Spatially Distributed Stochastic Systems: equation-free and equation-assisted preconditioned computation

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer scale, atomistic models, and using suitable averaging, is often a challenging task; approximate PDEs are typically obtained through mathematical closure procedures (e.g. mean-field approximations). In this paper, we show how such approximate macroscopic PDEs can be exploited in constructing preconditioners to accelerate stochastic simulations for spatially distributed particle-based process models. We illustrate how such preconditioning can improve the convergence of equation-free coarse-grained methods based on coarse timesteppers. Our model problem is a stochastic reaction-diffusion model capable of exhibiting Turing instabilities.Comment: 8 pages, 6 figures, submitted to Journal of Chemical Physic

Analysis of a stochastic chemical system close to a sniper bifurcation of its mean field model

A framework for the analysis of stochastic models of chemical systems for which the deterministic mean-field description is undergoing a saddle-node infinite period (SNIPER) bifurcation is presented. Such a bifurcation occurs for example in the modelling of cell-cycle regulation. It is shown that the stochastic system possesses oscillatory solutions even for parameter values for which the mean-field model does not oscillate. The dependence of the mean period of these oscillations on the parameters of the model (kinetic rate constants) and the size of the system (number of molecules present) is studied. Our approach is based on the chemical Fokker Planck equation. To get some insights into advantages and disadvantages of the method, a simple one-dimensional chemical switch is first analyzed, before the chemical SNIPER problem is studied in detail. First, results obtained by solving the Fokker-Planck equation numerically are presented. Then an asymptotic analysis of the Fokker-Planck equation is used to derive explicit formulae for the period of oscillation as a function of the rate constants and as a function of the system size

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

Projective and Coarse Projective Integration for Problems with Continuous Symmetries

Temporal integration of equations possessing continuous symmetries (e.g. systems with translational invariance associated with traveling solutions and scale invariance associated with self-similar solutions) in a ``co-evolving'' frame (i.e. a frame which is co-traveling, co-collapsing or co-exploding with the evolving solution) leads to improved accuracy because of the smaller time derivative in the new spatial frame. The slower time behavior permits the use of {\it projective} and {\it coarse projective} integration with longer projective steps in the computation of the time evolution of partial differential equations and multiscale systems, respectively. These methods are also demonstrated to be effective for systems which only approximately or asymptotically possess continuous symmetries. The ideas of projective integration in a co-evolving frame are illustrated on the one-dimensional, translationally invariant Nagumo partial differential equation (PDE). A corresponding kinetic Monte Carlo model, motivated from the Nagumo kinetics, is used to illustrate the coarse-grained method. A simple, one-dimensional diffusion problem is used to illustrate the scale invariant case. The efficiency of projective integration in the co-evolving frame for both the macroscopic diffusion PDE and for a random-walker particle based model is again demonstrated

Inherent noise can facilitate coherence in collective swarm motion

Among the most striking aspects of the movement of many animal groups are their sudden coherent changes in direction. Recent observations of locusts and starlings have shown that this directional switching is an intrinsic property of their motion. Similar direction switches are seen in self-propelled particle and other models of group motion. Comprehending the factors that determine such switches is key to understanding the movement of these groups. Here, we adopt a coarse-grained approach to the study of directional switching in a self-propelled particle model assuming an underlying one-dimensional Fokker–Planck equation for the mean velocity of the particles. We continue with this assumption in analyzing experimental data on locusts and use a similar systematic Fokker–Planck equation coefficient estimation approach to extract the relevant information for the assumed Fokker–Planck equation underlying that experimental data. In the experiment itself the motion of groups of 5 to 100 locust nymphs was investigated in a homogeneous laboratory environment, helping us to establish the intrinsic dynamics of locust marching bands. We determine the mean time between direction switches as a function of group density for the experimental data and the self-propelled particle model. This systematic approach allows us to identify key differences between the experimental data and the model, revealing that individual locusts appear to increase the randomness of their movements in response to a loss of alignment by the group. We give a quantitative description of how locusts use noise to maintain swarm alignment. We discuss further how properties of individual animal behavior, inferred by using the Fokker–Planck equation coefficient estimation approach, can be implemented in the self-propelled particle model to replicate qualitatively the group level dynamics seen in the experimental data

Mathematical description of bacterial traveling pulses

The Keller-Segel system has been widely proposed as a model for bacterial waves driven by chemotactic processes. Current experiments on {\em E. coli} have shown precise structure of traveling pulses. We present here an alternative mathematical description of traveling pulses at a macroscopic scale. This modeling task is complemented with numerical simulations in accordance with the experimental observations. Our model is derived from an accurate kinetic description of the mesoscopic run-and-tumble process performed by bacteria. This model can account for recent experimental observations with {\em E. coli}. Qualitative agreements include the asymmetry of the pulse and transition in the collective behaviour (clustered motion versus dispersion). In addition we can capture quantitatively the main characteristics of the pulse such as the speed and the relative size of tails. This work opens several experimental and theoretical perspectives. Coefficients at the macroscopic level are derived from considerations at the cellular scale. For instance the stiffness of the signal integration process turns out to have a strong effect on collective motion. Furthermore the bottom-up scaling allows to perform preliminary mathematical analysis and write efficient numerical schemes. This model is intended as a predictive tool for the investigation of bacterial collective motion

Multiscale Computations on Neural Networks: From the Individual Neuron Interactions to the Macroscopic-Level Analysis

We show how the Equation-Free approach for multi-scale computations can be exploited to systematically study the dynamics of neural interactions on a random regular connected graph under a pairwise representation perspective. Using an individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of simulated annealing we compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level. We also exploit the scheme to perform a rare-events analysis by estimating an effective Fokker-Planck describing the evolving probability density function of the corresponding coarse-grained observables

Equation-Free Analysis of Two-Component System Signalling Model Reveals the Emergence of Co-Existing Phenotypes in the Absence of Multistationarity

Phenotypic differences of genetically identical cells under the same environmental conditions have been attributed to the inherent stochasticity of biochemical processes. Various mechanisms have been suggested, including the existence of alternative steady states in regulatory networks that are reached by means of stochastic fluctuations, long transient excursions from a stable state to an unstable excited state, and the switching on and off of a reaction network according to the availability of a constituent chemical species. Here we analyse a detailed stochastic kinetic model of two-component system signalling in bacteria, and show that alternative phenotypes emerge in the absence of these features. We perform a bifurcation analysis of deterministic reaction rate equations derived from the model, and find that they cannot reproduce the whole range of qualitative responses to external signals demonstrated by direct stochastic simulations. In particular, the mixed mode, where stochastic switching and a graded response are seen simultaneously, is absent. However, probabilistic and equation-free analyses of the stochastic model that calculate stationary states for the mean of an ensemble of stochastic trajectories reveal that slow transcription of either response regulator or histidine kinase leads to the coexistence of an approximate basal solution and a graded response that combine to produce the mixed mode, thus establishing its essential stochastic nature. The same techniques also show that stochasticity results in the observation of an all-or-none bistable response over a much wider range of external signals than would be expected on deterministic grounds. Thus we demonstrate the application of numerical equation-free methods to a detailed biochemical reaction network model, and show that it can provide new insight into the role of stochasticity in the emergence of phenotypic diversity

Overview of mathematical approaches used to model bacterial chemotaxis I: the single cell

Mathematical modeling of bacterial chemotaxis systems has been influential and insightful in helping to understand experimental observations. We provide here a comprehensive overview of the range of mathematical approaches used for modeling, within a single bacterium, chemotactic processes caused by changes to external gradients in its environment. Specific areas of the bacterial system which have been studied and modeled are discussed in detail, including the modeling of adaptation in response to attractant gradients, the intracellular phosphorylation cascade, membrane receptor clustering, and spatial modeling of intracellular protein signal transduction. The importance of producing robust models that address adaptation, gain, and sensitivity are also discussed. This review highlights that while mathematical modeling has aided in understanding bacterial chemotaxis on the individual cell scale and guiding experimental design, no single model succeeds in robustly describing all of the basic elements of the cell. We conclude by discussing the importance of this and the future of modeling in this area

Comparison of bacterial microbiota of the predatory mite Neoseiulus cucumeris (Acari: Phytoseiidae) and its factitious prey Tyrophagus putrescentiae (Acari: Acaridae)

Neoseiulus cucumeris is a predatory mite used for biological control of arthropod pests. Mass-reared predators are fed with factitious prey mites such as Tyrophagus putrescentiae. Although some information on certain endosymbionts of N. cucumeris and T. putrescentiae exists, it is unclear whether both species share bacterial communities. The bacterial communities in populations of predator and prey mites, as well as the occurence of potential acaropathogenic bacteria were analyzed. The comparisons were based on the following groups: (i) N. cucumeris mass-production; (ii) N. cucumeris laboratory population with disease symptoms; (iii) T. putrescentiae pure populations and; (iv) T. putrescentiae from rearing units of N. cucumeris. Only 15% of OTUs were present in all samples from predatory and prey mite populations (core OTUs): the intracellular symbionts Wolbachia, Cardinium, plus other Blattabacterium-like, Solitalea-like, and Bartonella-like symbionts. Environmental bacteria were more abundant in predatory mites, while symbiotic bacteria prevailed in prey mites. Relative numbers of certain bacterial taxa were significantly different between the microbiota of prey mites reared with and without N. cucumeris. No significant differences were found in the bacterial communities of healthy N. cucumeris compared to N. cucumeris showing disease symptoms. We did not identify any confirmed acaropathogenic bacteria among microbiota