@article{Kuntz:2019:10.1063/1.5100670,
author = {Kuntz, Nussio J and Thomas, P and Stan, GB and Barahona, M},
doi = {10.1063/1.5100670},
journal = {Journal of Chemical Physics},
title = {Bounding the stationary distributions of the chemical master equation via mathematical programming},
url = {http://dx.doi.org/10.1063/1.5100670},
volume = {151},
year = {2019}
}

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TY  - JOUR
AB  - The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary distributions of CMEs are seldom solvable analytically, and numerical methods typically produce estimates with uncontrolled errors. Here, we introduce mathematical programming approaches that yield approximations of these distributions with computable error bounds which enable the verification of their accuracy. First, we use semidefinite programming to compute increasingly tighter upper and lower bounds on the moments of the stationary distributions for networks with rational propensities. Second, we use these moment bounds to formulate linear programs that yield convergent upper and lower bounds on the stationary distributions themselves, their marginals and stationary averages. The bounds obtained also provide a computational test for the uniqueness of the distribution. In the unique case, the bounds form an approximation of the stationary distribution with a computable bound on its error. In the non unique case, our approach yields converging approximations of the ergodic distributions. We illustrate our methodology through several biochemical examples taken from the literature: Schl¨ogl’s model for a chemical bifurcation, a two-dimensional toggle switch, a model for bursty gene expression, and a dimerisation model with multiple stationary distributions.
AU  - Kuntz,Nussio J
AU  - Thomas,P
AU  - Stan,GB
AU  - Barahona,M
DO  - 10.1063/1.5100670
PY  - 2019///
SN  - 0021-9606
TI  - Bounding the stationary distributions of the chemical master equation via mathematical programming
T2  - Journal of Chemical Physics
UR  - http://dx.doi.org/10.1063/1.5100670
UR  - http://hdl.handle.net/10044/1/70872
VL  - 151
ER  - 

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