On the origins of approximations for stochastic chemical kinetics

This paper considers the derivation of approximations for stochastic chemical kinetics governed by the discrete master equation. Here, the concepts of (1) partitioning on the basis of fast and slow reactions as opposed to fast and slow species and (2) conditional probability densities are used to derive approximate, partitioned master equations, which are Markovian in nature, from the original master equation. Under different conditions dictated by relaxation time arguments, such approximations give rise to both the equilibrium and hybrid (deterministic or Langevin equations coupled with discrete stochastic simulation) approximations previously reported. In addition, the derivation points out several weaknesses in previous justifications of both the hybrid and equilibrium systems and demonstrates the connection between the original and approximate master equations. Two simple examples illustrate situations in which these two approximate methods are applicable and demonstrate the two methods' efficiencies

Stochastic simulation of catalytic surface reactions in the fast diffusion limit

The master equation of a lattice gas reaction tracks the probability of visiting all spatial configurations. The large number of unique spatial configurations on a lattice renders master equation simulations infeasible for even small lattices. In this work, a reduced master equation is derived for the probability distribution of the coverages in the infinite diffusion limit. This derivation justifies the widely used assumption that the adlayer is in equilibrium for the current coverages and temperature when all reactants are highly mobile. Given the reduced master equation, two novel and efficient simulation methods of lattice gas reactions in the infinite diffusion limit are derived. The first method involves solving the reduced master equation directly for small lattices, which is intractable in configuration space. The second method involves reducing the master equation further in the large lattice limit to a set of differential equations that tracks only the species coverages. Solution of the reduced master equation and differential equations requires information that can be obtained through short, diffusion-only kinetic Monte Carlo simulation runs at each coverage. These simulations need to be run only once because the data can be stored and used for simulations with any set of kinetic parameters, gas-phase concentrations, and initial conditions. An idealized CO oxidation reaction mechanism with strong lateral interactions is used as an example system for demonstrating the reduced master equation and deterministic simulation techniques

Two classes of quasi-steady-state model reductions for stochastic kinetics

The quasi-steady-state approximation (QSSA) is a model reduction technique used to remove highly reactive species from deterministic models of reaction mechanisms. In many reaction networks the highly reactive intermediates (QSSA species) have populations small enough to require a stochastic representation. In this work we apply singular perturbation analysis to remove the QSSA species from the chemical master equation for two classes of problems. The first class occurs in reaction networks where all the species have small populations and the QSSA species sample zero the majority of the time. The perturbation analysis provides a reduced master equation in which the highly reactive species can sample only zero, and are effectively removed from the model. The reduced master equation can be sampled with the Gillespie algorithm. This first stochastic QSSA reduction is applied to several example reaction mechanisms (including Michaelis-Menten kinetics) [Biochem. Z. 49, 333 (1913)]. A general framework for applying the first QSSA reduction technique to new reaction mechanisms is derived. The second class of QSSA model reductions is derived for reaction networks where non-QSSA species have large populations and QSSA species numbers are small and stochastic. We derive this second QSSA reduction from a combination of singular perturbation analysis and the Omega expansion. In some cases the reduced mechanisms and reaction rates from these two stochastic QSSA models and the classical deterministic QSSA reduction are equivalent; however, this is not usually the case

The stochastic quasi-steady-state assumption: Reducing the model but not the noise

Highly reactive species at small copy numbers play an important role in many biological reaction networks. We have described previously how these species can be removed from reaction networks using stochastic quasi-steady-state singular perturbation analysis (sQSPA). In this paper we apply sQSPA to three published biological models: the pap operon regulation, a biochemical oscillator, and an intracellular viral infection. These examples demonstrate three different potential benefits of sQSPA. First, rare state probabilities can be accurately estimated from simulation. Second, the method typically results in fewer and better scaled parameters that can be more readily estimated from experiments. Finally, the simulation time can be significantly reduced without sacrificing the accuracy of the solution

A Pre-Protostellar Core in L1551. II. State of Dynamical and Chemical Evolution

Both analytic and numerical radiative transfer models applied to high spectral resolution CS and N2H+ data give insight into the evolutionary state of L1551 MC. This recently discovered pre-protostellar core in L1551 appears to be in the early stages of dynamical evolution. Line-of-sight infall velocities of >0.1km/s are needed in the outer regions of L1551 MC to adequately fit the data. This translates to an accretion rate of ~ 1e-6 Msun/yr, uncertain to within a factor of 5 owing to unknown geometry. The observed dynamics are not due to spherically symmetric gravitational collapse and are not consistent with the standard model of low-mass star formation. The widespread, fairly uniform CS line asymmetries are more consistent with planar infall. There is modest evidence for chemical depletion in the radial profiles of CS and C18O suggesting that L1551 MC is also chemically young. The models are not very sensitive to chemical evolution. L1551 MC lies within a quiescent region of L1551 and is evidence for continued star formation in this evolved cloud.Comment: 27 pages, 7 figures, ApJ accepte

Moving-Horizon Estimators for Hyperbolic and Parabolic PDEs in 1-D

Observers for PDEs are themselves PDEs. Therefore, producing real time estimates with such observers is computationally burdensome. For both finite-dimensional and ODE systems, moving-horizon estimators (MHE) are operators whose output is the state estimate, while their inputs are the initial state estimate at the beginning of the horizon as well as the measured output and input signals over the moving time horizon. In this paper we introduce MHEs for PDEs which remove the need for a numerical solution of an observer PDE in real time. We accomplish this using the PDE backstepping method which, for certain classes of both hyperbolic and parabolic PDEs, produces moving-horizon state estimates explicitly. Precisely, to explicitly produce the state estimates, we employ a backstepping transformation of a hard-to-solve observer PDE into a target observer PDE, which is explicitly solvable. The MHEs we propose are not new observer designs but simply the explicit MHE realizations, over a moving horizon of arbitrary length, of the existing backstepping observers. Our PDE MHEs lack the optimality of the MHEs that arose as duals of MPC, but they are given explicitly, even for PDEs. In the paper we provide explicit formulae for MHEs for both hyperbolic and parabolic PDEs, as well as simulation results that illustrate theoretically guaranteed convergence of the MHEs.Comment: 7 pages, 1 figure, submitted to ACC 202

Closed-Loop Scheduling for Cost Minimization in HVAC Central Plants

In this paper, we examine closed-loop operation of an HVAC central plant to demonstrate that closed-loop receding-horizon scheduling provides robustness to inaccurate forecasts, and that economic performance is not seriously impaired by shortened prediction horizons or inaccurate forecasts when feedback is employed. Using a general mixed-integer linear programming formulation for the scheduling problem, we show that optimization can be performed in real time. Furthermore, we demonstrate that closed-loop operation with a moderate prediction horizon is not significantly worse than a long-horizon implementation in the nominal case, and that closed-loop operation can correct for inaccurate long-term forecasts without significant cost increase. In addition, we show that terminal constraints can be employed to ensure recursive feasibility. The end result is that forecasts of demand need not be extremely accurate over long times, indicating that closed-loop scheduling can be implemented in new or existing central plants