Quantifying uncertainty in the chemical master equation.

We describe a novel approach to quantifying the uncertainty inherent in the chemical kinetic master equation with stochastic coefficients. A stochastic collocation method is coupled to an analytical expansion of the master equation to analyze the effects of both extrinsic and intrinsic noise. The method consists of an analytical moment-closure method resulting in a large set of differential equations with stochastic coefficients that are in turn solved via a Smolyak sparse grid collocation method. We discuss the error of the method relative to the dimension of the model and clarify which methods are most suitable for the problem. We apply the method to two typical problems arising in chemical kinetics with time-independent extrinsic noise. Additionally, we show agreement with classical Monte Carlo simulations and calculate the variance over time as the sum of two expectations. The method presented here has better convergence properties for low to moderate dimensions than standard Monte Carlo methods and is therefore a superior alternative in this regime.

Deterministic analysis of extrinsic and intrinsic noise in an epidemiological model.

We couple a stochastic collocation method with an analytical expansion of the canonical epidemiological master equation to analyze the effects of both extrinsic and intrinsic noise. It is shown that depending on the distribution of the extrinsic noise, the master equation yields quantitatively different results compared to using the expectation of the distribution for the stochastic parameter. This difference is incident to the nonlinear terms in the master equation, and we show that the deviation away from the expectation of the extrinsic noise scales nonlinearly with the variance of the distribution. The method presented here converges linearly with respect to the number of particles in the system and exponentially with respect to the order of the polynomials used in the stochastic collocation calculation. This makes the method presented here more accurate than standard Monte Carlo methods, which suffer from slow, nonmonotonic convergence. In epidemiological terms, the results show that extrinsic fluctuations should be taken into account since they effect the speed of disease breakouts and that the gamma distribution should be used to model the basic reproductive number.

Fractional diffusion-reaction stochastic simulations.

A novel method is presented for the simulation of a discrete state space, continuous time Markov process subject to fractional diffusion. The method is based on Lie-Trotter operator splitting of the diffusion and reaction terms in the master equation. The diffusion term follows a multinomial distribution governed by a kernel that is the discretized solution of the fractional diffusion equation. The algorithm is validated and simulations are provided for the Fisher-KPP wavefront. It is shown that the wave speed is dictated by the order of the fractional derivative, where lower values result in a faster wave than in the case of classical diffusion. Since many physical processes deviate from classical diffusion, fractional diffusion methods are necessary for accurate simulations.

Influence of high-order nonlinear fluctuations in the multivariate susceptible-infectious-recovered master equation.

We perform a high-order analytical expansion of the epidemiological susceptible-infectious-recovered multivariate master equation and include terms up to and beyond single-particle fluctuations. It is shown that higher order approximations yield qualitatively different results than low-order approximations, which is incident to the influence of additional nonlinear fluctuations. The fluctuations can be related to a meaningful physical parameter, the basic reproductive number, which is shown to dictate the rate of divergence in absolute terms from the ordinary differential equations more so than the total number of persons in the system. In epidemiological terms, the effect of single-particle fluctuations ought to be taken into account as the reproductive number approaches unity.

A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA).

We present a simple algorithm for the simulation of stiff, discrete-space, continuous-time Markov processes. The algorithm is based on the concept of flow averaging for the integration of stiff ordinary and stochastic differential equations and ultimately leads to a straightforward variation of the the well-known stochastic simulation algorithm (SSA). The speedup that can be achieved by the present algorithm [flow averaging integrator SSA (FLAVOR-SSA)] over the classical SSA comes naturally at the expense of its accuracy. The error of the proposed method exhibits a cutoff phenomenon as a function of its speed-up, allowing for optimal tuning. Two numerical examples from chemical kinetics are provided to illustrate the efficiency of the method.

A stochastic model for microtubule motors describes the in vivo cytoplasmic transport of human adenovirus.

Cytoplasmic transport of organelles, nucleic acids and proteins on microtubules is usually bidirectional with dynein and kinesin motors mediating the delivery of cargoes in the cytoplasm. Here we combine live cell microscopy, single virus tracking and trajectory segmentation to systematically identify the parameters of a stochastic computational model of cargo transport by molecular motors on microtubules. The model parameters are identified using an evolutionary optimization algorithm to minimize the Kullback-Leibler divergence between the in silico and the in vivo run length and velocity distributions of the viruses on microtubules. The present stochastic model suggests that bidirectional transport of human adenoviruses can be explained without explicit motor coordination. The model enables the prediction of the number of motors active on the viral cargo during microtubule-dependent motions as well as the number of motor binding sites, with the protein hexon as the binding site for the motors.

Multiresolution stochastic simulations of reaction-diffusion processes.

Stochastic simulations of reaction-diffusion processes are used extensively for the modeling of complex systems in areas ranging from biology and social sciences to ecosystems and materials processing. These processes often exhibit disparate scales that render their simulation prohibitive even for massive computational resources. The problem is resolved by introducing a novel stochastic multiresolution method that enables the efficient simulation of reaction-diffusion processes as modeled by many-particle systems. The proposed method quantifies and efficiently handles the associated stiffness in simulating the system dynamics and its computational efficiency and accuracy are demonstrated in simulations of a model problem described by the Fisher-Kolmogorov equation. The method is general and can be applied to other many-particle models of physical processes.