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One-Dimensional Birth-Death Process and Delbr\"{u}ck-Gillespie Theory of Mesoscopic Nonlinear Chemical Reactions

  • Zhang, Yunxin
  • Ge, Hao
  • Qian, Hong
Published Article
Publication Date
Jul 17, 2012
Submission Date
Jul 17, 2012
DOI: 10.1111/j.1467-9590.2012.00567.x
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As a mathematical theory for the stochasstic, nonlinear dynamics of individuals within a population, Delbr\"{u}ck-Gillespie process (DGP) $n(t)\in\mathbb{Z}^N$, 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 $T^*\sim e^{\alpha V}$ $(\alpha>0)$: a relatively fast, intra-basin diffusion for $t\ll T^*$ and a much slower inter-basin Markov jump process for $t\gg T^*$. 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) $T_{n_1\rightarrow n_2}(V)$. We obtain an asymptotic expression of MFPT in terms of the "stochastic potential" $\Phi(x,V)=-(1/V)\ln p^{ss}_{xV}(V)$. 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 $T^*(V)$ in terms of $\Phi(x,V)\approx \phi_0(x)+(1/V)\phi_1(x)$. 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 $V\rightarrow\infty$. 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.

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