A general moment expansion method for stochastic kinetic models.

نویسندگان

  • Angelique Ale
  • Paul Kirk
  • Michael P H Stumpf
چکیده

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic properties of the system, which the linear noise approximation is unable to provide. Moreover, also for systems for which the mean does not have a strong dependence on higher order moments, moment approximation methods give information about higher order moments of the underlying probability distribution. We demonstrate the method using a dimerisation reaction, Michaelis-Menten kinetics and a model of an oscillating p53 system. We show that for the dimerisation reaction and Michaelis-Menten enzyme kinetics system higher order moments have limited influence on the estimation of the mean, while for the p53 system, the solution for the mean can require several moments to converge to the average obtained from many stochastic simulations. We also find that agreement between lower order moments does not guarantee that higher moments will agree. Compared to stochastic simulations, our approach is numerically highly efficient at capturing the behaviour of stochastic systems in terms of the average and higher moments, and we provide expressions for the computational cost for different system sizes and orders of approximation. We show how the moment expansion method can be employed to efficiently quantify parameter sensitivity. Finally we investigate the effects of using too few moments on parameter estimation, and provide guidance on how to estimate if the distribution can be accurately approximated using only a few moments.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Moment closure approximations for stochastic kinetic models with rational rate laws.

Stochastic models are often used when modelling chemical species that have low numbers of molecules. However, as these models become large, it can become computationally expensive to simulate even a single realisation of the system since even efficient simulation techniques have a high computational cost. One possible technique to approximate the stochastic system is moment closure. The moment ...

متن کامل

Simulating and Forecasting OPEC Oil Price Using Stochastic Differential Equations

The main purpose of this paper is to provide a quantitative analysis to investigate the behavior of the OPEC oil price. Obtaining the best mathematical equation to describe the price and volatility of oil has a great importance. Stochastic differential equations are one of the best models to determine the oil price, because they include the random factor which can apply the effect of different ...

متن کامل

Approximate solution of the stochastic Volterra integral equations via expansion method

In this paper, we present an efficient method for determining the solution of the stochastic second kind Volterra integral equations (SVIE) by using the Taylor expansion method. This method transforms the SVIE to a linear stochastic ordinary differential equation which needs specified boundary conditions. For determining boundary conditions, we use the integration technique. This technique give...

متن کامل

The using of Haar wavelets for the expansion of fractional stochastic integrals

Abstract: In this paper, an efficient method based on Haar wavelets is proposed for solving fractional stochastic integrals with Hurst parameter. Properties of Haar wavelets are described. Also, the error analysis of the proposed method is investigated. Some numerical examples are provided to illustrate the computational efficiency and accuracy of the method.  

متن کامل

Stochastic analysis of saturated–unsaturated flow in heterogeneous media by combining Karhunen-Loeve expansion and perturbation method

In this study, a stochastic model for transient saturated–unsaturated flow is developed based on the Karhunen-Loeve expansion of the input random soil properties combined with a perturbation method. The log-transformed saturated hydraulic conductivity f ðxÞ and the soil pore size distribution parameter aðxÞ are assumed to be normal random functions with known covariances. We decompose f ðxÞ and...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • The Journal of chemical physics

دوره 138 17  شماره 

صفحات  -

تاریخ انتشار 2013