Chemical reaction network theory for stochastic and deterministic models of biochemical reaction systems
|
|
- Abigail Penelope Harris
- 5 years ago
- Views:
Transcription
1 Chemical reaction network theory for stochastic and deterministic models of biochemical reaction systems University of Wisconsin at Madison MBI Workshop for Young Researchers in Mathematical Biology August 26th, 214
2 I expect this will be new to you tutorial. This is an accessible theory. Martin Feinberg, Lectures on Chemical Reaction Networks, (Delivered at the Mathematics Research Center, U. of Wisconsin, 1979) (These helped me get through graduate school!) Jeremy Gunawardena, Chemical reaction network theory for in-silico biologists, and Thomas G. Kurtz, Continuous time Markov chain models for chemical reaction networks, chapter in Design and Analysis of Biomolecular Circuits: Engineering Approaches to Systems and Synthetic Biology, H. Koeppl et al. (eds.), Springer, 211. (But also available on my personal webpage!)
3 Big picture Biochemical/population networks can range from simple to very complex. Example 1: A. Example 2: A+B C. Example 3: A + B 2B B A Example 4: Gene transcription & translation: G κ 1 G + M M κ 2 M + P M κ 3 P κ 4 G + P κ 5 κ 5 B transcription translation degradation degradation Binding/unbinding of Gene Cartoon representation: 1 1
4 Big picture Example 5: EnvZ/OmpR signaling system 2 2 Guy Shinar and Martin Feinberg, Structural Sources of Robustness in Biochemical Reaction Networks, Science, 21
5 Big picture Big picture Hanahan and Weinberg, The Hallmarks of Cancer, Cell, 2.!
6 Big picture Metabolic Pathways Roche Applied Science!
7 Big picture For complex models, simulation is often used to explore the possible dynamics (for both deterministic and stochastic models). One problem with this: key system parameters are oftentimes unknown, or known only up to an order of magnitude. Want an alternative approach: discover what pieces of the network architecture determine overall system behavior. This research is part of chemical reaction network theory, which is part of systems biology.
8 Will attempt to do four things (probably won t have time for all my abstract was ambitious): 1 ( ) Describe network structure and introduce both the deterministic and stochastic models. 2 Show how they are related via a scaling limit (law of large numbers). 3 Provide network conditions that guarantee both an especially stable deterministic model and an especially stable stochastic model. When will deterministic and stochastic models give similar behavior? 4 Provide network conditions that guarantee deterministic model has component which is Absolutely robust, stochastic model has extinction event. When will deterministic and stochastic models give different behavior? Isolated examples abound (Keizer s paradox, models in ecology, etc). This characterizes broad class.
9 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Definition A chemical reaction network is given by a triple of (finite) sets (S, C, R): Species, S := {S 1,..., S d }: constituent molecules or species undergoing a series of chemical reactions. Complexes, C: linear combinations of the species representing those used, and produced, in each reaction. A set of reactions, R := {y k y k}, with y k, y k C.
10 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example A S = {A}. C = {, A}. R = { A, A }.
11 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example A + B 2B B A S = {A, B}. C = {A + B, 2B, B, A}. R = {A + B 2B, B A}.
12 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example Species: S = {A, B, C, D, E}. Complexes: C = {A, 2B, A + C, D, B + E}. Reactions: R = {A 2B, 2B A, A+C D, D A+C, D B+E, B+E A+C}.
13 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Dynamics may be modeled deterministically or stochastically. Deterministic: Keep track of reactant concentrations: c i R Reactions occur continuously and simultaneously Modeled with system of ODEs Stochastic: Keep track of reactant abundances: X i {, 1, 2,...} Reactions occur discretely and at separate times Modeled as a continuous time Markov chain (CTMC) Gillespie algorithm, chemical master equation.
14 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example B 1 3 2B yields the ordinary differential equation (ODE) c B(t) = 1 3 c B(t) 1. You can solve this: c B (t) = x e 1 3 t.
15 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example B 2B yields the ordinary differential equation (ODE) c B(t) = 1 3 c B(t) 1 5 c B(t) = 2 15 c B(t) You can solve this: c B (t) = x e 2 15 t.
16 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example A + B α 2B B β A, yields the ODE or [ ca c B ] = αc A c B [ 1 1 ] + βc B [ 1 1 ], c A(t) = αc A c B + βc B c B(t) = αc A c B βc B, which is nonlinear and we can not immediately solve.
17 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example XD k 1 X k 3[T ] XT k 5 X p k 2 [D] k 4 X p + Y k 6 X py k 8 X + Y p k 7 ċ X = k 9 k XD + Y p XDY p 11 XD + Y k 1 k 1 c XD (k 2 [D] + k 3 [T ])c X + k 4 c XT + k 8 c XpY ċ XD = k 1 c XD + k 2 [D]c X k 9 c XD c Yp + (k 1 + k 11 )c XDYp ċ XT = k 3 [T ]c X (k 4 + k 5 )c XT ċ Xp = k 5 c XT k 6 c Xp c Y + k 7 c XpY ċ Y = k 6 c Xp c Y + k 7 c XpY + k 11 c XDYp ċ XpY = k 6 c Xp c Y (k 7 + k 8 )c XpY ċ Yp = k 8 c XpY k 9 c XD c Yp + k 1 c XDYp ċ XDYp = k 9 c XD c Yp (k 1 + k 11 )c XDYp,
18 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic For general system, we have S = {S 1,..., S d }, with This is cumbersome. Set, to get, R : c (t) = k d y ki S i i=1 κ k ( d i=1 c y k c (t) = k What about stochastic dynamics d i=1 c y ki i d i=1 ) c y ki i, y kis i (y k y k ), κ k c(t) y k (y k y k ).
19 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example α A β X(t) = X() + R 1 (t) R 2 (t). (R1/R2) R 1 ( ) is a counting process with intensity/propensity α: P(R 1 (t + t) R 1 (t) = 1) = α t + o( t) P(R 1 (t + t) R 1 (t) 2) = o( t). R 2 ( ) is a counting process with intensity/propensity βx A (t): P(R 2 (t + t) R 2 (t) = 1) = βx A (t) t + o( t) P(R 2 (t + t) R 2 (t) 2) = o( t). Can represent R 1 and R 2 via t R 1 (t) = Y 1 (αt), R 2 (t) = Y 2 (β ) X A (s)ds
20 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Will view a Poisson process, Y ( ), through the lens of an underlying point process. (a) Let {e i } be i.i.d. exponential random variables with parameter one. (b) Now, put points down on a line with spacing equal to the e i : x x x x x x x x e 1 e2 e3 t Let Y 1 (t) denote the number of points hit by time t. In the figure above, Y 1 (t) = λ =
21 The Poisson process Big picture Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Let Y 1 be a unit rate Poisson process. Define Y λ (t) Y 1 (λt), Then Y λ is a Poisson process with parameter λ. x x x x x x x x e 1 e2 e3 t Intuition: The Poisson process with rate λ is simply the number of points hit (of the unit-rate point process) when we run along the time frame at rate λ λ =
22 The Poisson process Big picture Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic There is no reason λ needs to be constant in time, in which case ( t ) Y λ (t) Y λ(s)ds is a non-homogeneous Poisson process with propensity/intensity λ(t). Thus P{Y λ (t + t) Y λ (t) > } = 1 exp { t+ t } λ(s)ds λ(t) t. t Point: We have changed time to convert a unit-rate Poisson process to one which has rate or intensity or propensity λ(t).
23 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example α A β X(t) = X() + R 1 (t) R 2 (t). (R1/R2) t ) X(t) = X() + Y 1 (αt) Y 2 (β X A (s)ds. where Y 1, Y 2 are independent unit-rate Poisson processes. ODE is t c A (t) = c A () + αt βc A (s) ds
24 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example ([ X(t) = X() + R 1 (t) 2 A + B α 2B B β A ] [ 1 1 ]) ([ 1 + R 2 (t) ] [ 1 ]) (R1) (R2) [ 1 = X() + R 1 (t) 1 ] [ 1 + R 2 (t) 1 ]. R 1 ( ) is a counting process with intensity/propensity αx A (t)x B (t): P(R 1 (t + t) R 1 (t) = 1) = αx A (t)x B (t) t + o( t) P(R 1 (t + t) R 1 (t) 2) = o( t). R 2 ( ) is a counting process with intensity/propensity βx B (t): P(R 2 (t + t) R 2 (t) = 1) = βx B (t) t + o( t) P(R 2 (t + t) R 2 (t) 2) = o( t).
25 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example ([ X(t) = X() + R 1 (t) 2 A + B α 2B B β A ] [ 1 1 ]) ([ 1 + R 2 (t) ] [ 1 ]) (R1) (R2) Can take [ 1 = X() + R 1 (t) 1 t R 1 (t) = Y 1 (α t R 2 (t) = Y 2 (β ] [ 1 + R 2 (t) 1 ]. ) X A (s)x B (s)ds ) X B (s)ds where Y 1, Y 2 are independent unit-rate Poisson processes: t ) [ ] ( 1 t X(t) = X() + Y 1 (α X A (s)x B (s)ds + Y 1 2 β ) [ 1 X B (s)ds 1 ]
26 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example A + B α 2B (R1) Stochastic equations t X(t) = X() + Y 1 (α Deterministic equations t x(t) = x() + α B β A ) [ 1 X A (s)x B (s)ds 1 [ 1 x A (s)x B (s)ds 1 ] + Y 2 ( β ] + β t t ) [ 1 X B (s)ds 1 [ 1 x B (s)ds 1 ]. (R2) ].
27 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example A + B α 2B B β A (R1) (R2) Deterministic B * * * * * * * * * 1 Stochastic * * * * * 2 * * * * * * * * * * A 3 4
28 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic For general system, we have S = {S 1,..., S d }, with R : d y ki S i i=1 d y ki S i i=1 The intensity/propensity of kth reaction is λ k : Z d R. As before: X(t) = X() + k R k (t)(y k y k ), with X(t) = X() + ( t ) Y k λ k (X(s))ds (y k y k ), k Y k are independent, unit-rate Poisson processes.
29 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Could just say that for n Z d, n + y 1 y 1, n + y 2 y 2, n. n + y K y K, with rate λ 1 (n) with rate λ 2 (n) with rate λ K (n) where y k y k Z d. I.e. a continuous time Markov chain with infinitesimal generator Af (n) = k λ k (n)(f (n + y k y k ) f (n)). Kolmogorov forward equations (chemical master equation) p t (n) = k λ k (n y k + y k )p t(n y k + y k ) p t(n) k λ k (x), n Z d
30 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example Consider a linear growth model (bacterial colony): Deterministic model: B 1 3 2B with solution x (t) = 1 x(t) x() = 1, (1) 3 x(t) = 1e 1 3 t.
31 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic Example Consider a linear growth model (bacterial colony): Stochastic model: Stochastic equation: Forward (master) equation B 1/3 2B X(t) = X + Y ( t ) 1 X(s) ds. 3 p t (n) = 1 (n 1) pt(n 1) 1 n pt(n), n {1, 2,... } 3 3 with p t(), which means: p t (1) = 1 3 pt(1) p t (2) = 1 3 pt(1) pt(2) p t (3) = 1 3 2pt(2) pt(3).
32 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic 7 6 Colony size Time Stochastic realizations/experiments appear to follow the deterministic system in a noisy way.
33 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic p n () p n (1) n n.7.6 p n (2) p n (3) n n
34 Chemical reaction networks Associated dynamical systems deterministic Associated dynamical systems stochastic 1 Introduce both the deterministic and stochastic models. 2 Show how they are related via a scaling limit. 3 Provide network conditions that guarantee both an especially stable deterministic model and an especially stable stochastic model. When will deterministic and stochastic models give similar behavior? 4 Provide network conditions that guarantee deterministic model has component which is Absolutely robust, stochastic model has extinction event. When will deterministic and stochastic models give different behavior? Isolated examples abound (Keizer s paradox, models in ecology, etc). This characterizes broad class.
35 Assuming: Then, Big picture V is a scaling parameter (volume times Avogadro s number), X i = O(V ), and X V (t) = def X(t)/V, λ k (X(t)) V ( κ k X V (t) y k ), X V (t) 1 V X + k ( 1 t ) V Y k V κ k X V (s) y k ds (y k y k ) LLN for Y k says 1 V Y k(vu) u ( lim sup V 1 Y k (Vu) u =, V u T a.s. ) so as V, X V converges (on compact time interval) to solution of c(t) = c() + k t κ k c(s) y k ds (y k y k ),
36 LLN: Example Big picture Stochastic models: A + B 2/V 2B B 1 A (R1) (R2) with X() = [3V, V ] so that [A V, B V ] = X/V satisfies A V () = 3, B V () = 1. ODE model of A + B 2 2B B 1 A, with x() = [3, 1].
37 V= V=1 A B AB V=1 A B V=1 A B
38 Story 1: deficiency zero Story 2: Absolute Concentration Robustness 1 Introduce both the deterministic and stochastic models. 2 Show how they are related via a scaling limit. 3 Provide network conditions that guarantee both an especially stable deterministic model and an especially stable stochastic model. When will deterministic and stochastic models give similar behavior? 4 Provide network conditions that guarantee deterministic model has component which is Absolutely robust, stochastic model has extinction event. When will deterministic and stochastic models give different behavior? Isolated examples abound (Keizer s paradox, models in ecology, etc). This characterizes broad class.
39 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Example α β A I know the ODE system has a unique fixed point (α/β), and it is stable! c A(t) = α βc A (t). I know the stochastic model has a stationary distribution that charges all states {, 1, 2,... } and it is Poisson with parameter α/β! M/M/ queue. Known for 1 years. Not so impressive or amazing.
40 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Example
41 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Consider the possible enzyme kinetics given by E + S ES E + P, E S In distributional equilibrium the specie numbers are independent and have Poisson distributions.
42 Enzyme kinetics Big picture Story 1: deficiency zero Story 2: Absolute Concentration Robustness Consider the slightly different enzyme kinetics given by E + S ES E + P, E We see S + ES + P = N. In distributional equilibrium E has Poisson distribution, S, ES, P have a multinomial distribution, and E is independent from S, ES, and P.
43 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Theorem (Deterministic - Horn, Jackson, Feinberg, 197 s) Suppose we have a biochemical reaction system whose network satisfies the following two conditions, Deficiency of zero, weakly reversible. Then, the associated deterministic model satisfies: for any choice of rate constants κ k, within each stoichiometric compatibility class there is precisely one equilibrium value c, and that equilibrium value is locally asymptotically stable. (globally?) Actually have stronger result: for each η C, κ k c y k = k:y k =η c is said to be a complex balanced equilibrium. k:y k =η κ k c yk. (2)
44 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Theorem (A., Craciun, Kurtz, 21) Suppose we have a biochemical reaction system whose network satisfies the following two conditions, Deficiency of zero, weakly reversible. Then, the associated stochastic model satisfies: There is a stationary distribution which is the product of Poisson distributions: d c x i i π(x) = M, x Γ, (3) x i! where M is a normalizing constant. i=1
45 Story 1: deficiency zero Story 2: Absolute Concentration Robustness We introduce some elements from Chemical Reaction Network Theory Definition The connected components of the reaction network are called the linkage classes. Example Has two linkage classes. A + B α 2B (Linkage Class 1) B β A (Linkage Class 2)
46 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Example Has two linkage classes.
47 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Definition A chemical reaction network, {S, C, R}, is called weakly reversible if each linkage class is strongly connected. A network is called reversible if y k y k R whenever y k y k R. Weakly Reversible C 1 Reversible C 1 C 3 C 2 C 3 C 2
48 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Example Is weakly reversible.
49 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Definition (Stoichiometry) S = span {yk y k R}{y k y k } is the stoichiometric subspace of the network. Denote dim(s) = s. Translations, c + S, with c R d are stoichiometric compatibility classes. Example: Reaction network A + B 2B B A # B Molecules # A Molecuels
50 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Definition The deficiency of a chemical reaction network, {S, C, R}, is δ = n l s, where n is the number of complexes, l is the number of linkage classes of the network graph, and s is the dimension of the stoichiometric subspace. Example A + B 2B B A (R1) (R2) n = 4, l = 2, s = 1 = δ = 1. But, A + B C B A (R1) (R2) n = 4, l = 2, s = 2 = δ =.
51 Deficiency Big picture Story 1: deficiency zero Story 2: Absolute Concentration Robustness Example: n = 5 l = 2 s = 3 = δ = =.
52 Story 1: deficiency zero Story 2: Absolute Concentration Robustness deficiency of {S, C, R} = δ = n l s, Now you are probably thinking: Fiiiiine, but that was utterly useless to me. I have no idea what it means! Attempt 2: a measure of nonlinearity We define f (c) = def k κ k c y k (y k y k ), and we can find other functions, Y, A κ, and Ψ for which f (c) = Y A κ Ψ(c). Key point: Y and A κ are matrices!
53 Story 1: deficiency zero Story 2: Absolute Concentration Robustness The hunt for linearity: f = Y A κ Ψ Example has ODE ċ(t) = [ A + B κ 1 κ 2 ] 2B κ3 2A κ 4 κ 1 κ 2 κ 1 (κ 2 + κ 3 ) κ 4 κ 3 κ 4 c A c B c 2 B c 2 A
54 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Deficiency: attempt 2 The deficiency satisfies f (x) = Y A κ Ψ(x). δ dim(ker Y imagea κ). You are probably thinking: Oh my, that did not help at all... in fact, I think it made things significantly worse. My response: think about fixed points to ODE model: f ( x) = Y A κ Ψ( x) = with x R d >. This can happen in one of two ways: (i) A κ(ψ( x)) ker Y or (ii) Ψ( x) ker A κ. The second is a very nice condition: Complexed Balanced Equilibrium
55 Story 1: deficiency zero Story 2: Absolute Concentration Robustness 1 Introduce both the deterministic and stochastic models. 2 Show how they are related via a scaling limit. 3 Provide network conditions that guarantee both an especially stable deterministic model and an especially stable stochastic model. When will deterministic and stochastic models give similar behavior? 4 Provide network conditions that guarantee deterministic model has component which is Absolutely robust, stochastic model has extinction event. When will deterministic and stochastic models give different behavior? Isolated examples abound (Keizer s paradox, models in ecology, etc). This characterizes broad class.
56 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Guy Shinar and Martin Feinberg, Structural Sources of Robustness in Biochemical Reaction Networks, Science, 21. A + B α 2B B β A (R1) (R2) ċ A (t) = αc A (t)c B (t) + βc B (t) ċ B (t) = αc A (t)c B (t) βc B (t) M = def c A () + c B (), Solving for equilibria: c A = β/α, c B = M β/α, Network has absolute concentration robustness in species A.
57 Story 1: deficiency zero Story 2: Absolute Concentration Robustness
58 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Theorem (Marty Feinberg and Guy Shinar, Science, 21 deterministic) Consider a deterministic mass-action system that has a deficiency of one. admits a positive steady state and has two non-terminal complexes that differ only in species S, then the system has absolute concentration robustness in S.
59 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Examples: 1 differ in species B. A, A + B 2 differ in species Y p. XT, XT + Y p 3 differ in species G. T, T + G
60 Story 1: deficiency zero Story 2: Absolute Concentration Robustness k 1 XD X XT X p k 2 [ D] k 6 k 3 k4 X p +Y X p Y X+Y p k 7 k 8 k 9 [ T] XD+Y p XDY p XD+Y k 1 k 11 k 5 The orange complexes are called terminal. The blue complexes are called non-terminal.
61 Story 1: deficiency zero Story 2: Absolute Concentration Robustness So what about stochastic models satisfying the same conditions? AIM:
62 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Theorem (Marty Feinberg and Guy Shinar, Science, 21 deterministic) Consider a deterministic mass-action system that has a deficiency of one. admits a positive steady state and has two non-terminal complexes that differ only in species S, then the system has absolute concentration robustness in S. Theorem (A., Enciso, Johnston, Royal Society Interface, 214 stochastic) Consider a reaction network satisfying the following: has a deficiency of one, the deterministic model admits a positive steady state, has two non-terminal complexes that differ only in species S, (new) is conservative, then with probability one there is an extinction event.
63 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Reaction network has state space A + B 2B B A # B Molecules # A Molecuels
64 Story 1: deficiency zero Story 2: Absolute Concentration Robustness
65 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Extinction can be rare event: quasi-stationary distribution: A + B α 2B B β A X A () + X B () = M, # B Molecules # A Molecuels Find π Q M so that for τ absorption time and x transient states, lim Pν(X(t) = x τ > t) = t πq M(x). Satisfies πm(x) Q = P π Q (X(t) = x τ > t). M Can show that quasi-stationary distribution for A converges to Poisson πm(x) Q e (β/α) (β/α) x, as M. x!
66 Story 1: deficiency zero Story 2: Absolute Concentration Robustness 3 3 Guy Shinar and Martin Feinberg, Structural Sources of Robustness in Biochemical Reaction Networks, Science, 21
67 Story 1: deficiency zero Story 2: Absolute Concentration Robustness Quasi stationary probabilities X tot = 1 Y tot = 35 X tot = 1 Y tot = 35 X tot = 1 Y tot = 35 Poisson Molecules of Y p Open question: are all such distributions well approximated by a Poisson?
68 That is the story. Big picture Story 1: deficiency zero Story 2: Absolute Concentration Robustness References: 1 Martin Feinberg, Lectures on Chemical Reaction Networks, (Delivered at the Mathematics Research Center, U. of Wisconsin, 1979) 2 Jeremy Gunawardena, Chemical reaction network theory for in-silico biologists, 3 Guy Shinar and Martin Feinberg, Structural Sources of Robustness in Biochemical Reaction Networks, Science, 21. 4, Germán Enciso, and Matthew Johnston, Stochastic analysis of biochemical reaction networks with absolute concentration robustness, Journal of the Royal Society Interface, Vol. 11, , February 12, , Gheorghe Craciun, Thomas G. Kurtz, Product-form stationary distributions for deficiency zero chemical reaction networks, Bulletin of Mathematical Biology, Vol. 72, No. 8, , 21. And see the chemical reaction network wiki:
Stochastic and deterministic models of biochemical reaction networks
Stochastic and deterministic models of biochemical reaction networks David F. Anderson Department of Mathematics University of Wisconsin - Madison Case Western Reserve November 9th, 215 Goals of the talk
More informationStochastic analysis of biochemical reaction networks with absolute concentration robustness
Stochastic analysis of biochemical reaction networks with absolute concentration robustness David F. Anderson anderson@math.wisc.edu Department of Mathematics University of Wisconsin - Madison Boston University
More informationLongtime behavior of stochastically modeled biochemical reaction networks
Longtime behavior of stochastically modeled biochemical reaction networks David F. Anderson Department of Mathematics University of Wisconsin - Madison ASU Math Biology Seminar February 17th, 217 Overview
More informationPersistence and Stationary Distributions of Biochemical Reaction Networks
Persistence and Stationary Distributions of Biochemical Reaction Networks David F. Anderson Department of Mathematics University of Wisconsin - Madison Discrete Models in Systems Biology SAMSI December
More informationStochastic models of biochemical systems
Stochastic models of biochemical systems David F. Anderson anderson@math.wisc.edu Department of Mathematics University of Wisconsin - Madison University of Amsterdam November 14th, 212 Stochastic models
More informationSimulation methods for stochastic models in chemistry
Simulation methods for stochastic models in chemistry David F. Anderson anderson@math.wisc.edu Department of Mathematics University of Wisconsin - Madison SIAM: Barcelona June 4th, 21 Overview 1. Notation
More informationCorrespondence of regular and generalized mass action systems
Correspondence of regular and generalized mass action systems Van Vleck Visiting Assistant Professor University of Wisconsin-Madison Joint Mathematics Meetings (San Antonio, TX) Saturday, January 10, 2014
More informationDiscrepancies between extinction events and boundary equilibria in reaction networks
Discrepancies between extinction events and boundary equilibria in reaction networks David F. nderson Daniele Cappelletti September 2, 208 bstract Reaction networks are mathematical models of interacting
More information2008 Hotelling Lectures
First Prev Next Go To Go Back Full Screen Close Quit 1 28 Hotelling Lectures 1. Stochastic models for chemical reactions 2. Identifying separated time scales in stochastic models of reaction networks 3.
More informationStochastic analysis of biochemical reaction networks with absolute concentration robustness
Stochastic analysis of biochemical reaction networks with absolute concentration robustness David F. Anderson, Germán A. Enciso, Matthew D. Johnston October 13, 2013 Abstract It has recently been shown
More informationMathematical and computational methods for understanding the dynamics of biochemical networks
Mathematical and computational methods for understanding the dynamics of biochemical networks Gheorghe Craciun Department of Mathematics and Department of Biomolecular Chemistry University of Wisconsin
More informationModelling in Systems Biology
Modelling in Systems Biology Maria Grazia Vigliotti thanks to my students Anton Stefanek, Ahmed Guecioueur Imperial College Formal representation of chemical reactions precise qualitative and quantitative
More informationarxiv: v2 [math.ds] 12 Jul 2011
1 CHEMICAL REACTION SYSTEMS WITH TORIC STEADY STATES MERCEDES PÉREZ MILLÁN, ALICIA DICKENSTEIN, ANNE SHIU, AND CARSTEN CONRADI arxiv:11021590v2 [mathds] 12 Jul 2011 Abstract Mass-action chemical reaction
More informationA Deficiency-Based Approach to Parametrizing Positive Equilibria of Biochemical Reaction Systems
Bulletin of Mathematical Biology https://doi.org/10.1007/s11538-018-00562-0 A Deficiency-Based Approach to Parametrizing Positive Equilibria of Biochemical Reaction Systems Matthew D. Johnston 1 Stefan
More informationComputational methods for continuous time Markov chains with applications to biological processes
Computational methods for continuous time Markov chains with applications to biological processes David F. Anderson anderson@math.wisc.edu Department of Mathematics University of Wisconsin - Madison Penn.
More informationCybergenetics: Control theory for living cells
Department of Biosystems Science and Engineering, ETH-Zürich Cybergenetics: Control theory for living cells Corentin Briat Joint work with Ankit Gupta and Mustafa Khammash Introduction Overview Cybergenetics:
More informationMultivariate Risk Processes with Interacting Intensities
Multivariate Risk Processes with Interacting Intensities Nicole Bäuerle (joint work with Rudolf Grübel) Luminy, April 2010 Outline Multivariate pure birth processes Multivariate Risk Processes Fluid Limits
More informationGillespie s Algorithm and its Approximations. Des Higham Department of Mathematics and Statistics University of Strathclyde
Gillespie s Algorithm and its Approximations Des Higham Department of Mathematics and Statistics University of Strathclyde djh@maths.strath.ac.uk The Three Lectures 1 Gillespie s algorithm and its relation
More informationNetwork Analysis of Biochemical Reactions in Complex Environments
1 Introduction 1 Network Analysis of Biochemical Reactions in Complex Environments Elias August 1 and Mauricio Barahona, Department of Bioengineering, Imperial College London, South Kensington Campus,
More informationFock Space Techniques for Stochastic Physics. John Baez, Jacob Biamonte, Brendan Fong
Fock Space Techniques for Stochastic Physics John Baez, Jacob Biamonte, Brendan Fong A Petri net is a way of drawing a finite set S of species, a finite set T of transitions, and maps s, t : T N S saying
More informationMARKOV PROCESSES. Valerio Di Valerio
MARKOV PROCESSES Valerio Di Valerio Stochastic Process Definition: a stochastic process is a collection of random variables {X(t)} indexed by time t T Each X(t) X is a random variable that satisfy some
More informationMarkov Chains. X(t) is a Markov Process if, for arbitrary times t 1 < t 2 <... < t k < t k+1. If X(t) is discrete-valued. If X(t) is continuous-valued
Markov Chains X(t) is a Markov Process if, for arbitrary times t 1 < t 2
More informationLyapunov functions, stationary distributions, and non-equilibrium potential for chemical reaction networks
Lyapunov functions, stationary distributions, and non-equilibrium potential for chemical reaction networks David F. Anderson, Gheorghe Craciun, Manoj Gopalkrishnan, Carsten Wiuf October 7, 04 Abstract
More informationEfficient Leaping Methods for Stochastic Chemical Systems
Efficient Leaping Methods for Stochastic Chemical Systems Ioana Cipcigan Muruhan Rathinam November 18, 28 Abstract. Well stirred chemical reaction systems which involve small numbers of molecules for some
More informationarxiv: v2 [math.na] 21 Jul 2014
A Computational Approach to Steady State Correspondence of Regular and Generalized Mass Action Systems Matthew D. Johnston arxiv:1407.4796v2 [math.na] 21 Jul 2014 Contents Department of Mathematics University
More informationOld Math 330 Exams. David M. McClendon. Department of Mathematics Ferris State University
Old Math 330 Exams David M. McClendon Department of Mathematics Ferris State University Last updated to include exams from Fall 07 Contents Contents General information about these exams 3 Exams from Fall
More informationCDA5530: Performance Models of Computers and Networks. Chapter 3: Review of Practical
CDA5530: Performance Models of Computers and Networks Chapter 3: Review of Practical Stochastic Processes Definition Stochastic ti process X = {X(t), t T} is a collection of random variables (rvs); one
More informationEngineering Model Reduction and Entropy-based Lyapunov Functions in Chemical Reaction Kinetics
Entropy 2010, 12, 772-797; doi:10.3390/e12040772 Article OPEN ACCESS entropy ISSN 1099-4300 www.mdpi.com/journal/entropy Engineering Model Reduction and Entropy-based Lyapunov Functions in Chemical Reaction
More informationStochastic Processes (Week 6)
Stochastic Processes (Week 6) October 30th, 2014 1 Discrete-time Finite Markov Chains 2 Countable Markov Chains 3 Continuous-Time Markov Chains 3.1 Poisson Process 3.2 Finite State Space 3.2.1 Kolmogrov
More informationStochastic modelling of epidemic spread
Stochastic modelling of epidemic spread Julien Arino Centre for Research on Inner City Health St Michael s Hospital Toronto On leave from Department of Mathematics University of Manitoba Julien Arino@umanitoba.ca
More informationStochastic modelling of epidemic spread
Stochastic modelling of epidemic spread Julien Arino Department of Mathematics University of Manitoba Winnipeg Julien Arino@umanitoba.ca 19 May 2012 1 Introduction 2 Stochastic processes 3 The SIS model
More informationMarkov processes and queueing networks
Inria September 22, 2015 Outline Poisson processes Markov jump processes Some queueing networks The Poisson distribution (Siméon-Denis Poisson, 1781-1840) { } e λ λ n n! As prevalent as Gaussian distribution
More informationFunctional Limit theorems for the quadratic variation of a continuous time random walk and for certain stochastic integrals
Functional Limit theorems for the quadratic variation of a continuous time random walk and for certain stochastic integrals Noèlia Viles Cuadros BCAM- Basque Center of Applied Mathematics with Prof. Enrico
More informationStochastic Simulation.
Stochastic Simulation. (and Gillespie s algorithm) Alberto Policriti Dipartimento di Matematica e Informatica Istituto di Genomica Applicata A. Policriti Stochastic Simulation 1/20 Quote of the day D.T.
More informationDynamic System Properties of Biochemical Reaction Systems
Dynamic System Properties of Biochemical Reaction Systems Balázs Boros Thesis for the Master of Science degree in Applied Mathematics at Institute of Mathematics, Faculty of Science, Eötvös Loránd University,
More informationPROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS
PROBABILITY: LIMIT THEOREMS II, SPRING 15. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please
More informationBasic modeling approaches for biological systems. Mahesh Bule
Basic modeling approaches for biological systems Mahesh Bule The hierarchy of life from atoms to living organisms Modeling biological processes often requires accounting for action and feedback involving
More information8. Statistical Equilibrium and Classification of States: Discrete Time Markov Chains
8. Statistical Equilibrium and Classification of States: Discrete Time Markov Chains 8.1 Review 8.2 Statistical Equilibrium 8.3 Two-State Markov Chain 8.4 Existence of P ( ) 8.5 Classification of States
More informationarxiv: v3 [math.pr] 26 Dec 2014
arxiv:1312.4196v3 [math.pr] 26 Dec 2014 A detailed balanced reaction network is sufficient but not necessary for its Markov chain to be detailed balanced Badal Joshi Abstract Certain chemical reaction
More informationc 2018 Society for Industrial and Applied Mathematics
SIAM J. APPL. MATH. Vol. 78, No. 5, pp. 2692 2713 c 2018 Society for Industrial and Applied Mathematics SOME NETWORK CONDITIONS FOR POSITIVE RECURRENCE OF STOCHASTICALLY MODELED REACTION NETWORKS DAVID
More informationPopulation models from PEPA descriptions
Population models from PEPA descriptions Jane Hillston LFCS, The University of Edinburgh, Edinburgh EH9 3JZ, Scotland. Email: jeh@inf.ed.ac.uk 1 Introduction Stochastic process algebras (e.g. PEPA [10],
More informationPROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS
PROBABILITY: LIMIT THEOREMS II, SPRING 218. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please
More informationStochastic Chemical Kinetics
Stochastic Chemical Kinetics Joseph K Scott November 10, 2011 1 Introduction to Stochastic Chemical Kinetics Consider the reaction I + I D The conventional kinetic model for the concentration of I in a
More informationNetwork Theory II: Stochastic Petri Nets, Chemical Reaction Networks and Feynman Diagrams. John Baez, Jacob Biamonte, Brendan Fong
Network Theory II: Stochastic Petri Nets, Chemical Reaction Networks and Feynman Diagrams John Baez, Jacob Biamonte, Brendan Fong A Petri net is a way of drawing a finite set S of species, a finite set
More informationKey words. persistence, permanence, global attractor conjecture, mass-action kinetics, powerlaw systems, biochemical networks, interaction networks
PERSISTENCE AND PERMANENCE OF MASS-ACTION AND POWER-LAW DYNAMICAL SYSTEMS GHEORGHE CRACIUN, FEDOR NAZAROV, AND CASIAN PANTEA Abstract Persistence and permanence are properties of dynamical systems that
More informationStochastic models for chemical reactions
First Prev Next Go To Go Back Full Screen Close Quit 1 Stochastic models for chemical reactions Formulating Markov models Two stochastic equations Simulation schemes Reaction Networks Scaling limit Central
More informationNoise-induced Mixing and Multimodality in Reaction Networks
Accepted for publication in European Journal of Applied Mathematics (EJAM). 1 Noise-induced Mixing and Multimodality in Reaction Networks TOMISLAV PLESA 1, RADEK ERBAN 1 and HANS G. OTHMER 2 1 Mathematical
More informationBasic Synthetic Biology circuits
Basic Synthetic Biology circuits Note: these practices were obtained from the Computer Modelling Practicals lecture by Vincent Rouilly and Geoff Baldwin at Imperial College s course of Introduction to
More informationMarkov chains. 1 Discrete time Markov chains. c A. J. Ganesh, University of Bristol, 2015
Markov chains c A. J. Ganesh, University of Bristol, 2015 1 Discrete time Markov chains Example: A drunkard is walking home from the pub. There are n lampposts between the pub and his home, at each of
More informationSPA for quantitative analysis: Lecture 6 Modelling Biological Processes
1/ 223 SPA for quantitative analysis: Lecture 6 Modelling Biological Processes Jane Hillston LFCS, School of Informatics The University of Edinburgh Scotland 7th March 2013 Outline 2/ 223 1 Introduction
More informationFUNDAMENTALS of SYSTEMS BIOLOGY From Synthetic Circuits to Whole-cell Models
FUNDAMENTALS of SYSTEMS BIOLOGY From Synthetic Circuits to Whole-cell Models Markus W. Covert Stanford University 0 CRC Press Taylor & Francis Group Boca Raton London New York Contents /... Preface, xi
More informationData analysis and stochastic modeling
Data analysis and stochastic modeling Lecture 7 An introduction to queueing theory Guillaume Gravier guillaume.gravier@irisa.fr with a lot of help from Paul Jensen s course http://www.me.utexas.edu/ jensen/ormm/instruction/powerpoint/or_models_09/14_queuing.ppt
More informationLecture 4 The stochastic ingredient
Lecture 4 The stochastic ingredient Luca Bortolussi 1 Alberto Policriti 2 1 Dipartimento di Matematica ed Informatica Università degli studi di Trieste Via Valerio 12/a, 34100 Trieste. luca@dmi.units.it
More informationConvergence of Feller Processes
Chapter 15 Convergence of Feller Processes This chapter looks at the convergence of sequences of Feller processes to a iting process. Section 15.1 lays some ground work concerning weak convergence of processes
More informationLatent voter model on random regular graphs
Latent voter model on random regular graphs Shirshendu Chatterjee Cornell University (visiting Duke U.) Work in progress with Rick Durrett April 25, 2011 Outline Definition of voter model and duality with
More informationStochastic process. X, a series of random variables indexed by t
Stochastic process X, a series of random variables indexed by t X={X(t), t 0} is a continuous time stochastic process X={X(t), t=0,1, } is a discrete time stochastic process X(t) is the state at time t,
More informationFrom cell biology to Petri nets. Rainer Breitling, Groningen, NL David Gilbert, London, UK Monika Heiner, Cottbus, DE
From cell biology to Petri nets Rainer Breitling, Groningen, NL David Gilbert, London, UK Monika Heiner, Cottbus, DE Biology = Concentrations Breitling / 2 The simplest chemical reaction A B irreversible,
More informationNotes on Chemical Reaction Networks
Notes on Chemical Reaction Networks JWR May 19, 2009, last update: Nov 27, 2009 These notes are shamelessly cribbed from the extremely helpful online notes [2]. Even most of the notation is the same. I
More informationKey words. persistence, permanence, global attractor conjecture, mass-action kinetics, powerlaw systems, biochemical networks, interaction networks
PERSISTENCE AND PERMANENCE OF MASS-ACTION AND POWER-LAW DYNAMICAL SYSTEMS GHEORGHE CRACIUN, FEDOR NAZAROV, AND CASIAN PANTEA Abstract. Persistence and permanence are properties of dynamical systems that
More informationPart I Stochastic variables and Markov chains
Part I Stochastic variables and Markov chains Random variables describe the behaviour of a phenomenon independent of any specific sample space Distribution function (cdf, cumulative distribution function)
More informationIrreducibility. Irreducible. every state can be reached from every other state For any i,j, exist an m 0, such that. Absorbing state: p jj =1
Irreducibility Irreducible every state can be reached from every other state For any i,j, exist an m 0, such that i,j are communicate, if the above condition is valid Irreducible: all states are communicate
More informationarxiv: v2 [q-bio.mn] 31 Aug 2007
A modified Next Reaction Method for simulating chemical systems with time dependent propensities and delays David F. Anderson Department of Mathematics, University of Wisconsin-Madison, Madison, Wi 53706
More informationTHE DYNAMICS OF WEAKLY REVERSIBLE POPULATION PROCESSES NEAR FACETS
SIAM J. APPL. MATH. Vol. 70, No. 6, pp. 1840 1858 c 2010 Society for Industrial and Applied Mathematics THE DYNAMICS OF WEAKLY REVERSIBLE POPULATION PROCESSES NEAR FACETS DAVID F. ANDERSON AND ANNE SHIU
More informationPoint Process Control
Point Process Control The following note is based on Chapters I, II and VII in Brémaud s book Point Processes and Queues (1981). 1 Basic Definitions Consider some probability space (Ω, F, P). A real-valued
More informationStochastic Chemical Reaction Networks for Robustly Approximating Arbitrary Probability Distributions
Stochastic Chemical Reaction Networks for Robustly Approximating Arbitrary Probability Distributions Daniele Cappelletti Andrés Ortiz-Muñoz David F. Anderson Erik Winfree October 5, 08 Abstract We show
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 22 12/09/2013. Skorokhod Mapping Theorem. Reflected Brownian Motion
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.7J Fall 213 Lecture 22 12/9/213 Skorokhod Mapping Theorem. Reflected Brownian Motion Content. 1. G/G/1 queueing system 2. One dimensional reflection mapping
More informationHOMOTOPY METHODS FOR COUNTING REACTION NETWORK GHEORGHE CRACIUN, J. WILLIAM HELTON, AND RUTH J. WILLIAMS. August 26, 2008
HOMOTOPY METHODS FOR COUNTING REACTION NETWORK EQUILIBRIA GHEORGHE CRACIUN, J. WILLIAM HELTON, AND RUTH J. WILLIAMS August 26, 2008 Abstract. Dynamical system models of complex biochemical reaction networks
More informationIn terms of measures: Exercise 1. Existence of a Gaussian process: Theorem 2. Remark 3.
1. GAUSSIAN PROCESSES A Gaussian process on a set T is a collection of random variables X =(X t ) t T on a common probability space such that for any n 1 and any t 1,...,t n T, the vector (X(t 1 ),...,X(t
More informationMarkov chains. Randomness and Computation. Markov chains. Markov processes
Markov chains Randomness and Computation or, Randomized Algorithms Mary Cryan School of Informatics University of Edinburgh Definition (Definition 7) A discrete-time stochastic process on the state space
More informationSolutions For Stochastic Process Final Exam
Solutions For Stochastic Process Final Exam (a) λ BMW = 20 0% = 2 X BMW Poisson(2) Let N t be the number of BMWs which have passes during [0, t] Then the probability in question is P (N ) = P (N = 0) =
More informationStochastic Modelling Unit 1: Markov chain models
Stochastic Modelling Unit 1: Markov chain models Russell Gerrard and Douglas Wright Cass Business School, City University, London June 2004 Contents of Unit 1 1 Stochastic Processes 2 Markov Chains 3 Poisson
More informationQuantitative Model Checking (QMC) - SS12
Quantitative Model Checking (QMC) - SS12 Lecture 06 David Spieler Saarland University, Germany June 4, 2012 1 / 34 Deciding Bisimulations 2 / 34 Partition Refinement Algorithm Notation: A partition P over
More informationSTAT STOCHASTIC PROCESSES. Contents
STAT 3911 - STOCHASTIC PROCESSES ANDREW TULLOCH Contents 1. Stochastic Processes 2 2. Classification of states 2 3. Limit theorems for Markov chains 4 4. First step analysis 5 5. Branching processes 5
More informationLectures on Markov Chains
Lectures on Markov Chains David M. McClendon Department of Mathematics Ferris State University 2016 edition 1 Contents Contents 2 1 Markov chains 4 1.1 The definition of a Markov chain.....................
More informationIEOR 6711, HMWK 5, Professor Sigman
IEOR 6711, HMWK 5, Professor Sigman 1. Semi-Markov processes: Consider an irreducible positive recurrent discrete-time Markov chain {X n } with transition matrix P (P i,j ), i, j S, and finite state space.
More informationLecture 20: Reversible Processes and Queues
Lecture 20: Reversible Processes and Queues 1 Examples of reversible processes 11 Birth-death processes We define two non-negative sequences birth and death rates denoted by {λ n : n N 0 } and {µ n : n
More informationON THE PARAMETRIC UNCERTAINTY OF WEAKLY REVERSIBLE REALIZATIONS OF KINETIC SYSTEMS
HUNGARIAN JOURNAL OF INDUSTRY AND CHEMISTRY VESZPRÉM Vol. 42(2) pp. 3 7 (24) ON THE PARAMETRIC UNCERTAINTY OF WEAKLY REVERSIBLE REALIZATIONS OF KINETIC SYSTEMS GYÖRGY LIPTÁK, GÁBOR SZEDERKÉNYI,2 AND KATALIN
More informationProblem Set 5. 1 Waiting times for chemical reactions (8 points)
Problem Set 5 1 Waiting times for chemical reactions (8 points) In the previous assignment, we saw that for a chemical reaction occurring at rate r, the distribution of waiting times τ between reaction
More informationStochastic model of mrna production
Stochastic model of mrna production We assume that the number of mrna (m) of a gene can change either due to the production of a mrna by transcription of DNA (which occurs at a rate α) or due to degradation
More informationPoisson Processes. Stochastic Processes. Feb UC3M
Poisson Processes Stochastic Processes UC3M Feb. 2012 Exponential random variables A random variable T has exponential distribution with rate λ > 0 if its probability density function can been written
More informationRecap. Probability, stochastic processes, Markov chains. ELEC-C7210 Modeling and analysis of communication networks
Recap Probability, stochastic processes, Markov chains ELEC-C7210 Modeling and analysis of communication networks 1 Recap: Probability theory important distributions Discrete distributions Geometric distribution
More informationTCOM 501: Networking Theory & Fundamentals. Lecture 6 February 19, 2003 Prof. Yannis A. Korilis
TCOM 50: Networking Theory & Fundamentals Lecture 6 February 9, 003 Prof. Yannis A. Korilis 6- Topics Time-Reversal of Markov Chains Reversibility Truncating a Reversible Markov Chain Burke s Theorem Queues
More informationComputational Methods in Systems and Synthetic Biology
Computational Methods in Systems and Synthetic Biology François Fages EPI Contraintes, Inria Paris-Rocquencourt, France 1 / 62 Need for Abstractions in Systems Biology Models are built in Systems Biology
More informationTime Reversibility and Burke s Theorem
Queuing Analysis: Time Reversibility and Burke s Theorem Hongwei Zhang http://www.cs.wayne.edu/~hzhang Acknowledgement: this lecture is partially based on the slides of Dr. Yannis A. Korilis. Outline Time-Reversal
More informationUpper and lower bounds for ruin probability
Upper and lower bounds for ruin probability E. Pancheva,Z.Volkovich and L.Morozensky 3 Institute of Mathematics and Informatics, the Bulgarian Academy of Sciences, 3 Sofia, Bulgaria pancheva@math.bas.bg
More informationCDA6530: Performance Models of Computers and Networks. Chapter 3: Review of Practical Stochastic Processes
CDA6530: Performance Models of Computers and Networks Chapter 3: Review of Practical Stochastic Processes Definition Stochastic process X = {X(t), t2 T} is a collection of random variables (rvs); one rv
More informationLecture 12: Detailed balance and Eigenfunction methods
Miranda Holmes-Cerfon Applied Stochastic Analysis, Spring 2015 Lecture 12: Detailed balance and Eigenfunction methods Readings Recommended: Pavliotis [2014] 4.5-4.7 (eigenfunction methods and reversibility),
More information(b) What is the variance of the time until the second customer arrives, starting empty, assuming that we measure time in minutes?
IEOR 3106: Introduction to Operations Research: Stochastic Models Fall 2006, Professor Whitt SOLUTIONS to Final Exam Chapters 4-7 and 10 in Ross, Tuesday, December 19, 4:10pm-7:00pm Open Book: but only
More informationChapter 22 Examples of Computation of Exact Moment Dynamics for Chemical Reaction Networks
Chapter 22 Examples of Computation of Exact Moment Dynamics for Chemical Reaction Networks Eduardo D. Sontag Abstract The study of stochastic biomolecular networks is a key part of systems biology, as
More informationMatthew Douglas Johnston December 15, 2014 Van Vleck Visiting Assistant Professor
Matthew Douglas Johnston December 15, 2014 Van Vleck Visiting Assistant Professor mjohnston3@wisc.edu Department of Mathematics www.math.wisc.edu/ mjohnston3 Phone: (608) 263-2727 480 Lincoln Dr., Madison,
More informationApproximating diffusions by piecewise constant parameters
Approximating diffusions by piecewise constant parameters Lothar Breuer Institute of Mathematics Statistics, University of Kent, Canterbury CT2 7NF, UK Abstract We approximate the resolvent of a one-dimensional
More informationNetworks in systems biology
Networks in systems biology Matthew Macauley Department of Mathematical Sciences Clemson University http://www.math.clemson.edu/~macaule/ Math 4500, Spring 2017 M. Macauley (Clemson) Networks in systems
More informationThe Transition Probability Function P ij (t)
The Transition Probability Function P ij (t) Consider a continuous time Markov chain {X(t), t 0}. We are interested in the probability that in t time units the process will be in state j, given that it
More informationSTOCHASTIC CHEMICAL KINETICS
STOCHASTIC CHEICAL KINETICS Dan Gillespie GillespieDT@mailaps.org Current Support: Caltech (NIGS) Caltech (NIH) University of California at Santa Barbara (NIH) Past Support: Caltech (DARPA/AFOSR, Beckman/BNC))
More informationNonlinear Dynamical Systems Lecture - 01
Nonlinear Dynamical Systems Lecture - 01 Alexandre Nolasco de Carvalho August 08, 2017 Presentation Course contents Aims and purpose of the course Bibliography Motivation To explain what is a dynamical
More informationMath Ordinary Differential Equations
Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x
More informationClass 11 Non-Parametric Models of a Service System; GI/GI/1, GI/GI/n: Exact & Approximate Analysis.
Service Engineering Class 11 Non-Parametric Models of a Service System; GI/GI/1, GI/GI/n: Exact & Approximate Analysis. G/G/1 Queue: Virtual Waiting Time (Unfinished Work). GI/GI/1: Lindley s Equations
More informationMIDTERM 1 PRACTICE PROBLEM SOLUTIONS
MIDTERM 1 PRACTICE PROBLEM SOLUTIONS Problem 1. Give an example of: (a) an ODE of the form y (t) = f(y) such that all solutions with y(0) > 0 satisfy y(t) = +. lim t + (b) an ODE of the form y (t) = f(y)
More informationSimulation of Chemical Reactions
Simulation of Chemical Reactions Cameron Finucane & Alejandro Ribeiro Dept. of Electrical and Systems Engineering University of Pennsylvania aribeiro@seas.upenn.edu http://www.seas.upenn.edu/users/~aribeiro/
More informationA Simple Protein Synthesis Model
A Simple Protein Synthesis Model James K. Peterson Department of Biological Sciences and Department of Mathematical Sciences Clemson University September 3, 213 Outline A Simple Protein Synthesis Model
More information