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Error bound for piecewise deterministic processes modeling stochastic reaction systems. (English) Zbl 1266.60131

Summary: Biological processes involving the random interaction of \(d\) species with integer particle numbers are often modeled by a Markov jump process on \(\mathbb{N}_{0}^{d}\). A realization of this process can, in principle, be generated with Gillespie’s classical stochastic simulation algorithm, but, for very reactive systems, this method is usually inefficient. Hybrid models based on piecewise deterministic processes offer an attractive alternative which can decrease the simulation time considerably in applications where species with rather low particle numbers interact with very abundant species. We investigate the convergence of the hybrid model to the original one for a class of reaction systems with two distinct scales. Our main result is an error bound which states that, under suitable assumptions, the hybrid model approximates the marginal distribution of the discrete species and the conditional moments of the continuous species up to an error of \(\mathcal{O}(M^{-1})\), where \(M\) is the scaling parameter of the partial thermodynamic limit.

MSC:

60J22 Computational methods in Markov chains
60J27 Continuous-time Markov processes on discrete state spaces
65C20 Probabilistic models, generic numerical methods in probability and statistics
65C40 Numerical analysis or methods applied to Markov chains
92-08 Computational methods for problems pertaining to biology
92C42 Systems biology, networks
92D25 Population dynamics (general)