Related papers: Jump-Diffusion Approximation of Stochastic Reactio…
This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…
Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…
Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…
The molecular evolution in a gene regulatory network is classically modeled by Markov jump processes. However, the direct simulation of such models is extremely time consuming. Indeed, even the simplest Markovian model, such as the…
This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with…
The burst approximation is a widely used technique to simplify stochastic gene expression models. However, the dynamics and analytical properties of the protein number distribution in gene expression models under the burst approximation are…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We describe a new algorithm for simulating complex Markoff-processes. We have used a reaction-cell method in order to simulate arbitrary reactions. It can be used for any kind of RDS on arbitrary topologies, including fractal dimensions or…
In a stochastic reaction network setting we consider the problem of tracking the fate of individual molecules. We show that using the classical large volume limit results, we may approximate the dynamics of a single tracked molecule in a…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…
This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…