One-dimensional birth-death process and Delbrück-Gillespie theory of mesoscopic nonlinear chemical reactions

DOI10.1111/J.1467-9590.2012.00567.XzbMATH Open1279.35089arXiv1207.4214OpenAlexW1546250069MaRDI QIDQ4906050FDOQ4906050

Authors: Yunxin Zhang, Hao Ge, Hong Qian 

Publication date: 21 February 2013

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Abstract: As a mathematical theory for the stochasstic, nonlinear dynamics of individuals within a population, Delbr"{u}ck-Gillespie process (DGP) $n(t)inmathbb{Z}^N$, is a birth-death system with state-dependent rates which contain the system size $V$ as a natural parameter. For large $V$, it is intimately related to an autonomous, nonlinear ordinary differential equation as well as a diffusion process. For nonlinear dynamical systems with multiple attractors, the quasi-stationary and stationary behavior of such a birth-death process can be underestood in terms of a separation of time scales by a $T^{\ast }sim{e}^{alphaV}$ $(alpha>0)$: a relatively fast, intra-basin diffusion for $tll{T}^{\ast }$ and a much slower inter-basin Markov jump process for $tgg{T}^{\ast }$. In the present paper for one-dimensional systems, we study both stationary behavior ($t=infty$) in terms of invariant distribution $p_n^{ss}(V)$, and finite time dynamics in terms of the mean first passsage time (MFPT) $T_{n_{1}ightarrow{n}_2}(V)$. We obtain an asymptotic expression of MFPT in terms of the "stochastic potential" $Phi(x,V)=-(1/V)ln{p}_{xV}^{ss}(V)$. We show in general no continuous diffusion process can provide asymptotically accurate representations for both the MFPT and the $p_n^{ss}(V)$ for a DGP. When $n_1$ and $n_2$ belong to two different basins of attraction, the MFPT yields the $T^{\ast }(V)$ in terms of $Phi(x,V)approxph{i}_0(x)+(1/V)ph{i}_1(x)$. For systems with a saddle-node bifurcation and catastrophe, discontinuous "phase transition" emerges, which can be characterized by $Phi(x,V)$ in the limit of $Vightarrowinfty$. In terms of time scale separation, the relation between deterministic, local nonlinear bifurcations and stochastic global phase transition is discussed. The one-dimensional theory is a pedagogic first step toward a general theory of DGP.

Full work available at URL: https://arxiv.org/abs/1207.4214

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Mathematics Subject Classification ID

Population dynamics (general) (92D25) Reaction-diffusion equations (35K57) PDEs in connection with biology, chemistry and other natural sciences (35Q92)

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