Abstract
The Wentzel–Kramers–Brillouin (WKB) method has been used to address a variety of problems in physics and at the interface of biosciences, from problems in optics, quantum mechanics and General Relativity to estimating the lifetime of a disease outbreak. In this chapter we explore the mathematical basis of the method in its application to stochastic processes.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
This was the approximation scheme used by physicists to investigate wave-scattering phenomena in problems such as optics and quantum mechanics.
- 2.
The quantity \(M_k\) is found by enumerating the paths with k backwards steps. We have not found a general expression for this number.
- 3.
We assume that this boundary is ‘regular’, i.e. the probability of reaching the boundary is non-zero and the expected time to reach the boundary is finite [29].
- 4.
We could expand the reactions rates in further powers of \(\Omega \), such that \(T^r_{\Omega x} = \Omega f_r(x) + g_r(x) + h_r(x)/\Omega +\dots \), as described in Ref. [19]. However in this section we only consider the leading-order contributions.
- 5.
The absorbing state can be removed by setting \(T^-_1=0\).
- 6.
Pierre François Verhulst (1804–1849).
- 7.
Analytical solutions are available for the two-type branching process [39], but, in general, such a description is usually lacking.
- 8.
Leonhard Euler (1707–1783) and Gisiro Maruyama (1916–1986).
- 9.
Lars Onsager (1903–1976) and Stefan Machlup (1927–2008).
References
G. Green, On the motion of waves in a variable canal of small depth and width. Trans. Cambridge Phil. Soc. 6, 457 (1837)
J. Liouville, Troisième mémoire sur le développement des fonctions ou parties de fonctions en séries dont les divers termes sont assujettis à satisfaire à une même équation différentielle du second ordre, contenant un paramètre variable. J. Math. Pure Appl. 2, 16 (1837)
H. Jeffreys, On certain approximate solutions of linear differential equations of the second order. Proc. London Math. Soc. 2, 428 (1925)
G. Wentzel, Eine Verallgemeinerung der Quantenbedingungen für die Zwecke der Wellenmechanik. Z. Phys. 38, 518 (1926)
H.A. Kramers, Wellenmechanik und halbzahlige Quantisierung. Z. Phys. 39, 828 (1926)
L. Brillouin, La mécanique ondulatoire de Schrödinger: Une méthode générale de résolution par approximations successives. C. R. Acad. Sci. Paris 183, 24 (1926)
R. Kubo, K. Matsuo, K. Kitahara, Fluctuation and relaxation of macrovariables. J. Stat. Phys 9, 51 (1973)
R. Graham, T. Tél, Existence of a potential for dissipative dynamical systems. Phys. Rev. Lett. 52, 9 (1984)
H. Gang, Stationary solution of master equations in the large-system-size limit. Phys. Rev. A 36, 5782 (1987)
M. Dykman, E. Mori, J. Ross, P. Hunt, Large fluctuations and optimal paths in chemical kinetics. J. Chem. Phys. 100, 5735 (1994)
P. Hänggi, P. Talkner, M. Borkovec, Reaction-rate theory: fifty years after Kramers. Rev. Mod. Phys. 62, 251 (1990)
H.A. Kramers, Brownian motion in a field of force and the diffusion model of chemical reactions. Physica 7, 284 (1940)
B. Gaveau, M. Moreau, J. Tóth. Master Equations and Path-integral Formulation of Variational Principles for Reactions, eds. by S. Sieniutycz, H. Farkas. Variational and Extremum Principles in Macroscopic Systems (Elsevier, Amsterdam, 2005)
C. Escudero, A. Kamenev, Switching rates of multi-step reactions. Phys. Rev. E 79, 041149 (2009)
M. Assaf, E. Roberts, Z. Luthey-Schulten, Determining the stability of genetic switches: explicitly accounting for mRNA noise. Phys. Rev. Lett. 106, 248102 (2011)
V. Elgart, A. Kamenev, Rare event statistics in reaction-diffusion systems. Phys. Rev. E 70, 041106 (2004)
D.A. Kessler, N.M. Shnerb, Extinction rates for fluctuation-induced metastabilities: a real-space WKB approach. J. Stat. Phys. 127, 861 (2007)
A. Kamenev, B. Meerson, Extinction of an infectious disease: a large fluctuation in a nonequilibrium system. Phys. Rev. E 77, 061107 (2008)
M. Assaf, B. Meerson, Extinction of metastable stochastic populations. Phys. Rev. E 81, 021116 (2010)
L. Billings, L. Mier-Y-Teran-Romero, B. Lindley, I.B. Schwartz, Intervention-based stochastic disease eradication. PLoS ONE 8, e70211 (2013)
P. Ashcroft, F. Michor, T. Galla, Stochastic tunneling and metastable states during the somatic evolution of cancer. Genetics 199, 1213 (2015)
M.I. Freidlin, A.D. Wentzell, Random Perturbations of Dynamical Systems (Springer, New York, 1984)
H. Touchette, The large deviation approach to statistical mechanics. Phys. Rep. 478, 1 (2009)
B. Meerson, P.V. Sasorov, Noise-driven unlimited population growth. Phys. Rev. E 78, 060103 (2008)
O. Ovaskainen, B. Meerson, Stochastic models of population extinction. Trends Ecol. Evol. 25, 643 (2010)
A.J. Black, A.J. McKane, WKB calculation of an epidemic outbreak distribution. J. Stat. Mech. 2011, P12006 (2011)
P. Collet, S. Martínez, J. San Martin, Quasi-Stationary Distributions (Springer, Berlin, 2013)
H. Risken, The Fokker-Planck Equation (Springer, Berlin, 1989)
N.G. van Kampen, Stochastic Processes in Physics and Chemistry (Elsevier, Amsterdam, 2007)
C.M. Bender, S.A. Orszag, Advanced Mathematical Methods for Scientists and Engineers (Springer, New York, 1999)
C.W. Gardiner, Handbook of Stochastic Methods (Springer, New York, 2009)
N. Goel, N. Richter-Dyn, Stochastic Models in Biology (Academic Press, New York, 1974)
P. Hänggi, H. Grabert, P. Talkner, H. Thomas, Bistable systems: master equation versus Fokker-Planck modeling. Phys. Rev. A 29, 371 (1984)
V. Elgart, A. Kamenev, Classification of phase transitions in reaction-diffusion models. Phys. Rev. E 74, 041101 (2006)
M. Assaf, A. Kamenev, B. Meerson, Population extinction in a time-modulated environment. Phys. Rev. E 78, 041123 (2008)
M. Assaf, A. Kamenev, B. Meerson, Population extinction risk in the aftermath of a catastrophic event. Phys. Rev. E 79, 011127 (2009)
V. Méndez, M. Assaf, D. Campos, W. Horsthemke, Stochastic dynamics and logistic population growth. Phys. Rev. E 91, 062133 (2015)
P.F. Verhulst, Notice sur la loi que la population suit dans son accroissement. Correspondance Mathématique et Physique 10, 113 (1838)
T. Antal, P. Krapivsky, Exact solution of a two-type branching process: models of tumor progression. J. Stat. Mech. 2011, P08018 (2011)
L.D. Landau, E.M. Lifshitz, Mechanics, vol. 1 (Pergamon Press, Oxford, 1976)
T. Brett, T. Galla, Stochastic processes with distributed delays: chemical Langevin equation and linear-noise approximation. Phys. Rev. Lett. 110, 250601 (2013)
D.T. Gillespie, Approximate accelerated stochastic simulation of chemically reacting systems. J. Chem. Phys. 115, 1716 (2001)
L. Onsager, S. Machlup, Fluctuations and irreversible processes. Phys. Rev. 91, 1505 (1953)
M. Heymann, E. Vanden-Eijnden, The geometric minimum action method: a least action principle on the space of curves. Comm. Pure Appl. Math. 61, 1052 (2008)
W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery, Numerical Recipes: The Art of Scientific Computing (Cambridge University Press, Cambridge, 2007)
A.I. Chernykh, M.G. Stepanov, Large negative velocity gradients in Burgers turbulence. Phys. Rev. E 64, 026306 (2001)
I. Lohmar, B. Meerson, Switching between phenotypes and population extinction. Phys. Rev. E 84, 051901 (2011)
D.M. Roma, R.A. O’Flanagan, A.E. Ruckenstein, A.M. Sengupta, R. Mukhopadhyay, Optimal path to epigenetic switching. Phys. Rev. E 71, 011902 (2005)
S. Bhattacharya, Q. Zhang, M.E. Andersen, A deterministic map of Waddington’s epigenetic landscape for cell fate specification. BMC Syst. Biol. 5, 85 (2011)
C. Lv, X. Li, F. Li, T. Li, Constructing the energy landscape for genetic switching system driven by intrinsic noise. PLoS ONE 9, e88167 (2014)
M. Lu, J. Onuchic, E. Ben-Jacob, Construction of an effective landscape for multistate genetic switches. Phys. Rev. Lett. 113, 078102 (2014)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Ashcroft, P. (2016). The WKB Method: A User-Guide. In: The Statistical Physics of Fixation and Equilibration in Individual-Based Models. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-41213-9_6
Download citation
DOI: https://doi.org/10.1007/978-3-319-41213-9_6
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-41212-2
Online ISBN: 978-3-319-41213-9
eBook Packages: Physics and AstronomyPhysics and Astronomy (R0)