Simulation of stochastic network dynamics via entropic matching.
نویسندگان
چکیده
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a model's dynamics over a large parameter space renders full-fledged stochastic simulations impractical, motivating approximation schemes. Here we propose an approximation scheme which improves upon the standard linear noise approximation while retaining similar computational complexity. The underlying idea is to minimize, at each time step, the Kullback-Leibler divergence between the true time evolved probability distribution and a Gaussian approximation (entropic matching). This condition leads to ordinary differential equations for the mean and the covariance matrix of the Gaussian. For cases of weak nonlinearity, the method is more accurate than the linear method when both are compared to stochastic simulations.
منابع مشابه
Constrained consumable resource allocation in alternative stochastic networks via multi-objective decision making
Many real projects complete through the realization of one and only one path of various possible network paths. Here, these networks are called alternative stochastic networks (ASNs). It is supposed that the nodes of considered network are probabilistic with exclusive-or receiver and exclusive-or emitter. First, an analytical approach is proposed to simplify the structure of t...
متن کاملSimulation and Prediction of Wind Speeds: A Neural Network for Weibull
Abstract. Wind as a resource of renewable energy has obtained an important share of the energy market already. Therefore simulation and prediction of wind speeds is essential for both, for engineers and energy traders. In this paper we analyze the surface wind speed data from three prototypic locations: coastal region (Rotterdam), undulating forest landscape few 100 m above sea level(Kassel), ...
متن کاملA Fully Integrated Approach for Better Determination of Fracture Parameters Using Streamline Simulation; A gas condensate reservoir case study in Iran
Many large oil and gas fields in the most productive world regions happen to be fractured. The exploration and development of these reservoirs is a true challenge for many operators. These difficulties are due to uncertainties in geological fracture properties such as aperture, length, connectivity and intensity distribution. To successfully address these challenges, it is paramount to im...
متن کاملProposing A stochastic model for spread of corona virus dynamics in Nigeria
The emergence of corona virus (COVID-19) has create a great public concern as the outbreak is still ongoing and government are taking actions such as holiday extension, travel restriction, temporary closure of public work place, borders, schools, quarantine/isolation, social distancing and so on. To mitigate the spread, we proposed and analyzed a stochastic model for the continue spread of coro...
متن کاملA Reliability Approach on Redesigning the Warehouses in Supply Chain with Uncertain Parameters via Integrated Monte Carlo Simulation and Tuned Artificial Neural Network
In this paper, a reliability approach on reconfiguration decisions in a supply chain network is studied based on coupling the simulation concepts and artificial neural network. In other words, due to the limited budget for warehouse relocation in a supply chain, the failure probability is assessed for determining the robust decision for future supply chain configuration. Traditional solving ...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 87 2 شماره
صفحات -
تاریخ انتشار 2013