vol 2021 (12) ◽  
pp. 123204
Author(s):  
Benjamin De Bruyne ◽  
Satya N Majumdar ◽  
Henri Orland ◽  
Grégory Schehr

Abstract We propose a method to exactly generate Brownian paths x c (t) that are constrained to return to the origin at some future time t f , with a given fixed area A f = ∫ 0 t f d t x c ( t ) under their trajectory. We derive an exact effective Langevin equation with an effective force that accounts for the constraint. In addition, we develop the corresponding approach for discrete-time random walks, with arbitrary jump distributions including Lévy flights, for which we obtain an effective jump distribution that encodes the constraint. Finally, we generalise our method to other types of dynamical constraints such as a fixed occupation time on the positive axis T f = ∫ 0 t f d t Θ x c ( t ) or a fixed generalised quadratic area A f = ∫ 0 t f d t x c 2 ( t ) .


Author(s):  
Aleksandr Petrosyan ◽  
Alessio Zaccone

Abstract We show how a relativistic Langevin equation can be derived from a Lorentz-covariant version of the Caldeira-Leggett particle-bath Lagrangian. In one of its limits, we identify the obtained equation with the Langevin equation used in contemporary extensions of statistical mechanics to the near-light-speed motion of a tagged particle in non-relativistic dissipative fluids. The proposed framework provides a more rigorous and first-principles form of the weakly-relativistic and partially-relativistic Langevin equations often quoted or postulated as ansatz in previous works. We then refine the aforementioned results to obtain a generalized Langevin equation valid for the case of both fully-relativistic particle and bath, using an analytical approximation obtained from numerics where the Fourier modes of the bath are systematically replaced with covariant plane-wave forms with a length-scale relativistic correction that depends on the space-time trajectory in a parabolic way. We discuss the implications of the apparent breaking of space-time translation and parity invariance, showing that these effects are not necessarily in contradiction with the assumptions of statistical mechanics. The intrinsically non-Markovian character of the fully relativistic generalised Langevin equation derived here, and of the associated fluctuation-dissipation theorem, is also discussed.


2021 ◽  
Vol 12 (1) ◽  
Author(s):  
Mikhail Genkin ◽  
Owen Hughes ◽  
Tatiana A. Engel

AbstractMany complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their function. However, dynamics are often inaccessible directly and can be only gleaned through a stochastic observation process, which makes the inference challenging. Here we present a non-parametric framework for inferring the Langevin equation, which explicitly models the stochastic observation process and non-stationary latent dynamics. The framework accounts for the non-equilibrium initial and final states of the observed system and for the possibility that the system’s dynamics define the duration of observations. Omitting any of these non-stationary components results in incorrect inference, in which erroneous features arise in the dynamics due to non-stationary data distribution. We illustrate the framework using models of neural dynamics underlying decision making in the brain.


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