Resolvent Positive Linear Operators Exhibit the Reduction Phenomenon

The spectral bound, s(a A + b V), of a combination of a resolvent positive linear operator A and an operator of multiplication V, was shown by Kato to be convex in b \in R. This is shown here, through an elementary lemma, to imply that s(a A + b V) is also convex in a > 0, and notably, \partial s(a A + b V) / \partial a <= s(A) when it exists. Diffusions typically have s(A) <= 0, so that for diffusions with spatially heterogeneous growth or decay rates, greater mixing reduces growth. Models of the evolution of dispersal in particular have found this result when A is a Laplacian or second-order elliptic operator, or a nonlocal diffusion operator, implying selection for reduced dispersal. These cases are shown here to be part of a single, broadly general, `reduction' phenomenon.Comment: 7 pages, 53 citations. v.3: added citations, corrections in introductory definitions. v.2: Revised abstract, more text, and details in new proof of Lindqvist's inequalit

Localization of Denaturation Bubbles in Random DNA Sequences

We study the thermodynamic and dynamic behaviors of twist-induced denaturation bubbles in a long, stretched random sequence of DNA. The small bubbles associated with weak twist are delocalized. Above a threshold torque, the bubbles of several tens of bases or larger become preferentially localized to \AT-rich segments. In the localized regime, the bubbles exhibit ``aging'' and move around sub-diffusively with continuously varying dynamic exponents. These properties are derived using results of large-deviation theory together with scaling arguments, and are verified by Monte-Carlo simulations.Comment: TeX file with postscript figure

Stochastic Chemical Reactions in Micro-domains

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a master-diffusion equation for the joint probability density of a mobile reactant and the number of bound substrate in a confined domain. We use the equation to calculate the fluctuations in the number of bound substrate molecules as a function of initial reactant distribution. A second model is presented based on a Markov description of the binding and unbinding and on the mean first passage time of a molecule to a small portion of the boundary. These models can be used for the description of noise due to gating of ionic channels by random binding and unbinding of ligands in biological sensor cells, such as olfactory cilia, photo-receptors, hair cells in the cochlea.Comment: 33 pages, Journal Chemical Physic

Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials

We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi process.Comment: 17 pages, 4 figure

Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues

We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. Through the Robinson-Schensted-Knuth (RSK) construction, one obtains the multilayer PNG model, which consists of a stack of non-intersecting lines, the top one being the PNG height. The statistics of the lines is translation invariant and at a fixed position the lines define a point process. We prove that for large times the edge of this point process, suitably scaled, has a limit. This limit is a Pfaffian point process and identical to the one obtained from the edge scaling of Gaussian orthogonal ensemble (GOE) of random matrices. Our results give further insight to the universality structure within the KPZ class of 1+1 dimensional growth models.Comment: 40 pages, 6 figures, LaTeX; Section 4 is substantially modifie

The Frequent Items Problem in Online Streaming under Various Performance Measures

In this paper, we strengthen the competitive analysis results obtained for a fundamental online streaming problem, the Frequent Items Problem. Additionally, we contribute with a more detailed analysis of this problem, using alternative performance measures, supplementing the insight gained from competitive analysis. The results also contribute to the general study of performance measures for online algorithms. It has long been known that competitive analysis suffers from drawbacks in certain situations, and many alternative measures have been proposed. However, more systematic comparative studies of performance measures have been initiated recently, and we continue this work, using competitive analysis, relative interval analysis, and relative worst order analysis on the Frequent Items Problem.Comment: IMADA-preprint-c

Consequences of an incorrect model specification on population growth

We consider stochastic differential equations to model the growth of a population ina randomly varying environment. These growth models are usually based on classical deterministic models, such as the logistic or the Gompertz models, taken as approximate models of the "true" (usually unknown) growth rate. We study the effect of the gap between the approximate and the "true" model on model predictions, particularly on asymptotiv behavior and mean and variance of the time to extinction of the population

Efficient Stochastic Simulations of Complex Reaction Networks on Surfaces

Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are negligible and the reaction rates can be evaluated using rate equations, which are based on the mean-field approximation. However, in case that the surface is partitioned into a large number of disconnected microscopic domains, the number of reactants in each domain becomes small and it strongly fluctuates. This is, in fact, the situation in the interstellar medium, where some crucial reactions take place on the surfaces of microscopic dust grains. In this case rate equations fail and the simulation of surface reactions requires stochastic methods such as the master equation. However, in the case of complex reaction networks, the master equation becomes infeasible because the number of equations proliferates exponentially. To solve this problem, we introduce a stochastic method based on moment equations. In this method the number of equations is dramatically reduced to just one equation for each reactive species and one equation for each reaction. Moreover, the equations can be easily constructed using a diagrammatic approach. We demonstrate the method for a set of astrophysically relevant networks of increasing complexity. It is expected to be applicable in many other contexts in which problems that exhibit analogous structure appear, such as surface catalysis in nanoscale systems, aerosol chemistry in stratospheric clouds and genetic networks in cells

Universal exit probabilities in the TASEP

We study the joint exit probabilities of particles in the totally asymmetric simple exclusion process (TASEP) from space-time sets of given form. We extend previous results on the space-time correlation functions of the TASEP, which correspond to exits from the sets bounded by straight vertical or horizontal lines. In particular, our approach allows us to remove ordering of time moments used in previous studies so that only a natural space-like ordering of particle coordinates remains. We consider sequences of general staircase-like boundaries going from the northeast to southwest in the space-time plane. The exit probabilities from the given sets are derived in the form of Fredholm determinant defined on the boundaries of the sets. In the scaling limit, the staircase-like boundaries are treated as approximations of continuous differentiable curves. The exit probabilities with respect to points of these curves belonging to arbitrary space-like path are shown to converge to the universal Airy$_2$ process.Comment: 46 pages, 7 figure