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LFCS Seminar


Numerical Approximation Strategies for the Chemical Master Equation

Verena Wolf

Saarland University, Saarbrucken, Germany

4pm Monday, 12th October, 2009
Room 4.31/33, Informatics Forum

Note nonstandard day

Abstract

Within systems biology there is an increasing interest in the stochastic behavior of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation (CME), which describes a continuous-time Markov chain. A numerical solution of the CME is mainly hampered by three factors, namely 1) unknown lower and upper bounds for molecular populations, 2) multiple scales of state variables, 3) multiple scales of reaction speeds.

In the first part of the talk I will present an efficient way to cope with factor 1) that is based on a variant of the uniformization method. The second part of the talk is devoted to factor 2). I will derive a partial deterministic limit of the CME that results in a stochastic hybrid model. An algorithm will be presented to numerically approximate the solution of the stochastic hybrid model. In the third and final part, I will conclude with a discussion of strategies to tackle the problem of multiple scales of reaction speeds.


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