Error Bound for Hybrid Models of Two-Scaled Stochastic Reaction Systems

Chapter
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 102)

Abstract

Biochemical reaction systems are often modeled by a Markov jump process in order to account for the discreteness of the populations and the stochastic nature of their evolution. The associated time-dependent probability distribution is the solution of the Chemical Master Equation (CME), but solving the CME numerically is a considerable challenge due to the high dimension of the state space. In many applications, however, species with rather small population numbers interact with abundant species, and only the former group exhibits stochastic behavior. This has motivated the derivation of hybrid models where a low-dimensional CME is coupled to a set of ordinary differential equations representing the abundant species. Using such a hybrid model decreases the number of unknowns significantly but – in addition to the numerical error – causes a modeling error. We investigate the accuracy of the MRCE (= model reduction based on conditional expectations) approach with respect to a particular scaling of the reaction system and prove that the error is proportional to the scaling parameter.

References

  1. 1.
    Burrage, K., Hegland, M., MacNamara, S., Sidje, R.B.: A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems. In: Langville, A.N., Stewart, W.J. (eds.) Markov Anniversary Meeting: An International Conference to Celebrate the 150th Anniversary of the Birth of A.A. Markov, Charleston, pp. 21–38. Boson Books (2006)Google Scholar
  2. 2.
    Dolgov, S.V., Khoromskij, B.N.: Tensor-product approach to global time-space-parametric discretization of chemical master equation. Technical report, Max-Planck-Institut für Mathematik in den Naturwissenschaften (2012)Google Scholar
  3. 3.
    Engblom, S.: Computing the moments of high dimensional solutions of the master equation. Appl. Math. Comput. 180(2), 498–515 (2006)CrossRefMATHMathSciNetGoogle Scholar
  4. 4.
    Engblom, S.: Spectral approximation of solutions to the chemical master equation. J. Comput. Appl. Math. 229(1), 208–221 (2009)CrossRefMATHMathSciNetGoogle Scholar
  5. 5.
    Ferm, L., Lötstedt, P., Hellander, A.: A hierarchy of approximations of the master equation scaled by a size parameter. J. Sci. Comput. 34, 127–151 (2008)CrossRefMATHMathSciNetGoogle Scholar
  6. 6.
    Gillespie, D.T.: A general method for numerically simulating the stochastic time evolution of coupled chemical reactions. J. Comput. Phys. 22, 403–434 (1976)CrossRefMathSciNetGoogle Scholar
  7. 7.
    Gillespie, D.T.: A rigorous derivation of the chemical master equation. Physica A 188, 404–425 (1992)CrossRefGoogle Scholar
  8. 8.
    Griebel, M., Jager, L.: The BGY3dM model for the approximation of solvent densities. J. Chem. Phys. 129(17), 174,511–174,525 (2008)CrossRefGoogle Scholar
  9. 9.
    Hasenauer, J., Wolf, V., Kazeroonian, A., Theis, F.: Method of conditional moments for the chemical master equation. J. Math. Biol. (2013, Publication online) (Technical report)Google Scholar
  10. 10.
    Hegland, M., Garcke, J.: On the numerical solution of the chemical master equation with sums of rank one tensors. In: McLean, W., Roberts, A.J. (eds.) Proceedings of the 15th Biennial Computational Techniques and Applications Conference (CTAC-2010), Sydney, pp. C628–C643 (2011)Google Scholar
  11. 11.
    Hegland, M., Hellander, A., Lötstedt, P.: Sparse grids and hybrid methods for the chemical master equation. BIT 48, 265–284 (2008)CrossRefMATHMathSciNetGoogle Scholar
  12. 12.
    Hellander, A., Lötstedt, P.: Hybrid method for the chemical master equation. J. Comput. Phys. 227, 100–122 (2007)CrossRefMATHGoogle Scholar
  13. 13.
    Henzinger, T., Mateescu, M., Mikeev, L., Wolf, V.: Hybrid numerical solution of the chemical master equation. In: Quaglia, P. (ed.) Proceedings of the 8th International Conference on Computational Methods in Systems Biology (CMSB’10), Trento, pp. 55–65. ACM (2010)Google Scholar
  14. 14.
    Higham, D.J.: Modeling and simulating chemical reactions. SIAM Rev. 50(2), 347–368 (2008)CrossRefMATHMathSciNetGoogle Scholar
  15. 15.
    Iedema, P.D., Wulkow, M., Hoefsloot, H.C.J.: Modeling molecular weight and degree of branching distribution of low-density polyethylene. Macromolecules 33, 7173–7184 (2000)CrossRefGoogle Scholar
  16. 16.
    Jahnke, T.: An adaptive wavelet method for the chemical master equation. SIAM J. Sci. Comput. 31(6), 4373–4394 (2010)CrossRefMATHMathSciNetGoogle Scholar
  17. 17.
    Jahnke, T.: On reduced models for the chemical master equation. SIAM Multiscale Model. Simul. 9(4), 1646–1676 (2011)CrossRefMATHMathSciNetGoogle Scholar
  18. 18.
    Jahnke, T., Huisinga, W.: A dynamical low-rank approach to the chemical master equation. Bull. Math. Biol. 70(8), 2283–2302 (2008)CrossRefMATHMathSciNetGoogle Scholar
  19. 19.
    Jahnke, T., Kreim, M.: Error bound for piecewise deterministic processes modeling stochastic reaction systems. SIAM Multiscale Model. Simul. 10(4), 1119–1147 (2012)CrossRefMATHMathSciNetGoogle Scholar
  20. 20.
    Jahnke, T., Udrescu, T.: Solving chemical master equations by adaptive wavelet compression. J. Comput. Phys. 229(16), 5724–5741 (2010)CrossRefMATHMathSciNetGoogle Scholar
  21. 21.
    Kazeev, V., Khammash, M., Nip, M., Schwab, C.: Direct solution of the chemical master equation using quantized tensor trains. Technical report, ETH Zurich (2013)Google Scholar
  22. 22.
    Kazeev, V., Schwab, C.: Tensor approximation of stationary distributions of chemical reaction networks. Technical report, ETH Zurich (2013)Google Scholar
  23. 23.
    Kurtz, T.G.: The relationship between stochastic and deterministic models of chemical reactions. J. Chem. Phys. 57, 2976–2978 (1973)CrossRefGoogle Scholar
  24. 24.
    Lötstedt, P., Ferm, L.: Dimensional reduction of the Fokker-Planck equation for stochastic chemical reactions. Multiscale Model. Simul. 5, 593–614 (2006)CrossRefMATHMathSciNetGoogle Scholar
  25. 25.
    Menz, S., Latorre, J.C., Schütte, C., Huisinga, W.: Hybrid stochastic-deterministic solution of the chemical master equation. SIAM Multiscale Model. Simul. 10(4), 1232–1262 (2012)CrossRefMATHGoogle Scholar
  26. 26.
    Munsky, B., Khammash, M.: The finite state projection algorithm for the solution of the chemical master equation. J. Chem. Phys. 124(4), 044,104 (2006)CrossRefGoogle Scholar
  27. 27.
    Sunkara, V.: Analysis and numerics of the chemical master equation. Ph.D. thesis, Australian National University (2013)Google Scholar
  28. 28.
    Sunkara, V.: Finite state projection method for hybrid models. Technical report, Karlsruhe Institute of Technology (2013)Google Scholar

Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Karlsruhe Institute of TechnologyKarlsruheGermany

Personalised recommendations