Coupling sample paths to the partial thermodynamic limit in stochastic chemical reaction networks

Ethan Levien; Paul C. Bressloff

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arXiv · 1609.02502

Coupling sample paths to the partial thermodynamic limit in stochastic chemical reaction networks

Ethan Levien·Paul C. Bressloff

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Abstract

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained much more efficiently than those of the exact process. We explore the possibility of coupling sample paths of the exact model to the piecewise deterministic process in order to reduce the variance of their difference. We then apply this coupling to reduce the computational complexity of a Monte Carlo estimator. In addition to rigorous results concerning the asymptotic computational complexity of the Monte Carlo estimator, numerical simulations are performed on some simple biological models confirming that computational gains are made.

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Ethan Levien, Paul C. Bressloff. 2016-09-08. Coupling sample paths to the partial thermodynamic limit in stochastic chemical reaction networks. https://arxiv.org/abs/1609.02502

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