Bounding transient moments of stochastic chemical reactions

Yuta Sakurai, Yutaka Hori

研究成果: Article

3 引用 (Scopus)

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The predictive ability of stochastic chemical reactions is currently limited by the lack of closed form solutions to the governing chemical master equation. To overcome this limitation, this letter proposes a computational method capable of predicting mathematically rigorous upper and lower bounds of transient moments for reactions governed by the law of mass action. We first derive an equation that transient moments must satisfy based on the moment equation. Although this equation is underdetermined, we introduce a set of semidefinite constraints known as moment condition to narrow the feasible set of the variables in the equation. Using these conditions, we formulate a semidefinite program that efficiently and rigorously computes the bounds of transient moment dynamics. The proposed method is demonstrated with illustrative numerical examples and is compared with related works to discuss advantages and limitations.

元の言語English
記事番号8462752
ページ(範囲)290-295
ページ数6
ジャーナルIEEE Control Systems Letters
3
発行部数2
DOI
出版物ステータスPublished - 2019 4 1

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Control and Optimization

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