Parametric Sensitivity Analysis of Stochastic Reaction Networks

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ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.:/5 (964 download)

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Book Synopsis Parametric Sensitivity Analysis of Stochastic Reaction Networks by : Ting Wang

Download or read book Parametric Sensitivity Analysis of Stochastic Reaction Networks written by Ting Wang and published by . This book was released on 2015 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reaction networks are systems consisting of several species interacting with each other through a set of predefined reaction channels.Models of real world reaction systems often contain several parameters which play a significant role in determining the system's dynamics. Therefore, parametric sensitivity analysis is an essential tool for the modeling and parameter estimation process. Due to the complex and random nature of the reaction systems, among all approaches for sensitivity analysis, Monte Carlo simulation is the most suitable for the parametric sensitivity analysis because its complexity does not grow dramatically as the problem dimension grows. Most Monte Carlo methods for sensitivity analysis can be classified into three categories, the pathwise derivative (PD), the finite difference (FD) and the Girsanov transformation (GT). Comparisons of these methods for specific examples have been done by many researchers, which showed that when applicable, the PD method and FD method tend to outperform the GT method. However, to the best of our knowledge, no existing literature studies these observations from a theoretical point of view. In this thesis, we provide a theoretical justification for these observations in terms of system size asymptotic analysis. We also examine our result by testing several numerical examples. Other than the analysis for the efficiency of these Monte Carlo estimators, we also provide some sufficient conditions which guarantee the validity of the GT method. Finally, for an ergodic system, there exists a steady state distribution and hence it is reasonable for us to consider the steady state sensitivity estimation problem. We establish an asymptotic correlation result and use this result to justify the ensemble-averaged correlation function method introduced in the literature.

Computational and Analytical Methods for Stochastic Reaction Network Models

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ISBN 13 :
Total Pages : 121 pages
Book Rating : 4.:/5 (115 download)

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Book Synopsis Computational and Analytical Methods for Stochastic Reaction Network Models by : Chaojie Yuan

Download or read book Computational and Analytical Methods for Stochastic Reaction Network Models written by Chaojie Yuan and published by . This book was released on 2020 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic models of biochemical reaction networks are now used ubiquitously in biology, especially cell biology. Two approaches have been adopted extensively to understand the underlying dynamics of these models. One approach relies on simulation, which generates statistically exact trajectories. These sample paths can then be used in conjunction with Monte Carlo methods to estimate any statistic of interest. We discuss two distinct, but related, contributions we made in this direction. First in Chapter 3, we constructed efficient estimators for expectations and parametric sensitivities that produced up to a thousand-fold increase in efficiency. These estimators took advantage of an efficient simulation algorithm for coupled stochastic processes, and were particularly useful in the numerical computation of parametric sensitivities and fast estimation of expectations via Multilevel Monte Carlo methods. Secondly in Chapter 4, we performed numerical analysis pertaining to finite difference methods in the context of parametric sensitivity analysis. We extend the analysis of a commonly used coupling technique first derived in [6], where the intensity functions are assumed to be globally Lipschitz. This assumption is satisfied by a small percentage of the models, restricting the applicability of the analysis. We weakened this assumption in Chapter 4 to the situation of locally Lipschitz and/or time-inhomogeneous intensity functions, which account for the vast majority of systems considered in the literature. Another approach to understand the underlying dynamics focuses on solving Kolmogorov forward equation, also termed the chemical master equation in much of the chemistry and biology literature. In general, it is analytically intractable to solve the forward equation, given that there is one equation for each state of the system. Sufficient conditions were established in [39, 54] for stochastic reaction networks to possess a time-dependent product-form Poisson distribution. However, these conditions only include models with linear dynamics. Our contribution, found in Chapter 5, is the derivation of a necessary and sufficient condition for stochastic reaction networks to possess a time-dependent product-form Poisson distribution, even if the dynamics are nonlinear. The condition found is closely related to properties of the trajectory of the corresponding deterministic model.

Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation

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ISBN 13 :
Total Pages : 488 pages
Book Rating : 4.:/5 (89 download)

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Book Synopsis Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation by : Malamas Caracotsios

Download or read book Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation written by Malamas Caracotsios and published by . This book was released on 1986 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Sensitivity Analysis and Parametric Programming

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Publisher : Springer
ISBN 13 : 9781461561040
Total Pages : 581 pages
Book Rating : 4.5/5 (61 download)

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Book Synopsis Advances in Sensitivity Analysis and Parametric Programming by : Tomas Gal

Download or read book Advances in Sensitivity Analysis and Parametric Programming written by Tomas Gal and published by Springer. This book was released on 2011-09-23 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.

Discrete Event Systems

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ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Discrete Event Systems by : Reuven Y. Rubinstein

Download or read book Discrete Event Systems written by Reuven Y. Rubinstein and published by . This book was released on 1993-10-19 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization.

Stochastic Equations for Complex Systems

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Publisher : Springer
ISBN 13 : 3319182064
Total Pages : 198 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Stochastic Equations for Complex Systems by : Stefan Heinz

Download or read book Stochastic Equations for Complex Systems written by Stefan Heinz and published by Springer. This book was released on 2015-05-06 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field.

Sensitivity Analysis and Parametric Optimization for Stochastic Systems

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ISBN 13 :
Total Pages : 172 pages
Book Rating : 4.:/5 (271 download)

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Book Synopsis Sensitivity Analysis and Parametric Optimization for Stochastic Systems by : Jichuan Yang

Download or read book Sensitivity Analysis and Parametric Optimization for Stochastic Systems written by Jichuan Yang and published by . This book was released on 1991 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parametric Sensitivity Analysis in Optimal Control of a Reaction Diffusion System

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (897 download)

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Book Synopsis Parametric Sensitivity Analysis in Optimal Control of a Reaction Diffusion System by : Roland Griesse

Download or read book Parametric Sensitivity Analysis in Optimal Control of a Reaction Diffusion System written by Roland Griesse and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Mathematics and Advanced Applications ENUMATH 2019

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Publisher : Springer Nature
ISBN 13 : 3030558746
Total Pages : 1185 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Numerical Mathematics and Advanced Applications ENUMATH 2019 by : Fred J. Vermolen

Download or read book Numerical Mathematics and Advanced Applications ENUMATH 2019 written by Fred J. Vermolen and published by Springer Nature. This book was released on 2021-04-30 with total page 1185 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers outstanding papers presented at the European Conference on Numerical Mathematics and Advanced Applications (ENUMATH 2019). The conference was organized by Delft University of Technology and was held in Egmond aan Zee, the Netherlands, from September 30 to October 4, 2019. Leading experts in the field presented the latest results and ideas regarding the design, implementation and analysis of numerical algorithms, as well as their applications to relevant societal problems. ENUMATH is a series of conferences held every two years to provide a forum for discussing basic aspects and new trends in numerical mathematics and scientific and industrial applications, all examined at the highest level of international expertise. The first ENUMATH was held in Paris in 1995, with successive installments at various sites across Europe, including Heidelberg (1997), Jyvaskyla (1999), lschia Porto (2001), Prague (2003), Santiago de Compostela (2005), Graz (2007), Uppsala (2009), Leicester (2011), Lausanne (2013), Ankara (2015) and Bergen (2017).

Network Bioscience, 2nd Edition

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Publisher : Frontiers Media SA
ISBN 13 : 288963650X
Total Pages : 270 pages
Book Rating : 4.8/5 (896 download)

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Book Synopsis Network Bioscience, 2nd Edition by : Marco Pellegrini

Download or read book Network Bioscience, 2nd Edition written by Marco Pellegrini and published by Frontiers Media SA. This book was released on 2020-03-27 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Network science has accelerated a deep and successful trend in research that influences a range of disciplines like mathematics, graph theory, physics, statistics, data science and computer science (just to name a few) and adapts the relevant techniques and insights to address relevant but disparate social, biological, technological questions. We are now in an era of 'big biological data' supported by cost-effective high-throughput genomic, transcriptomic, proteomic, metabolomic data collection techniques that allow one to take snapshots of the cells' molecular profiles in a systematic fashion. Moreover recently, also phenotypic data, data on diseases, symptoms, patients, etc. are being collected at nation-wide level thus giving us another source of highly related (causal) 'big data'. This wealth of data is usually modeled as networks (aka binary relations, graphs or webs) of interactions, (including protein-protein, metabolic, signaling and transcription-regulatory interactions). The network model is a key view point leading to the uncovering of mesoscale phenomena, thus providing an essential bridge between the observable phenotypes and 'omics' underlying mechanisms. Moreover, network analysis is a powerful 'hypothesis generation' tool guiding the scientific cycle of 'data gathering', 'data interpretation, 'hypothesis generation' and 'hypothesis testing'. A major challenge in contemporary research is the synthesis of deep insights coming from network science with the wealth of data (often noisy, contradictory, incomplete and difficult to replicate) so to answer meaningful biological questions, in a quantifiable way using static and dynamic properties of biological networks.

Stochastic Sensitivity Analysis of Maximum Flow Networks

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ISBN 13 :
Total Pages : 366 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Stochastic Sensitivity Analysis of Maximum Flow Networks by : Richard D. Wollmer

Download or read book Stochastic Sensitivity Analysis of Maximum Flow Networks written by Richard D. Wollmer and published by . This book was released on 1965 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: A maximum flow network is defined by a set of arcs and a set of points called nodes. Each arc joins two nodes and has associated with it a positive capacity which represents the maximum amount of flow that may pass over it. One of the nodes is designated as the source and another as the sink. From these nodes, arcs, and capacities the maximum amount of flow that may pass from source to sink may be calculated. This investigation is concerned with a sensitivity analysis on a class of such networks known as planar networks. Specifically, each arc of the network is subject to anywhere from one to n breakdowns which result in a reduction in its capacity. The amount of this reduction in capacity is a random variable with known mean and variance. It is desired to find the smallest possible value of F resulting from, at most, n breakdowns.

Sensitivity, Stability, and Parametric Analysis

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Publisher : North Holland
ISBN 13 :
Total Pages : 252 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Sensitivity, Stability, and Parametric Analysis by : Anthony V. Fiacco

Download or read book Sensitivity, Stability, and Parametric Analysis written by Anthony V. Fiacco and published by North Holland. This book was released on 1984 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Design Sensitivity Analysis

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Publisher : SIAM
ISBN 13 : 9780898717556
Total Pages : 160 pages
Book Rating : 4.7/5 (175 download)

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Book Synopsis Design Sensitivity Analysis by : Lisa G. Stanley

Download or read book Design Sensitivity Analysis written by Lisa G. Stanley and published by SIAM. This book was released on 2002-01-01 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an understandable introduction to one approach to design sensitivity computation and illustrates some of the important mathematical and computational issues inherent in using the sensitivity equation method (SEM) for partial differential equations. The authors use basic models to illustrate the computational issues that one might encounter when applying the SEM in a laboratory or research setting, while providing an overview of applications and computational issues regarding sensitivity calculations performed by way of continuous sensitivity equation methods (CSEM).

Global Sensitivity Analysis

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Publisher : John Wiley & Sons
ISBN 13 : 9780470725177
Total Pages : 304 pages
Book Rating : 4.7/5 (251 download)

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Book Synopsis Global Sensitivity Analysis by : Andrea Saltelli

Download or read book Global Sensitivity Analysis written by Andrea Saltelli and published by John Wiley & Sons. This book was released on 2008-02-28 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Uncertainty Quantification in Multiscale Stochastic Models of Catalytic Reactions

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ISBN 13 : 9780355762372
Total Pages : 162 pages
Book Rating : 4.7/5 (623 download)

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Book Synopsis Uncertainty Quantification in Multiscale Stochastic Models of Catalytic Reactions by : Marcel Nunez

Download or read book Uncertainty Quantification in Multiscale Stochastic Models of Catalytic Reactions written by Marcel Nunez and published by . This book was released on 2018 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multiscale modeling, a key tool in probing the fundamentals of catalytic reactions, has seen increased usage enabled by advances in computational hardware. Within the multiscale modeling paradigm, kinetic Monte Carlo (KMC) is employed to simulate chemical reaction networks, as mean-eld models often fail to provide a meaningful description of the complex phenomena involved. Due to KMC's high computational cost and stochastic noise, quantifying uncertainty for the purposes of rening the model and assessing predictive reliability is dicult. Uncertainty arises from errors in input parameters (parametric uncertainty) and assumptions made about the physical system (model form uncertainty). ☐ In this thesis, we develop tools to quantify errors from each of the aforementioned sources and make recommendations for model renement. We address parametric uncertainty by developing ecient sensitivity analysis techniques, which identify the most influential parameters. Likelihood ratio sensitivity analysis (LRSA) computes all sensitivities without the need for additional runs, as required by nite dierence methods, but encounters tremendous variance in systems with disparate time scales. To overcome this limitation of LRSA, we derive mathematical theory that enables its use in well-mixed multiscale KMC and implement the method in original software. The new multiscale technique accurately computes sensitivities in a model system for which the traditional LRSA performs poorly. To address spatial KMC, we develop acceleration techniques and statistical criteria that ensure sucient sampling for LRSA. As a result, LRSA can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt, an important component of hydrogen production from biomass. We address model form uncertainty by revisiting two common assumptions: the structure of the catalyst surface is uniform and the identity of the active site is known. ☐ A framework for optimizing catalyst structure based on local descriptors is developed, allowing for atom-by-atom design of defected surfaces and consequent improvements in activity. In order to restrict our search to physically relevant structures, surface energy is also computed. Activity is maximized and surface energy is minimized simultaneously using multi-objective simulated annealing. A set of Pareto optimal structures is found, oering targets for synthesis. We apply our approach to oxygen reduction on Pt, the key reaction in automotive fuel cells. Our approach resolves discrepancy between experiment and theory regarding the extent to which defects can improve activity. We extend the approach to chemistries involving coupled active sites, for which KMC simulation is needed. KMC simulation data from many dierent structures is used to train a neural network for use as a surrogate model in the optimization. The neural network is updated as the optimization progresses in an online machine learning approach. In doing so, geometric eects such as diusion limitations and bifunctional site coupling are accurately captured within the structure optimization. The impact on the optimal structure is analyzed, yielding new insights into catalyst structure/activity relationships.

Biological Networks

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Publisher : MDPI
ISBN 13 : 3038974331
Total Pages : 175 pages
Book Rating : 4.0/5 (389 download)

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Book Synopsis Biological Networks by : Rudiyanto Gunawan

Download or read book Biological Networks written by Rudiyanto Gunawan and published by MDPI. This book was released on 2019-01-10 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Biological Networks" that was published in Processes

Parametric Sensitivity Analysis of Ordinary Differential Equations

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ISBN 13 :
Total Pages : 290 pages
Book Rating : 4.:/5 (421 download)

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Book Synopsis Parametric Sensitivity Analysis of Ordinary Differential Equations by : Mark Albert Kramer

Download or read book Parametric Sensitivity Analysis of Ordinary Differential Equations written by Mark Albert Kramer and published by . This book was released on 1983 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: