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Baghram S, Nikakhtar F, Tabar MRR, Rahvar S, Sheth RK, Lehnertz K, Sahimi M. Exact enumeration approach to first-passage time distribution of non-Markov random walks. Phys Rev E 2019; 99:062101. [PMID: 31330686 DOI: 10.1103/physreve.99.062101] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/13/2018] [Indexed: 06/10/2023]
Abstract
We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution of any continuous differentiable non-Markov random walk with Gaussian or non-Gaussian multivariate distribution. As an example, we study the FPT distribution of the fractional Brownian motion with a Hurst exponent H∈(1/2,1) that describes numerous non-Markov stochastic phenomena in physics, biology, and geology and for which the limit H=1/2 represents a Markov process.
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Affiliation(s)
- Shant Baghram
- Department of Physics, Sharif University of Technology, Tehran 11155-9161, Iran
| | - Farnik Nikakhtar
- Department of Physics, Sharif University of Technology, Tehran 11155-9161, Iran
- Center for Particle Cosmology, University of Pennsylvania, 209 S. 33rd Street, Philadelphia, Pennsylvania 19104, USA
| | - M Reza Rahimi Tabar
- Department of Physics, Sharif University of Technology, Tehran 11155-9161, Iran
- Institute of Physics, Carl von Ossietzky University of Oldenburg, Carl von Ossietzky Straße 9-11, 26111 Oldenburg, Germany
| | - S Rahvar
- Department of Physics, Sharif University of Technology, Tehran 11155-9161, Iran
- Department of Physics, College of Science, Sultan Qaboos University, P.O. Box 36, P.C. 123, Muscat, Sultanate of Oman
| | - Ravi K Sheth
- Center for Particle Cosmology, University of Pennsylvania, 209 S. 33rd Street, Philadelphia, Pennsylvania 19104, USA
| | - Klaus Lehnertz
- Department of Epileptology, University of Bonn, Sigmund Freud Straße 25, 53105 Bonn, Germany
- Helmholtz Institute for Radiation and Nuclear Physics, University of Bonn, Nussallee 14-16, 53115 Bonn, Germany
- Interdisciplinary Center for Complex Systems, University of Bonn, Brühler Straße 7, 53175 Bonn, Germany
| | - Muhammad Sahimi
- Mork Family Department of Chemical Engineering and Materials Science, University of Southern California, Los Angeles, California 90089-1211, USA
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Schuecker J, Diesmann M, Helias M. Modulated escape from a metastable state driven by colored noise. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:052119. [PMID: 26651659 DOI: 10.1103/physreve.92.052119] [Citation(s) in RCA: 16] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/06/2014] [Indexed: 06/05/2023]
Abstract
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system, capturing the color of the noise by effective and time-dependent boundary conditions. We apply the formalism to a model of the excitability of neuronal membranes, the leaky integrate-and-fire neuron model, revealing an analytical expression for the linear response of the system valid up to moderate frequencies. The closed form analytical expression enables the characterization of the response properties of such excitable units and the assessment of oscillations emerging in networks thereof.
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Affiliation(s)
- Jannis Schuecker
- Institute of Neuroscience and Medicine (INM-6) and Institute for Advanced Simulation (IAS-6) and JARA BRAIN Institute I, Jülich Research Centre, Jülich, Germany
| | - Markus Diesmann
- Institute of Neuroscience and Medicine (INM-6) and Institute for Advanced Simulation (IAS-6) and JARA BRAIN Institute I, Jülich Research Centre, Jülich, Germany
- Department of Psychiatry, Psychotherapy and Psychosomatics, Medical Faculty, RWTH Aachen University, Aachen, Germany
- Department of Physics, Faculty 1, RWTH Aachen University, Aachen, Germany
| | - Moritz Helias
- Institute of Neuroscience and Medicine (INM-6) and Institute for Advanced Simulation (IAS-6) and JARA BRAIN Institute I, Jülich Research Centre, Jülich, Germany
- Department of Physics, Faculty 1, RWTH Aachen University, Aachen, Germany
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Chaudhury S, Cherayil BJ. Approximate first passage time distribution for barrier crossing in a double well under fractional Gaussian noise. J Chem Phys 2006; 125:114106. [PMID: 16999465 DOI: 10.1063/1.2354089] [Citation(s) in RCA: 16] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
Abstract
The distribution of waiting times, f(t), between successive turnovers in the catalytic action of single molecules of the enzyme beta-galactosidase has recently been determined in closed form by Chaudhury and Cherayil [J. Chem. Phys. 125, 024904 (2006)] using a one-dimensional generalized Langevin equation (GLE) formalism in combination with Kramers' flux-over-population approach to barrier crossing dynamics. The present paper provides an alternative derivation of f(t) that eschews this approach, which is strictly applicable only under conditions of local equilibrium. In this alternative derivation, a double well potential is incorporated into the GLE, along with a colored noise term representing protein conformational fluctuations, and the resulting equation transformed approximately to a Smoluchowski-type equation. f(t) is identified with the first passage time distribution for a particle to reach the barrier top starting from an equilibrium distribution of initial points, and is determined from the solution of the above equation using local boundary conditions. The use of such boundary conditions is necessitated by the absence of definite information about the precise nature of the boundary conditions applicable to stochastic processes governed by non-Markovian dynamics. f(t) calculated in this way is found to have the same analytic structure as the distribution calculated by the flux-over-population method.
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Affiliation(s)
- Srabanti Chaudhury
- Department of Inorganic and Physical Chemistry, Indian Institute of Science, Bangalore 560012, India
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Pollak E, Talkner P. Reaction rate theory: what it was, where is it today, and where is it going? CHAOS (WOODBURY, N.Y.) 2005; 15:26116. [PMID: 16035918 DOI: 10.1063/1.1858782] [Citation(s) in RCA: 157] [Impact Index Per Article: 8.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/03/2023]
Abstract
A brief history is presented, outlining the development of rate theory during the past century. Starting from Arrhenius [Z. Phys. Chem. 4, 226 (1889)], we follow especially the formulation of transition state theory by Wigner [Z. Phys. Chem. Abt. B 19, 203 (1932)] and Eyring [J. Chem. Phys. 3, 107 (1935)]. Transition state theory (TST) made it possible to obtain quick estimates for reaction rates for a broad variety of processes even during the days when sophisticated computers were not available. Arrhenius' suggestion that a transition state exists which is intermediate between reactants and products was central to the development of rate theory. Although Wigner gave an abstract definition of the transition state as a surface of minimal unidirectional flux, it took almost half of a century until the transition state was precisely defined by Pechukas [Dynamics of Molecular Collisions B, edited by W. H. Miller (Plenum, New York, 1976)], but even this only in the realm of classical mechanics. Eyring, considered by many to be the father of TST, never resolved the question as to the definition of the activation energy for which Arrhenius became famous. In 1978, Chandler [J. Chem. Phys. 68, 2959 (1978)] finally showed that especially when considering condensed phases, the activation energy is a free energy, it is the barrier height in the potential of mean force felt by the reacting system. Parallel to the development of rate theory in the chemistry community, Kramers published in 1940 [Physica (Amsterdam) 7, 284 (1940)] a seminal paper on the relation between Einstein's theory of Brownian motion [Einstein, Ann. Phys. 17, 549 (1905)] and rate theory. Kramers' paper provided a solution for the effect of friction on reaction rates but left us also with some challenges. He could not derive a uniform expression for the rate, valid for all values of the friction coefficient, known as the Kramers turnover problem. He also did not establish the connection between his approach and the TST developed by the chemistry community. For many years, Kramers' theory was considered as providing a dynamic correction to the thermodynamic TST. Both of these questions were resolved in the 1980s when Pollak [J. Chem. Phys. 85, 865 (1986)] showed that Kramers' expression in the moderate to strong friction regime could be derived from TST, provided that the bath, which is the source of the friction, is handled at the same level as the system which is observed. This then led to the Mel'nikov-Pollak-Grabert-Hanggi [Mel'nikov and Meshkov, J. Chem. Phys. 85, 1018 (1986); Pollak, Grabert, and Hanggi, ibid. 91, 4073 (1989)] solution of the turnover problem posed by Kramers. Although classical rate theory reached a high level of maturity, its quantum analog leaves the theorist with serious challenges to this very day. As noted by Wigner [Trans. Faraday Soc. 34, 29 (1938)], TST is an inherently classical theory. A definite quantum TST has not been formulated to date although some very useful approximate quantum rate theories have been invented. The successes and challenges facing quantum rate theory are outlined. An open problem which is being investigated intensively is rate theory away from equilibrium. TST is no longer valid and cannot even serve as a conceptual guide for understanding the critical factors which determine rates away from equilibrium. The nonequilibrium quantum theory is even less well developed than the classical, and suffers from the fact that even today, we do not know how to solve the real time quantum dynamics for systems with "many" degrees of freedom.
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Affiliation(s)
- Eli Pollak
- Chemical Physics Department, Weizmann Institute of Science, 76100 Rehovot, Israel
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Iwaniszewski J. Escape over a fluctuating barrier: Limits of small and large correlation times. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 1996; 54:3173-3184. [PMID: 9965459 DOI: 10.1103/physreve.54.3173] [Citation(s) in RCA: 23] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Gammaitoni L, Marchesoni F, Menichella-Saetta E, Santucci S. Resonant crossing processes controlled by colored noise. PHYSICAL REVIEW LETTERS 1993; 71:3625-3628. [PMID: 10055031 DOI: 10.1103/physrevlett.71.3625] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/23/2023]
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Venkatesh TG, Patnaik LM. Effective Fokker-Planck equation: Path-integral formalism. PHYSICAL REVIEW. E, STATISTICAL PHYSICS, PLASMAS, FLUIDS, AND RELATED INTERDISCIPLINARY TOPICS 1993; 48:2402-2412. [PMID: 9960872 DOI: 10.1103/physreve.48.2402] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Doering CR, Gadoua JC. Resonant activation over a fluctuating barrier. PHYSICAL REVIEW LETTERS 1992; 69:2318-2321. [PMID: 10046454 DOI: 10.1103/physrevlett.69.2318] [Citation(s) in RCA: 248] [Impact Index Per Article: 7.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/23/2023]
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Porr JM, Masoliver J, Lindenberg K. Bistability driven by dichotomous noise. PHYSICAL REVIEW A 1991; 44:4866-4875. [PMID: 9906538 DOI: 10.1103/physreva.44.4866] [Citation(s) in RCA: 23] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
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Billah KY, Shinozuka M. Numerical method for colored-noise generation and its application to a bistable system. PHYSICAL REVIEW. A, ATOMIC, MOLECULAR, AND OPTICAL PHYSICS 1990; 42:7492-7495. [PMID: 9904069 DOI: 10.1103/physreva.42.7492] [Citation(s) in RCA: 14] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Mannella R, Palleschi V, Grigolini P. Kramers problem for overdamped systems driven by correlated noise: Results for vanishing diffusion coefficients. PHYSICAL REVIEW. A, ATOMIC, MOLECULAR, AND OPTICAL PHYSICS 1990; 42:5946-5954. [PMID: 9903872 DOI: 10.1103/physreva.42.5946] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 04/11/2023]
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Dykman MI. Large fluctuations and fluctuational transitions in systems driven by colored Gaussian noise: A high-frequency noise. PHYSICAL REVIEW. A, ATOMIC, MOLECULAR, AND OPTICAL PHYSICS 1990; 42:2020-2029. [PMID: 9904250 DOI: 10.1103/physreva.42.2020] [Citation(s) in RCA: 18] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Wio HS, Colet P, Pesquera L, Rodríguez MA. Path-integral formulation for stochastic processes driven by colored noise. PHYSICAL REVIEW. A, GENERAL PHYSICS 1989; 40:7312-7324. [PMID: 9902148 DOI: 10.1103/physreva.40.7312] [Citation(s) in RCA: 33] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 04/11/2023]
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Jung P, Hänggi P, Marchesoni F. Colored-noise-driven bistable systems. PHYSICAL REVIEW. A, GENERAL PHYSICS 1989; 40:5447-5450. [PMID: 9902824 DOI: 10.1103/physreva.40.5447] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Ramirez-Piscina L, Lindenberg K, Tsironis GP. First-passage time in a bistable potential with colored noise. PHYSICAL REVIEW. A, GENERAL PHYSICS 1989; 40:2120-2127. [PMID: 9902371 DOI: 10.1103/physreva.40.2120] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Colet P, Wio HS. Colored noise: A perspective from a path-integral formalism. PHYSICAL REVIEW. A, GENERAL PHYSICS 1989; 39:6094-6097. [PMID: 9901210 DOI: 10.1103/physreva.39.6094] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Casademunt J, Sancho JM. Transient and preparation colored-noise effects: The nonlinear relaxation-time approach. PHYSICAL REVIEW. A, GENERAL PHYSICS 1989; 39:4915-4918. [PMID: 9901857 DOI: 10.1103/physreva.39.4915] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/22/2023]
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Doering CR, Bagley RJ, Hagan PS, Levermore CD. Doering et al. reply. PHYSICAL REVIEW LETTERS 1988; 60:2805. [PMID: 10038457 DOI: 10.1103/physrevlett.60.2805] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/23/2023]
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