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dc.contributor.authorLe Maître, O. P.
dc.contributor.authorKnio, O. M.
dc.contributor.authorMoraes, Alvaro
dc.date.accessioned2015-07-05T12:35:21Z
dc.date.available2015-07-05T12:35:21Z
dc.date.issued2015-06-30
dc.identifier.citationVariance decomposition in stochastic simulators 2015, 142 (24):244115 The Journal of Chemical Physics
dc.identifier.issn0021-9606
dc.identifier.issn1089-7690
dc.identifier.pmid26133418
dc.identifier.doi10.1063/1.4922922
dc.identifier.urihttp://hdl.handle.net/10754/558859
dc.description.abstractThis work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
dc.publisherAIP Publishing
dc.relation.urlhttp://scitation.aip.org/content/aip/journal/jcp/142/24/10.1063/1.4922922
dc.rightsArchived with thanks to The Journal of Chemical Physics
dc.titleVariance decomposition in stochastic simulators
dc.typeArticle
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journalThe Journal of Chemical Physics
dc.eprint.versionPublisher's Version/PDF
dc.contributor.institutionLIMSI-CNRS, UPR 3251, Orsay, France
dc.contributor.institutionDepartment of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708, USA
kaust.personMoraes, Alvaro
refterms.dateFOA2018-06-13T14:56:26Z
dc.date.published-online2015-06-30
dc.date.published-print2015-06-28


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