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We develop a framework to discuss stability of epigenetic states as first exit problems in dynamical systems with noise. We consider in particular the stability of the lysogenic state of the lambda prophage, which is known to exhibit exceptionally large stability. The formalism defines a quantative measure of robustness of inherited states. In contrast to Kramers well-known problem of escape from a potential well, the stability of inherited states in our formulation is not a numerically trivial problem. The most likely exit path does not go along a steepest decent of a potential -- there is no potential. Instead, such a path can be described as a zero-energy trajectory between two equilibria in an auxiliary classical mechanical system. Finding it is similar to e.g. computing heteroclinic orbits in celestial mechanics. The overall lesson of this study is that an examination of equilibria and their bifurcations with changing parameter values allow us to quantify both the stability and the robustness of particular states of a genetic control system.
This paper investigates sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem. The key ingredient is to find out the continuity of exit operator under Skorokhod topology,
In the scenario of the narrow escape problem (NEP) a particle diffuses in a finite container and eventually leaves it through a small escape window in the otherwise impermeable boundary, once it arrives to this window and over-passes an entropic barr
We study a principal-agent problem with one principal and multiple agents. The principal provides an exit contract which is identical to all agents, then each agent chooses her/his optimal exit time with the given contract. The principal looks for an
We determine the dimensional dependence of the percolative exponents of the jamming transition via numerical simulations in four and five spatial dimensions. These novel results complement literature ones, and establish jamming as a mixed first-order
We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt + sqrt{2D