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A new approach to simulating stochastic delayed systems
journal contribution
posted on 2023-06-09, 20:59 authored by Farzad Fatehi, Yuliya KyrychkoYuliya Kyrychko, Konstantin BlyussKonstantin BlyussIn this paper we present a new method for deriving Itô stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME, we prove that they are equivalent both in distribution, and in sample paths they produce. This allows us to formulate an algorithmic approach to deriving equivalent Itô SDDEs with a smaller number of noise variables, which increases the computational speed of simulating stochastic delayed systems. The new method is illustrated on a simple model of two interacting species and a model with bistability, and in both cases it shows excellent agreement with the results of direct stochastic simulations, while also demonstrating a much superior speed of performance.
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Publication status
- Published
File Version
- Accepted version
Journal
Mathematical BiosciencesISSN
0025-5564Publisher
ElsevierExternal DOI
Volume
322Article number
a108327Pages
10.0Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2020-03-30First Open Access (FOA) Date
2021-03-01First Compliant Deposit (FCD) Date
2020-03-27Usage metrics
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