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David F. Anderson

Publications and source records attributed to David F. Anderson.

At least 37 records · Page 2Linked to original sources
arXiv2020

Variance of finite difference methods for reaction networks with non-Lipschitz rate functions

Parametric sensitivity analysis is a critical component in the study of mathematical models of physical systems. Due to its simplicity, finite difference methods are used extensively for this analysis in the study of stochastically modeled reaction networks. Different coupling methods have been proposed to build finite difference estimators, with the "split coupling," also termed the "stacked coupling," yielding the lowest variance in the vast majority of cases. Analytical results related to this coupling are sparse, and include an analysis of the variance of the coupled processes under the assumption of globally Lipschitz intensity functions [Anderson, SIAM Numerical Analysis, Vol. 50, 2012]. Because of the global Lipschitz assumption utilized in [Anderson, SIAM Numerical Analysis, Vol. 50, 2012], the main result there is only applicable to a small percentage of the models found in the literature, and it was conjectured that similar results should hold for a much wider class of models. In this paper we demonstrate this conjecture to be true by proving the variance of the coupled processes scales in the desired manner for a large class of non-Lipschitz models. We further extend the analysis to allow for time dependence in the parameters. In particular, binary systems with or without time-dependent rate parameters, a class of models that accounts for the vast majority of systems considered in the literature, satisfy the assumptions of our theory.

math.NA↗
arXiv2020

On classes of reaction networks and their associated polynomial dynamical systems

In the study of reaction networks and the polynomial dynamical systems that they generate, special classes of networks with important properties have been identified. These include reversible, weakly reversible}, and, more recently, endotactic networks. While some inclusions between these network types are clear, such as the fact that all reversible networks are weakly reversible, other relationships are more complicated. Adding to this complexity is the possibility that inclusions be at the level of the dynamical systems generated by the networks rather than at the level of the networks themselves. We completely characterize the inclusions between reversible, weakly reversible, endotactic, and strongly endotactic network, as well as other less well studied network types. In particular, we show that every strongly endotactic network in two dimensions can be generated by an extremally weakly reversible network. We also introduce a new class of source-only networks, which is a computationally convenient property for networks to have, and show how this class relates to the above mentioned network types.

math.DS↗
arXiv2020

On n-semiprimary Ideals and n-pseudo Valuation Domains

In this paper, we introduce the concept of n-semiprimary ideals, n-powerful ideals, and n-powerful semiprimary ideals of commutative rings. We study these concepts and relate them to several generalizations of pseudo-valuation domains.

math.AC↗
arXiv2020

Stochastically modeled weakly reversible reaction networks with a single linkage class

It has been known for nearly a decade that deterministically modeled reaction networks that are weakly reversible and consist of a single linkage class have trajectories that are bounded from both above and below by positive constants (so long as the initial condition has strictly positive components). It is conjectured that the stochastically modeled analogs of these systems are positive recurrent. We prove this conjecture in the affirmative under the following additional assumptions: (i) the system is binary and (ii) for each species, there is a complex (vertex in the associated reaction diagram) that is a multiple of that species. To show this result, a new proof technique is developed in which we study the recurrence properties of the $n-$step embedded discrete time Markov chain.

math.PR↗
arXiv2019

Time-dependent product-form Poisson distributions for reaction networks with higher order complexes

It is well known that stochastically modeled reaction networks that are complex balanced admit a stationary distribution that is a product of Poisson distributions. In this paper, we consider the following related question: supposing that the initial distribution of a stochastically modeled reaction network is a product of Poissons, under what conditions will the distribution remain a product of Poissons for all time? By drawing inspiration from Crispin Gardiner's "Poisson representation" for the solution to the chemical master equation, we provide a necessary and sufficient condition for such a product-form distribution to hold for all time. Interestingly, the condition is a dynamical "complex-balancing" for only those complexes that have multiplicity greater than or equal to two (i.e. the higher order complexes that yield non-linear terms to the dynamics). We term this new condition the "dynamical and restricted complex balance" condition (DR for short).

math.PR↗
arXiv2018

Some network conditions for positive recurrence of stochastically modeled reaction networks

We consider discrete-space continuous-time Markov models of reaction networks and provide sufficient conditions for the following stability condition to hold: each state in a closed, irreducible component of the state space is positive recurrent; moreover the time required for a trajectory to enter such a component has finite expectation. The provided analytical results depend solely on the underlying structure of the reaction network and not on the specific choice of model parameters. Our main results apply to binary systems and our main analytical tool is the "tier structure" previously utilized successfully in the study of deterministic models of reaction networks.

math.PR↗
arXiv2018

Computational complexity analysis for Monte Carlo approximations of classically scaled population processes

We analyze and compare the computational complexity of different simulation strategies for Monte Carlo in the setting of classically scaled population processes. This allows a range of widely used competing strategies to be judged systematically. Our setting includes stochastically modeled biochemical systems. We consider the task of approximating the expected value of some path functional of the state of the system at a fixed time point. We study the use of standard Monte Carlo when samples are produced by exact simulation and by approximation with tau-leaping or an Euler-Maruyama discretization of a diffusion approximation. Appropriate modifications of recently proposed multilevel Monte Carlo algorithms are also studied for the tau-leaping and Euler-Maruyama approaches. In order to quantify computational complexity in a tractable yet meaningful manner, we consider a parameterization that, in the mass action chemical kinetics setting, corresponds to the classical system size scaling. We base the analysis on a novel asymptotic regime where the required accuracy is a function of the model scaling parameter. Our new analysis shows that, under the specific assumptions made in the manuscript, if the bias inherent in the diffusion approximation is smaller than the required accuracy, then multilevel Monte Carlo for the diffusion approximation is most efficient, besting multilevel Monte Carlo with tau-leaping by a factor of a logarithm of the scaling parameter. However, if the bias of the diffusion model is greater than the error tolerance, or if the bias can not be bounded analytically, multilevel versions of tau-leaping are often the optimal choice.

math.NA↗
arXiv2018

Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

math.NA↗
arXiv2017

Results on stochastic reaction networks with non-mass action kinetics

In 2010, Anderson, Craciun, and Kurtz showed that if a deterministically modeled reaction network is complex balanced, then the associated stochastic model admits a stationary distribution that is a product of Poissons \cite{ACK2010}. That work spurred a number of followup analyses. In 2015, Anderson, Craciun, Gopalkrishnan, and Wiuf considered a particular scaling limit of the stationary distribution detailed in \cite{ACK2010}, and proved it is a well known Lyapunov function \cite{ACGW2015}. In 2016, Cappelletti and Wiuf showed the converse of the main result in \cite{ACK2010}: if a reaction network with stochastic mass action kinetics admits a stationary distribution that is a product of Poissons, then the deterministic model is complex balanced \cite{CW2016}. In 2017, Anderson, Koyama, Cappelletti, and Kurtz showed that the mass action models considered in \cite{ACK2010} are non-explosive (so the stationary distribution characterizes the limiting behavior). In this paper, we generalize each of the three followup results detailed above to the case when the stochastic model has a particular form of non-mass action kinetics.

math.PR↗
arXiv2017

Noise Control for DNA Computing

Synthetic biology is a growing interdisciplinary field, with far-reaching applications, which aims to design biochemical systems that behave in a desired manner. With the advancement of strand-displacement DNA computing, a large class of abstract biochemical networks may be physically realized using DNA molecules. Methods for systematic design of the abstract systems with prescribed behaviors have been predominantly developed at the (less-detailed) deterministic level. However, stochastic effects, neglected at the deterministic level, are increasingly found to play an important role in biochemistry. In such circumstances, methods for controlling the intrinsic noise in the system are necessary for a successful network design at the (more-detailed) stochastic level. To bridge the gap, the noise-control algorithm for designing biochemical networks is developed in this paper. The algorithm structurally modifies any given reaction network under mass-action kinetics, in such a way that (i) controllable state-dependent noise is introduced into the stochastic dynamics, while (ii) the deterministic dynamics are preserved. The capabilities of the algorithm are demonstrated on a production-decay reaction system, and on an exotic system displaying bistability. For the production-decay system, it is shown that the algorithm may be used to redesign the network to achieve noise-induced multistability. For the exotic system, the algorithm is used to redesign the network to control the stochastic switching, and achieve noise-induced oscillations.

q-bio.MN↗
arXiv2017

Conditions for Extinction Events in Chemical Reaction Networks with Discrete State Spaces

We study chemical reaction networks with discrete state spaces, such as the standard continuous time Markov chain model, and present sufficient conditions on the structure of the network that guarantee the system exhibits an extinction event. The conditions we derive involve creating a modified chemical reaction network called a domination-expanded reaction network and then checking properties of this network. We apply the results to several networks including an EnvZ-OmpR signaling pathway in Escherichia coli. This analysis produces a system of equalities and inequalities which, in contrast to previous results on extinction events, allows algorithmic implementation. Such an implementation will be investigated in a companion paper where the results are applied to 458 models from the European Bioinformatics Institute's BioModels database.

math.DS↗
arXiv2016

Finite time distributions of stochastically modeled chemical systems with absolute concentration robustness

Recent research in both the experimental and mathematical communities has focused on biochemical interaction systems that satisfy an "absolute concentration robustness" (ACR) property. The ACR property was first discovered experimentally when, in a number of different systems, the concentrations of key system components at equilibrium were observed to be robust to the total concentration levels of the system. Followup mathematical work focused on deterministic models of biochemical systems and demonstrated how chemical reaction network theory can be utilized to explain this robustness. Later mathematical work focused on the behavior of this same class of reaction networks, though under the assumption that the dynamics were stochastic. Under the stochastic assumption, it was proven that the system will undergo an extinction event with a probability of one so long as the system is conservative, showing starkly different long-time behavior than in the deterministic setting. Here we consider a general class of stochastic models that intersects with the class of ACR systems studied previously. We consider a specific system scaling over compact time intervals and prove that in a limit of this scaling the distribution of the abundances of the ACR species converges to a certain product-form Poisson distribution whose mean is the ACR value of the deterministic model. This result is in agreement with recent conjectures pertaining to the behavior of ACR networks endowed with stochastic kinetics, and helps to resolve the conflicting theoretical results pertaining to deterministic and stochastic models in this setting.

math.PR↗
arXiv2016

Product-form stationary distributions for deficiency zero networks with non-mass action kinetics

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears naturally in certain averaging approaches whose stationary distributions can be computed explicitly. In particular, we study continuous time Markov chain models for biochemical interaction systems with non-mass action kinetics whose network satisfies a certain constraint. Analogous with previous related results, the distributions can be written in product form.

math.PR↗
arXiv2015

Lyapunov functions, stationary distributions, and non-equilibrium potential for chemical reaction networks

We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well known Lyapunov function of reaction network theory as a scaling limit of the non-equilibrium potential of the stationary distribution of stochastically modeled complex balanced systems. We extend this result to general birth-death models and demonstrate via example that similar scaling limits can yield Lyapunov functions even for models that are not complex or detailed balanced, and may even have multiple equilibria.

math.PR↗
arXiv2015

Multilevel Monte Carlo for stochastic differential equations with small noise

We consider the problem of numerically estimating expectations of solutions to stochastic differential equations driven by Brownian motions in the commonly occurring small noise regime. We consider (i) standard Monte Carlo methods combined with numerical discretization algorithms tailored to the small noise setting, and (ii) a multilevel Monte Carlo method combined with a standard Euler-Maruyama implementation. Under the assumptions we make on the underlying model, the multilevel method combined with Euler-Maruyama is often found to be the most efficient option. Moreover, under a wide range of scalings the multilevel method is found to give the same asymptotic complexity that would arise in the idealized case where we have access to exact samples of the required distribution at a cost of $O(1)$ per sample. A key step in our analysis is to analyze the variance between two coupled paths directly, as opposed to their $L^2$ distance. Careful simulations are provided to illustrate the asymptotic results.

math.NA↗
arXiv2014

Hybrid Pathwise Sensitivity Methods for Discrete Stochastic Models of Chemical Reaction Systems

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation, and have a number of desirable qualities. First, the new methods are unbiased for a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.

math.NA↗