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Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…

Probability · Mathematics 2025-08-14 Daniele Cappelletti , Aidan Howells , Chuang Xu

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the…

Molecular Networks · Quantitative Biology 2017-09-13 Chen Jia

Numerical solution of the chemical master equation for stochastic reaction networks typically suffers from the state space explosion problem due to the curse of dimensionality and from stiffness due to multiple time scales. The dimension of…

Molecular Networks · Quantitative Biology 2019-07-25 Linar Mikeev , Werner Sandmann

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a…

Discrete Mathematics · Computer Science 2013-03-21 Arnab Ganguly , Tatjana Petrov , Heinz Koeppl

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…

Quantitative Methods · Quantitative Biology 2011-04-26 Jinzhi Lei

We develop a novel method to analyze the dynamics of stochastic rewriting systems evolving over finitary adhesive, extensive categories. Our formalism is based on the so-called rule algebra framework and exhibits an intimate relationship…

Logic in Computer Science · Computer Science 2023-06-22 Nicolas Behr , Vincent Danos , Ilias Garnier

Moment dynamics in stochastic chemical kinetics often involve an infinite chain of coupled equations, where lower-order moments depend on higher-order ones, making them analytically intractable. Moment bounding via semidefinite programming…

Optimization and Control · Mathematics 2026-04-07 Tomoki Sadatoshi , Antonis Papachristodoulou , Yutaka Hori

We first derive the Hamilton-Jacobi theory underlying continuous-time Markov processes, and then use the construction to develop a variational algorithm for estimating escape (least improbable or first passage) paths for a generic…

Statistical Mechanics · Physics 2023-03-29 Praful Gagrani , Eric Smith

In many biological systems, chemical reactions or changes in a physical state are assumed to occur instantaneously. For describing the dynamics of those systems, Markov models that require exponentially distributed inter-event times have…

Populations and Evolution · Quantitative Biology 2020-07-06 Wasiur R. KhudaBukhsh , Hye-Won Kang , Eben Kenah , Grzegorz A. Rempala

Epigenetic cell memory, the inheritance of gene expression patterns across subsequent cell divisions, is a critical property of multi-cellular organisms. In recent work [10], a subset of the authors observed in a simulation study how the…

Probability · Mathematics 2024-05-17 Simone Bruno , Felipe A. Campos , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

Bistable biochemical switches are ubiquitous in gene regulatory networks and signal transduction pathways. Their switching dynamics, however, are difficult to study directly in experiments or conventional computer simulations, because…

Molecular Networks · Quantitative Biology 2009-11-10 Rosalind J. Allen , Patrick B. Warren , Pieter Rein ten Wolde

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…

Numerical Analysis · Mathematics 2009-09-16 Stefan Engblom

We consider stochastic models of chemical reaction networks with time dependent input rates and several types of molecules. We prove that, in despite of strong time dependence of input rates, there is a kind of homeostasis phenomenon: far…

Mathematical Physics · Physics 2012-01-18 V. A. Malyshev , A. D. Manita , A. A. Zamyatin

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

Heterogeneity in gene expression across isogenic cell populations can give rise to phenotypic diversity, even when cells are in homogenous environments. This diversity arises from the discrete, stochastic nature of biochemical reactions,…

Quantitative Methods · Quantitative Biology 2017-08-31 Zachary Fox , Brian Munsky