12,921 research outputs found
Applying Mean-field Approximation to Continuous Time Markov Chains
The mean-field analysis technique is used to perform analysis of a systems with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found the mean-field method useful for modelling large-scale computer and communication networks. Applying mean-field analysis from the computer science perspective requires the following major steps: (1) describing how the agents populations evolve by means of a system of differential equations, (2) finding the emergent
deterministic behaviour of the system by solving such differential equations, and (3) analysing properties of this behaviour either by relying on simulation or by using logics. Depending on the system under analysis, performing these steps may become challenging. Often, modifications
of the general idea are needed. In this tutorial we consider illustrating examples to discuss how the mean-field method is used in different application areas. Starting from the application of the classical technique,
moving to cases where additional steps have to be used, such as systems with local communication. Finally we illustrate the application of the simulation and
uid model checking analysis techniques
Quasi-stationary distributions
This paper contains a survey of results related to quasi-stationary distributions, which arise in the setting of stochastic dynamical systems that eventually evanesce, and which may be useful in describing the long-term behaviour of such systems before evanescence. We are concerned mainly with continuous-time Markov chains over a finite or countably infinite state space, since these processes most often arise in applications, but will make reference to results for other processes where appropriate. Next to giving an historical account of the subject, we review the most important results on the existence and identification of quasi-stationary distributions for general Markov chains, and give special attention to birth-death processes and related models. Results on the question of whether a quasi-stationary distribution, given its existence, is indeed a good descriptor of the long-term behaviour of a system before evanescence, are reviewed as well. The paper is concluded with a summary of recent developments in numerical and approximation methods
Modeling networks of spiking neurons as interacting processes with memory of variable length
We consider a new class of non Markovian processes with a countable number of
interacting components, both in discrete and continuous time. Each component is
represented by a point process indicating if it has a spike or not at a given
time. The system evolves as follows. For each component, the rate (in
continuous time) or the probability (in discrete time) of having a spike
depends on the entire time evolution of the system since the last spike time of
the component. In discrete time this class of systems extends in a non trivial
way both Spitzer's interacting particle systems, which are Markovian, and
Rissanen's stochastic chains with memory of variable length which have finite
state space. In continuous time they can be seen as a kind of Rissanen's
variable length memory version of the class of self-exciting point processes
which are also called "Hawkes processes", however with infinitely many
components. These features make this class a good candidate to describe the
time evolution of networks of spiking neurons. In this article we present a
critical reader's guide to recent papers dealing with this class of models,
both in discrete and in continuous time. We briefly sketch results concerning
perfect simulation and existence issues, de-correlation between successive
interspike intervals, the longtime behavior of finite non-excited systems and
propagation of chaos in mean field systems
On-the-fly Uniformization of Time-Inhomogeneous Infinite Markov Population Models
This paper presents an on-the-fly uniformization technique for the analysis
of time-inhomogeneous Markov population models. This technique is applicable to
models with infinite state spaces and unbounded rates, which are, for instance,
encountered in the realm of biochemical reaction networks. To deal with the
infinite state space, we dynamically maintain a finite subset of the states
where most of the probability mass is located. This approach yields an
underapproximation of the original, infinite system. We present experimental
results to show the applicability of our technique
Order Reduction of the Chemical Master Equation via Balanced Realisation
We consider a Markov process in continuous time with a finite number of
discrete states. The time-dependent probabilities of being in any state of the
Markov chain are governed by a set of ordinary differential equations, whose
dimension might be large even for trivial systems. Here, we derive a reduced
ODE set that accurately approximates the probabilities of subspaces of interest
with a known error bound. Our methodology is based on model reduction by
balanced truncation and can be considerably more computationally efficient than
the Finite State Projection Algorithm (FSP) when used for obtaining transient
responses. We show the applicability of our method by analysing stochastic
chemical reactions. First, we obtain a reduced order model for the
infinitesimal generator of a Markov chain that models a reversible,
monomolecular reaction. In such an example, we obtain an approximation of the
output of a model with 301 states by a reduced model with 10 states. Later, we
obtain a reduced order model for a catalytic conversion of substrate to a
product; and compare its dynamics with a stochastic Michaelis-Menten
representation. For this example, we highlight the savings on the computational
load obtained by means of the reduced-order model. Finally, we revisit the
substrate catalytic conversion by obtaining a lower-order model that
approximates the probability of having predefined ranges of product molecules.Comment: 12 pages, 6 figure
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