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Simulation of biomolecular networks is now indispensable for studying biological systems, from small reaction networks to large ensembles of cells. Here we present a novel approach for stochastic simulation of networks embedded in the…

Quantitative Methods · Quantitative Biology 2016-09-28 Margaritis Voliotis , Philipp Thomas , Ramon Grima , Clive G. Bowsher

Chemical reaction network is an important method for modeling and exploring complex biological processes, bio-chemical interactions and the behavior of different dynamics in system biology. But, formulating such reaction kinetics takes…

Artificial Intelligence · Computer Science 2025-03-28 Sadikshya Gyawali , Ashwini Mandal , Manish Dahal , Manish Awale , Sanjay Rijal , Shital Adhikari , Vaghawan Ojha

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu

In this work, we consider the problem of estimating summary statistics to characterise biochemical reaction networks of interest. Such networks are often described using the framework of the Chemical Master Equation (CME). For…

Quantitative Methods · Quantitative Biology 2018-11-27 Christopher Lester , Christian A. Yates , Ruth E. Baker

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

We propose a concise stochastic mechanics framework for chemical reaction systems that allows to formulate evolution equations for three general types of data: the probability generating functions, the exponential moment generating…

Mathematical Physics · Physics 2018-02-23 Nicolas Behr , Gérard H. E. Duchamp , Karol A. Penson

Stochastic models for chemical reaction networks have become very popular in recent years. For such models, the estimation of parameter sensitivities is an important and challenging problem. Sensitivity values help in analyzing the network,…

Probability · Mathematics 2013-10-08 Ankit Gupta , Mustafa Khammash

Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…

Probability · Mathematics 2022-02-28 Daniele Cappelletti , Badal Joshi

Reaction networks in the bulk and on surfaces are widespread in physical, chemical and biological systems. In macroscopic systems, which include large populations of reactive species, stochastic fluctuations are negligible and the reaction…

Statistical Mechanics · Physics 2007-10-12 Baruch Barzel , Ofer Biham , Raz Kupferman

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

Molecular Networks · Quantitative Biology 2015-05-28 Shunsuke Teraguchi , Yutaro Kumagai , Alexis Vandenbon , Shizuo Akira , Daron M Standley

By combining the telescoping method with an algebraic relation, four classes of binomial moments are examined. Several explicit summation formulae are established.

Combinatorics · Mathematics 2026-03-30 Marta Na Chen , Wenchang Chu

Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this paper, two commonly used SSAs are studied. The first SSA is an on-lattice…

Biological Physics · Physics 2015-05-13 Radek Erban , S Jonathan Chapman

Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N…

Methodology · Statistics 2017-05-30 K. Gao , A. B. Owen

In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…

Optimization and Control · Mathematics 2025-12-16 Daniel Veldman , Yue Wang

Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the…

Quantitative Methods · Quantitative Biology 2018-05-22 Leo Bronstein , Heinz Koeppl

Stochastic modeling of gene expression is a classic problem in theoretical biophysics, and the burst approximation is widely used to simplify gene expression models formulated via the chemical master equation. However, the approximation…

Biological Physics · Physics 2026-03-31 Yuntao Lu , Yunxin Zhang

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

Stochastic chemical reaction networks (CRNs) are complex systems which combine the features of concurrent transformation of multiple variables in each elementary reaction event, and nonlinear relations between states and their rates of…

Chemical Physics · Physics 2017-12-06 Eric Smith , Supriya Krishnamurthy

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne