Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. II: construction of SDS with nonlinear force and multiplicative noise

By Ping Ao. 2004

174 citations recorded by the source corpus.

There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda genetic switch in modern biology, we found that there exists a classification of generic nonequilibrium processes: In the continuous description in terms of stochastic differential equations, there exists four dynamical elements: the potential function $\phi$, the friction matrix $ S$, the anti-symmetric matrix $ T $, and the noise. The generic feature of absence of detailed balance is then precisely represented by $T$. For dynamical near a fixed point, whether or not it is stable or not, the stochastic dynamics is linear. A rather complete analysis has been carried out (Kwon, Ao, Thouless, cond-mat/0506280; PNAS, {\bf 102} (2005) 13029), referred to as SDS I. One important and persistent question is the existence of a potential function with nonlinear force and with multiplicative noise, with both nice local dynamical and global steady state properties. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. First, we provide the construction. One of most important ingredient is the generalized Einstein relation. We then present an approximation scheme: The gradient expansion which turns every order into linear matrix equations. The consistent of such methodology with other known stochastic treatments will be discussed in next paper, SDS III; and the explicitly connection to statistical mechanics and thermodynamics will be discussed in a forthcoming paper, SDS IV.

Subfields: Computer Networks and Communications, Genetics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/1de1b5a50b0a599a18420ef918478bec0e9a91e7

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In Computer Networks and Communications

  1. Karl J. Friston
  2. Jin Wang
  3. Ping Ao
  4. Olivier David

In Genetics

  1. Karl J. Friston
  2. Jin Wang
  3. Ting Lu
  4. Xiaona Fang
  5. Karsten Kruse

In Statistical and Nonlinear Physics

  1. Karl J. Friston
  2. Ting Lu
  3. Xiaona Fang
  4. Karsten Kruse
  5. Jin Wang
  6. Ping Ao
  7. Melody Andrews
  8. Andy Clark

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