Technical Report 2006-039

Hybrid Method for the Chemical Master Equation

Andreas Hellander and Per Lötstedt

August 2006

The chemical master equation is solved by a hybrid method coupling a macroscopic, deterministic description with a mesoscopic, stochastic model. The molecular species are divided into one subset where the expected values of the number of molecules are computed and one subset with species with a stochastic variation in the number of molecules. The macroscopic equations resemble the reaction rate equations and the probability distribution for the stochastic variables satisfy a master equation. The probability distribution is obtained by the Stochastic Simulation Algorithm due to Gillespie. The equations are coupled via a summation over the mesoscale variables. This summation is approximated by Monte Carlo and Quasi Monte Carlo methods. The error in the approximations is analyzed. The hybrid method is applied to three chemical systems from molecular cell biology.

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