Related papers: Accurate Chemical Master Equation Solution Using M…
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…
Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…
Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…
This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the…
Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…
The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…
Markov state models (MSMs)---or discrete-time master equation models---are a powerful way of modeling the structure and function of molecular systems like proteins. Unfortunately, MSMs with sufficiently many states to make a quantitative…
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…
In many astrophysical applications, the cost of solving a chemical network represented by a system of ordinary differential equations (ODEs) grows significantly with the size of the network, and can often represent a significant…
Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…
The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…
The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here we introduce the crowded…
Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…
The convergent reaction-diffusion master equation (CRDME) was recently developed to provide a lattice particle-based stochastic reaction-diffusion model that is a convergent approximation in the lattice spacing to an underlying…
Recent results on supercomputers show that beyond 65K cores, the efficiency of molecular dynamics simulations of interfacial systems decreases significantly. In this paper, we introduce a dynamic cutoff method (DCM) for interfacial systems…
An exact arithmetic, memory efficient direct solution method for finite element method (FEM) computations is outlined. Unlike conventional black-box or low-rank direct solvers that are opaque to the underlying physical problem, the proposed…
Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…
Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…
The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit…
In this work, we propose a novel safe and scalable decentralized solution for multi-agent control in the presence of stochastic disturbances. Safety is mathematically encoded using stochastic control barrier functions and safe controls are…