**Are you an EPFL student looking for a semester project?**

Work with us on data science and visualisation projects, and deploy your project as an app on top of GraphSearch.

Publication# Solving the chemical master equation using sliding windows

Abstract

The chemical master equation (CME) is a system of ordinary differential equations that describes the evolution of a network of chemical reactions as a stochastic process. Its solution yields the probability density vector of the system at each point in time. Solving the CME numerically is in many cases computationally expensive or even infeasible as the number of reachable states can be very large or infinite. We introduce the sliding window method, which computes an approximate solution of the CME by performing a sequence of local analysis steps. In each step, only a manageable subset of states is considered, representing a ``window'' into the state space. In subsequent steps, the window follows the direction in which the probability mass moves, until the time period of interest has elapsed. We construct the window based on a deterministic approximation of the future behavior of the system by estimating upper and lower bounds on the populations of the chemical species. In order to show the effectiveness of our approach, we apply it to several examples previously described in the literature. The experimental results show that the proposed method speeds up the analysis considerably, compared to a global analysis, while still providing high accuracy. The sliding window method is a novel approach to address the performance problems of numerical algorithms for the solution of the chemical master equation. The method efficiently approximates the probability distributions at the time points of interest for a variety of chemically reacting systems, including systems for which no upper bound on the population sizes of the chemical species is known a priori.

Official source

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related MOOCs (12)

Related concepts (10)

Related publications (4)

Warm-up for EPFL

Warmup EPFL est destiné aux nouvelles étudiantes et étudiants de l'EPFL.

Plasma Physics: Introduction

Learn the basics of plasma, one of the fundamental states of matter, and the different types of models used to describe it, including fluid and kinetic.

Plasma Physics: Introduction

Learn the basics of plasma, one of the fundamental states of matter, and the different types of models used to describe it, including fluid and kinetic.

Stochastic process

In probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.

Time

Time is the continued sequence of existence and events that occurs in an apparently irreversible succession from the past, through the present, into the future. It is a component quantity of various measurements used to sequence events, to compare the duration of events or the intervals between them, and to quantify rates of change of quantities in material reality or in the conscious experience. Time is often referred to as a fourth dimension, along with three spatial dimensions.

Chemical reaction

A chemical reaction is a process that leads to the chemical transformation of one set of chemical substances to another. Classically, chemical reactions encompass changes that only involve the positions of electrons in the forming and breaking of chemical bonds between atoms, with no change to the nuclei (no change to the elements present), and can often be described by a chemical equation. Nuclear chemistry is a sub-discipline of chemistry that involves the chemical reactions of unstable and radioactive elements where both electronic and nuclear changes can occur.

The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route i

In this thesis we investigate different ways of approximating the solution of the chemical master equation (CME). The CME is a system of differential equations that models the stochastic transient beh

The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled w