Radek Erban

Benjamin Franz, Mark B. Flegg, S. Jonathan Chapman et al.

Two algorithms that combine Brownian dynamics (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the domain, whilst making use of a mean-field reaction-diffusion PDE description elsewhere. The first PBD algorithm couples BD simulations with PDEs by randomly creating new particles close to the interface which partitions the domain and by reincorporating particles into the continuum PDE-description when they cross the interface. The second PBD algorithm introduces an overlap region, where both descriptions exist in parallel. It is shown that to accurately compute variances using the PBD simulation requires the overlap region. Advantages of both PBD approaches are discussed and illustrative numerical examples are presented.

Simon L. Cotter, Tomas Vejchodsky, Radek Erban

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with non-negligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the probability density.

Shuohao Liao, Tomas Vejchodsky, Radek Erban

Stochastic modelling provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. In practice, the common challenge is to calibrate a large number of model parameters against the experimental data. A related problem is to efficiently study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is presented. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. This methodology is exemplified to study the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. The TPA has been implemented in Matlab and the codes are available at http://www.stobifan.org .

Mihai Cucuringu, Radek Erban

A method for detecting intrinsic slow variables in high-dimensional stochastic chemical reaction networks is developed and analyzed. It combines anisotropic diffusion maps (ADM) with approximations based on the chemical Langevin equation (CLE). The resulting approach, called ADM-CLE, has the potential of being more efficient than the ADM method for a large class of chemical reaction systems, because it replaces the computationally most expensive step of ADM (running local short bursts of simulations) by using an approximation based on the CLE. The ADM-CLE approach can be used to estimate the stationary distribution of the detected slow variable, without any a-priori knowledge of it. If the conditional distribution of the fast variables can be obtained analytically, then the resulting ADM-CLE approach does not make any use of Monte Carlo simulations to estimate the distributions of both slow and fast variables.

Simon Cotter, Radek Erban

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation approximation of the paths. In this paper, multiscale methods for approximating paths are used to formulate different strategies for estimating the dynamics by diffusion processes. We then analyse how efficient and accurate these methods are in a range of different scenarios, and compare their respective advantages and disadvantages to other methods proposed to analyse multiscale chemical networks.

Jake P. Taylor-King, Benjamin Franz, Christian A. Yates et al.

We investigate the effect of turning delays on the behaviour of groups of differential wheeled robots and show that the group-level behaviour can be described by a transport equation with a suitably incorporated delay. The results of our mathematical analysis are supported by numerical simulations and experiments with e-puck robots. The experimental quantity we compare to our revised model is the mean time for robots to find the target area in an unknown environment. The transport equation with delay better predicts the mean time to find the target than the standard transport equation without delay.