scholarly journals Hybrid master equation for jump-diffusion approximation of biomolecular reaction networks

2019 ◽  
Vol 60 (2) ◽  
pp. 261-294
Author(s):  
Derya Altıntan ◽  
Heinz Koeppl

AbstractCellular reactions have a multi-scale nature in the sense that the abundance of molecular species and the magnitude of reaction rates can vary across orders of magnitude. This diversity naturally leads to hybrid models that combine continuous and discrete modeling regimes. In order to capture this multi-scale nature, we proposed jump-diffusion approximations in a previous study. The key idea was to partition reactions into fast and slow groups, and then to combine a Markov jump updating scheme for the slow group with a diffusion (Langevin) updating scheme for the fast group. In this study we show that the joint probability density function of the jump-diffusion approximation over the reaction counting process satisfies a hybrid master equation that combines terms from the chemical master equation and from the Fokker–Planck equation. Inspired by the method of conditional moments, we propose a efficient method to solve this master equation using the moments of reaction counters of the fast reactions given the reaction counters of the slow reactions. For each time point of interest, we then solve a set of maximum entropy problems in order to recover the conditional probability density from its moments. This finally allows us to reconstruct the complete joint probability density over all reaction counters and hence obtain an approximate solution of the hybrid master equation. Finally, we show the accuracy of the method applied to a simple multi-scale conversion process.

1965 ◽  
Vol 32 (3) ◽  
pp. 547-552 ◽  
Author(s):  
R. E. Herbert

The theory of the Markoff process and the associated Fokker-Planck equation is used to investigate the large vibrations of beams and plates with arbitrary boundary conditions subjected to while-noise excitation. An expression for the joint probability-density function of the first N-coefficients of series expansions of the middle surface displacements is obtained. Detailed calculations presented for simply supported beams and plates show that the probability-density function of the modal amplitudes is non-Gaussian and statistically dependent. Numerical computations for the plate indicate a significant reduction of the mean-squared displacement for values of the parameters well inside the range of practical considerations. Furthermore, for the square plate, the percent reduction is greatest.


Water ◽  
2020 ◽  
Vol 12 (2) ◽  
pp. 472
Author(s):  
Jue Lin-Ye ◽  
Manuel García-León ◽  
Vicente Gràcia ◽  
María Ortego ◽  
Piero Lionello ◽  
...  

Storm surges are one of the main drivers for extreme flooding at the coastal areas. Such events can be characterized with the maximum level in an extreme storm surge event (surge peak), as well as the duration of the event. Surge projections come from a barotropic model for the 1950–2100 period, under a severe climate change scenario (RCP 8.5) at the northeastern Spanish coast. The relationship of extreme storm surges to three large-scale climate patterns was assessed: North Atlantic Oscillation ( N A O ), East Atlantic Pattern ( E A W R ), and Scandinavian Pattern ( S C ). The statistical model was built using two different strategies. In Strategy #1, the joint probability density was characterized by a moving-average series of stationary Archimedean copula, whereas in Strategy #2, the joint probability density was characterized by a non-stationary probit copula. The parameters of the marginal distribution and the copula were defined with generalized additive models. The analysis showed that the mean values of surge peak and event duration were constant and were independent of the proposed climate patterns. However, the values of N A O and S C influenced the threshold and the storminess of extreme events. According to Strategy #1, the variance of the surge peak and event duration increased with a fast shift of negative S C and a positive N A O , respectively. Alternatively, Strategy #2 showed that the variance of the surge peak increased with a positive E A W R . Both strategies coincided in that the joint dependence of the maximum surge level and the duration of extreme surges ranged from low to medium degree. Its mean value was stationary, and its variability was linked to the geographical location. Finally, Strategy #2 helped determine that this dependence increased with negative N A O .


2020 ◽  
Vol 43 (1) ◽  
pp. 3-20
Author(s):  
Mohammad Bolbolian Ghalibaf

Mutual information (MI) can be viewed as a measure of multivariate association in a random vector. However, the estimation of MI is difficult since the estimation of the joint probability density function (PDF) of non Gaussian distributed data is a hard problem. Copula function is an appropriate tool for estimating MI since the joint probability density function ofrandom variables can be expressed as the product of the associated copula density function and marginal PDF’s. With a little search, we find that the proposed copulas-based mutual information is much more accurate than conventional methods such as the joint histogram and Parzen window-based MI. In this paper, by using the copulas-based method, we compute MI forsome family of bivariate distribution functions and study the relationship between Kendall’s tau correlation and MI of bivariate distributions. Finally, using a real dataset, we illustrate the efficiency of this approach.


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