Stochastic Processes in Physics and Chemistry
TL;DR: Van Kampen as mentioned in this paper provides an extensive graduate-level introduction which is clear, cautious, interesting and readable, and could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes.
Abstract: N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.
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TL;DR: This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic, including microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models.
Abstract: Since the subject of traffic dynamics has captured the interest of physicists, many surprising effects have been revealed and explained. Some of the questions now understood are the following: Why are vehicles sometimes stopped by ``phantom traffic jams'' even though drivers all like to drive fast? What are the mechanisms behind stop-and-go traffic? Why are there several different kinds of congestion, and how are they related? Why do most traffic jams occur considerably before the road capacity is reached? Can a temporary reduction in the volume of traffic cause a lasting traffic jam? Under which conditions can speed limits speed up traffic? Why do pedestrians moving in opposite directions normally organize into lanes, while similar systems ``freeze by heating''? All of these questions have been answered by applying and extending methods from statistical physics and nonlinear dynamics to self-driven many-particle systems. This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic. These include microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models. Attention is also paid to the formulation of a micro-macro link, to aspects of universality, and to other unifying concepts, such as a general modeling framework for self-driven many-particle systems, including spin systems. While the primary focus is upon vehicle and pedestrian traffic, applications to biological or socio-economic systems such as bacterial colonies, flocks of birds, panics, and stock market dynamics are touched upon as well.
3,117 citations
TL;DR: Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.
Abstract: Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation–dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production. (Some figures may appear in colour only in the online journal) This article was invited by Erwin Frey.
2,834 citations
Cites background from "Stochastic Processes in Physics and..."
...Therefore, they hold for any kind of stochastic dynamics, in particular, for a master equation type of dynamics [210, 211] on a discrete set of states {n}, see figure 3....
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TL;DR: This paper reviews formalisms that have been employed in mathematical biology and bioinformatics to describe genetic regulatory systems, in particular directed graphs, Bayesian networks, Boolean networks and their generalizations, ordinary and partial differential equations, qualitative differential equation, stochastic equations, and so on.
Abstract: The spatiotemporal expression of genes in an organism is determined by regulatory systems that involve a large number of genes connected through a complex network of interactions. As an intuitive understanding of the behavior of these systems is hard to obtain, computer tools for the modeling and simulation of genetic regulatory networks will be indispensable. This report reviews formalisms that have been employed in mathematical biology and bioinformatics to describe genetic regulatory systems, in particular directed graphs, Bayesian networks, ordinary and partial differential equations, stochastic equations, Boolean networks and their generalizations, qualitative differential equations, and rule-based formalisms. In addition, the report discusses how these formalisms have been used in the modeling and simulation of regulatory systems.
2,739 citations
Additional excerpts
...0, gives the master equation (van Kampen, 1997): @ @t p.X ; t / D mX jD1 ....
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...Under certain conditions, the master equation can be approximated by stochastic differential equations, so-called Langevin equations, that consist of a deterministic ODE of the type (5) extended with a noise term (Gillespie, 2000; Nicolis and Prigogine, 1977; van Kampen, 1997)....
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23 Oct 2011
TL;DR: The degree distribution, twopoint correlations, and clustering are the studied topological properties and an evolution of networks is studied to shed light on the influence the dynamics has on the network topology.
Abstract: Networks have become a general concept to model the structure of arbitrary relationships among entities. The framework of a network introduces a fundamentally new approach apart from ‘classical’ structures found in physics to model the topology of a system. In the context of networks fundamentally new topological effects can emerge and lead to a class of topologies which are termed ‘complex networks’. The concept of a network successfully models the static topology of an empirical system, an arbitrary model, and a physical system. Generally networks serve as a host for some dynamics running on it in order to fulfill a function. The question of the reciprocal relationship among a dynamical process on a network and its topology is the context of this Thesis. This context is studied in both directions. The network topology constrains or enhances the dynamics running on it, while the reciprocal interaction is of the same importance. Networks are commonly the result of an evolutionary process, e.g. protein interaction networks from biology. Within such an evolution the dynamics shapes the underlying network topology with respect to an optimal achievement of the function to perform. Answering the question what the influence on a dynamics of a particular topological property has requires the accurate control over the topological properties in question. In this Thesis the degree distribution, twopoint correlations, and clustering are the studied topological properties. These are motivated by the ubiquitous presence and importance within almost all empirical networks. An analytical framework to measure and to control such quantities of networks along with numerical algorithms to generate them is developed in a first step. Networks with the examined topological properties are then used to reveal their impact on two rather general dynamics on networks. Finally, an evolution of networks is studied to shed light on the influence the dynamics has on the network topology.
2,720 citations
TL;DR: Stochasticity in gene expression can provide the flexibility needed by cells to adapt to fluctuating environments or respond to sudden stresses, and a mechanism by which population heterogeneity can be established during cellular differentiation and development.
Abstract: Genetically identical cells exposed to the same environmental conditions can show significant variation in molecular content and marked differences in phenotypic characteristics. This variability is linked to stochasticity in gene expression, which is generally viewed as having detrimental effects on cellular function with potential implications for disease. However, stochasticity in gene expression can also be advantageous. It can provide the flexibility needed by cells to adapt to fluctuating environments or respond to sudden stresses, and a mechanism by which population heterogeneity can be established during cellular differentiation and development.
2,381 citations
References
More filters
TL;DR: This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic, including microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models.
Abstract: Since the subject of traffic dynamics has captured the interest of physicists, many surprising effects have been revealed and explained. Some of the questions now understood are the following: Why are vehicles sometimes stopped by ``phantom traffic jams'' even though drivers all like to drive fast? What are the mechanisms behind stop-and-go traffic? Why are there several different kinds of congestion, and how are they related? Why do most traffic jams occur considerably before the road capacity is reached? Can a temporary reduction in the volume of traffic cause a lasting traffic jam? Under which conditions can speed limits speed up traffic? Why do pedestrians moving in opposite directions normally organize into lanes, while similar systems ``freeze by heating''? All of these questions have been answered by applying and extending methods from statistical physics and nonlinear dynamics to self-driven many-particle systems. This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic. These include microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models. Attention is also paid to the formulation of a micro-macro link, to aspects of universality, and to other unifying concepts, such as a general modeling framework for self-driven many-particle systems, including spin systems. While the primary focus is upon vehicle and pedestrian traffic, applications to biological or socio-economic systems such as bacterial colonies, flocks of birds, panics, and stock market dynamics are touched upon as well.
3,117 citations
TL;DR: Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.
Abstract: Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation–dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production. (Some figures may appear in colour only in the online journal) This article was invited by Erwin Frey.
2,834 citations
TL;DR: This paper reviews formalisms that have been employed in mathematical biology and bioinformatics to describe genetic regulatory systems, in particular directed graphs, Bayesian networks, Boolean networks and their generalizations, ordinary and partial differential equations, qualitative differential equation, stochastic equations, and so on.
Abstract: The spatiotemporal expression of genes in an organism is determined by regulatory systems that involve a large number of genes connected through a complex network of interactions. As an intuitive understanding of the behavior of these systems is hard to obtain, computer tools for the modeling and simulation of genetic regulatory networks will be indispensable. This report reviews formalisms that have been employed in mathematical biology and bioinformatics to describe genetic regulatory systems, in particular directed graphs, Bayesian networks, ordinary and partial differential equations, stochastic equations, Boolean networks and their generalizations, qualitative differential equations, and rule-based formalisms. In addition, the report discusses how these formalisms have been used in the modeling and simulation of regulatory systems.
2,739 citations
23 Oct 2011
TL;DR: The degree distribution, twopoint correlations, and clustering are the studied topological properties and an evolution of networks is studied to shed light on the influence the dynamics has on the network topology.
Abstract: Networks have become a general concept to model the structure of arbitrary relationships among entities. The framework of a network introduces a fundamentally new approach apart from ‘classical’ structures found in physics to model the topology of a system. In the context of networks fundamentally new topological effects can emerge and lead to a class of topologies which are termed ‘complex networks’. The concept of a network successfully models the static topology of an empirical system, an arbitrary model, and a physical system. Generally networks serve as a host for some dynamics running on it in order to fulfill a function. The question of the reciprocal relationship among a dynamical process on a network and its topology is the context of this Thesis. This context is studied in both directions. The network topology constrains or enhances the dynamics running on it, while the reciprocal interaction is of the same importance. Networks are commonly the result of an evolutionary process, e.g. protein interaction networks from biology. Within such an evolution the dynamics shapes the underlying network topology with respect to an optimal achievement of the function to perform. Answering the question what the influence on a dynamics of a particular topological property has requires the accurate control over the topological properties in question. In this Thesis the degree distribution, twopoint correlations, and clustering are the studied topological properties. These are motivated by the ubiquitous presence and importance within almost all empirical networks. An analytical framework to measure and to control such quantities of networks along with numerical algorithms to generate them is developed in a first step. Networks with the examined topological properties are then used to reveal their impact on two rather general dynamics on networks. Finally, an evolution of networks is studied to shed light on the influence the dynamics has on the network topology.
2,720 citations
TL;DR: Stochasticity in gene expression can provide the flexibility needed by cells to adapt to fluctuating environments or respond to sudden stresses, and a mechanism by which population heterogeneity can be established during cellular differentiation and development.
Abstract: Genetically identical cells exposed to the same environmental conditions can show significant variation in molecular content and marked differences in phenotypic characteristics. This variability is linked to stochasticity in gene expression, which is generally viewed as having detrimental effects on cellular function with potential implications for disease. However, stochasticity in gene expression can also be advantageous. It can provide the flexibility needed by cells to adapt to fluctuating environments or respond to sudden stresses, and a mechanism by which population heterogeneity can be established during cellular differentiation and development.
2,381 citations