Stochastic Modelling of Reaction–Diffusion Processes

Stochastic Modelling of Reaction–Diffusion Processes
Author: Radek Erban
Publisher: Cambridge University Press
Total Pages: 322
Release: 2020-01-30
Genre: Mathematics
ISBN: 1108572995

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This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and computations with biology and chemistry. The book can be used both for self-study and as a supporting text for advanced undergraduate or beginning graduate-level courses in applied mathematics. New mathematical approaches are explained using simple examples of biological models, which range in size from simulations of small biomolecules to groups of animals. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular dynamics, Brownian dynamics, velocity jump processes and compartment-based (lattice-based) models.

Stochastic Modelling of Reaction-Diffusion Processes

Stochastic Modelling of Reaction-Diffusion Processes
Author: Radek Erban
Publisher: Cambridge University Press
Total Pages: 321
Release: 2020-01-30
Genre: Mathematics
ISBN: 1108498124

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Practical introduction for advanced undergraduate or beginning graduate students of applied mathematics, developed at the University of Oxford.

Stochastic Modeling of Reversible Biochemical Reaction-diffusion Systems and High-resolution Shock-capturing Methods for Fluid Interfaces

Stochastic Modeling of Reversible Biochemical Reaction-diffusion Systems and High-resolution Shock-capturing Methods for Fluid Interfaces
Author: Mauricio J. Del Razo Sarmina
Publisher:
Total Pages: 296
Release: 2016
Genre:
ISBN:

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My thesis contains two parts, both of which are motivated by biological problems. One is on stochastic reaction-diffusion for biochemical systems and the other on shock-capturing methods for fluid interfaces. In both parts, conservation laws are key to determine the dynamics and effective numerical methods. The first part is motivated by the need for quantitative mathematical models for cell-scale biological systems. Such a mathematical description must be inherently stochastic where the chancy reaction process is mediated by diffusion encounter. Diffusion-influenced reaction theory describes this coupling between diffusion and reaction. We apply this theory to theoretical and numerical kinetic Monte Carlo studies of the robustness of fluorescence correlation spectroscopy (FCS) theory, a widely used experimental method to determine chemical rate constants and diffusion coefficients of stochastic reaction-diffusion systems. We found that current FCS theory can produce significant errors at cell-scales. In addition, we developed a framework to understand diffusion-influenced reaction theory from a stochastic perspective. For irreversible bimolecular reactions, the theory is derived by introducing absorbing boundary conditions to overdamped Brownian motion theory. This provides a clear stochastic interpretation that describes the probability distribution dynamics and the stochastic sample trajectories. However, the stochastic interpretation is not clear for reversible reactions modeled with a back-reaction boundary condition. In order to address this, we developed a discrete stochastic model that conserves probability and recovers the classical equations in the continuous limit. In the case of reversible reactions, it recovers the back-reaction boundary condition and provides an accurate stochastic interpretation. We also explore extensions of this model and its relation to nonequilibrium stochastic processes as well as extensions into volume reactivity using coupled-diffusion processes. The second part was inspired by a collaboration with experimentalists at Seattle's Veterans Administration (VA) Hospital, who are studying the underlying biological mechanisms behind blast-induced traumatic brain injury (TBI). To better understand the effect of shock waves on the brain, we have investigated an in vitro model in which blood-brain barrier endothelial cells are grown in fluid-filled transwell vessels, placed inside a shock tube and exposed to shocks. As it is difficult to experimentally measure the forces inside the transwell, we developed a computational model of the experimental setup to measure them. First, we implemented a one-dimensional model using Euler equations coupled with a Tammann equation of state (EOS) to model the different materials and interfaces within the experimental setup. From this model, we learned that we can neglect very thin interfaces in our computations. Using this result, we implemented a three-dimensional wave propagation framework modeled with two-dimensional axisymmetric Euler equations and a Tammann EOS. In order to solve these equations, we used high-resolution conservative methods and implemented new Riemann solvers into the Clawpack software in a mixed Eulerian/Lagrangian frame of reference. We found that pressures can fall below vapor pressure due to the interaction of reflecting and diffracting shock waves, suggesting that cavitation bubbles could be a damage mechanism. We also show extensions of this model that allow the implementation of mapped grids and adaptive mesh refinement.

Controlled Diffusion Processes

Controlled Diffusion Processes
Author: N. V. Krylov
Publisher: Springer Science & Business Media
Total Pages: 314
Release: 2008-09-26
Genre: Science
ISBN: 3540709142

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Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin~ that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in Wonham [76]). At the same time, Girsanov [25] and Howard [26] made the first steps in constructing a general theory, based on Bellman's technique of dynamic programming, developed by him somewhat earlier [4]. Two types of engineering problems engendered two different parts of stochastic control theory. Problems of the first type are associated with multistep decision making in discrete time, and are treated in the theory of discrete stochastic dynamic programming. For more on this theory, we note in addition to the work of Howard and Bellman, mentioned above, the books by Derman [8], Mine and Osaki [55], and Dynkin and Yushkevich [12]. Another class of engineering problems which encouraged the development of the theory of stochastic control involves time continuous control of a dynamic system in the presence of random noise. The case where the system is described by a differential equation and the noise is modeled as a time continuous random process is the core of the optimal control theory of diffusion processes. This book deals with this latter theory.

Stochastic Modelling in Process Technology

Stochastic Modelling in Process Technology
Author: Herold G. Dehling
Publisher: Elsevier
Total Pages: 291
Release: 2007-07-03
Genre: Mathematics
ISBN: 0080548970

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There is an ever increasing need for modelling complex processes reliably. Computational modelling techniques, such as CFD and MD may be used as tools to study specific systems, but their emergence has not decreased the need for generic, analytical process models. Multiphase and multicomponent systems, and high-intensity processes displaying a highly complex behaviour are becoming omnipresent in the processing industry. This book discusses an elegant, but little-known technique for formulating process models in process technology: stochastic process modelling. The technique is based on computing the probability distribution for a single particle's position in the process vessel, and/or the particle's properties, as a function of time, rather than - as is traditionally done - basing the model on the formulation and solution of differential conservation equations. Using this technique can greatly simplify the formulation of a model, and even make modelling possible for processes so complex that the traditional method is impracticable. Stochastic modelling has sporadically been used in various branches of process technology under various names and guises. This book gives, as the first, an overview of this work, and shows how these techniques are similar in nature, and make use of the same basic mathematical tools and techniques. The book also demonstrates how stochastic modelling may be implemented by describing example cases, and shows how a stochastic model may be formulated for a case, which cannot be described by formulating and solving differential balance equations. Introduction to stochastic process modelling as an alternative modelling technique Shows how stochastic modelling may be succesful where the traditional technique fails Overview of stochastic modelling in process technology in the research literature Illustration of the principle by a wide range of practical examples In-depth and self-contained discussions Points the way to both mathematical and technological research in a new, rewarding field

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology
Author: David Holcman
Publisher: Springer
Total Pages: 377
Release: 2017-10-04
Genre: Mathematics
ISBN: 3319626272

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This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approaches to dynamical systems in cellular biology. This text aims to develop improved mathematical and computational methods with which to study biological processes. At the scale of a single cell, stochasticity becomes important due to low copy numbers of biological molecules, such as mRNA and proteins that take part in biochemical reactions driving cellular processes. When trying to describe such biological processes, the traditional deterministic models are often inadequate, precisely because of these low copy numbers. This book presents stochastic models, which are necessary to account for small particle numbers and extrinsic noise sources. The complexity of these models depend upon whether the biochemical reactions are diffusion-limited or reaction-limited. In the former case, one needs to adopt the framework of stochastic reaction-diffusion models, while in the latter, one can describe the processes by adopting the framework of Markov jump processes and stochastic differential equations. Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology will appeal to graduate students and researchers in the fields of applied mathematics, biophysics, and cellular biology.

Stochastic Dynamics in Computational Biology

Stochastic Dynamics in Computational Biology
Author: Stefanie Winkelmann
Publisher: Springer Nature
Total Pages: 284
Release: 2021-01-04
Genre: Mathematics
ISBN: 3030623874

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The aim of this book is to provide a well-structured and coherent overview of existing mathematical modeling approaches for biochemical reaction systems, investigating relations between both the conventional models and several types of deterministic-stochastic hybrid model recombinations. Another main objective is to illustrate and compare diverse numerical simulation schemes and their computational effort. Unlike related works, this book presents a broad scope in its applications, from offering a detailed introduction to hybrid approaches for the case of multiple population scales to discussing the setting of time-scale separation resulting from widely varying firing rates of reaction channels. Additionally, it also addresses modeling approaches for non well-mixed reaction-diffusion dynamics, including deterministic and stochastic PDEs and spatiotemporal master equations. Finally, by translating and incorporating complex theory to a level accessible to non-mathematicians, this book effectively bridges the gap between mathematical research in computational biology and its practical use in biological, biochemical, and biomedical systems.

Stochastic Processes for Physicists

Stochastic Processes for Physicists
Author: Kurt Jacobs
Publisher: Cambridge University Press
Total Pages: 203
Release: 2010-02-18
Genre: Science
ISBN: 1139486799

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Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.