14,522 research outputs found
Fluid limit theorems for stochastic hybrid systems with application to neuron models
This paper establishes limit theorems for a class of stochastic hybrid
systems (continuous deterministic dynamic coupled with jump Markov processes)
in the fluid limit (small jumps at high frequency), thus extending known
results for jump Markov processes. We prove a functional law of large numbers
with exponential convergence speed, derive a diffusion approximation and
establish a functional central limit theorem. We apply these results to neuron
models with stochastic ion channels, as the number of channels goes to
infinity, estimating the convergence to the deterministic model. In terms of
neural coding, we apply our central limit theorems to estimate numerically
impact of channel noise both on frequency and spike timing coding.Comment: 42 pages, 4 figure
Hybrid stochastic simplifications for multiscale gene networks
<p>Abstract</p> <p>Background</p> <p>Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models.</p> <p>Results</p> <p>We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion <abbrgrp><abbr bid="B1">1</abbr><abbr bid="B2">2</abbr><abbr bid="B3">3</abbr></abbrgrp> which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples.</p> <p>Conclusion</p> <p>Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.</p
Towards a General Theory of Stochastic Hybrid Systems
In this paper we set up a mathematical structure,
called Markov string, to obtaining a very general class of models for stochastic hybrid systems. Markov Strings are, in fact, a class of Markov processes, obtained by a
mixing mechanism of stochastic processes, introduced
by Meyer. We prove that Markov strings are strong Markov processes with the cadlag property. We then show how a very general class of stochastic hybrid processes can be embedded
in the framework of Markov strings. This class, which
is referred to as the General Stochastic Hybrid Systems (GSHS), includes as special cases all the classes of stochastic hybrid processes, proposed in the literature
Different Approaches on Stochastic Reachability as an Optimal Stopping Problem
Reachability analysis is the core of model checking of time systems. For
stochastic hybrid systems, this safety verification method is very little supported mainly
because of complexity and difficulty of the associated mathematical problems. In this
paper, we develop two main directions of studying stochastic reachability as an optimal
stopping problem. The first approach studies the hypotheses for the dynamic programming
corresponding with the optimal stopping problem for stochastic hybrid systems.
In the second approach, we investigate the reachability problem considering approximations
of stochastic hybrid systems. The main difficulty arises when we have to prove the
convergence of the value functions of the approximating processes to the value function
of the initial process. An original proof is provided
Synchronization of stochastic hybrid oscillators driven by a common switching environment
Many systems in biology, physics and chemistry can be modeled through
ordinary differential equations, which are piecewise smooth, but switch between
different states according to a Markov jump process. In the fast switching
limit, the dynamics converges to a deterministic ODE. In this paper we suppose
that this limit ODE supports a stable limit cycle. We demonstrate that a set of
such oscillators can synchronize when they are uncoupled, but they share the
same switching Markov jump process. The latter is taken to represent the effect
of a common randomly switching environment. We determine the leading order of
the Lyapunov coefficient governing the rate of decay of the phase difference in
the fast switching limit. The analysis bears some similarities to the classical
analysis of synchronization of stochastic oscillators subject to common white
noise. However the discrete nature of the Markov jump process raises some
difficulties: in fact we find that the Lyapunov coefficient from the
quasi-steady-state approximation differs from the Lyapunov coefficient one
obtains from a second order perturbation expansion in the waiting time between
jumps. Finally, we demonstrate synchronization numerically in the radial
isochron clock model and show that the latter Lyapinov exponent is more
accurate
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