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- Modeling and Simulation of Complex Processes (23) (remove)
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.
Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading
(2021)
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.
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.
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
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.
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.
In this work, we adapt an established model for the Ca2+-induced fusion dynamics of synaptic vesicles and employ a lumping method to reduce its complexity. In the reduced system, sequential Ca2+-binding steps are merged to a single releasable state, while keeping the important dependence of the reaction rates on the local Ca2+ concentration. We examine the feasibility of this model reduction for a representative stimulus train over the physiologically relevant site-channel distances. Our findings show that the approximation error is generally small and exhibits an interesting nonlinear and non-monotonic behavior where it vanishes for very low distances and is insignificant at intermediary distances. Furthermore, we give expressions for the reduced model’s reaction rates and suggest that our approach may be used to directly compute effective fusion rates for assessing the validity of a fusion model, thereby circumventing expensive simulations.
The chemical diffusion master equation (CDME) describes the probabilistic dynamics of reaction--diffusion systems at the molecular level [del Razo et al., Lett. Math. Phys. 112:49, 2022]; it can be considered the master equation for reaction--diffusion processes. The CDME consists of an infinite ordered family of Fokker--Planck equations, where each level of the ordered family corresponds to a certain number of particles and each particle represents a molecule. The equations at each level describe the spatial diffusion of the corresponding set of particles, and they are coupled to each other via reaction operators --linear operators representing chemical reactions. These operators change the number of particles in the system, and thus transport probability between different levels in the family. In this work, we present three approaches to formulate the CDME and show the relations between them. We further deduce the non-trivial combinatorial factors contained in the reaction operators, and we elucidate the relation to the original formulation of the CDME, which is based on creation and annihilation operators acting on many-particle probability density functions. Finally we discuss applications to multiscale simulations of biochemical systems among other future prospects.
We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each discrete state in the system, or in certain subsystems, and general conditions for the convergence of the collective variable dynamics to a mean-field ordinary differential equation are proved. We discuss the convergence to this mean-field limit for a continuous-time noisy version of the so-called "voter model" on Erdős-Rényi random graphs, on the stochastic block model, as well as on random regular graphs. Moreover, a heterogeneous population of agents is studied. For each of these types of interaction networks, we specify the convergence conditions in dependency on the corresponding model parameters.
At chemical synapses, an arriving electric signal induces the fusion of vesicles with the presynaptic membrane, thereby releasing neurotransmitters into the synaptic cleft. After a fusion event, both the release site and the vesicle undergo a recovery process before becoming available for reuse again. Of central interest is the question which of the two restoration steps acts as the limiting factor during neurotrans-mission under high-frequency sustained stimulation. In order to investigate this question, we introduce a novel non-linear reaction network which involves explicit recovery steps for both the vesicles and the release sites, and includes the induced time-dependent output current. The associated reaction dynamics are formulated by means of ordinary differential equations (ODEs), as well as via the associated stochastic jump process. While the stochastic jump model describes a single release site, the average over many release sites is close to the ODE solution and shares its periodic structure. The reason for this can be traced back to the insight that recovery dynamics of vesicles and release sites are statistically almost independent. A sensitivity analysis on the recovery rates based on the ODE formulation reveals that neither the vesicle nor the release site recovery step can be identified as the essential rate-limiting step but that the rate- limiting feature changes over the course of stimulation. Under sustained stimulation the dynamics given by the ODEs exhibit transient dynamics leading from an initial depression of the postsynaptic response to an asymptotic periodic orbit, while the individual trajectories of the stochastic jump model lack the oscillatory behavior an asymptotic periodicity of the ODE-solution.
This theoretical study concerns a pH oscillator based on the urea-urease reaction confined to giant lipid vesicles. Under suitable conditions, differential transport of urea and hydrogen ion across the unilamellar vesicle membrane periodically resets the pH clock that switches the system from acid to basic, resulting in self-sustained oscillations. We analyse the structure of the phase flow and of the limit cycle, which controls the dynamics for giant vesicles and dominates the pronouncedly stochastic oscillations in small vesicles of submicrometer size. To this end, we derive reduced models, which are amenable to analytic treatments that are complemented by numerical solutions, and obtain the period and amplitude of the oscillations as well as the parameter domain, where oscillatory behavior persists. We show that the accuracy of these predictions is highly sensitive to the employed reduction scheme. In particular, we suggest an accurate two-variable model and show its equivalence to a three-variable model that admits an interpretation in terms of a chemical reaction network. The faithful modeling of a single pH oscillator appears crucial for rationalizing experiments and understanding communication of vesicles and synchronization of rhythms.
A route to the hydrodynamic limit of a reaction-diffusion master equation using gradient structures
(2023)
The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit of an infinitely large population, may be described by means of reaction-diffusion partial differential equations. Analyzing and understanding the relation between different mathematical models for reaction-diffusion dynamics is a research topic of steady interest. In this work, we explore a route to the hydrodynamic limit of the RDME which uses gradient structures. Specifically, we elaborate on a method introduced in [J. Maas and A. Mielke, J. Stat. Phys., 181 (2020), pp. 2257–2303] in the context of well-mixed reaction networks by showing that, once it is complemented with an appropriate limit procedure, it can be applied to spatially extended systems with diffusion. Under the assumption of detailed balance, we write down a gradient structure for the RDME and use the method in order to produce a gradient structure for its hydrodynamic limit, namely, for the corresponding RDPDE.
Collective variables (CVs) are low-dimensional projections of high-dimensional system states. They are used to gain insights into complex emergent dynamical behaviors of processes on networks. The relation between CVs and network measures is not well understood and its derivation typically requires detailed knowledge of both the dynamical system and the network topology. In this Letter, we present a data-driven method for algorithmically learning and understanding CVs for binary-state spreading processes on networks of arbitrary topology. We demonstrate our method using four example networks: the stochastic block model, a ring-shaped graph, a random regular graph, and a scale-free network generated by the Albert-Barabási model. Our results deliver evidence for the existence of low-dimensional CVs even in cases that are not yet understood theoretically.
We previously reported the successful design, synthesis and testing of the prototype opioid painkiller NFEPP that does not elicit adverse side effects. The design process of NFEPP was based on mathematical modelling of extracellular interactions between G-protein coupled receptors (GPCRs) and ligands, recognizing that GPCRs function differently under pathological versus healthy conditions. We now present an additional and novel stochastic model of GPCR function that includes intracellular dissociation of G-protein subunits and modulation of plasma membrane calcium channels and their dependence on parameters of inflamed and healthy tissue (pH, radicals). The model is validated against in vitro experimental data for the ligands NFEPP and fentanyl at different pH values and radical concentrations. We observe markedly reduced binding affinity and calcium channel inhibition for NFEPP at normal pH compared to lower pH, in contrast to the effect of fentanyl. For increasing radical concentrations, we find enhanced constitutive G-protein activation but reduced ligand binding affinity. Assessing the different effects, the results suggest that, compared to radicals, low pH is a more important determinant of overall GPCR function in an inflamed environment. Future drug design efforts should take this into account.
Initiated by mathematical modelling of extracellular interactions between G-protein coupled receptors (GPCRs) and ligands in normal versus diseased (inflamed) environments, we previously reported the successful design, synthesis and testing of the prototype opioid painkiller NFEPP that does not elicit adverse side effects. Uniquely, this design recognised that GPCRs function differently under pathological versus healthy conditions.
We now present a novel stochastic model of GPCR function that includes intracellular dissociation of G-protein subunits and modulation of plasma membrane calcium channels associated with parameters of inflamed tissue (pH, radicals). By means of molecular dynamics simulations, we also assessed qualitative changes of the reaction rates due to additional disulfide bridges inside the GPCR binding pocket and used these rates for stochastic simulations of the corresponding reaction jump process.
The modelling results were validated with in vitro experiments measuring calcium currents and G-protein activation.
We found markedly reduced G-protein dissociation and calcium channel inhibition induced by NFEPP at normal pH, and enhanced constitutive G-protein activation but lower probability of ligand binding with increasing radical concentrations.
These results suggest that, compared to radicals, low pH is a more important determinant of overall GPCR function in an inflamed environment. Future drug design efforts should take this into account.
Modeling, simulation and analysis of interacting agent systems is a broad field of research, with existing approaches reaching from informal descriptions of interaction dynamics to more formal, mathematical models. In this paper, we study agent-based models (ABMs) given as continuous-time stochastic processes and their pathwise approximation by ordinary and stochastic differential equations (ODEs and SDEs, respectively) for medium to large populations. By means of an appropriately adapted transfer operator approach we study the behavior of the ABM process on long time scales. We show that, under certain conditions, the transfer operator approach allows to bridge the gap between the pathwise results for large populations on finite timescales, i.e., the SDE limit model, and approaches built to study dynamical behavior on long time scales like large deviation theory. The latter provides a rigorous analysis of rare events including the associated asymptotic rates on timescales that scale exponentially with the population size. We demonstrate that it is possible to reveal metastable structures and timescales of rare events of the ABM process by finite-length trajectories of the SDE process for large enough populations. This approach has the potential to drastically reduce computational effort for the analysis of ABMs.
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. Based on Gillespie’s stochastic simulation algorithm, a corresponding random dynamical system is formulated in a two-step procedure, at first for the states of the embedded discrete-time Markov chain and then for the augmented Markov chain including random jump times. We uncover a time-shifted synchronization in the sense that—after some initial waiting time—one trajectory exactly replicates another one with a certain time delay. Whether or not such a synchronization behavior occurs depends on the combination of the initial states. We prove this partial time-shifted synchronization for the special setting of a birth-death process by analyzing the corresponding two-point motion of the embedded Markov chain and determine the structure of the associated random attractor. In this context, we also provide general results on existence and form of random attractors for discrete-time, discrete-space random dynamical systems.
Our theoretical study concerns an urea-urease-based pH oscillator confined to giant lipid vesicles. Under suitable conditions, differential transport of urea and hydrogen ion across the unilamellar vesicle membrane periodically resets the pH clock that switches the system from acid to basic, resulting in self-sustained oscillations. We analyse the structure of the limit cycle, which controls the dynamics for giant vesicles and dominates the strongly stochastic oscillations in small vesicles of submicrometer size. To this end, we derive reduced models, amenable to analytic treatments, and show that the accuracy of predictions, including the period of oscillations, is highly sensitive to the choice of the reduction scheme. In particular, we suggest an accurate two-variable model and show its equivalence to a three-variable model that admits an interpretation in terms of a chemical reaction network. The accurate description of a single pH oscillator appears crucial for rationalizing experiments and understanding communication of vesicles and synchronization of rhythms.
This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from computational inefficiency if particle numbers and density get too large. Alternative coarse-grained-resolution models reduce computational effort tremendously, e.g., by replacing the particle distribution by a continuous concentration field governed by reaction-diffusion PDEs. We demonstrate how models on the different resolution levels can be combined into hybrid models that seamlessly combine the best of both worlds, describing molecular species with large copy numbers by macroscopic equations with spatial resolution while keeping the stochastic-spatial particle-based resolution level for the species with low copy numbers. To this end, we introduce a simple particle-based model for the binding dynamics of ions and vesicles at the heart of the neurotransmission process. Within this framework, we derive a novel hybrid model and present results from numerical experiments which demonstrate that the hybrid model allows for an accurate approximation of the full particle-based model in realistic scenarios.
The multi-grid reaction-diffusion master equation (mgRDME) provides a generalization of stochastic compartment-based reaction-diffusion modelling described by the standard reaction-diffusion master equation (RDME). By enabling different resolutions on lattices for biochemical species with different diffusion constants, the mgRDME approach improves both accuracy and efficiency of compartment-based reaction-diffusion simulations. The mgRDME framework is examined through its application to morphogen gradient formation in stochastic reaction-diffusion scenarios, using both an analytically tractable first-order reaction network and a model with a second-order reaction. The results obtained by the mgRDME modelling are compared with the standard RDME model and with the (more detailed) particle-based Brownian dynamics simulations. The dependence of error and numerical cost on the compartment sizes is defined and investigated through a multi-objective optimization problem.
This paper explores memory mechanisms in complex socio-technical systems, using a mobility demand model as an example case. We simplified a large-scale agent-based mobility model into a Markov process and discover that the mobility decision process is non-Markovian. This is due to its dependence on the system’s history, including social structure and local infrastructure, which evolve based on prior mobility decisions. To make the process Markovian, we extend the state space by incorporating two history-dependent components. Although our model is a very much reduced version of the original one, it remains too complex for the application of usual analytic methods. Instead, we employ simulations to examine the functionalities of the two history-dependent components. We think that the structure of the analyzed stochastic process is exemplary for many socio-technical, -economic, -ecological systems. Additionally, it exhibits analogies with the framework of extended evolution, which has previously been used to study cultural evolution.