Conference abstracts

Session A7 - Stochastic Computation

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Coupling sample paths to the partial thermodynamic limit in stochastic chemical reaction networks

Ethan Levien

University of Utah, United States   -   levien@math.utah.edu

Many stochastic biochemical systems have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. While information about stochastic fluctuations is lost in the thermodynamic limit, studying the exact process is computationally expensive for most systems of interest. We present a new technique for accelerating the convergence of Monte Carlo estimators of the exact process that makes use of a probabilistic coupling between the exact process and the thermodynamic limit. In addition to rigorous results concerning the asymptotic computational complexity of our method, we apply our method to study various models of gene expression.

Joint work with Paul C. Bressloff (University of Utah).

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