arXiv subjects

A. J. McKane

Publications and source records attributed to A. J. McKane.

At least 19 recordsLinked to original sources

arXiv2026

Complex paths for real stochastic processes

The calculation of the decay rate of a metastable state in the path-integral formulation of stochastic processes is revisited. Previous derivations of this rate were achieved at the cost of a step that is difficult to justify mathematically. We show that this difficulty can be resolved by working with a complex extremal solution that arises naturally in the Itô formulation of the path integral. To make the analysis as transparent as possible, we choose a simple potential for which the extremal solution can be written in terms of elementary functions. The mechanism identified here, however, is not restricted to this example and holds more generally.

cond-mat.stat-mech↗

arXiv2012

Fast fixation without fast networks

We investigate the dynamics of a broad class of stochastic copying processes on a network that includes examples from population genetics (spatially-structured Wright-Fisher models), ecology (Hubbell-type models), linguistics (the utterance selection model) and opinion dynamics (the voter model) as special cases. These models all have absorbing states of fixation where all the nodes are in the same state. Earlier studies of these models showed that the mean time when this occurs can be made to grow as different powers of the network size by varying the the degree distribution of the network. Here we demonstrate that this effect can also arise if one varies the asymmetry of the copying dynamics whilst holding the degree distribution constant. In particular, we show that the mean time to fixation can be accelerated even on homogeneous networks when certain nodes are very much more likely to be copied from than copied to. We further show that there is a complex interplay between degree distribution and asymmetry when they may co-vary; and that the results are robust to correlations in the network or the initial condition.

cond-mat.stat-mech↗

arXiv2012

Stochastic oscillations in models of epidemics on a network of cities

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of $n$ cities. In the model a fraction $f_{jk}$ of individuals from city $k$ commute to city $j$, where they may infect, or be infected by, others. Starting from a continuous time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: a unique non-trivial fixed point always exists and has the feature that the fraction of susceptible, infected and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: all oscillations have a single frequency, equal to that found in the one city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.

nlin.AO↗

arXiv2012

Phase lag in epidemics on a network of cities

We study the synchronisation and phase-lag of fluctuations in the number of infected individuals in a network of cities between which individuals commute. The frequency and amplitude of these oscillations is known to be very well captured by the van Kampen system-size expansion, and we use this approximation to compute the complex coherence function that describes their correlation. We find that, if the infection rate differs from city to city and the coupling between them is not too strong, these oscillations are synchronised with a well defined phase lag between cities. The analytic description of the effect is shown to be in good agreement with the results of stochastic simulations for realistic population sizes.

q-bio.PE↗

arXiv2012

Diffusion of two molecular species in a crowded environment: theory and experiments

Diffusion of a two component fluid is studied in the framework of differential equations, but where these equations are systematically derived from a well-defined microscopic model. The model has a finite carrying capacity imposed upon it at the mesoscopic level and this is shown to lead to non-linear cross diffusion terms that modify the conventional Fickean picture. After reviewing the derivation of the model, the experiments carried out to test the model are described. It is found that it can adequately explain the dynamics of two dense ink drops simultaneously evolving in a container filled with water. The experiment shows that molecular crowding results in the formation of a dynamical barrier that prevents the mixing of the drops. This phenomenon is successfully captured by the model. This suggests that the proposed model can be justifiably viewed as a generalization of standard diffusion to a multispecies setting, where crowding and steric interferences are taken into account.

cond-mat.stat-mech↗

arXiv2009

Fixation and consensus times on a network: a unified approach

We investigate a set of stochastic models of biodiversity, population genetics, language evolution and opinion dynamics on a network within a common framework. Each node has a state, 0 < x_i < 1, with interactions specified by strengths m_{ij}. For any set of m_{ij} we derive an approximate expression for the mean time to reach fixation or consensus (all x_i=0 or 1). Remarkably in a case relevant to language change this time is independent of the network structure.

cond-mat.stat-mech↗

arXiv2007

The Einstein-Boltzmann Relation for Thermodynamic and Hydrodynamic Fluctuations

When making the connection between the thermodynamics of irreversible processes and the theory of stochastic processes through the fluctuation-dissipation theorem, it is necessary to invoke a postulate of the Einstein-Boltzmann type. For convective processes hydrodynamic fluctuations must be included, the velocity is a dynamical variable and although the entropy cannot depend directly on the velocity, $δ^{2} S$ will depend on velocity variations. Some authors do not include velocity variations in $δ^{2} S$, and so have to introduce a non-thermodynamic function which replaces the entropy and does depend on the velocity. At first sight, it seems that the introduction of such a function requires a generalisation of the Einstein-Boltzmann relation to be invoked. We review the reason why it is not necessary to introduce such a function, and therefore why there is no need to generalise the Einstein-Boltzmann relation in this way. We then obtain the fluctuation-dissipation theorem which shows some differences as compared with the non-convective case. We also show that $δ^{2} S$ is a Liapunov function when it includes velocity fluctuations.

cond-mat.stat-mech↗

arXiv2007

Stochastic Models of Evolution in Genetics, Ecology and Linguistics

We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in which no intrinsic advantage is ascribed to a particular type of the variable unit, for example a gene, appearing in the theory. In many cases these models are exactly solvable and furthermore go some way to describing observed features of genetic, ecological and linguistic systems.

cond-mat.stat-mech↗

arXiv2006

Amplified biochemical oscillations in cellular systems

We describe a mechanism for pronounced biochemical oscillations, relevant to microscopic systems, such as the intracellular environment. This mechanism operates for reaction schemes which, when modeled using deterministic rate equations, fail to exhibit oscillations for any values of rate constants. The mechanism relies on amplification of the underlying stochasticity of reaction kinetics within a narrow window of frequencies. This amplification allows fluctuations to beat the central limit theorem, having a dominant effect even though the number of molecules in the system is relatively large. The mechanism is quantitatively studied within simple models of self-regulatory gene expression, and glycolytic oscillations.

q-bio.CB↗

arXiv2005

Utterance Selection Model of Language Change

We present a mathematical formulation of a theory of language change. The theory is evolutionary in nature and has close analogies with theories of population genetics. The mathematical structure we construct similarly has correspondences with the Fisher-Wright model of population genetics, but there are significant differences. The continuous time formulation of the model is expressed in terms of a Fokker-Planck equation. This equation is exactly soluble in the case of a single speaker and can be investigated analytically in the case of multiple speakers who communicate equally with all other speakers and give their utterances equal weight. Whilst the stationary properties of this system have much in common with the single-speaker case, time-dependent properties are richer. In the particular case where linguistic forms can become extinct, we find that the presence of many speakers causes a two-stage relaxation, the first being a common marginal distribution that persists for a long time as a consequence of ultimate extinction being due to rare fluctuations.

cond-mat.stat-mech↗

arXiv2005

Exact Solution of the Multi-Allelic Diffusion Model

We give an exact solution to the Kolmogorov equation describing genetic drift for an arbitrary number of alleles at a given locus. This is achieved by finding a change of variable which makes the equation separable, and therefore reduces the problem with an arbitrary number of alleles to the solution of a set of equations that are essentially no more complicated than that found in the two-allele case. The same change of variable also renders the Kolmogorov equation with the effect of mutations added separable, as long as the mutation matrix has equal entries in each row. Thus this case can also be solved exactly for an arbitrary number of alleles. The general solution, which is in the form of a probability distribution, is in agreement with the previously known results--which were for the cases of two and three alleles only. Results are also given for a wide range of other quantities of interest, such as the probabilities of extinction of various numbers of alleles, mean times to these extinctions, and the means and variances of the allele frequencies. To aid dissemination, these results are presented in two stages: first of all they are given without derivations and too much mathematical detail, and then subsequently derivations and a more technical discussion are provided.

q-bio.PE↗

arXiv2005

Stochastic models in population biology and their deterministic analogs

In this paper we introduce a class of stochastic population models based on "patch dynamics". The size of the patch may be varied, and this allows one to quantify the departures of these stochastic models from various mean field theories, which are generally valid as the patch size becomes very large. These models may be used to formulate a broad range of biological processes in both spatial and non-spatial contexts. Here, we concentrate on two-species competition. We present both a mathematical analysis of the patch model, in which we derive the precise form of the competition mean field equations (and their first order corrections in the non-spatial case), and simulation results. These mean field equations differ, in some important ways, from those which are normally written down on phenomenological grounds. Our general conclusion is that mean field theory is more robust for spatial models than for a single isolated patch. This is due to the dilution of stochastic effects in a spatial setting resulting from repeated rescue events mediated by inter-patch diffusion. However, discrete effects due to modest patch sizes lead to striking deviations from mean field theory even in a spatial setting.

q-bio.PE↗

arXiv2005

Predator-prey cycles from resonant amplification of demographic stochasticity

In this paper we present the simplest individual level model of predator-prey dynamics and show, via direct calculation, that it exhibits cycling behavior. The deterministic analogue of our model, recovered when the number of individuals is infinitely large, is the Volterra system (with density-dependent prey reproduction) which is well-known to fail to predict cycles. This difference in behavior can be traced to a resonant amplification of demographic fluctuations which disappears only when the number of individuals is strictly infinite. Our results indicate that additional biological mechanisms, such as predator satiation, may not be necessary to explain observed predator-prey cycles in real (finite) populations.

q-bio.PE↗

arXiv2002

Modelling Food Webs

We review theoretical approaches to the understanding of food webs. After an overview of the available food web data, we discuss three different classes of models. The first class comprise static models, which assign links between species according to some simple rule. The second class are dynamical models, which include the population dynamics of several interacting species. We focus on the question of the stability of such webs. The third class are species assembly models and evolutionary models, which build webs starting from a few species by adding new species through a process of "invasion" (assembly models) or "speciation" (evolutionary models). Evolutionary models are found to be capable of building large stable webs.

nlin.AO↗

arXiv1999

A ratchet driven by quasimonochromatic noise

The currents generated by noise-induced activation processes in a periodic potential are investigated analytically, by digital simulation and by performing analogue experiments.

cond-mat.stat-mech↗

arXiv1996

Directed lines in sparse potentials

We present a continuum formulation of a (d+1)-dimensional directed line interacting with sparse potentials (i.e. d-dimensional potentials defined only at discrete longitudinal locations.) An iterative solution for the partition function is derived. The impulsive influence of the potentials induces discontinuities in the evolution of the probability density P(x,t) of the directed line. The effects of these discontinuities are studied in detail for the simple case of a single defect. We then investigate sparse columnar potentials defined as a periodic array of defects in (2+1) dimensions, and solve exactly for P. A non-trivial binding/unbinding transition is found.

cond-mat↗

arXiv1995

Variational Schemes in the Fokker-Planck Equation

We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from the (non-Hermitian) Fokker-Planck operator, and those which are based on soluble approximations to this operator. The various approaches are first tested on a simple quantum-mechanical problem and then applied to a toy Fokker-Planck equation. The problem of a particle moving in a potential and subject to external non-white noise is then investigated using the formalism developed earlier on in the paper.

cond-mat↗

arXiv1995

Improved Perturbation Theory for the Kardar-Parisi-Zhang Equation

We apply a number of schemes which variationally improve perturbation theory for the Kardar-Parisi-Zhang equation in order to extract estimates for the dynamic exponent z. The results for the various schemes show the same broad features, giving closer agreement with numerical simulations in low dimensions than self-consistent methods. They do, however, continue to predict that z=2 in some critical dimension d_c in disagreement with the findings of simulations.

cond-mat↗