Numerical Methods for the Chemical Master Equation

The dynamics of biochemical networks can be described by a Markov jump process on a high-dimensional state space, with the corresponding probability distribution being the solution of the Chemical Master Equation (CME). In this thesis, adaptive wavelet methods for the time-dependent and stationary CME, as well as for the approximation of committor probabilities are devised. The methods are illustrated on multi-dimensional models with metastable solutions and large state spaces

Higher-order numerical methods for stochastic simulation of\ud chemical reaction systems

In this paper, using the framework of extrapolation, we present an approach for obtaining higher-order -leap methods for the Monte Carlo simulation of stochastic chemical kinetics. Specifically, Richardson extrapolation is applied to the expectations of functionals obtained by a fixed-step -leap algorithm. We prove that this procedure gives rise to second-order approximations for the first two moments obtained by the chemical master equation for zeroth- and first-order chemical systems. Numerical simulations verify that this is also the case for higher-order chemical systems of biological importance. This approach, as in the case of ordinary and stochastic differential equations, can be repeated to obtain even higher-order approximations. We illustrate the results of a second extrapolation on two systems. The biggest barrier for observing higher-order convergence is the Monte Carlo error; we discuss different strategies for reducing it

Approximation and inference methods for stochastic biochemical kinetics-a tutorial review

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics

Approximate Exponential Algorithms to Solve the Chemical Master Equation

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 matrix exponential to evolve probability densities in time. A sampling of the approximate solutions of the chemical master equation is used to derive accelerated stochastic simulation algorithms. Numerical experiments compare the new methods with the established stochastic simulation algorithm and the tau-leaping method

On the stochastic modelling of surface reactions through reflected chemical Langevin equations

Modelling of small-scale heterogeneous catalytic systems with master equations captures the impact of molecular noise, but can be computationally expensive. On the other hand, the chemical Fokker-Planck approximation offers an excellent alternative from an efficiency perspective. The Langevin equation can generate stochastic realisations of the Fokker-Planck equation; yet, these realisations may violate the conditions 0 <= θ <= 1 (where θ is surface coverage). In this work, we adopt Skorokhod’s formulations to impose reflective boundaries that remedy this issue. We demonstrate the approach on a simple system involving a single species and describing adsorption, desorption, reaction and diffusion processes on a lattice. We compare different numerical schemes for the solution of the resulting reflected Langevin equation and calculate rates of convergence. Our benchmarks should guide the choice of appropriate numerical methods for the accurate and efficient simulation of chemical systems in the catalysis field

Simulation of bimolecular reactions: Numerical challenges with the graph Laplacian

[EN] An important framework for modelling and simulation of chemical reactions is a Markov process sometimes known as a master equation. Explicit solutions of master equations are rare; in general the explicit solution of the governing master equation for a bimolecular reaction remains an open question. We show that a solution is possible in special cases. One method of solution is diagonalization. The crucial class of matrices that describe this family of models are non-symmetric graph Laplacians. We illustrate how standard numerical algorithms for finding eigenvalues fail for the non-symmetric graph Laplacians that arise in master equations for models of chemical kinetics. We propose a novel way to explore the pseudospectra of the non-symmetric graph Laplacians that arise in this class of applications, and illustrate our proposal by Monte Carlo. Finally, we apply the Magnus expansion, which provides a method of simulation when rates change in time. Again the graph Laplacian structure presents some unique issues: standard numerical methods of more than second-order fail to preserve positivity. We therefore propose a method that achieves fourth-order accuracy, and maintain positivity.We thank the organisers and delegates of the Canberra 2019 EMAC conference for helpful discussions about graph Laplacians. SM thanks the Australian Research Council Centre of Excellence fot Mathematical ans Statistical Frontiers (ACEMS). The work of SB was funded by Ministerio de Economía, Industria y Competitividad (Spain) through project MTM2016-77660-P (AEI/FEDER, UE).Macnamara, S.; Blanes Zamora, S.; Iserles, A. (2020). Simulation of bimolecular reactions: Numerical challenges with the graph Laplacian. The ANZIAM Journal. 61:1-16. https://doi.org/10.21914/anziamj.v61i0.15169S1166

On Projection-Based Model Reduction of Biochemical Networks-- Part II: The Stochastic Case

In this paper, we consider the problem of model order reduction of stochastic biochemical networks. In particular, we reduce the order of (the number of equations in) the Linear Noise Approximation of the Chemical Master Equation, which is often used to describe biochemical networks. In contrast to other biochemical network reduction methods, the presented one is projection-based. Projection-based methods are powerful tools, but the cost of their use is the loss of physical interpretation of the nodes in the network. In order alleviate this drawback, we employ structured projectors, which means that some nodes in the network will keep their physical interpretation. For many models in engineering, finding structured projectors is not always feasible; however, in the context of biochemical networks it is much more likely as the networks are often (almost) monotonic. To summarise, the method can serve as a trade-off between approximation quality and physical interpretation, which is illustrated on numerical examples.Comment: Submitted to the 53rd CD

Model Reduction for the Chemical Master Equation: an Information-Theoretic Approach

The complexity of mathematical models in biology has rendered model reduction an essential tool in the quantitative biologist's toolkit. For stochastic reaction networks described using the Chemical Master Equation, commonly used methods include time-scale separation, the Linear Mapping Approximation and state-space lumping. Despite the success of these techniques, they appear to be rather disparate and at present no general-purpose approach to model reduction for stochastic reaction networks is known. In this paper we show that most common model reduction approaches for the Chemical Master Equation can be seen as minimising a well-known information-theoretic quantity between the full model and its reduction, the Kullback-Leibler divergence defined on the space of trajectories. This allows us to recast the task of model reduction as a variational problem that can be tackled using standard numerical optimisation approaches. In addition we derive general expressions for the propensities of a reduced system that generalise those found using classical methods. We show that the Kullback-Leibler divergence is a useful metric to assess model discrepancy and to compare different model reduction techniques using three examples from the literature: an autoregulatory feedback loop, the Michaelis-Menten enzyme system and a genetic oscillator