Search and return model for stochastic path integrators.

We extend a recently introduced prototypical stochastic model describing uniformly the search and return of objects looking for new food sources around a given home. The model describes the kinematic motion of the object with constant speed in two dimensions. The angular dynamics is driven by noise and describes a "pursuit" and "escape" behavior of the heading and the position vectors. Pursuit behavior ensures the return to the home and the escaping between the two vectors realizes exploration of space in the vicinity of the given home. Noise is originated by environmental influences and during decision making of the object. We take symmetric α -stable noise since such noise is observed in experiments. We now investigate for the simplest possible case, the consequences of limited knowledge of the position angle of the home. We find that both noise type and noise strength can significantly increase the probability of returning to the home. First, we review shortly main findings of the model presented in the former manuscript. These are the stationary distance distribution of the noise driven conservative dynamics and the observation of an optimal noise for finding new food sources. Afterwards, we generalize the model by adding a constant shift γ within the interaction rule between the two vectors. The latter might be created by a permanent uncertainty of the correct home position. Nonvanishing shifts transform the kinematics of the searcher to a dissipative dynamics. For the latter, we discuss the novel deterministic properties and calculate the stationary spatial distribution around the home.

Hydrodynamically enforced entropic trapping of Brownian particles.

We study the transport of Brownian particles through a corrugated channel caused by a force field containing curl-free (scalar potential) and divergence-free (vector potential) parts. We develop a generalized Fick-Jacobs approach leading to an effective one-dimensional description involving the potential of mean force. As an application, the interplay of a pressure-driven flow and an oppositely oriented constant bias is considered. We show that for certain parameters, the particle diffusion is significantly suppressed via the property of hydrodynamically enforced entropic particle trapping.

Communication: impact of inertia on biased Brownian transport in confined geometries.

We consider the impact of inertia on biased Brownian motion of point-size particles in a two-dimensional channel with sinusoidally varying width. If the time scales of the problem separate, the adiabatic elimination of the transverse degrees of freedom leads to an effective description for the motion along the channel given by the potential of mean force. The possibility of such description is intimately connected with equipartition. Numerical simulations show that in the presence of external bias the equipartition may break down leading to non-monotonic dependence of mobility on external force and several other interesting effects.

Biased Brownian motion in extremely corrugated tubes.

Biased Brownian motion of point-size particles in a three-dimensional tube with varying cross-section is investigated. In the fashion of our recent work, Martens et al. [Phys. Rev. E 83, 051135 (2011)] we employ an asymptotic analysis to the stationary probability density in a geometric parameter of the tube geometry. We demonstrate that the leading order term is equivalent to the Fick-Jacobs approximation. Expression for the higher order corrections to the probability density is derived. Using this expansion orders, we obtain that in the diffusion dominated regime the average particle current equals the zeroth order Fick-Jacobs result corrected by a factor including the corrugation of the tube geometry. In particular, we demonstrate that this estimate is more accurate for extremely corrugated geometries compared with the common applied method using a spatially-dependent diffusion coefficient D(x, f) which substitutes the constant diffusion coefficient in the common Fick-Jacobs equation. The analytic findings are corroborated with the finite element calculation of a sinusoidal-shaped tube.

Dynamics of excitable elements with time-delayed coupling.

Motivated by recent experiments on intracellular calcium release we study the effects of different types of coupling on the dynamics of arrays of excitable elements. We intend to find a mechanism that produces a sustained activity of the elements following a spike. While instantaneous diffusive coupling does not exhibit this property, we show that, for a coupling term with temporal delay, signals from adjacent elements can serve as mutual excitations and thus prolong the duration of the signal. We propose that time delayed coupling is generated by diffusion between isolated clusters of calcium channels. Our model could thus provide an explanation for two different release modes observed in the Ca2+ system.

Directed transport of an inertial particle in a washboard potential induced by delayed feedback.

We consider motion of an underdamped Brownian particle in a washboard potential that is subjected to an unbiased time-periodic external field. While in the limiting deterministic system in dependence of the strength and phase of the external field directed net motion can exist; for a finite temperature the net motion averages to zero. Strikingly, with the application of an additional time-delayed feedback term directed particle motion can be accomplished persisting up to fairly high levels of the thermal noise. In detail, there exist values of the feedback strength and delay time for which the feedback term performs oscillations that are phase locked to the time-periodic external field. This yields an effective biasing rocking force promoting periods of forward and backward motion of distinct duration, and thus directed motion. In terms of phase space dynamics we demonstrate that with applied feedback desymmetrization of coexisting attractors takes place leaving the ones supporting either positive or negative velocities as the only surviving ones. Moreover, we found parameter ranges for which in the presence of thermal noise the directed transport is enhanced compared to the noiseless case.

Phase reversal in the Selkov model with inhomogeneous influx.

The dynamical reaction-diffusion Selkov system as a model describing the complex traveling wave behavior is presented. The approximate amplitude-phase solution allows us to extract the base properties of the biochemical distributed system, which determines such patterns. It is shown that this relatively simple model could describe qualitatively the main features of the glycolysis waves observed in the experiments.

Analysis of aligning active local searchers orbiting around their common home position.

We discuss effects of pairwise aligning interactions in an ensemble of central place foragers or of searchers that are connected to a common home. In a wider sense, we also consider self-moving entities that are attracted to a central place such as, for instance, the zooplankton Daphnia being attracted to a beam of light. Single foragers move with constant speed due to some propulsive mechanism. They explore at random loops the space around and return rhytmically to their home. In the ensemble, the direction of the velocity of a searcher is aligned to the motion of its neighbors. At first, we perform simulations of this ensemble and find a cooperative behavior of the entities. Above an overcritical interaction strength the trajectories of the searcher qualitatively changes and searchers start to move along circles around the home position. Thereby, all searchers rotate either clockwise or anticlockwise around the central home position as it was reported for the zooplankton Daphnia. At second, the computational findings are analytically explained by the formulation of transport equations outgoing from the nonlinear mean field Fokker-Planck equation of the considered situation. In the asymptotic stationary limit, we find expressions for the critical interaction strength, the mean radial and orbital velocities of the searchers and their velocity variances. We also obtain the marginal spatial and angular densities in the undercritical regime where the foragers behave like individuals as well as in the overcritical regime where they rotate collectively around the considered home. We additionally elaborate the overdamped Smoluchowski-limit for the ensemble.

Deterministic escape dynamics of two-dimensional coupled nonlinear oscillator chains.

We consider the deterministic escape dynamics of a chain of coupled oscillators under microcanonical conditions from a metastable state over a cubic potential barrier. The underlying dynamics is conservative and noise free. We introduce a two-dimensional chain model and assume that neighboring units are coupled by Morse springs. It is found that, starting from a homogeneous lattice state, due to the nonlinearity of the external potential the system self-promotes an instability of its initial preparation and initiates complex lattice dynamics leading to the formation of localized large amplitude breathers, evolving in the direction of barrier crossing, accompanied by global oscillations of the chain transverse to the barrier. A few chain units accumulate locally sufficient energy to cross the barrier. Eventually the metastable state is left and either these particles dissociate or pull the remaining chain over the barrier. We show this escape for both linear rodlike and coil-like configurations of the chain in two dimensions.

Resonancelike phenomena in the mobility of a chain of nonlinear coupled oscillators in a two-dimensional periodic potential.

We study the Langevin dynamics of a two-dimensional discrete oscillator chain absorbed on a periodic substrate and subjected to an external localized point force. Going beyond the commonly used harmonic bead-spring model, we consider a nonlinear Morse interaction between the next-nearest neighbors. We focus interest on the activation of directed motion instigated by thermal fluctuations and the localized point force. In this context the local transition states are identified and the corresponding activation energies are calculated. It is found that the transport of the chain in point force direction is determined by stepwise escapes of a single unit or segments of the chain due to the existence of multiple locally stable attractors. The nonvanishing net current of the chain is quantitatively assessed by the value of the mobility of the center of mass. It turns out that the latter as a function of the ratio of the competing length scales of the system, that is the period of the substrate potential and the equilibrium distance between two chain units, shows a resonance behavior. More precisely there exists a set of optimal parameter values maximizing the mobility. Interestingly, the phenomenon of negative resistance is found, i.e., the mobility possesses a minimum at a finite value of the strength of the thermal fluctuations for a given overcritical external driving force.

Optimal noise in a stochastic model for local search.

We develop a prototypical stochastic model for a local search around a given home. The stochastic dynamic model is motivated by experimental findings of the motion of a fruit fly around a given spot of food but will generally describe the local search behavior. The local search consists of a sequence of two epochs. In the first the searcher explores new space around the home, whereas it returns to the home during the second epoch. In the proposed two-dimensional model both tasks are described by the same stochastic dynamics. The searcher moves with constant speed and its angular dynamics is driven by a symmetric α-stable noise source. The latter stands for the uncertainty to decide the new direction of motion. The main ingredient of the model is the nonlinear interaction dynamics of the searcher with its home. In order to determine the new heading direction, the searcher has to know the actual angles of its position to the home and of the heading vector. A bound state to the home is realized by a permanent switch of a repulsive and attractive forcing of the heading direction from the position direction corresponding to search and return epochs. Our investigation elucidates the analytic tractability of the deterministic and stochastic dynamics. Noise transforms the conservative deterministic dynamics into a dissipative one of the moments. The noise enables a faster finding of a target distinct from the home with optimal intensity. This optimal situation is related to the noise-dependent relaxation time. It is uniquely defined for all α and distinguishes between the stochastic dynamics before and after its value. For times large compared to this, we derive the corresponding Smoluchowski equation and find diffusive spreading of the searcher in the space. We report on the qualitative agreement with the experimentally observed spatial distribution, noisy oscillatory return times, and spatial autocorrelation function of the fruit fly. However, as a result of its simplicity, the model aims to reproduce the local search behavior of other units during their exploration of surrounding space and their quasiperiodic return to a home.

Fluctuation-induced phase transition in a spatially extended model for catalytic CO oxidation.

A reaction-diffusion master equation has been introduced in order to model the bistable CO oxidation on single crystal metal surfaces at high pressure where the diffusion length becomes small and local fluctuations are important. Analytical solutions can be found in a reduced one-component nonlinear master equation after applying the Weiss mean-field approximation together with the adiabatic elimination of oxygen. It is shown that the Weiss mean-field approximation predicts a symmetry-breaking bifurcation associated with a phase transition. The corresponding stationary solutions of the nonlinear master equation are supported by Gillespie-type Monte Carlo simulations.

Synchronization and firing death in the dynamics of two interacting excitable units with heterogeneous signals.

We study the response of two coupled FitzHugh-Nagumo systems to heterogeneous external inputs. The latter, modeled by periodic parametric stimuli, force the uncoupled excitable systems into a regime of chaotic firing. Due to parameter dispersion involved in randomly distributed amplitudes and/or phases of the external forces the units are nonidentical and their firing events will be asynchronous. Interest is focused on mutually synchronized spikings arising through the coupling. It is demonstrated that the phase difference of the two external forces crucially affects the onset of spike synchronization as well as the resulting degree of synchrony. For large phase differences the degree of spike synchrony is constricted to a maximal possible value and cannot be enhanced upon increasing the coupling strength. We even found that overcritically strong couplings lead to suppression of firing so that the units perform synchronous subthreshold oscillations. This effect, which we call "firing death," is due to a coupling-induced modification of the excitation threshold impeding spiking of the units. In clear contrast, when only the amplitudes of the forces are distributed perfect spike synchrony is achieved for sufficiently strong coupling.

Self-organized escape of oscillator chains in nonlinear potentials.

We present the noise-free escape of a chain of linearly interacting units from a metastable state over a cubic on-site potential barrier. The underlying dynamics is conservative and purely deterministic. The mutual interplay between nonlinearity and harmonic interactions causes an initially uniform lattice state to become unstable, leading to an energy redistribution with strong localization. As a result, a spontaneously emerging localized mode grows into a critical nucleus. By surpassing this transition state, the nonlinear chain manages a self-organized, deterministic barrier crossing. Most strikingly, these noise-free, collective nonlinear escape events proceed generally by far faster than transitions assisted by thermal noise when the ratio between the average energy supplied per unit in the chain and the potential barrier energy assumes small values.

Drift and diffusion in a periodic two-dimensional velocity field without attractors.

We consider the transport of overdamped particles in a two-dimensional periodic velocity field. This field possesses extended lines of fixed points where the deterministic motion stops. Additive noise makes the lines penetrable and results in an oscillatory motion along tori. We characterize the stochastic motion by the probability distribution density, the stationary mean velocity, and the mean times of escape from bounded domains. For intermediate noise intensities, the fluctuations enhance the transport of the particles compared to the deterministic case. A fast dichotomic modulation of asymmetry enhances fluxes.

Non-Markovian approach to globally coupled excitable systems.

We consider stochastic excitable units with three discrete states. Each state is characterized by a waiting time density function. This approach allows for a non-Markovian description of the dynamics of separate excitable units and of ensembles of such units. We discuss the emergence of oscillations in a globally coupled ensemble with excitatory coupling. In the limit of a large ensemble we derive the non-Markovian mean-field equations: nonlinear integral equations for the populations of the three states. We analyze the stability of their steady solutions. Collective oscillations are shown to persist in a large parameter region beyond supercritical and subcritical Hopf bifurcations. We compare the results with simulations of discrete units as well as of coupled FitzHugh-Nagumo systems.

Interspike interval densities of resonate and fire neurons.

The subthreshold dynamics of a neuron can follow one of the two patterns: resonant neurons generate intrinsic subthreshold membrane potential oscillations, whereas in nonresonant neurons these oscillations are not observed. Here, we investigate how these subthreshold behaviors affect the suprathreshold response. Both types of neurons are described by a resonate and fire model, with the stable fixpoint being either a focus or a node. Using analytic expression for a linear oscillator model with threshold and reset, we calculate the multimodal interspike interval densities. We show that a change in model parameters induces qualitative changes in the interspike interval densities.

First passage time densities in resonate-and-fire models.

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for non-Markovian differentiable random processes. We start from an exact expression for the FPT density in terms of an infinite series of integrals over joint densities of level crossings, and consider different approximations based on truncation or on approximate summation of this series. Thus the first few terms of the series give good approximations for the FPT density on short times. For rapidly decaying correlations the decoupling approximations perform well in the whole time domain. As an example we consider resonate-and-fire neurons representing stochastic underdamped or moderately damped harmonic oscillators driven by white Gaussian or by Ornstein-Uhlenbeck noise. We show that approximations reproduce all qualitatively different structures of the FPT densities: from monomodal to multimodal densities with decaying peaks. The approximations work for the systems of whatever dimension and are especially effective for the processes with narrow spectral density, exactly when Markovian approximations fail.

Regular patterns in dichotomically driven activator-inhibitor dynamics.

We investigate Turing pattern formation in the presence of additive dichotomous fluctuations in the context of an extended system with diffusive coupling and FitzHugh-Nagumo kinetics. The fluctuations vary in space and/or time. Depending on the realization of the dichotomous switching the system is, at a given time (for spatial disorder at a given position) in one of two possible excitable dynamical regimes. Each of the two excitable dynamics for itself does not support pattern formation. With proper dichotomous fluctuations, however, the homogeneous steady state is destabilized via a Turing instability. We investigate the influence of different switching rates (different correlation length of the spatial disorder) on pattern formation. We find three distinct mechanisms: For slow switching existing boundaries become unstable, for high rates the system exhibits "effective bistability" which allows for a Turing instability. For medium rates the fluctuations create spatial structures via a new mechanism where the influence of the fluctuations is twofold. First they produce local inhomogeneities, which then grow (again caused by fluctuations) until the whole space is covered. Utilizing a nonlinear map approach we show bistability of a period-one and a period-two orbit being associated with the steady homogeneous and the Turing pattern state, respectively. Finally, for purely static dichotomous disorder we find destabilization of homogeneous steady states for finite nonzero correlation length of the disorder resulting again in Turing patterns.

Phase velocity and phase diffusion in periodically driven discrete-state systems.

We develop a theory to calculate the effective phase diffusion coefficient and the mean phase velocity in periodically driven stochastic models with two discrete states. This theory is applied to a dichotomically driven Markovian two-state system. Explicit expressions for the mean phase velocity, the effective phase diffusion coefficient, and the Pe clet number are analytically calculated. The latter indicates as a measure of phase-coherence forced synchronization of the stochastic system with respect to the periodic driving and exhibits a "bona fide" resonance. In a second step, the theory is applied to a non-Markovian two-state system modeling excitable systems. The results prove again stochastic synchronization to the periodic driving and are in good agreement with simulations of a stochastic FitzHugh-Nagumo system.