2015
DOI: 10.1137/140983471
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Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error Bounds and Algorithms

Abstract: Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach fail to account for or to exploit this multi-scale nature, respectively. In this paper, we propose a jumpdiffusion approximation for multi-scale Markov jump processes that couples the two modeling approaches. An error bound of the proposed approximation is derived and used to partition the reactio… Show more

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Cited by 41 publications
(46 citation statements)
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“…Moreover, the proposed method can be extended to a hybrid framework (e.g. [45][46][47]) where a diffusion approximation can be performed for some states and reactions. This is especially interesting for multi-scale cellular processes, for instance in signal transduction coupled to gene expression where different abundance scales of molecules are involved.…”
Section: Resultsmentioning
confidence: 99%
“…Moreover, the proposed method can be extended to a hybrid framework (e.g. [45][46][47]) where a diffusion approximation can be performed for some states and reactions. This is especially interesting for multi-scale cellular processes, for instance in signal transduction coupled to gene expression where different abundance scales of molecules are involved.…”
Section: Resultsmentioning
confidence: 99%
“…The algorithm can be used to convert differential equations representing the dynamics of biochemical reaction networks into differential algebraic forms. In [18], the algorithm is used to convert SDEs to SDAEs and involved in computer based simulation algorithm of jump diffusion approximation. In this paper, we used proposed algorithm to improve DM, FRM, NRM such that these new versions of algorithms can obtain independent variables, conservation constants and original state vectors whose definitions can be found in Section III.…”
Section: Discussionmentioning
confidence: 99%
“…If we use ODEs to model a system with conserved cycles [4], [10], [12], using conservation relations transforms ODEs into Differential Algebraic Equa-tions (DAEs). Similarly, in case of using SDEs to model such systems, involving conservation relations transform SDEs into Stochastic Differential Algebraic Equations (SDAE) [17], [18].…”
Section: Introductionmentioning
confidence: 99%
“…Stochastic simulations. We use a hybrid scheme that simulates reactions either using the next-reaction method or ODEs as described in 57 . To account for non-exponential reaction-time distributions 58 , we update propensities every 0.05 minutes.…”
Section: Methodsmentioning
confidence: 99%