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Main Authors: Dendukuri, Aditya, Chandrasekaran, Shivkumar, Petzold, Linda
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.17064
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author Dendukuri, Aditya
Chandrasekaran, Shivkumar
Petzold, Linda
author_facet Dendukuri, Aditya
Chandrasekaran, Shivkumar
Petzold, Linda
contents The Finite State Projection (FSP) method approximates the Chemical Master Equation (CME) by restricting the dynamics to a finite subset of the (typically infinite) state space, enabling direct numerical solution with computable error bounds. Adaptive variants update this subset in time, but multiscale systems with widely separated reaction rates remain challenging, as low-probability bottleneck states can carry essential probability flux and the dynamics alternate between fast transients and slowly evolving stiff regimes. We propose a flux-based adaptive FSP method that uses probability flux to drive both state-space pruning and time-step selection. The pruning rule protects low-probability states with large outgoing flux, preserving connectivity in bottleneck systems, while the time-step rule adapts to the instantaneous total flux to handle rate constants spanning several orders of magnitude. Numerical experiments on stiff, oscillatory, and bottleneck reaction networks show that the method maintains accuracy while using substantially smaller state spaces.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17064
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Flux-Preserving Adaptive Finite State Projection for Multiscale Stochastic Reaction Networks
Dendukuri, Aditya
Chandrasekaran, Shivkumar
Petzold, Linda
Computational Engineering, Finance, and Science
Statistics Theory
Computation
The Finite State Projection (FSP) method approximates the Chemical Master Equation (CME) by restricting the dynamics to a finite subset of the (typically infinite) state space, enabling direct numerical solution with computable error bounds. Adaptive variants update this subset in time, but multiscale systems with widely separated reaction rates remain challenging, as low-probability bottleneck states can carry essential probability flux and the dynamics alternate between fast transients and slowly evolving stiff regimes. We propose a flux-based adaptive FSP method that uses probability flux to drive both state-space pruning and time-step selection. The pruning rule protects low-probability states with large outgoing flux, preserving connectivity in bottleneck systems, while the time-step rule adapts to the instantaneous total flux to handle rate constants spanning several orders of magnitude. Numerical experiments on stiff, oscillatory, and bottleneck reaction networks show that the method maintains accuracy while using substantially smaller state spaces.
title Flux-Preserving Adaptive Finite State Projection for Multiscale Stochastic Reaction Networks
topic Computational Engineering, Finance, and Science
Statistics Theory
Computation
url https://arxiv.org/abs/2512.17064