Matrix Product Belief Propagation for reweighted stochastic dynamics over graphs.

Stochastic processes on graphs can describe a great variety of phenomena ranging from neural activity to epidemic spreading. While many existing methods can accurately describe typical realizations of such processes, computing properties of extremely rare events is a hard task, particularly so in the case of recurrent models, in which variables may return to a previously visited state. Here, we build on the matrix product cavity method, extending it fundamentally in two directions: First, we show how it can be applied to Markov processes biased by arbitrary reweighting factors that concentrate most of the probability mass on rare events. Second, we introduce an efficient scheme to reduce the computational cost of a single node update from exponential to polynomial in the node degree. Two applications are considered: inference of infection probabilities from sparse observations within the SIRS epidemic model and the computation of both typical observables and large deviations of several kinetic Ising models.

A micromagnetic theory of skyrmion lifetime in ultrathin ferromagnetic films.

We use the continuum micromagnetic framework to derive the formulas for compact skyrmion lifetime due to thermal noise in ultrathin ferromagnetic films with relatively weak interfacial Dzyaloshinskii-Moriya interaction. In the absence of a saddle point connecting the skyrmion solution to the ferromagnetic state, we interpret the skyrmion collapse event as "capture by an absorber" at microscale. This yields an explicit Arrhenius collapse rate with both the barrier height and the prefactor as functions of all the material parameters, as well as the dynamical paths to collapse.

Robots as models of evolving systems.

Experimental robobiological physics can bring insights into biological evolution. We present a development of hybrid analog/digital autonomous robots with mutable diploid dominant/recessive 6-byte genomes. The robots are capable of death, rebirth, and breeding. We map the quasi-steady-state surviving local density of the robots onto a multidimensional abstract "survival landscape." We show that robot death in complex, self-adaptive stress landscapes proceeds by a general lowering of the robotic genetic diversity, and that stochastically changing landscapes are the most difficult to survive.

Learning dynamical models of single and collective cell migration: a review.

Single and collective cell migration are fundamental processes critical for physiological phenomena ranging from embryonic development and immune response to wound healing and cancer metastasis. To understand cell migration from a physical perspective, a broad variety of models for the underlying physical mechanisms that govern cell motility have been developed. A key challenge in the development of such models is how to connect them to experimental observations, which often exhibit complex stochastic behaviours. In this review, we discuss recent advances in data-driven theoretical approaches that directly connect with experimental data to infer dynamical models of stochastic cell migration. Leveraging advances in nanofabrication, image analysis, and tracking technology, experimental studies now provide unprecedented large datasets on cellular dynamics. In parallel, theoretical efforts have been directed towards integrating such datasets into physical models from the single cell to the tissue scale with the aim of conceptualising the emergent behaviour of cells. We first review how this inference problem has been addressed in both freely migrating and confined cells. Next, we discuss why these dynamics typically take the form of underdamped stochastic equations of motion, and how such equations can be inferred from data. We then review applications of data-driven inference and machine learning approaches to heterogeneity in cell behaviour, subcellular degrees of freedom, and to the collective dynamics of multicellular systems. Across these applications, we emphasise how data-driven methods can be integrated with physical active matter models of migrating cells, and help reveal how underlying molecular mechanisms control cell behaviour. Together, these data-driven approaches are a promising avenue for building physical models of cell migration directly from experimental data, and for providing conceptual links between different length-scales of description.

Parasite-mediated predation determines infection in a complex predator-prey-parasite system.

The interplay of host-parasite and predator-prey interactions is critical in ecological dynamics because both predators and parasites can regulate communities. But what is the prevalence of infected prey and predators when a parasite is transmitted through trophic interactions considering stochastic demographic changes? Here, we modelled and analysed a complex predator-prey-parasite system, where parasites are transmitted from prey to predators. We varied parasite virulence and infection probabilities to investigate how those evolutionary factors determine species' coexistence and populations' composition. Our results show that parasite species go extinct when the infection probabilities of either host are small and that success in infecting the final host is more critical for the survival of the parasite. While our stochastic simulations are consistent with deterministic predictions, stochasticity plays an important role in the border regions between coexistence and extinction. As expected, the proportion of infected individuals increases with the infection probabilities. Interestingly, the relative abundances of infected and uninfected individuals can have opposite orders in the intermediate and final host populations. This counterintuitive observation shows that the interplay of direct and indirect parasite effects is a common driver of the prevalence of infection in a complex system.

Instabilities and self-organization in spatiotemporal epidemic dynamics driven by nonlinearity and noise.

Theoretical analysis of epidemic dynamics has attracted significant attention in the aftermath of the COVID-19 pandemic. In this article, we study dynamic instabilities in a spatiotemporal compartmental epidemic model represented by a stochastic system of coupled partial differential equations (SPDE). Saturation effects in infection spread-anchored in physical considerations-lead to strong nonlinearities in the SPDE. Our goal is to study the onset of dynamic, Turing-type instabilities, and the concomitant emergence of steady-state patterns under the interplay between three critical model parameters-the saturation parameter, the noise intensity, and the transmission rate. Employing a second-order perturbation analysis to investigate stability, we uncover both diffusion-driven and noise-induced instabilities and corresponding self-organized distinct patterns of infection spread in the steady state. We also analyze the effects of the saturation parameter and the transmission rate on the instabilities and the pattern formation. In summary, our results indicate that the nuanced interplay between the three parameters considered has a profound effect on the emergence of dynamical instabilities and therefore on pattern formation in the steady state. Moreover, due to the central role played by the Turing phenomenon in pattern formation in a variety of biological dynamic systems, the results are expected to have broader significance beyond epidemic dynamics.

Methods for Classical-Mechanical Molecular Simulation in Chemistry: Achievements, Limitations, Perspectives.

More than a half century ago it became feasible to simulate, using classical-mechanical equations of motion, the dynamics of molecular systems on a computer. Since then classical-physical molecular simulation has become an integral part of chemical research. It is widely applied in a variety of branches of chemistry and has significantly contributed to the development of chemical knowledge. It offers understanding and interpretation of experimental results, semiquantitative predictions for measurable and nonmeasurable properties of substances, and allows the calculation of properties of molecular systems under conditions that are experimentally inaccessible. Yet, molecular simulation is built on a number of assumptions, approximations, and simplifications which limit its range of applicability and its accuracy. These concern the potential-energy function used, adequate sampling of the vast statistical-mechanical configurational space of a molecular system and the methods used to compute particular properties of chemical systems from statistical-mechanical ensembles. During the past half century various methodological ideas to improve the efficiency and accuracy of classical-physical molecular simulation have been proposed, investigated, evaluated, implemented in general simulation software or were abandoned. The latter because of fundamental flaws or, while being physically sound, computational inefficiency. Some of these methodological ideas are briefly reviewed and the most effective methods are highlighted. Limitations of classical-physical simulation are discussed and perspectives are sketched.

Stochastic dynamics of barrier island elevation.

Barrier islands are ubiquitous coastal features that create low-energy environments where salt marshes, oyster reefs, and mangroves can develop and survive external stresses. Barrier systems also protect interior coastal communities from storm surges and wave-driven erosion. These functions depend on the existence of a slowly migrating, vertically stable barrier, a condition tied to the frequency of storm-driven overwashes and thus barrier elevation during the storm impact. The balance between erosional and accretional processes behind barrier dynamics is stochastic in nature and cannot be properly understood with traditional continuous models. Here we develop a master equation describing the stochastic dynamics of the probability density function (PDF) of barrier elevation at a point. The dynamics are controlled by two dimensionless numbers relating the average intensity and frequency of high-water events (HWEs) to the maximum dune height and dune formation time, which are in turn a function of the rate of sea level rise, sand availability, and stress of the plant ecosystem anchoring dune formation. Depending on the control parameters, the transient solution converges toward a high-elevation barrier, a low-elevation barrier, or a mixed, bimodal, state. We find the average after-storm recovery time-a relaxation time characterizing barrier's resiliency to storm impacts-changes rapidly with the control parameters, suggesting a tipping point in barrier response to external drivers. We finally derive explicit expressions for the overwash probability and average overwash frequency and transport rate characterizing the landward migration of barriers.

Evolution in pecunia.

The paper models evolution in pecunia-in the realm of finance. Financial markets are explored as evolving biological systems. Diverse investment strategies compete for the market capital invested in long-lived dividend-paying assets. Some strategies survive and some become extinct. The basis of our paper is that dividends are not exogenous but increase with the wealth invested in an asset, as is the case in a production economy. This might create a positive feedback loop in which more investment in some asset leads to higher dividends which in turn lead to higher investments. Nevertheless, we are able to identify a unique evolutionary stable investment strategy. The problem is studied in a framework combining stochastic dynamics and evolutionary game theory. The model proposed employs only objectively observable market data, in contrast with traditional settings relying upon unobservable investors' characteristics (utilities and beliefs). Our method is analytical and based on mathematical reasoning. A numerical illustration of the main result is provided.

Numerical Modeling of Anisotropic Particle Diffusion through a Cylindrical Channel.

The transport of molecules and particles through single pores is the basis of biological processes, including DNA and protein sequencing. As individual objects pass through a pore, they cause a transient change in the current that can be correlated with the object size, surface charge, and even chemical properties. The majority of experiments and modeling have been performed with spherical objects, while much less is known about the transport characteristics of aspherical particles, which would act as a model system, for example, for proteins and bacteria. The transport kinetics of aspherical objects is an especially important, yet understudied, problem in nanopore analytics. Here, using the Wiener process, we present a simplified model of the diffusion of rod-shaped particles through a cylindrical pore, and apply it to understand the translation and rotation of the particles as they pass through the pore. Specifically, we analyze the influence of the particles' geometrical characteristics on the effective diffusion type, the first passage time distribution, and the particles' orientation in the pore. Our model shows that thicker particles pass through the channel slower than thinner ones, while their lengths do not affect the passage time. We also demonstrate that both spherical and rod-shaped particles undergo normal diffusion, and the first passage time distribution follows an exponential asymptotics. The model provides guidance on how the shape of the particle can be modified to achieve an optimal passage time.

Optimal dormancy strategies in fluctuating environments given delays in phenotypic switching.

Organisms have evolved different mechanisms in response to periods of environmental stress, including dormancy - a reversible state of reduced metabolic activity. Transitions to and from dormancy can be random or induced by changes in environmental conditions. Prior theoretical work has shown that stochastic transitioning between active and dormant states at the individual level can maximize fitness at the population level. However, such theories of 'bet-hedging' strategies typically neglect certain physiological features of transitions to dormancy, including time lags to gain protective benefits. Here, we construct and analyze a dynamic model that couples stochastic changes in environmental state with the population dynamics of organisms that can initiate dormancy after an explicit time delay. Stochastic environments are simulated using a multi-state Markov chain through which the mean and variance of environmental residence time can be adjusted. In the absence of time lags (or in the limit of very short lags), we find that bet-hedging strategy transition probabilities scale inversely with the mean environmental residence times, consistent with prior theory. We also find that increasing delays in dormancy decreases optimal transitioning probabilities, an effect that can be influenced by the correlations of environmental noise. When environmental residence times - either good or bad - are uncorrelated, the maximum population level fitness is obtained given low levels of transitioning between active and dormant states. However when environmental residence times are correlated, optimal dormancy initiation and termination probabilities increase insofar as the mean environmental persistent time is longer than the delay to reach dormancy. We also find that bet hedging is no longer advantageous when delays to enter dormancy exceed the mean environmental residence times. Altogether, these results show how physiological limits to dormancy and environmental dynamics shape the evolutionary benefits and even viability of bet hedging strategies at population scales.

Evolutionary dynamics under partner preferences.

The fact that people often have preference rankings for their partners is a distinctive aspect of human behavior. Little is known, however, about how this talent as a powerful force shapes human behavioral traits, including those which should not have been favored by selection, such as cooperation in social dilemma situations. Here we propose a dynamic model in which network-structured individuals can switch their interaction partners within neighborhoods based on their preferences. For the partner switching, we propose two interruption regimes: dictatorial regime and negotiating regime. In the dictatorial regime, focal individuals are able to suspend interactions out of preferences unilaterally. In the negotiating regime, either focal individuals or the associated partners agree to suspend, then these interactions can be successfully suspended. We investigate the evolution of cooperation under both preference-driven partner switching regimes in the context of both the weakened variant of the donation game and the standard one. Specifically, we theoretically approximate the critical conditions for cooperation to be favored by weak selection in the weakened donation game where cooperators bear a unit cost to provide a benefit for each active neighbor and simulate the evolutionary dynamics of cooperation in the standard donation game to test the robustness of the analytical results. Under dictatorial regime, selection of cooperation becomes harder when individuals have preferences for either cooperator or defector partners, implying that the expulsion of defectors by cooperators is overwhelmed by the chasing of defectors towards cooperators. Under negotiating regime, both preferences for cooperator and defector partners can significantly favor the evolution of cooperation, yet underlying mechanisms differ greatly. For preferences over cooperator partners, cooperator-cooperator interaction relationships are reinforced and the associated mutual reciprocity can resist and assimilate defectors. For preferences over defector partners, defector-defector interaction relationships are anchored, weakening defectors' exploitation over cooperators. Cooperators are thus offered much time space to interact among cospecies and spread. Our work may help better understand the critical role of preference-based adaptive partner switching in promoting the evolution of cooperation.

Perturbation theory for evolution of cooperation on networks.

Network structure is a mechanism for promoting cooperation in social dilemma games. In the present study, we explore graph surgery, i.e., to slightly perturb the given network, towards a network that better fosters cooperation. To this end, we develop a perturbation theory to assess the change in the propensity of cooperation when we add or remove a single edge to/from the given network. Our perturbation theory is for a previously proposed random-walk-based theory that provides the threshold benefit-to-cost ratio, [Formula: see text], which is the value of the benefit-to-cost ratio in the donation game above which the cooperator is more likely to fixate than in a control case, for any finite networks. We find that [Formula: see text] decreases when we remove a single edge in a majority of cases and that our perturbation theory captures at a reasonable accuracy which edge removal makes [Formula: see text] small to facilitate cooperation. In contrast, [Formula: see text] tends to increase when we add an edge, and the perturbation theory is not good at predicting the edge addition that changes [Formula: see text] by a large amount. Our perturbation theory significantly reduces the computational complexity for calculating the outcome of graph surgery.

Stochastic Dynamic Mass Spectrometric Quantitative and Structural Analyses of Pharmaceutics and Biocides in Biota and Sewage Sludge.

Mass spectrometric innovations in analytical instrumentation tend to be accompanied by the development of a data-processing methodology, expecting to gain molecular-level insights into real-life objects. Qualitative and semi-quantitative methods have been replaced routinely by precise, accurate, selective, and sensitive quantitative ones. Currently, mass spectrometric 3D molecular structural methods are attractive. As an attempt to establish a reliable link between quantitative and 3D structural analyses, there has been developed an innovative formula [DSD″,tot=∑inDSD″,i=∑in2.6388.10-17×Ii2¯-Ii¯2] capable of the exact determination of the analyte amount and its 3D structure. It processed, herein, ultra-high resolution mass spectrometric variables of paracetamol, atenolol, propranolol, and benzalkonium chlorides in biota, using mussel tissue and sewage sludge. Quantum chemistry and chemometrics were also used. Results: Data on mixtures of antibiotics and surfactants in biota and the linear dynamic range of concentrations 2-80 ng.(mL)-1 and collision energy CE = 5-60 V are provided. Quantitative analysis of surfactants in biota via calibration equation ln[D″SD] = f(conc.) yields the exact parameter |r| = 0.99991, examining the peaks of BAC-C12 at m/z 212.209 ± 0.1 and 211.75 ± 0.15 for tautomers of fragmentation ions. Exact parameter |r| = 1 has been obtained, correlating the theory and experiments in determining the 3D molecular structures of ions of paracetamol at m/z 152, 158, 174, 301, and 325 in biota.

Non-Monotonic Complexity of Stochastic Model of the Channel Gating Dynamics.

The simple model of an ionic current flowing through a single channel in a biological membrane is used to depict the complexity of the corresponding empirical data underlying different internal constraints and thermal fluctuations. The residence times of the channel in the open and closed states are drawn from the exponential distributions to mimic the characteristics of the real channel system. In the selected state, the dynamics are modeled by the overdamped Brownian particle moving in the quadratic potential. The simulated data allow us to directly track the effects of temperature (signal-to-noise ratio) and the channel's energetic landscape for conformational changes on the ionic currents' complexity, which are hardly controllable in the experimental case. To accurately describe the randomness, we employed four quantifiers, i.e., Shannon, spectral, sample, and slope entropies. We have found that the Shannon entropy predicts the anticipated reaction to the imposed modification of randomness by raising the temperature (an increase of entropy) or strengthening the localization (reduction of entropy). Other complexity quantifiers behave unpredictably, sometimes resulting in non-monotonic behaviour. Thus, their applicability in the analysis of the experimental time series of single-channel currents can be limited.

On the use of intra-molecular distance and angle constraints to lengthen the time step in molecular and stochastic dynamics simulations of proteins.

Computer simulation of proteins in aqueous solution at the atomic level of resolution is still limited in time span and system size due to limited computing power available and thus employs a variety of time-saving techniques that trade some accuracy against computational effort. An example of such a time-saving technique is the application of constraints to particular degrees of freedom when integrating Newton's or Langevin's equations of motion in molecular dynamics (MD) or stochastic dynamics (SD) simulations, respectively. The application of bond-length constraints is standard practice in protein simulations and allows for a lengthening of the time step by a factor of three. Applying recently proposed algorithms to constrain bond angles or dihedral angles, it is investigated, using the protein trypsin inhibitor as test molecule, whether bond angles and dihedral angles involving hydrogen atoms or even stiff proper (torsional) dihedral angles as well as improper ones (maintaining particular tetrahedral or planar geometries) may be constrained without generating too many artificial side effects. Constraining the relative positions of the hydrogen atoms in the protein allows for a lengthening of the time step by a factor of two. Additionally constraining the improper dihedral angles and the stiff proper (torsional) dihedral angles in the protein does not allow for an increase of the MD or SD time step.

Multiscale modeling of stochastic dynamics processes with MBN Explorer.

Stochastic dynamics describes processes in complex systems having the probabilistic nature. They can involve very different dynamical systems and occur on very different temporal and spatial scale. This paper discusses the concept of stochastic dynamics and its implementation in the popular program MBN Explorer. Stochastic dynamics in MBN Explorer relies on the Monte Carlo approach and permits simulations of physical, chemical, and biological processes. The paper presents the basic theoretical concepts underlying stochastic dynamics implementation and provides several examples highlighting its applicability to different systems, such as diffusing proteins seeking an anchor point on a cell membrane, deposition of nanoparticles on a surface leading to structures with fractal morphologies, and oscillations of compounds in an autocatalytic reaction. The chosen examples illustrate the diversity of applications that can be modeled by means of stochastic dynamics with MBN Explorer.

Molecular dynamics simulation or structure refinement of proteins: are solvent molecules required? A case study using hen lysozyme.

In protein simulation or structure refinement based on values of observable quantities measured in (aqueous) solution, solvent (water) molecules may be explicitly treated, omitted, or represented by a potential of mean-solvation-force term, depending on protein coordinates only, in the force field used. These three approaches are compared for hen egg white lysozyme (HEWL). This 129-residue non-spherical protein contains a variety of secondary-structure elements, and ample experimental data are available: 1630 atom-atom Nuclear Overhauser Enhancement (NOE) upper distance bounds, 213 3 J-couplings and 200 S2 order parameters. These data are used to compare the performance of the three approaches. It is found that a molecular dynamics (MD) simulation in explicit water approximates the experimental data much better than stochastic dynamics (SD) simulation in vacuo without or with a solvent-accessible-surface-area (SASA) implicit-solvation term added to the force field. This is due to the missing energetic and entropic contributions and hydrogen-bonding capacities of the water molecules and the missing dielectric screening effect of this high-permittivity solvent. Omission of explicit water molecules leads to compaction of the protein, an increased internal strain, distortion of exposed loop and turn regions and excessive intra-protein hydrogen bonding. As a consequence, the conformation and dynamics of groups on the surface of the protein, which may play a key role in protein-protein interactions or ligand or substrate binding, may be incorrectly modelled. It is thus recommended to include water molecules explicitly in structure refinement of proteins in aqueous solution based on nuclear magnetic resonance (NMR) or other experimentally measured data.

Extracting stochastic governing laws by non-local Kramers-Moyal formulae.

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian fluctuations, the effective data-driven methods to identify stochastic differential equations with non-Gaussian Lévy noise are relatively few so far. In this work, we propose a data-driven approach to extract stochastic governing laws with both (Gaussian) Brownian motion and (non-Gaussian) Lévy motion, from short bursts of simulation data. Specifically, we use the normalizing flows technology to estimate the transition probability density function (solution of non-local Fokker-Planck equations) from data, and then substitute it into the recently proposed non-local Kramers-Moyal formulae to approximate Lévy jump measure, drift coefficient and diffusion coefficient. We demonstrate that this approach can learn the stochastic differential equation with Lévy motion. We present examples with one- and two-dimensional decoupled and coupled systems to illustrate our method. This approach will become an effective tool for discovering stochastic governing laws and understanding complex dynamical behaviours. This article is part of the theme issue 'Data-driven prediction in dynamical systems'.

How a well-adapting immune system remembers.

An adaptive agent predicting the future state of an environment must weigh trust in new observations against prior experiences. In this light, we propose a view of the adaptive immune system as a dynamic Bayesian machinery that updates its memory repertoire by balancing evidence from new pathogen encounters against past experience of infection to predict and prepare for future threats. This framework links the observed initial rapid increase of the memory pool early in life followed by a midlife plateau to the ease of learning salient features of sparse environments. We also derive a modulated memory pool update rule in agreement with current vaccine-response experiments. Our results suggest that pathogenic environments are sparse and that memory repertoires significantly decrease infection costs, even with moderate sampling. The predicted optimal update scheme maps onto commonly considered competitive dynamics for antigen receptors.