A note on the first passage time problem
Kolmogoroff backward equation for analyzing first passage time problem for linear single degree of freedom vibratory system with linear viscous damping
Shinozuka, M.↗
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"Spectrally gapped" random walks on networks: a Mean First Passage Time formula
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices H=\langle H\rangle +\delta H H = ⟨ H ⟩ + δ H , with \langle H\rangle ⟨ H ⟩ rank- 1 1 and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested numerically on several instances of (weighted) networks away from the high sparsity regime, with an excellent agreement.
97 MATHEMATICS AND COMPUTING↗
First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)
Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Multilevel Monte Carlo Predictions of First Passage Times in Three-Dimensional Discrete Fracture Networks: A Graph-Based Approach
In this paper, we present a method combining multilevel Monte Carlo (MLMC) and a graph-based primary subnetwork identification algorithm to provide estimates of the mean and variance of the distribution of first passage times in fracture media at significantly lower computational cost than standard Monte Carlo (MC) methods. Simulations of solute transport are performed using a discrete fracture network (DFN), and instead of using various grid resolutions for levels in the MLMC, which is standard practice in MLMC, we identify a hierarchy of subnetworks in the DFN based on the shortest topological paths through the network using a graph-based method. While the mean of these ensembles is of critical importance, the variance is also essential in fractured media where uncertainty is an overarching theme, and understanding variability across an ensemble is a requirement for safety assessments. The method provides good estimates of the mean and variance at two orders of magnitude lower computational cost than MC.
54 ENVIRONMENTAL SCIENCES↗
On the probability of cycle-slipping in first-order phase-locked loops.
The first-passage time boundary value problem for first-order phase-locked loops (PLL) is analyzed, and spectral representations are developed for the probability density function (pdf), the distribution function, and the moments of the first time to passage (or cycle-slip). For the sinusoidal PLL, an asymptotic formula, that is surprisingly accurate even at low loop SNR's and large frequency offsets, is obtained for the pdf of the time to cycle-slip, in terms of the mean time to slip.
La Frieda, J. R.↗
Analytic method for calculating properties of random walks on networks
A method for calculating the properties of discrete random walks on networks is presented. The method divides complex networks into simpler units whose contribution to the mean first-passage time is calculated. The simplified network is then further iterated. The method is demonstrated by calculating mean first-passage times on a segment, a segment with a single dangling bond, a segment with many dangling bonds, and a looplike structure. The results are analyzed and related to the applicability of the Einstein relation between conductance and diffusion.
Goldhirsch, I.↗
The hidden structure of hydrodynamic transport in random fracture networks
We study the large-scale dynamics and prediction of hydrodynamic transport in random fracture networks. The flow and transport behaviour is characterized by first passage times and displacement statistics, which show heavy tails and anomalous dispersion with a strong dependence on the injection condition. The origin of these behaviours is investigated in terms of Lagrangian velocities sampled equidistantly along particle trajectories, unlike classical sampling strategies at a constant rate. The velocity series are analysed by their copula density, the joint distribution of the velocity unit scores, which reveals a simple, albeit hidden, correlation structure that can be described by a Gaussian copula. Based on this insight, we derive a Langevin equation for the evolution of equidistant particle speeds. In this framework, particle motion is quantified by a stochastic time-domain random walk, the joint density of particle position, and speed satisfies a Klein–Kramers equation. The upscaled theory quantifies particle motion in terms of the characteristic fracture length scale and the distribution of Eulerian flow velocities. That is, it is predictive in the sense that it does not require the a priori knowledge of transport attributes. The upscaled model captures non-Fickian transport features, and their dependence on the injection conditions in terms of the velocity point statistics and average fracture length. It shows that the first passage times and displacement moments are dominated by extremes occurring at the first step. The presented approach integrates the interaction of flow and structure into a predictive model for large-scale transport in random fracture networks.
42 ENGINEERING↗
The isolation limits of stochastic vibration
The vibration isolation problem is formulated as a 1D kinematic problem. The geometry of the stochastic wall trajectories arising from the stroke constraint is defined in terms of their significant extrema. An optimal control solution for the minimum acceleration return path determines a lower bound on platform mean square acceleration. This bound is expressed in terms of the probability density function on the significant maxima and the conditional fourth moment of the first passage time inverse. The first of these is found analytically while the second is found using a Monte Carlo simulation. The rms acceleration lower bound as a function of available space is then determined through numerical quadrature.
Knopse, C. R.↗
Reproduction drives changes in space use and habitat selection in a highly adaptable invasive mammal
Abstract For ungulates, it is not well understood how the interaction between habitat and reproduction affects movement behavior, space use, and habitat selection. We used known parturition (farrowing) data to validate First Passage Time (FPT) movement analysis to identify wild pig (Sus scrofa) parturition events from data collected with GPS collars. We examined home range and habitat selection during three physiologically distinct time periods in the reproductive cycle: late-gestation; farrowing; and neonate-care period. Sows exhibited a behavioral change 1-2 days prior to farrowing, suggesting FPT analysis can reliably identify parturition events for wide-ranging species that have a focused birthing area. Home range was smallest during the farrowing period, likely reflective of nest building, parturition, and protection of neonates. Home range size during the neonate-care period was intermediate between the late-gestation and farrowing periods, indicative of offspring care that may restrict maternal movement. Across all periods, sows avoided developed areas that have sparse canopy and ground cover and are associated with human activities. During late-gestation, sows avoided pine forests that have an open understory and less vegetative cover. During late-gestation and neonate-care, sows selected bottomland hardwood forests, habitat associated with ample food, cover, and water. During farrowing and neonate-care periods, sows selected upland hardwood forests, habitat with high quality food and cover for neonates. The physiological requirements of reproduction drive female habitat selection and spatial scale of movement patterns associated with parturition. Our study contributes to delineation of the appropriate scale at which to analyze movement data to provide insight about where individuals chose to place their home range, how much space to use, and how they use resources on the landscape to maximize reproductive success and fitness.
Zoology↗
Resident and transient coyotes exhibit differential patterns of movement behavior across heterogeneous landscapes in the southeastern United States
Coyotes (Canis latrans) are a highly adaptable canid species whose behavioral plasticity has allowed them to persist in a wide array of habitats throughout North America. As generalists, coyotes can alter movement patterns and change territorial strategies between residency (high site fidelity) and transiency (low site fidelity) to maximize fitness. Uncertainty remains about resident and transient coyote movement patterns and habitat use because research has reached conflicting conclusions regarding patterns of habitat use by both groups. We quantified effects of habitat on resident and transient coyote movement behavior using first passage time (FPT) analysis, which assesses recursive movement along an individual's movement path to delineate where they exhibit area-restricted search (ARS) behaviors relative to habitat attributes. We quantified monthly movement rates for 171 coyotes (76 residents and 53 transients) and then used estimated FPT values in generalized linear mixed models to quantify monthly habitat use for resident and transient coyotes. Transients had greater movement rates than residents across all months except January. Resident FPT values were positively correlated with agricultural land cover during fall and winter, but negatively correlated with agriculture during spring. Resident FPT values were also negatively correlated with developed habitats during May–August, deciduous land cover during June–August, and wetlands during September–January except November. FPT values of transient coyotes were positively correlated with developed areas throughout much of the year and near wetlands during July–September. Transient FPT values were negatively correlated with agriculture during all months except June and July. High FPT values (ARS behavior) of residents and transients were generally correlated with greater densities of edge habitat. Although we observed high individual variation in space use, our study found substantive differences in habitat use between residents and transients, providing further evidence that complexity and plasticity of coyote habitat use is influenced by territorial strategy.
54 ENVIRONMENTAL SCIENCES↗
Unimolecular diffusion-mediated reactions with a nonrandom time-modulated absorbing barrier
A diffusion-reaction model with time-dependent reactivity is formulated and applied to unimolecular reactions. The model is solved exactly numerically and approximately analytically for the unreacted fraction as a function of time. It is shown that the approximate analytical solution is valid even when the system is far from equilibrium, and when the reactivity probability is more complicated than a square-wave function of time. A discussion is also given of an approach to problems of this type using a stochastically fluctuating reactivity, and the first-passage time for a particular example is derived.
Bashford, D.↗
Towards real-time forecasting of natural gas production by harnessing graph theory for stochastic discrete fracture networks
In this work, we compare hydrocarbon production curves obtained from a graph-based reduced-order model with the high-fidelity Discrete Fracture Network (DFN) predictions for a fracture network created using data from a real shale site. We observe that the bounds for the high fidelity DFN model lie within the bounds for the reduced order model, implying that the reduced-order model provides a conservative estimate. Moreover, we found that except for first-passage times and late arriving mass, the production curves from the reduced-order model predict transport accurately. However, it is to be noted that the results are inspite of trading a three-dimensional geometry for a reduced system in the form of a graph, one that is 500–1000 times faster in terms of computational efficiency (for this particular application). In addition, we also compare the production curves for large drawdown and small drawdown using our graph approach. The reduced-order model is successful in showing that the long term productivity is higher in case of small drawdown although the initial productivity is higher for large drawdown. Thus, this reduced-order model offers great potential in uncertainty quantification for production, as well as in providing operators with information to make real-time decisions for optimal production.
03 NATURAL GAS↗
Conceptualizing Biogeochemical Reactions With an Ohm's Law Analogy
Abstract In studying problems like plant‐soil‐microbe interactions in environmental biogeochemistry and ecology, one usually has to quantify and model how substrates control the growth of, and interaction among, biological organisms (and abiotic factors, e.g., adsorptive mineral soil surfaces). To address these substrate‐consumer relationships, many substrate kinetics and growth rules have been developed, including the famous Monod kinetics for single‐substrate‐based growth and Liebig's law of the minimum for multiple‐nutrient‐colimited growth. However, the mechanistic basis that leads to these various concepts and mathematical formulations and the implications of their parameters are often quite uncertain. Here, we show that an analogy based on Ohm's law in electric circuit theory is able to unify many of these different concepts and mathematical formulations. In this Ohm's law analogy, a resistor is defined by a combination of consumers’ and substrates’ kinetic traits. In particular, the resistance is equal to the mean first passage time that has been used to derive the Michaelis‐Menten kinetics under substrate replete conditions for a single substrate as well as the predation rate of individual organisms. We further show that this analogy leads to important insights on various biogeochemical problems, such as (a) multiple‐nutrient‐colimited biological growth, (b) denitrification, (c) fermentation under aerobic conditions, (d) metabolic temperature sensitivity, and (e) the legitimacy of Monod kinetics for describing bacterial growth. We expect that our approach will help both modelers and nonmodelers to better understand and formulate hypotheses when studying certain aspects of environmental biogeochemistry and ecology.
54 ENVIRONMENTAL SCIENCES↗
Design principles for energy transfer in the photosystem II supercomplex from kinetic transition networks
Photosystem II (PSII) has the unique ability to perform water-splitting. With light-harvesting complexes, it forms the PSII supercomplex (PSII-SC) which is a functional unit that can perform efficient energy conversion, as well as photoprotection, allowing photosynthetic organisms to adapt to the naturally fluctuating sunlight intensity. Achieving these functions requires a collaborative energy transfer network between all subunits of the PSII-SC. In this work, we perform kinetic analyses and characterise the energy landscape of the PSII-SC with a structure-based energy transfer model. With first passage time analyses and kinetic Monte Carlo simulations, we are able to map out the overall energy transfer network. We also investigate how energy transfer pathways are affected when individual protein complexes are removed from the network, revealing the functional roles of the subunits of the PSII-SC. In addition, we provide a quantitative description of the flat energy landscape of the PSII-SC. We show that it is a unique landscape that produces multiple kinetically relevant pathways, corresponding to a high pathway entropy. These design principles are crucial for balancing efficient energy conversion and photoprotection.
59 BASIC BIOLOGICAL SCIENCES↗
Accelerated kinetic Monte Carlo: A case study; vacancy and dumbbell interstitial diffusion traps in concentrated solid solution alloys
Vacancy and self-interstitial atomic diffusion coefficients in concentrated solid solution alloys can have a non-monotonic concentration dependence. Here, the kinetics of monovacancies and $\langle$100$\rangle$ dumbbell interstitials in Ni–Fe alloys are assessed using lattice kinetic Monte Carlo (kMC). The non-monotonicity is associated with superbasins, which impels using accelerated kMC methods. Detailed implementation prescriptions for first passage time analysis kMC (FPTA-kMC), mean rate method kMC (MRM-kMC), and accelerated superbasin kMC (AS-kMC) are given. The accelerated methods are benchmarked in the context of diffusion coefficient calculations. The benchmarks indicate that MRM-kMC underestimates diffusion coefficients, while AS-kMC overestimates them. In this application, MRM-kMC and AS-kMC are computationally more efficient than the more accurate FPTA-kMC. Our calculations indicate that composition dependence of migration energies is at the origin of the vacancy’s non-monotonic behavior. In contrast, the difference between formation energies of Ni–Ni, Ni–Fe, and Fe–Fe dumbbell interstitials is at the origin of their non-monotonic diffusion behavior. Additionally, the migration barrier crossover composition—based on the situation where Ni or Fe atom jumps have lower energy barrier than the other one—is introduced. KMC simulations indicate that the interplay between composition dependent crossover of migration energy and geometrical site percolation explains the non-monotonic concentration-dependence of atomic diffusion coefficients.
36 MATERIALS SCIENCE↗
Field-driven ion pairing dynamics in concentrated electrolytes
Here, we investigate ion pairing dynamics in electrolytes driven far from equilibrium using molecular simulations and nonequilibrium rate theory. Focusing on 0.5M LiPF 6 in water and acetonitrile under uniform electric fields, we compute transition path theory observables, including reactive fluxes and mean first-passage times of ion pairing. Moreover, we introduce a dynamical proxy of free-ion population, where its field-induced change is strongly correlated with the nonlinear enhancement of conductivity, yielding an increase of 40% at 50 mV/Å in acetonitrile, compared to that of less than 10% in aqueous electrolytes. Further kinetic analysis elucidates that Onsager’s classical theory substantially overestimates field-induced enhancement of ion pair dissociation in molecular electrolytes. This discrepancy arises from solvent-mediated dynamical pathways and field-induced dielectric decrement that suppress ion pair dissociation within explicit solvents, highlighting that a faithful description of molecular details is essential. Our results provide a molecular interpretation of nonlinear electrolyte transport beyond continuum theories and establish a general framework for quantifying nonequilibrium reaction kinetics in condensed phase systems.
Moon, Seokjin [University of California, Berkeley,↗
Atomic view of photosynthetic metabolite permeability pathways and confinement in synthetic carboxysome shells
Carboxysomes are protein microcompartments found in cyanobacteria, whose shell encapsulates rubisco at the heart of carbon fixation in the Calvin cycle. Carboxysomes are thought to locally concentrate CO 2 in the shell interior to improve rubisco efficiency through selective metabolite permeability, creating a concentrated catalytic center. However, permeability coefficients have not previously been determined for these gases, or for Calvin-cycle intermediates such as bicarbonate (HCO$^–_3$), 3-phosphoglycerate, or ribulose-1,5-bisphosphate. Starting from a high-resolution cryogenic electron microscopy structure of a synthetic β-carboxysome shell, we perform unbiased all-atom molecular dynamics to track metabolite permeability across the shell. The synthetic carboxysome shell structure, lacking the bacterial microcompartment trimer proteins and encapsulation peptides, is found to have similar permeability coefficients for multiple metabolites, and is not selectively permeable to HCO$^–_3$ relative to CO 2 . To resolve how these comparable permeabilities can be reconciled with the clear role of the carboxysome in the CO 2 -concentrating mechanism in cyanobacteria, complementary atomic-resolution Brownian Dynamics simulations estimate the mean first passage time for CO 2 assimilation in a crowded model carboxysome. Despite a relatively high CO 2 permeability of approximately 10 -2 cm/s across the carboxysome shell, the shell proteins reflect enough CO 2 back toward rubisco that 2,650 CO 2 molecules can be fixed by rubisco for every 1 CO 2 molecule that escapes under typical conditions. The permeabilities determined from all-atom molecular simulation are key inputs into flux modeling, and the insight gained into carbon fixation can facilitate the engineering of carboxysomes and other bacterial microcompartments for multiple applications.
59 BASIC BIOLOGICAL SCIENCES↗
Limits on the isolation of stochastic vibration for microgravity space experiments
The limitations on the isolation of stochastic vibrations for microgravity space experiments are explored. These limitations result from the restricted interior space available for vibration isolation. A one-degree-of-freedom representation of the experiment-spacecraft system is used, and an ideal vibration actuator is assumed. A kinematic representation results, and the problem becomes one of finding the minimum acceleration trajectory within a pair of stochastic walls. The wall motion is characterized by an ergodic, stationary, zero-mean, Gaussian random process with known power spectral density. The geometry of the wall trajectories is defined in terms of their significant extrema and zero crossings. This geomemtry is used in defining a composite trajectory that has a mean square acceleratiaon lower than that on the optimal path satisfying the stochastic wall inequality constraints. The optimal control problem is solved on a return path yielding the mean square acceleration in terms of the distributions of significant maxima and first-passage time of the wall process. The methodology is applied to a microgravity isolation problem to find the lower bounds on root-mean-square acceleration given the disturbance power spectral density.
Knospe, C. R.↗