The calculation of rate coefficients is a discipline of nonlinear science of importance to much of physics, chemistry, engineering, and biology. Fifty years after Kramers' seminal paper on thermally activated barrier crossing, the authors report, extend, and interpret much of our current understanding relating to theories of noise-activated escape, for which many of the notable contributions are originating from the communities both of physics and of physical chemistry. Theoretical as well as numerical approaches are discussed for single- and many-dimensional metastable systems (including fields) in gases and condensed phases. The role of many-dimensional transition-state theory is contrasted with Kramers' reaction-rate theory for moderate-to-strong friction; the authors emphasize the physical situation and the close connection between unimolecular rate theory and Kramers' work for weakly damped systems. The rate theory accounting for memory friction is presented, together with a unifying theoretical approach which covers the whole regime of weak-to-moderate-to-strong friction on the same basis (turnover theory). The peculiarities of noise-activated escape in a variety of physically different metastable potential configurations is elucidated in terms of the mean-first-passage-time technique. Moreover, the role and the complexity of escape in driven systems exhibiting possibly multiple, metastable stationary nonequilibrium states is identified. At lower temperatures, quantum tunneling effects start to dominate the rate mechanism. The early quantum approaches as well as the latest quantum versions of Kramers' theory are discussed, thereby providing a description of dissipative escape events at all temperatures. In addition, an attempt is made to discuss prominent experimental work as it relates to Kramers' reaction-rate theory and to indicate the most important areas for future research in theory and experiment.

Reaction-rate theory: fifty years after Kramers

Praise for the Third Edition: "This is one of the best books available. Its excellent organizational structure allows quick reference to specific models and its clear presentation . . . solidifies the understanding of the concepts being presented."IIE Transactions on Operations EngineeringThoroughly revised and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fourth Edition continues to present the basic statistical principles that are necessary to analyze the probabilistic nature of queues. Rather than presenting a narrow focus on the subject, this update illustrates the wide-reaching, fundamental concepts in queueing theory and its applications to diverse areas such as computer science, engineering, business, and operations research.This update takes a numerical approach to understanding and making probable estimations relating to queues, with a comprehensive outline of simple and more advanced queueing models. Newly featured topics of the Fourth Edition include:Retrial queuesApproximations for queueing networksNumerical inversion of transformsDetermining the appropriate number of servers to balance quality and cost of serviceEach chapter provides a self-contained presentation of key concepts and formulae, allowing readers to work with each section independently, while a summary table at the end of the book outlines the types of queues that have been discussed and their results. In addition, two new appendices have been added, discussing transforms and generating functions as well as the fundamentals of differential and difference equations. New examples are now included along with problems that incorporate QtsPlus software, which is freely available via the book's related Web site.With its accessible style and wealth of real-world examples, Fundamentals of Queueing Theory, Fourth Edition is an ideal book for courses on queueing theory at the upper-undergraduate and graduate levels. It is also a valuable resource for researchers and practitioners who analyze congestion in the fields of telecommunications, transportation, aviation, and management science.

Fundamentals of Queueing Theory

Stochastic factors affecting the demography of a single population are analyzed to determine the relative risks of extinction from demographic stochasticity, environmental stochasticity, and random catastrophes. Relative risks are assessed by comparing asymptotic scaling relationships describing how the average time to extinction, T, increases with the carrying capacity of a population, K, under each stochastic factor alone. Stochastic factors are added to a simple model of exponential growth up to K. A critical parameter affecting the extinction dynamics is $$\tilde r,$$ the long-run growth rate of a population below K, including stochastic factors. If r is positive, with demographic stochasticity T increases asymptotically as a nearly exponential function of K, and with either environmental stochasticity or random catastrophes T increases asymptotically as a power of K. If r is negative, under any stochastic demographic factor, T increases asymptotically with the logarithm of K. Thus, for sufficiently...

http://www.math.pitt.edu/~troy/sflood/lande.pdf

Risks of Population Extinction from Demographic and Environmental Stochasticity and Random Catastrophes.

Advanced Mathematical Methods for Scientists and Engineers

Numerical Methods for Scientists and Engineers

We present new asymptotic methods for the analysis of Markov jump processes. The methods, based on the WKB and other singular perturbation techniques, are applied directly to the Kolmogorov equations and not to approximate equations that come e.g. from diffusion approximations. For time homogeneous processes, we construct approximations to the stationary density function and the mean first passage time from a given domain. Examples involving a random walk and a problem in queueing theory are presented to illustrate our methods. For a class of time inhomogeneous processes, we construct long time approximations to the transition probability density function and the probability of large deviations from a stable state. The law of large numbers is obtained as a special case.

An Asymptotic Theory of Large Deviations for Markov Jump Processes

Dynamics of Metapopulations with Demographic Stochasticity and Environmental Catastrophes

Persistence, as measured by time to extinction, is studied in a density dependent population that is subject to small environmental and demographic randomness. Diffusion processes are formally derived from branching processes in constant and random environments. The moment generating function of the extinction time, which satisfies a second order ordinary differential equation, is found asymptotically in the limit of small diffusion and is related to the diffusion limit of the Galton-Watson process and the Ornstein-Uhlenbeck process. Extinction occurs with probability one, though the mean and variance of the extinction time are found to be exponentially large and suggest the extinction time is exponentially distributed. The notion of persistence is compared with other qualitative measures of stability. Four examples are studied and compared.

Persistence in density dependent stochastic populations

We consider an M/G/1 queueing system in which the arrival rate and service time density are functions of a two-state stochastic process. We describe the system by the total unfinished work present and allow the arrival and service rate processes to depend on the current value of the unfinished work. We employ singular perturbation methods to compute asymptotic approximations to the stationary distribution of unfinished work and in particular, compute the stationary probability of an empty queue.

A subjective Bayesian approach to the theory of queues II—Inference and information in M/M/1 queues

We calculate the activation rates of metastable states of general one-dimensional Markov jump processes by calculating mean first-passage times. We employ methods of singular perturbation theory to derive expressions for these rates, utilizing the full Kramers-Moyal expansions for the forward and backward operators in the master equation. We discuss various boundary conditions for the first-passage-time problem, and present some examples. We also discuss the validity of various diffusion approximations to the master equation, and their limitations.

Charles Tier

Papers

An Asymptotic Theory of Large Deviations for Markov Jump Processes

Dynamics of Metapopulations with Demographic Stochasticity and Environmental Catastrophes

Persistence in density dependent stochastic populations

A subjective Bayesian approach to the theory of queues II—Inference and information in M/M/1 queues

Asymptotic solution of the Kramers-Moyal equation and first-passage times for Markov jump processes