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We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.
We propose a novel cluster-based reduced-order modelling (CROM) strategy for unsteady flows. CROM combines the cluster analysis pioneered in Gunzburger's group (Burkardt, Gunzburger & Lee, Comput. Meth. Appl. Mech. Engng, vol. 196, 2006a, pp. 337-355) and transition matrix models introduced in fluid dynamics in Eckhardt's group (Schneider, Eckhardt & Vollmer, Phys. Rev. E, vol. 75, 2007, art. 066313). CROM constitutes a potential alternative to POD models and generalises the Ulam-Galerkin method classically used in dynamical systems to determine a finite-rank approximation of the Perron-Frobenius operator. The proposed strategy processes a time-resolved sequence of flow snapshots in two steps. First, the snapshot data are clustered into a small number of representative states, called centroids, in the state space. These centroids partition the state space in complementary non-overlapping regions (centroidal Voronoi cells). Departing from the standard algorithm, the probabilities of the clusters are determined, and the states are sorted by analysis of the transition matrix. Second, the transitions between the states are dynamically modelled using a Markov process. Physical mechanisms are then distilled by a refined analysis of the Markov process, e. g. using finite-time Lyapunov exponent (FTLE) and entropic methods. This CROM framework is applied to the Lorenz attractor (as illustrative example), to velocity fields of the spatially evolving incompressible mixing layer and the three-dimensional turbulent wake of a bluff body. For these examples, CROM is shown to identify non-trivial quasi-attractors and transition processes in an unsupervised manner. CROM has numerous potential applications for the systematic identification of physical mechanisms of complex dynamics, for comparison of flow evolution models, for the identification of precursors to desirable and undesirable events, and for flow control applications exploiting nonlinear actuation dynamics.
The connection between the macroscopic description of collective chaos and the underlying microscopic dynamics is thoroughly analysed in mean-field models of one-dimensional oscillators. We investigate to what extent infinitesimal perturbations of the microscopic configurations can provide information also on the stability of the corresponding macroscopic phase. In ensembles of identical one-dimensional dynamical units, it is possible to represent the microscopic configurations so as to make transparent their connection with the macroscopic world. As a result, we find evidence of an intermediate, mesoscopic, range of distances, over which the instability is neither controlled by the microscopic equations nor by the macroscopic ones. We examine a whole series of indicators, ranging from the usual microscopic Lyapunov exponents, to the collective ones, including finite-amplitude exponents. A system of pulse-coupled oscillators is also briefly reviewed as an example of non-identical phase oscillators where collective chaos spontaneously emerges.
Bacteria respond to changing environmental conditions by switching the global pattern of expressed genes. In response to specific environmental stresses the cell activates several stress-specific molecules such as sigma factors. They reversibly bind the RNA polymerase to form the so-called holoenzyme and direct it towards the appropriate stress response genes. In exponentially growing E. coli cells, the majority of the transcriptional activity is carried out by the housekeeping sigma factor, while stress responses are often under the control of alternative sigma factors. Different sigma factors compete for binding to a limited pool of RNA polymerase (RNAP) core enzymes, providing a mechanism for cross talk between genes or gene classes via the sharing of expression machinery. To quantitatively analyze the contribution of sigma factor competition to global changes in gene expression, we develop a thermodynamic model that describes binding between sigma factors and core RNAP at equilibrium, transcription, non-specific binding to DNA and the modulation of the availability of the molecular components.
Association of housekeeping sigma factor to RNAP is generally favored by its abundance and higher binding affinity to the core. In order to promote transcription by alternative sigma subunits, the bacterial cell modulates the transcriptional efficiency in a reversible manner through several strategies such as anti-sigma factors, 6S RNA and generally any kind of transcriptional regulators (e.g. activators or inhibitors). By shifting the outcome of sigma factor competition for the core, these modulators bias the transcriptional program of the cell. The model is validated by comparison with in vitro competition experiments, with which excellent agreement is found. We observe that transcription is affected via the modulation of the concentrations of the different types of holoenzymes, so saturated promoters are only weakly affected by sigma factor competition. However, in case of overlapping promoters or promoters recognized by two types of sigma factors, we find that even saturated promoters are strongly affected.
Active transcription effectively lowers the affinity between the sigma factor driving it and the core RNAP, resulting in complex cross talk effects and raising the question of how their in vitro measure is relevant in the cell. We also estimate that sigma factor competition is not strongly affected by non-specific binding of core RNAPs, sigma factors, and holoenzymes to DNA. Finally, we analyze the role of increased core RNAP availability upon the shut-down of ribosomal RNA transcription during stringent response. We find that passive up-regulation of alternative sigma-dependent transcription is not only possible, but also displays hypersensitivity based on the sigma factor competition. Our theoretical analysis thus provides support for a significant role of passive control during that global switch of the gene expression program and gives new insights into RNAP partitioning in the cell.
We show that self-consistent partial synchrony in globally coupled oscillatory ensembles is a general phenomenon. We analyze in detail appearance and stability properties of this state in possibly the simplest setup of a biharmonic Kuramoto-Daido phase model as well as demonstrate the effect in limit-cycle relaxational Rayleigh oscillators. Such a regime extends the notion of splay state from a uniform distribution of phases to an oscillating one. Suitable collective observables such as the Kuramoto order parameter allow detecting the presence of an inhomogeneous distribution. The characteristic and most peculiar property of self-consistent partial synchrony is the difference between the frequency of single units and that of the macroscopic field.