We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed auto-inhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.
An extension of the thermodynamic uncertainty relation (TUR) to time-delayed Langevin systems has been recently proposed by T. V. Vu and Y. Hasegawa (arXiv:1809.06610v2). Here we show that the derivation is erroneous.
We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise …
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like inequalities that provide bounds to the average extracted work. Here we study stochastic fluctuations of time-integrated observables such as the heat exchanged with the environment, the extracted work, or the (apparent) entropy production. We use a path-integral formalism and focus on the long-time behavior in the stationary cooling regime, stressing the role of rare e…
Stochastic thermodynamics (ST) for delayed Langevin systems are discussed. By using the general principles of ST, the first-law-like energy balance and trajectory-dependent entropy s(t) can be well-defined in a similar way as that in a system without delay. Since the presence of time delay brings an additional entropy flux into the system, the conventional second law $<{Δ{s_{tot}}}> \ge 0$ no longer holds true, where $Δ{s_{tot}}$ denotes the total entropy change along a stochastic path and $<...>$ stands for average over the path ensemble. With the help of a Fokker-Planck description, we intro…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of FP equations for the various $n$-time joint distribution functions. Here we present a novel approach to close the hierarchy at the one-time level based on a linearization of the deterministic forces in all members of the hierarchy starting from the second one. This leads to a closed equation for the one-time probability density in the steady state. Consideri…
The thermodynamic uncertainty relation, which establishes a universal trade-off between the relative fluctuation of arbitrary currents and the dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems. Thus, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. First, we demonstrate numerically that the conventional uncertainty relation does not hold in certain delayed systems, which suggests that the lower bound should be refined to sustain the validity of the inequality. By introducing …
By employing a semi-analytical dynamical mean-field approximation theory previously proposed by the author [H. Hasegawa, Phys. Rev. E {\bf 67}, 041903 (2003)], we have developed an augmented moment method (AMM) in order to discuss dynamics of an $N$-unit ensemble described by linear and nonlinear Langevin equations with delays. In AMM, original $N$-dimensional {\it stochastic} delay differential equations (SDDEs) are transformed to infinite-dimensional {\it deterministic} DEs for means and correlations of local as well as global variables. Infinite-order DEs arising from the non-Markovian prop…
The thermodynamic uncertainty relation, which establishes a universal trade-off between nonequilibrium current fluctuations and dissipation, has been found for various Markovian systems. However, this relation has not been revealed for non-Markovian systems; therefore, we investigate the thermodynamic uncertainty relation for time-delayed Langevin systems. We prove that the fluctuation of arbitrary dynamical observables is constrained by the Kullback--Leibler divergence between the distributions of the forward path and its reversed counterpart. Specifically, for observables that are antisymmet…
Characteristic oscillations in frequency-resolved heat dissipation of linear time-delayed Langevin systems: Approach from the violation of the fluctuation-response relation
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order $Ω^{-3/2}$ for reaction systems which do not obey detailed balanc…
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CL…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small stochastic systems governed by an underdamped Langevin equation and driven out of equilibrium by a time-delayed continuous feedback control. In their normal operating regime, these systems settle in a nonequilibrium steady state in which work is permanently extracted from the surrounding heat bath. By using the Fokker-Planck representation of the dynamics, we deri…
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a non-equilibrium s…
We study irreversible processes for nonlinear oscillators networks described by complex-valued Langevin equations that account for coupling to different thermo-chemical baths. Dissipation is introduced via non-Hermitian terms in the Hamiltonian of the model. We apply the stochastic thermodynamics formalism to compute explicit expressions for the entropy production rates. We discuss in particular the non-equilibrium steady states of the network characterised by a constant production rate of entropy and flows of energy and particle currents. For two specific examples, a one-dimensional chain and…
A system-size expansion method is incorporated into the Doi-Peliti formalism for stochastic chemical kinetics. The basic idea of the incorporation is to introduce a new decomposition of unity associated with a so-called Cole-Hopf transformation. This approach elucidates a relationship between two different Langevin equations; one is associated with a coherent-state path-integral expression and the other describes density fluctuations. A simple reaction scheme $X \rightleftarrows X+X$ is investigated as an illustrative example.
Active colloidal particles that are propelled by a self-diffusiophoretic mechanism are often described by Langevin equations that are either postulated on physical grounds or derived using the methods of fluctuating hydrodynamics. While these descriptions are appropriate for colloids of micrometric and larger size, they will break down for very small active particles. A fully microscopic derivation of Langevin equations for self-diffusiophoretic particles powered by chemical reactions catalyzed asymmetrically by the colloid is given in this paper. The derivation provides microscopic expression…
The bifurcation diagram of a model nonlinear Langevin equation with delayed feedback is obtained numerically. We observe both direct and oscillatory bifurcations in different ranges of model parameters. Below threshold, the stationary distribution function p(x) is a delta function at the trivial state x=0. Above threshold, p(x) ~ x^alpha at small x, with alpha = -1 at threshold, and monotonously increasing with the value of the control parameter above threshold. Unlike the case without delayed feedback, the bifurcation threshold is shifted by fluctuations by an amount that scales linearly with…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian approximation as well as (2) a dichotomous model. The system demonstrates ordering phase transitions and multi-stability. That is, for a strong enough feedback it exhibits nontrivial stationary states and oscillatory states whose frequencies depend only on the mean of the time delay distribution function. Other observed dynamical phenomena include coherence resonance a…
Based on the Fokker-Planck equation we investigate the transport of an overdamped colloidal particle in a static, asymmetric periodic potential supplemented by a time-dependent, delayed feedback force, $F_{\mathrm{fc}}$. For a given time $t$, $F_\mathrm{fc}$ depends on the status of the system at a previous time $t-τ_\mathrm{D}$, with $τ_\mathrm{D}$ being a delay time, specifically on the delayed mean particle displacement (relative to some "switching position"). For non-zero delay times $F_{\mathrm{fc}}(t)$ develops nearly regular oscillations generating a net current in the system. Depending…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with transition rates depending on the earlier state of the system. In this two-state approximation, we found analytical formulae for the autocorrelation function, the power spectrum, and the linear response to a periodic perturbation. They show very good agreement with direct numerical simulations of the original Langevin equation. The power spectrum has a pronounced…
The process of ion transport through a locust potassium channel is described by means of the Fokker-Planck equation (FPE). The deterministic and stochastic components of the process of switching between various conducting states of the channel are expressed by two coefficients, $D^{(1)}$ and $D^{(2)}$, a drift and a diffusion coefficient, respectively. The FPE leads to a Langevin equation. This analysis reveals beside the well known deterministic aspects a turbulent, cascade type of action. The (noisy-like) switching between different conducting states prevents the channel from staying in one,…
We derive the linear Langevin equation that describes the behavior of the fluctuations of the order parameter of the chiral phase transition above the critical temperature by applying the projection operator method to the Nambu-Jona-Lasinio model at finite temperature and density. The Langevin equation relaxes exhibiting oscillation, reveals thermalization and converges to the equilibrium state consistent with the mean-field approximation as time goes on. With the help of this Langevin equation, we further investigate the relaxation of the critical fluctuations. The relaxation time of the crit…
Kinetic Monte Carlo methods such as the Gillespie algorithm model chemical reactions as random walks in particle number space. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing on chemical reactions, and in general stochastic reaction delay, which may represent the impact of extrinsic noise. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical …
The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations are large, the discrete Chemical Master Equation can be approximated with a continuous diffusion process, like the Chemical Langevin Equation or Low Noise Approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the Chemical Master Equation. We find that a stochastic-thermodynamic descr…
We present the energetic aspect of open systems which may exchange particles with their environments. Our attention shall be paid to the scale that the motion of the particles is described by the classical Langevin dynamics. Along a particular realization of the stochastic process, we study the energy transfer into the open system from the environments. We are able to clarify how much energy each particle carries when it enters or leaves the system. On the other hand, the chemical potential should be considered as the concept in macro scale, which is relevant to the free energy potential with …
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a dichotomous model. We find that for a strong enough positive feedback the system undergoes a phase transition and adopts a non-zero stationary mean field. A variety of coexisting oscillatory mean field states are found for positive and negative couplings. The magnitude of the oscillatory states is maximal for a certain noise temperature, i.e., the system demonstra…
A theory for chemical reaction dynamics in condensed phase systems based on the generalized Langevin formalism of Grote and Hynes is presented. A microscopic approach to calculate the dynamic friction is developed within the framework of a combination of kinetic and mode-coupling theories. The approach provides a powerful analytic tool to study chemical reactions in realistic condensed phase environments. The accuracy of the approach is tested for a model isomerization reaction in a Lennard-Jones fluid. Good agreement is obtained for the transmission coefficient at different solvent densities,…
Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly obtain the large deviation rate functionals for the considered two-scale processes based upon the second-quantization path integral technique. We get three important types of large deviation results when the underlying two times scales are in three different regimes. This is realized by singular perturbation analysis to the rate functionals obtained by path…
