Fast Adaptive Uniformization of the Chemical Master Equation
Verena Wolf, Saarland University
- Date and Time
Wednesday, February 17th, 2010 at 13.30
Polacksbaken, room 1145
Within systems biology there is an increasing interest in the stochastic behavior of biochemical reaction networks. An appropriate stochastic description is provided by the chemical master equation, which represents a continuous-time Markov chain (CTMC).
The uniformization technique is an efficient method to compute probability distributions if the number of states of the CTMC is manageable. However, the size of a CTMC that represents a biochemical reaction network is usually far beyond what is feasible.
In this talk I will present an on-the-fly variant of uniformization, which improves the original algorithm at the cost of a small approximation error. The main idea is to restrict the analysis to subsets of states that are significant during certain time intervals. By means of several examples, I will show that our approach is particularly well-suited for biochemical reaction networks.