ADM-CLE approach for detecting slow variables in continuous time Markov chains and dynamic data

DOI10.1137/15M1017120zbMATH Open1382.65029arXiv1504.01786OpenAlexW3022475067MaRDI QIDQ2964446FDOQ2964446

Authors: Mihai Cucuringu, Radek Erban 

Publication date: 27 February 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: A method for detecting intrinsic slow variables in high-dimensional stochastic chemical reaction networks is developed and analyzed. It combines anisotropic diffusion maps (ADM) with approximations based on the chemical Langevin equation (CLE). The resulting approach, called ADM-CLE, has the potential of being more efficient than the ADM method for a large class of chemical reaction systems, because it replaces the computationally most expensive step of ADM (running local short bursts of simulations) by using an approximation based on the CLE. The ADM-CLE approach can be used to estimate the stationary distribution of the detected slow variable, without any a-priori knowledge of it. If the conditional distribution of the fast variables can be obtained analytically, then the resulting ADM-CLE approach does not make any use of Monte Carlo simulations to estimate the distributions of both slow and fast variables.

Full work available at URL: https://arxiv.org/abs/1504.01786

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zbMATH Keywords

diffusion mapsstationary distributionsslow variablesstochastic chemical reaction networks

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40) Probabilistic models, generic numerical methods in probability and statistics (65C20) Chemical kinetics in thermodynamics and heat transfer (80A30)

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Cited In (5)

• Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling
• Computational singular perturbation analysis of stochastic chemical systems with stiffness
• Error analysis of diffusion approximation methods for multiscale systems in reaction kinetics
• Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with stochastic partial differential equations
• Explicit Integration of Stiff Stochastic Differential Equations via an Efficient Implementation of Stochastic Computational Singular Perturbation

Uses Software

• STOCHSIMGPU

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