It is well known that stochastically modeled reaction networks that are complex balanced admit a stationary distribution that is a product of Poisson distributions. In this paper, we consider the following related question: supposing that the initial distribution of a stochastically modeled reaction network is a product of Poissons, under what conditions will the distribution remain a product of Poissons for all time? By drawing inspiration from Crispin Gardiner's "Poisson representation" for the solution to the chemical master equation, we provide a necessary and sufficient condition for such a product-form distribution to hold for all time. Interestingly, the condition is a dynamical "complex-balancing" for only those complexes that have multiplicity greater than or equal to two (i.e. the higher order complexes that yield non-linear terms to the dynamics). We term this new condition the "dynamical and restricted complex balance" condition (DR for short).
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.
Aiming at the problem of the weak dynamic performance of the gradient descent method in the attitude and heading reference system, the susceptibility to the interference of accelerometers and magnetometers, and the complex calculation of the nonlinear Kalman Filter method, an extended Kalman filter suitable for a low-cost magnetic, angular rate, and gravity (MARG) sensor system is proposed. The method proposed in this paper is a combination of a two-stage gradient descent algorithm and the extended Kalman filter (GDEKF). First, the accelerometer and magnetometer are used to correct the attitude angle according to the two-stage gradient descent algorithm. The obtained attitude quaternion is combined with the gyroscope measurement value as the observation vector of EKF and the calculated attitude of the gyroscope and the bias of the gyroscope are corrected. The elimination of the bias of the gyroscope can further improve the stability of the attitude observation results. Finally, the MARG sensor system was designed for mathematical model simulation and hardware-in-the-loop simulation to verify the performance of the filter. The results show that compared with the gradient descent method, it has better anti-interference performance and dynamic performance, and better measurement accuracy than the extended Kalman filter.
<abstract><p>The Togashi Kaneko model (TK model) is a simple stochastic reaction network that displays discreteness-induced transitions between meta-stable patterns. Here we study a constrained Langevin approximation (CLA) of this model. This CLA, derived under the classical scaling, is an obliquely reflected diffusion process on the positive orthant and hence respects the constraint that chemical concentrations are never negative. We show that the CLA is a Feller process, is positive Harris recurrent and converges exponentially fast to the unique stationary distribution. We also characterize the stationary distribution and show that it has finite moments. In addition, we simulate both the TK model and its CLA in various dimensions. For example, we describe how the TK model switches between meta-stable patterns in dimension six. Our simulations suggest that, when the volume of the vessel in which all of the reactions that take place is large, the CLA is a good approximation of the TK model in terms of both the stationary distribution and the transition times between patterns.</p></abstract>
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