Accelerated leap methods for simulating discrete stochastic chemical kinetics

Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Charge ordering and antiferromagnetic exchange in layered molecular crystals of the theta type

We consider the electronic properties of layered molecular crystals of the type theta -D(2)A where A is an anion and D is a donor molecule such as bis-(ethylenedithia-tetrathiafulvalene) (BEDT-TTF), which is arranged in the theta -type pattern within the layers. We argue that the simplest strongly correlated electron model that can describe the rich phase diagram of these materials is the extended Hubbard model on the square lattice at one-quarter filling. In the limit where the Coulomb repulsion on a single site is large, the nearest-neighbor Coulomb repulsion V plays a crucial role. When V is much larger than the intermolecular hopping integral t the ground state is an insulator with charge ordering. In this phase antiferromagnetism arises due to a novel fourth-order superexchange process around a plaquette on the square lattice. We argue that the charge ordered phase is destroyed below a critical nonzero value V, of the order of t. Slave-boson theory is used to explicitly demonstrate this for the SU(N) generalization of the model, in the large-N limit. We also discuss the relevance of the model to the all-organic family beta-(BEDT-TTF)(2)SF5YSO3 where Y=CH2CF2, CH2, CHF.

Minimum-order stable recursive filter design via the genetic algorithm approach

In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

Special issue on methods and learning in functional MRI: Introductory remarks

This special issue represents a further exploration of some issues raised at a symposium entitled “Functional magnetic resonance imaging: From methods to madness” presented during the 15th annual Theoretical and Experimental Neuropsychology (TENNET XV) meeting in Montreal, Canada in June, 2004. The special issue’s theme is methods and learning in functional magnetic resonance imaging (fMRI), and it comprises 6 articles (3 reviews and 3 empirical studies). The first (Amaro and Barker) provides a beginners guide to fMRI and the BOLD effect (perhaps an alternative title might have been “fMRI for dummies”). While fMRI is now commonplace, there are still researchers who have yet to employ it as an experimental method and need some basic questions answered before they venture into new territory. This article should serve them well. A key issue of interest at the symposium was how fMRI could be used to elucidate cerebral mechanisms responsible for new learning. The next 4 articles address this directly, with the first (Little and Thulborn) an overview of data from fMRI studies of category-learning, and the second from the same laboratory (Little, Shin, Siscol, and Thulborn) an empirical investigation of changes in brain activity occurring across different stages of learning. While a role for medial temporal lobe (MTL) structures in episodic memory encoding has been acknowledged for some time, the different experimental tasks and stimuli employed across neuroimaging studies have not surprisingly produced conflicting data in terms of the precise subregion(s) involved. The next paper (Parsons, Haut, Lemieux, Moran, and Leach) addresses this by examining effects of stimulus modality during verbal memory encoding. Typically, BOLD fMRI studies of learning are conducted over short time scales, however, the fourth paper in this series (Olson, Rao, Moore, Wang, Detre, and Aguirre) describes an empirical investigation of learning occurring over a longer than usual period, achieving this by employing a relatively novel technique called perfusion fMRI. This technique shows considerable promise for future studies. The final article in this special issue (de Zubicaray) represents a departure from the more familiar cognitive neuroscience applications of fMRI, instead describing how neuroimaging studies might be conducted to both inform and constrain information processing models of cognition.

A family of perfect hashing methods

Minimal perfect hash functions are used for memory efficient storage and fast retrieval of items from static sets. We present an infinite family of efficient and practical algorithms for generating order preserving minimal perfect hash functions. We show that almost all members of the family construct space and time optimal order preserving minimal perfect hash functions, and we identify the one with minimum constants. Members of the family generate a hash function in two steps. First a special kind of function into an r-graph is computed probabilistically. Then this function is refined deterministically to a minimal perfect hash function. We give strong theoretical evidence that the first step uses linear random time. The second step runs in linear deterministic time. The family not only has theoretical importance, but also offers the fastest known method for generating perfect hash functions.

Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations

In this paper we discuss implicit methods based on stiffly accurate Runge-Kutta methods and splitting techniques for solving Stratonovich stochastic differential equations (SDEs). Two splitting techniques: the balanced splitting technique and the deterministic splitting technique, are used in this paper. We construct a two-stage implicit Runge-Kutta method with strong order 1.0 which is corrected twice and no update is needed. The stability properties and numerical results show that this approach is suitable for solving stiff SDEs. (C) 2001 Elsevier Science B.V. All rights reserved.

A comparison of low-storage strategies for spectral analysis in dissipative systems: filter diagonalisation in the Lanczos representation and harmonic inversion of the Chebychev-order-domain autocorrelation function

We compare the performance of two different low-storage filter diagonalisation (LSFD) strategies in the calculation of complex resonance energies of the HO2, radical. The first is carried out within a complex-symmetric Lanczos subspace representation [H. Zhang, S.C. Smith, Phys. Chem. Chem. Phys. 3 (2001) 2281]. The second involves harmonic inversion of a real autocorrelation function obtained via a damped Chebychev recursion [V.A. Mandelshtam, H.S. Taylor, J. Chem. Phys. 107 (1997) 6756]. We find that while the Chebychev approach has the advantage of utilizing real algebra in the time-consuming process of generating the vector recursion, the Lanczos, method (using complex vectors) requires fewer iterations, especially for low-energy part of the spectrum. The overall efficiency in calculating resonances for these two methods is comparable for this challenging system. (C) 2001 Elsevier Science B.V. All rights reserved.

Modern scientific methods and their potential in wastewater science and technology

Application of novel analytical and investigative methods such as fluorescence in situ hybridization, confocal laser scanning microscopy (CLSM), microelectrodes and advanced numerical simulation has led to new insights into micro-and macroscopic processes in bioreactors. However, the question is still open whether or not these new findings and the subsequent gain of knowledge are of significant practical relevance and if so, where and how. To find suitable answers it is necessary for engineers to know what can be expected by applying these modern analytical tools. Similarly, scientists could benefit significantly from an intensive dialogue with engineers in order to find out about practical problems and conditions existing in wastewater treatment systems. In this paper, an attempt is made to help bridge the gap between science and engineering in biological wastewater treatment. We provide an overview of recently developed methods in microbiology and in mathematical modeling and numerical simulation. A questionnaire is presented which may help generate a platform from which further technical and scientific developments can be accomplished. Both the paper and the questionnaire are aimed at encouraging scientists and engineers to enter into an intensive, mutually beneficial dialogue. (C) 2002 Elsevier Science Ltd. All rights reserved.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

Binomial leap methods for simulating stochastic chemical kinetics

This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (C) 2004 American Institute of Physics.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.