@article{DjurdjevacConradHelfmannZonkeretal., author = {Djurdjevac Conrad, Natasa and Helfmann, Luzie and Zonker, Johannes and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {Human mobility and innovation spreading in ancient times: a stochastic agent-based simulation approach}, series = {EPJ Data Science}, volume = {7}, journal = {EPJ Data Science}, number = {1}, edition = {EPJ Data Science}, publisher = {EPJ Data Science}, doi = {10.1140/epjds/s13688-018-0153-9}, pages = {24}, abstract = {Human mobility always had a great influence on the spreading of cultural, social and technological ideas. Developing realistic models that allow for a better understanding, prediction and control of such coupled processes has gained a lot of attention in recent years. However, the modeling of spreading processes that happened in ancient times faces the additional challenge that available knowledge and data is often limited and sparse. In this paper, we present a new agent-based model for the spreading of innovations in the ancient world that is governed by human movements. Our model considers the diffusion of innovations on a spatial network that is changing in time, as the agents are changing their positions. Additionally, we propose a novel stochastic simulation approach to produce spatio-temporal realizations of the spreading process that are instructive for studying its dynamical properties and exploring how different influences affect its speed and spatial evolution.}, language = {en} } @article{HelfmannDjurdjevacConradDjurdjevacetal., author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, series = {Communications in Applied Mathematics and Computational Science}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, abstract = {Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.}, language = {en} } @misc{HelfmannDjurdjevacConradDjurdjevacetal., author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73456}, abstract = {Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.}, language = {en} } @book{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {Stochastic Dynamics in Computational Biology}, series = {Frontiers in Applied Dynamical Systems: Reviews and Tutorials}, volume = {8}, journal = {Frontiers in Applied Dynamical Systems: Reviews and Tutorials}, publisher = {Springer International Publishing}, isbn = {978-3-030-62386-9}, doi = {10.1007/978-3-030-62387-6}, language = {en} } @misc{Winkelmann, author = {Winkelmann, Stefanie}, title = {Markov Control with Rare State Observation: Average Optimality}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60981}, abstract = {This paper investigates the criterion of long-term average costs for a Markov decision process (MDP) which is not permanently observable. Each observation of the process produces a fixed amount of \textit{information costs} which enter the considered performance criterion and preclude from arbitrarily frequent state testing. Choosing the \textit{rare} observation times is part of the control procedure. In contrast to the theory of partially observable Markov decision processes, we consider an arbitrary continuous-time Markov process on a finite state space without further restrictions on the dynamics or the type of interaction. Based on the original Markov control theory, we redefine the control model and the average cost criterion for the setting of information costs. We analyze the constant of average costs for the case of ergodic dynamics and present an optimality equation which characterizes the optimal choice of control actions and observation times. For this purpose, we construct an equivalent freely observable MDP and translate the well-known results from the original theory to the new setting.}, language = {en} } @misc{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {The spatiotemporal master equation: approximation of reaction-diffusion dynamics via Markov state modeling}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60999}, abstract = {Accurate modeling and numerical simulation of reaction kinetics is a topic of steady interest. We consider the spatiotemporal chemical master equation (ST-CME) as a model for stochastic reaction-diffusion systems that exhibit properties of metastability. The space of motion is decomposed into metastable compartments and diffusive motion is approximated by jumps between these compartments. Treating these jumps as first-order reactions, simulation of the resulting stochastic system is possible by the Gillespie method. We present the theory of Markov state models (MSM) as a theoretical foundation of this intuitive approach. By means of Markov state modeling, both the number and shape of compartments and the transition rates between them can be determined. We consider the ST-CME for two reaction-diffusion systems and compare it to more detailed models. Moreover, a rigorous formal justification of the ST-CME by Galerkin projection methods is presented.}, language = {en} } @article{WinkelmannZonkerSchuetteetal., author = {Winkelmann, Stefanie and Zonker, Johannes and Sch{\"u}tte, Christof and Djurdjevac Conrad, Natasa}, title = {Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading}, series = {Mathematical Biosciences}, volume = {336}, journal = {Mathematical Biosciences}, publisher = {Elsevier}, doi = {10.1016/j.mbs.2021.108619}, abstract = {Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.}, language = {en} } @article{StraubeWinkelmannSchuetteetal., author = {Straube, Arthur and Winkelmann, Stefanie and Sch{\"u}tte, Christof and H{\"o}fling, Felix}, title = {Stochastic pH oscillations in a model of the urea-urease reaction confined to lipid vesicles}, series = {J. Phys. Chem. Lett.}, volume = {12}, journal = {J. Phys. Chem. Lett.}, doi = {10.1021/acs.jpclett.1c03016}, pages = {9888 -- 9893}, abstract = {The urea-urease clock reaction is a pH switch from acid to basic that can turn into a pH oscillator if it occurs inside a suitable open reactor. We numerically study the confinement of the reaction to lipid vesicles, which permit the exchange with an external reservoir by differential transport, enabling the recovery of the pH level and yielding a constant supply of urea molecules. For microscopically small vesicles, the discreteness of the number of molecules requires a stochastic treatment of the reaction dynamics. Our analysis shows that intrinsic noise induces a significant statistical variation of the oscillation period, which increases as the vesicles become smaller. The mean period, however, is found to be remarkably robust for vesicle sizes down to approximately 200 nm, but the periodicity of the rhythm is gradually destroyed for smaller vesicles. The observed oscillations are explained as a canard-like limit cycle that differs from the wide class of conventional feedback oscillators.}, language = {en} } @article{BoltzSirbuStelzeretal., author = {Boltz, Horst-Holger and Sirbu, Alexei and Stelzer, Nina and de Lanerolle, Primal and Winkelmann, Stefanie and Annibale, Paolo}, title = {The Impact of Membrane Protein Diffusion on GPCR Signaling}, series = {Cells}, volume = {11}, journal = {Cells}, number = {10}, doi = {10.3390/cells11101660}, pages = {1660}, abstract = {Spatiotemporal signal shaping in G protein-coupled receptor (GPCR) signaling is now a well-established and accepted notion to explain how signaling specificity can be achieved by a superfamily sharing only a handful of downstream second messengers. Dozens of Gs-coupled GPCR signals ultimately converge on the production of cAMP, a ubiquitous second messenger. This idea is almost always framed in terms of local concentrations, the differences in which are maintained by means of spatial separation. However, given the dynamic nature of the reaction-diffusion processes at hand, the dynamics, in particular the local diffusional properties of the receptors and their cognate G proteins, are also important. By combining some first principle considerations, simulated data, and experimental data of the receptors diffusing on the membranes of living cells, we offer a short perspective on the modulatory role of local membrane diffusion in regulating GPCR-mediated cell signaling. Our analysis points to a diffusion-limited regime where the effective production rate of activated G protein scales linearly with the receptor-G protein complex's relative diffusion rate and to an interesting role played by the membrane geometry in modulating the efficiency of coupling}, language = {en} } @article{ErnstSchuetteSigristetal., author = {Ernst, Ariane and Sch{\"u}tte, Christof and Sigrist, Stephan and Winkelmann, Stefanie}, title = {Variance of filtered signals: Characterization for linear reaction networks and application to neurotransmission dynamics}, series = {Mathematical Biosciences}, volume = {343}, journal = {Mathematical Biosciences}, doi = {10.1016/j.mbs.2021.108760}, abstract = {Neurotransmission at chemical synapses relies on the calcium-induced fusion of synaptic vesicles with the presynaptic membrane. The distance to the calcium channels determines the release probability and thereby the postsynaptic signal. Suitable models of the process need to capture both the mean and the variance observed in electrophysiological measurements of the postsynaptic current. In this work, we propose a method to directly compute the exact first- and second-order moments for signals generated by a linear reaction network under convolution with an impulse response function, rendering computationally expensive numerical simulations of the underlying stochastic counting process obsolete. We show that the autocorrelation of the process is central for the calculation of the filtered signal's second-order moments, and derive a system of PDEs for the cross-correlation functions (including the autocorrelations) of linear reaction networks with time-dependent rates. Finally, we employ our method to efficiently compare different spatial coarse graining approaches for a specific model of synaptic vesicle fusion. Beyond the application to neurotransmission processes, the developed theory can be applied to any linear reaction system that produces a filtered stochastic signal.}, language = {en} }