Continuous Time Markov Chain Models for Chemical Reaction Networks

A reaction network is a chemical system involving multiple reactions and chemical species. The simplest stochastic models of such networks treat the system as a continuous time Markov chain with the state being the number of molecules of each species and with reactions modeled as possible transitions of the chain. This chapter is devoted to the mathematical study of such stochastic models. We begin by developing much of the mathematical machinery we need to describe the stochastic models we are most interested in. We show how one can represent counting processes of the type we need in terms of Poisson processes. This random time-change representation gives a stochastic equation for continuous-time Markov chain models. We include a discussion on the relationship between this stochastic equation and the corresponding martingale problem and Kolmogorov forward (master) equation. Next, we exploit the representation of the stochastic equation for chemical reaction networks and, under what we will refer to as the classical scaling, show how to derive the deterministic law of mass action from the Markov chain model. We also review the diffusion, or Langevin, approximation, include a discussion of first order reaction networks, and present a large class of networks, those that are weakly reversible and have a deficiency of zero, that induce product-form stationary distributions. Finally, we discuss models in which the numbers of molecules and/or the reaction rate constants of the system vary over several orders of magnitude. We show that one consequence of this wide variation in scales is that different subsystems may evolve on different time scales and this time-scale variation can be exploited to identify reduced models that capture the behavior of parts of the system. We will discuss systematic ways of identifying the different time scales and deriving the reduced models.

[1]  Mark H. Davis Markov Models and Optimization , 1995 .

[2]  David F. Anderson,et al.  Product-Form Stationary Distributions for Deficiency Zero Chemical Reaction Networks , 2008, Bulletin of mathematical biology.

[3]  Thomas G. Kurtz,et al.  Equivalence of Stochastic Equations and Martingale Problems , 2011 .

[4]  T. Kurtz Strong approximation theorems for density dependent Markov chains , 1978 .

[5]  T. Kurtz,et al.  Separation of time-scales and model reduction for stochastic reaction networks. , 2010, 1011.1672.

[6]  D. Gillespie Exact Stochastic Simulation of Coupled Chemical Reactions , 1977 .

[7]  M. Delbrück Statistical Fluctuations in Autocatalytic Reactions , 1940 .

[8]  P. Rousseeuw,et al.  Wiley Series in Probability and Mathematical Statistics , 2005 .

[9]  N. Kampen,et al.  a Power Series Expansion of the Master Equation , 1961 .

[10]  M. Feinberg Chemical reaction network structure and the stability of complex isothermal reactors—I. The deficiency zero and deficiency one theorems , 1987 .

[11]  T. Kurtz Solutions of ordinary differential equations as limits of pure jump markov processes , 1970, Journal of Applied Probability.

[12]  H. Othmer,et al.  A stochastic analysis of first-order reaction networks , 2005, Bulletin of mathematical biology.

[13]  J. Jacod Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales , 1975 .

[14]  D. Crisan Stochastic Analysis 2010 , 2011 .

[15]  Anthony F. Bartholomay,et al.  Stochastic models for chemical reactions: I. Theory of the unimolecular reaction process , 1958 .

[16]  Mikko Alava,et al.  Branching Processes , 2009, Encyclopedia of Complexity and Systems Science.

[17]  Anthony Unwin,et al.  Reversibility and Stochastic Networks , 1980 .

[18]  D. Gillespie A rigorous derivation of the chemical master equation , 1992 .

[19]  D. Gillespie A General Method for Numerically Simulating the Stochastic Time Evolution of Coupled Chemical Reactions , 1976 .

[20]  A. N. Kolmogorov,et al.  Foundations of the theory of probability , 1960 .

[21]  Eric Vanden-Eijnden,et al.  Nested stochastic simulation algorithm for chemical kinetic systems with disparate rates. , 2005, The Journal of chemical physics.

[22]  Michael A. Gibson,et al.  Efficient Exact Stochastic Simulation of Chemical Systems with Many Species and Many Channels , 2000 .

[23]  T. Kurtz Limit theorems for sequences of jump Markov processes approximating ordinary differential processes , 1971, Journal of Applied Probability.

[24]  Thomas G. Kurtz,et al.  The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities , 2007 .

[25]  P. Meyer,et al.  Demonstration simplifiee d'un theoreme de Knight , 1971 .

[26]  M. Feinberg Chemical reaction network structure and the stability of complex isothermal reactors—II. Multiple steady states for networks of deficiency one , 1988 .

[27]  Linda E Reichl,et al.  Instabilities, Bifurcations, and Fluctuations in Chemical Systems , 1982 .

[28]  T. Kurtz Representations of Markov Processes as Multiparameter Time Changes , 1980 .

[29]  D. A. Mcquarrie Stochastic approach to chemical kinetics , 1967, Journal of Applied Probability.

[30]  P. Major,et al.  An approximation of partial sums of independent RV'-s, and the sample DF. I , 1975 .

[31]  N. Weiss A Course in Probability , 2005 .

[32]  David F Anderson,et al.  A modified next reaction method for simulating chemical systems with time dependent propensities and delays. , 2007, The Journal of chemical physics.

[33]  Tianhai Tian,et al.  Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation , 2006, PLoS Comput. Biol..

[34]  Anthony F. Bartholomay,et al.  Stochastic models for chemical reactions: II. The unimolecular rate constant , 1959 .

[35]  T. Kurtz,et al.  Submitted to the Annals of Applied Probability ASYMPTOTIC ANALYSIS OF MULTISCALE APPROXIMATIONS TO REACTION NETWORKS , 2022 .

[36]  D. Volfson,et al.  Delay-induced stochastic oscillations in gene regulation. , 2005, Proceedings of the National Academy of Sciences of the United States of America.

[37]  D. Gillespie Approximate accelerated stochastic simulation of chemically reacting systems , 2001 .

[38]  T. Kurtz The Relationship between Stochastic and Deterministic Models for Chemical Reactions , 1972 .

[39]  Thomas Darden A pseudo-steady state approximation for stochastic chemical kinetics , 1979 .