Fast adaptive uniformization of the chemical master equation Conference Paper

Author(s): Didier, Frédéric; Henzinger, Thomas A; Mateescu, Maria; Wolf, Verena
Title: Fast adaptive uniformization of the chemical master equation
Affiliation IST Austria
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, which represents a continuous- time Markov chain (CTMC). Standard Uniformization (SU) is an efficient method for the transient analysis of CTMCs. For systems with very different time scales, such as biochemical reaction networks, SU is computationally expensive. In these cases, a variant of SU, called adaptive uniformization (AU), is known to reduce the large number of iterations needed by SU. The additional difficulty of AU is that it requires the solution of a birth process. In this paper we present an on-the-fly variant of AU, where we improve the original algorithm for AU at the cost of a small approximation error. By means of several examples, we show that our approach is particularly well-suited for biochemical reaction networks.
Keywords: Markov Chains; chemical master equation; transient analysis; uniformization; biochemical reactions
Conference Title: HIBI: High-Performance Computational Systems Biology
Volume: 4
Issue 6
Conference Dates: October 14-16, 2009
Conference Location: Trento, Italy
ISBN: 978-0-7695-3809-9
Publisher: IEEE  
Date Published: 2009-10-30
Start Page: 118
End Page: 127
Sponsor: This research has been partially funded by the Swiss National Science Foundation under grant 205321-111840 and by the Cluster of Excellence on Multimodal Computing and Interaction at Saarland University.
DOI: 10.1109/HiBi.2009.23
Open access: no
IST Austria Authors
  1. Thomas A. Henzinger
    415 Henzinger
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