Uppsala University Department of Information Technology

Technical Report 2007-028

PDE and Monte Carlo Approaches to Solving the Master Equation Applied to Gene Regulation

Paul Sjöberg

October 2007

The Fokker-Planck equation (FPE) approximation is applied for a subspace of the state space of the chemical master equation (CME). The CME-FPE-hybrid method exploits the lower cost of the FPE approximation compared to the full CME. A fourth order finite difference approximation of the FPE part of the hybrid is described and demonstrated on a biologically relevant model in five dimensions.

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