arXiv subjects

Xiujun Cheng

Publications and source records attributed to Xiujun Cheng.

5 recordsLinked to original sources

arXiv2021

Convergence and stability of the semi-tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

A new explicit stochastic scheme of order 1 is proposed for solving commutative stochastic differential equations (SDEs) with non-globally Lipschitz continuous coefficients. The proposed method is a semi-tamed version of Milstein scheme to solve SDEs with the drift coefficient consisting of non-Lipschitz continuous term and globally Lipschitz continuous term. It is easily implementable and achieves higher strong convergence order. A stability criterion for this method is derived, which shows that the stability condition of the numerical methods and that of the solved equations keep uniform. Compared with some widely used numerical schemes, the proposed method has better performance in inheriting the mean square stability of the exact solution of SDEs. Numerical experiments are given to illustrate the obtained convergence and stability properties.

math.NA↗

arXiv2018

Most Probable Evolution Trajectories in a Genetic Regulatory System Excited by Stable L\'evy Noise

We study the most probable trajectories of the concentration evolution for the transcription factor activator in a genetic regulation system, with non-Gaussian stable L\'evy noise in the synthesis reaction rate taking into account. We calculate the most probable trajectory by spatially maximizing the probability density of the system path, i.e., the solution of the associated nonlocal Fokker-Planck equation. We especially examine those most probable trajectories from low concentration state to high concentration state (i.e., the likely transcription regime) for certain parameters, in order to gain insights into the transcription processes and the tipping time for the transcription likely to occur. This enables us: (i) to visualize the progress of concentration evolution (i.e., observe whether the system enters the transcription regime within a given time period); (ii) to predict or avoid certain transcriptions via selecting specific noise parameters in particular regions in the parameter space. Moreover, we have found some peculiar or counter-intuitive phenomena in this gene model system, including (a) a smaller noise intensity may trigger the transcription process, while a larger noise intensity can not, under the same asymmetric L\'evy noise. This phenomenon does not occur in the case of symmetric L\'evy noise; (b) the symmetric L\'evy motion always induces transition to high concentration, but certain asymmetric L\'evy motions do not trigger the switch to transcription. These findings provide insights for further experimental research, in order to achieve or to avoid specific gene transcriptions, with possible relevance for medical advances.

q-bio.MN↗

arXiv2018

Target Search of a Protein on DNA in the Presence of Position-dependent Bias

We study the target searching on the DNA for proteins in the presence of non-constant drift and non-Gaussian $\alpha$-stable L\'evy fluctuations. The target searching is realized by the facilitated diffusion process. The existing works are about this problem in the case of constant drift. Starting from a non-local Fokker-Planck equation with a "sink" term, we obtain the possibility density function for the protein occurring at position $x$ on time $t$. Based on this, we further compute the survival probability and the first arrival density in order to quantify the searching mechanisms. The numerical results show that in the linear drift case, there is an optimal $\alpha$ index for the search to be most likely successful (searching reliability reaches its maximum). This optimal $\alpha$ index depends on initial position-target separation. It is also found that the diffusion intensity plays a positive role in improving the searching success. The nonlinear double-well drift could drive the protein to reach the target with a larger possibility than the linear drag at initial time period, but viewing at the long time evolution, the linear drift is more beneficial for target searching success. In contrast to the linear drift case, the search reliability and efficiency with nonlinear drift have a monotonic relationship with the $\alpha$ index, that is, the smaller the $\alpha$ index is, the more possibly a protein finds its target.

cond-mat.stat-mech↗

arXiv2018

A parameter estimator based on Smoluchowski-Kramers approximation

We devise a simplified parameter estimator for a second order stochastic differential equation by a first order system based on the Smoluchowski-Kramers approximation. We establish the consistency of the estimator by using {\Gamma}-convergence theory. We further illus- trate our estimation method by an experimentally studied movement model of a colloidal particle immersed in water under conservative force and constant diffusion.

math.ST↗

arXiv2017

Likelihood for transcriptions in a genetic regulatory system under asymmetric stable L\'evy noise

This work is devoted to investigating the evolution of concentration in a genetic regulation system, when the synthesis reaction rate is under additive and multiplicative asymmetric stable L\'evy fluctuations. By focusing on the impact of skewness (i.e., non-symmetry) in the probability distributions of noise, we find that via examining the mean first exit time (MFET) and the first escape probability (FEP), the asymmetric fluctuations, interacting with nonlinearity in the system, lead to peculiar likelihood for transcription. This includes, in the additive noise case, realizing higher likelihood of transcription for larger positive skewness (i.e., asymmetry) index $\beta$, causing a stochastic bifurcation at the non-Gaussianity index value $\alpha=1$ (i.e., it is a separating point or line for the likelihood for transcription), and achieving a turning point at the threshold value $\beta \approx -0.5$ (i.e., beyond which the likelihood for transcription suddenly reversed for $\alpha$ values). The stochastic bifurcation and turning point phenomena do not occur in the symmetric noise case ($\beta =0$). While in the multiplicative noise case, non-Gaussianity index value $\alpha=1$ is a separating point or line for both the mean first exit time (MFET) and the first escape probability (FEP). We also investigate the noise enhanced stability phenomenon. Additionally, we are able to specify the regions in the whole parameter space for the asymmetric noise, in which we attain desired likelihood for transcription. We have conducted a series of numerical experiments in `regulating' the likelihood of gene transcription by tuning asymmetric stable L\'evy noise indexes. This work offers insights for possible ways of achieving gene regulation in experimental research.

physics.bio-ph↗