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Mathematical models of living cells have been successively refined with advancements in experimental techniques. A main concern is striking a balance between modelling power and the tractability of the associated mathematical analysis. In this work we model the dynamics for the transcription factor Hairy and enhancer of split-1 (Hes1), whose expression oscillates during neural development, and which critically enables stable fate decision in the embryonic brain. We design, parametrise, and analyse a detailed spatial model using ordinary differential equations (ODEs) over a grid capturing both transient oscillatory behaviour and fate decision on a population-level. We also investigate the relationship between this ODE model and a more realistic grid-based model involving intrinsic noise using mostly directly biologically motivated parameters. While we focus specifically on Hes1 in neural development, the approach of linking deterministic and stochastic grid-based models shows promise in modelling various biological processes taking place in a cell population. In this context, our work stresses the importance of the interpretability of complex computational models into a framework which is amenable to mathematical analysis.

We present a stochastic computational model of avascular tumors, emphasizing the detailed implementation of the first four so-called hallmarks of cancer: self-sufficiency in growth factors, resistance to growth inhibitors, avoidance of apoptosis, and unlimited growth potential. Our goal is to provide a foundational understanding of the first steps of cancer malignancy while addressing modeling uncertainties, thus bringing us closer to a first-principles grasp of this process. Preliminary numerical simulations illustrate the comprehensiveness of our perspective., Comment: 9 pages, 2 figures; submitted to ENUMATH23 Proceedings

The landscape of computational modeling in cancer systems biology is diverse, offering a spectrum of models and frameworks, each with its own trade-offs and advantages. Ideally, models are meant to be useful in refining hypotheses, to sharpen experimental procedures and, in the longer run, even for applications in personalized medicine. One of the greatest challenges is to balance model realism and detail with experimental data to eventually produce useful data-driven models. We contribute to this quest by developing a transparent, highly parsimonious, first principles silico model of a growing avascular tumor. We initially formulate the physiological considerations and the specific model within a stochastic cell-based framework. We next formulate a corresponding mean-field model using partial differential equations which is amenable to mathematical analysis. Despite a few notable differences between the two models, we are in this way able to successfully detail the impact of all parameters in the stability of the growth process and on the eventual tumor fate of the stochastic model. This facilitates the deduction of Bayesian priors for a given situation, but also provides important insights into the underlying mechanism of tumor growth and progression. Although the resulting model framework is relatively simple and transparent, it can still reproduce the full range of known emergent behavior. We identify a novel model instability arising from nutrient starvation and we also discuss additional insight concerning possible model additions and the effects of those. Thanks to the framework's flexibility, such additions can be readily included whenever the relevant data become available., Comment: 30 pages, 10 figures

In an effort to provide regional decision support for the public healthcare, we design a data-driven compartment-based model of COVID-19 in Sweden. From national hospital statistics we derive parameter priors, and we develop linear filtering techniques to drive the simulations given data in the form of daily healthcare demands. We additionally propose a posterior marginal estimator which provides for an improved temporal resolution of the reproduction number estimate as well as supports robustness checks via a parametric bootstrap procedure. From our computational approach we obtain a Bayesian model of predictive value which provides important insight into the progression of the disease, including estimates of the effective reproduction number, the infection fatality rate, and the regional-level immunity. We successfully validate our posterior model against several different sources, including outputs from extensive screening programs. Since our required data in comparison is easy and non-sensitive to collect, we argue that our approach is particularly promising as a tool to support monitoring and decisions within public health., Comment: Software for reproducibility: https://github.com/robineriksson/Bayesian-Monitoring-of-COVID-19-in-Sweden

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the Bayesian model's convergence with increasing amounts of data under measurement limitations. Depending on how weakly informative the disease measurements are, we offer a kind of `best case' as well as a `worst case' analysis where, in the former case, we assume that the prevalence is directly accessible, while in the latter that only a binary signal corresponding to a prevalence detection threshold is available. Both cases are studied under an assumed so-called linear noise approximation as to the true dynamics. Numerical experiments test the sharpness of our results when confronted with more realistic situations for which analytical results are unavailable., Comment: This version final after internal revision

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing step building upon deterministic neural networks, and do not take network prediction uncertainty into account. This work proposes a robust integrated approach that learns summary statistics using Bayesian neural networks, and directly estimates the posterior density using categorical distributions. An adaptive sampling scheme selects simulation locations to efficiently and iteratively refine the predictive posterior of the network conditioned on observations. This allows for more efficient and robust convergence on comparatively large prior spaces. We demonstrate our approach on benchmark examples and compare against related methods.

Approaches to the calculation of the full state vector of a larger epidemiological model for the spread of COVID-19 in Sweden at the initial time instant from available data and with a simplified dynamical model are proposed and evaluated. The larger epidemiological model is based on a continuous Markov chain and captures the demographic composition of and the transport flows between the counties of Sweden. Its intended use is to predict the outbreak development in temporal and spatial coordinates as well as across the demographic groups. It can also support evaluating and comparing of prospective intervention strategies in terms of e.g. lockdown in certain areas or isolation of specific age groups. The simplified model is a discrete time-invariant linear system that has cumulative infectious incidence, infected population, asymptomatic population, exposed population, and infectious pressure as the state variables. Since the system matrix of the model depends on a number transition rates, structural properties of the model are investigated for suitable parameter ranges. It is concluded that the model becomes unobservable for some parameter values. Two contrasting approaches to the initial state estimation are considered. One is a version of Rauch-Tung-Striebel smoother and another is based on solving a batch nonlinear optimization problem. The benefits and shortcomings of the considered estimation techniques are analyzed and compared on synthetic data for several Swedish counties., Comment: 7 pages, 8 figures

We develop a general distributed implementation of an adaptive fast multipole method in three space dimensions. We rely on a balanced type of adaptive space discretisation which supports a highly transparent and fully distributed implementation. A complexity analysis indicates favorable scaling properties and numerical experiments on up to 512 cores and 1 billion source points verify them. The parameters controlling the algorithm are subject to in-depth experiments and the performance response to the input parameters implies that the overall implementation is well-suited to automated tuning.

Modern Flash X-ray diffraction Imaging (FXI) acquires diffraction signals from single biomolecules at a high repetition rate from X-ray Free Electron Lasers (XFELs), easily obtaining millions of 2D diffraction patterns from a single experiment. Due to the stochastic nature of FXI experiments and the massive volumes of data, retrieving 3D electron densities from raw 2D diffraction patterns is a challenging and time-consuming task. We propose a semi-automatic data analysis pipeline for FXI experiments, which includes four steps: hit finding and preliminary filtering, pattern classification, 3D Fourier reconstruction, and post analysis. We also include a recently developed bootstrap methodology in the post-analysis step for uncertainty analysis and quality control. To achieve the best possible resolution, we further suggest using background subtraction, signal windowing, and convex optimization techniques when retrieving the Fourier phases in the post-analysis step. As an application example, we quantified the 3D electron structure of the PR772 virus using the proposed data-analysis pipeline. The retrieved structure was above the detector-edge resolution and clearly showed the pseudo-icosahedral capsid of the PR772.

Mathematical epidemiological models have a broad use, including both qualitative and quantitative applications. With the increasing availability of data, large-scale quantitative disease spread models can nowadays be formulated. Such models have a great potential, e.g., in risk assessments in public health. Their main challenge is model parameterization given surveillance data, a problem which often limits their practical usage. We offer a solution to this problem by developing a Bayesian methodology suitable to epidemiological models driven by network data. The greatest difficulty in obtaining a concentrated parameter posterior is the quality of surveillance data; disease measurements are often scarce and carry little information about the parameters. The often overlooked problem of the model's identifiability therefore needs to be addressed, and we do so using a hierarchy of increasingly realistic known truth experiments. Our proposed Bayesian approach performs convincingly across all our synthetic tests. From pathogen measurements of shiga toxin-producing Escherichia coli O157 in Swedish cattle, we are able to produce an accurate statistical model of first-principles confronted with data. Within this model we explore the potential of a Bayesian public health framework by assessing the efficiency of disease detection and -intervention scenarios.

Current Flash X-ray single-particle diffraction Imaging (FXI) experiments, which operate on modern X-ray Free Electron Lasers (XFELs), can record millions of interpretable diffraction patterns from individual biomolecules per day. Due to the stochastic nature of the XFELs, those patterns will to a varying degree include scatterings from contaminated samples. Also, the heterogeneity of the sample biomolecules is unavoidable and complicates data processing. Reducing the data volumes and selecting high-quality single-molecule patterns are therefore critical steps in the experimental set-up. In this paper, we present two supervised template-based learning methods for classifying FXI patterns. Our Eigen-Image and Log-Likelihood classifier can find the best-matched template for a single-molecule pattern within a few milliseconds. It is also straightforward to parallelize them so as to fully match the XFEL repetition rate, thereby enabling processing at site.

We take up the challenge of designing realistic computational models of large interacting cell populations. The goal is essentially to bring Gillespie's celebrated stochastic methodology to the level of an interacting population of cells. Specifically, we are interested in how the gold standard of single cell computational modeling, here taken to be spatial stochastic reaction-diffusion models, may be efficiently coupled with a similar approach at the cell population level. Concretely, we target a recently proposed set of pathways for pattern formation involving Notch-Delta signaling mechanisms. These involve cell-to-cell communication as mediated both via direct membrane contact sites as well as via cellular protrusions. We explain how to simulate the process in growing tissue using a multilevel approach and we discuss implications for future development of the associated computational methods.

We develop a mesoscopic modeling framework for diffusion in a crowded environment, particularly targeting applications in the modeling of living cells. Through homogenization techniques we effectively coarse-grain a detailed microscopic description into a previously developed internal state diffusive framework. The observables in the mesoscopic model correspond to solutions of macroscopic partial differential equations driven by stochastically varying diffusion fields in space and time. Analytical solutions and numerical experiments illustrate the framework.

We develop an efficient and high order panel method with applications in airfoil design. Through the use of analytic work and careful considerations near singularities our approach is quadrature-free. The resulting method is examined with respect to accuracy and efficiency and we discuss the different trade-offs in approximation order and computational complexity. A reference implementation within a package for a two-dimensional fast multipole method is distributed freely.

Modern technology for producing extremely bright and coherent X-ray laser pulses provides the possibility to acquire a large number of diffraction patterns from individual biological nanoparticles, including proteins, viruses, and DNA. These two-dimensional diffraction patterns can be practically reconstructed and retrieved down to a resolution of a few \angstrom. In principle, a sufficiently large collection of diffraction patterns will contain the required information for a full three-dimensional reconstruction of the biomolecule. The computational methodology for this reconstruction task is still under development and highly resolved reconstructions have not yet been produced. We analyze the Expansion-Maximization-Compression scheme, the current state of the art approach for this very challenging application, by isolating different sources of uncertainty. Through numerical experiments on synthetic data we evaluate their respective impact. We reach conclusions of relevance for handling actual experimental data, as well as pointing out certain improvements to the underlying estimation algorithm. We also introduce a practically applicable computational methodology in the form of bootstrap procedures for assessing reconstruction uncertainty in the real data case. We evaluate the sharpness of this approach and argue that this type of procedure will be critical in the near future when handling the increasing amount of data., Comment: 21 pages

Neuronal models based on the Hodgkin-Huxley equation form a fundamental framework in the field of computational neuroscience. While the neuronal state is often modeled deterministically, experimental recordings show stochastic fluctuations, presumably driven by molecular noise from the underlying microphysical conditions. In turn, the firing of individual neurons gives rise to an electric field n extracellular space, also thought to affect the firing pattern of nearby neurons. We develop a multiscale model which combines a stochastic ion channel gating process taking place on the neuronal membrane, together with the propagation of an action potential along the neuronal structure. We also devise a numerical method relying on a split-step strategy which effectively couples these two processes and we experimentally test the feasibility of this approach. We finally also explain how the approach can be extended with Maxwell's equations to allow the potential to be propagated in extracellular space., Comment: 23 pages, 10 figures

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models, the computational complexity can be rather high such that approximate multiscale models are attractive alternatives. Within this framework some variables are described stochastically, while others are approximated with a macroscopic point value. We devise theoretical tools for analyzing the pathwise multiscale convergence of this type of variable splitting methods, aiming specifically at spatially extended models. Notably, the conditions we develop guarantee well-posedness of the approximations without requiring explicit assumptions of \textit{a priori} bounded solutions. We are also able to quantify the effect of the different sources of errors, namely the \emph{multiscale error} and the \emph{splitting error}, respectively, by developing suitable error bounds. Computational experiments on selected problems serve to illustrate our findings.

We present the R package SimInf which provides an efficient and very flexible framework to conduct data-driven epidemiological modeling in realistic large scale disease spread simulations. The framework integrates infection dynamics in subpopulations as continuous-time Markov chains using the Gillespie stochastic simulation algorithm and incorporates available data such as births, deaths and movements as scheduled events at predefined time-points. Using C code for the numerical solvers and OpenMP to divide work over multiple processors ensures high performance when simulating a sample outcome. One of our design goal was to make SimInf extendable and enable usage of the numerical solvers from other R extension packages in order to facilitate complex epidemiological research. In this paper, we provide a technical description of the framework and demonstrate its use on some basic examples. We also discuss how to specify and extend the framework with user-defined models., Comment: The manual has been updated to the latest version of SimInf (v6.0.0). 41 pages, 16 figures

We consider a multiscale strategy addressing the disparate scales in the Landau-Lifschitz equations in micro-magnetism. At the microscopic scale, the dynamics of magnetic moments are driven by a high frequency field. On the macroscopic scale we are interested in simulating the dynamics of the magnetisation without fully resolving the microscopic scales. The method follows the framework of heterogeneous multiscale methods and it has two main ingredients: a micro- and a macroscale model. The microscopic model is assumed to be known exactly whereas the macro model is incomplete as it lacks effective quantities. The two models use different temporal and spatial scales and effective parameter values for the macro model are computed on the fly, allowing for improved efficiency over traditional one-scale schemes. For the analysis, we consider a single spin under a high frequency field and show that effective quantities can be obtained accurately with step-sizes much larger than the size of the microscopic scales required to resolve the microscopic features. Numerical results both for a single magnetic particle as well as a chain of interacting magnetic particles are given to validate the theory., Comment: 23 pages

Nature presents multiple intriguing examples of processes which proceed at high precision and regularity. This remarkable stability is frequently counter to modelers' experience with the inherent stochasticity of chemical reactions in the regime of low copy numbers. Moreover, the effects of noise and nonlinearities can lead to "counter-intuitive" behavior, as demonstrated for a basic enzymatic reaction scheme that can display stochastic focusing (SF). Under the assumption of rapid signal fluctuations, SF has been shown to convert a graded response into a threshold mechanism, thus attenuating the detrimental effects of signal noise. However, when the rapid fluctuation assumption is violated, this gain in sensitivity is generally obtained at the cost of very large product variance, and this unpredictable behavior may be one possible explanation of why, more than a decade after its introduction, SF has still not been observed in real biochemical systems. In this work we explore the noise properties of a simple enzymatic reaction mechanism with a small and fluctuating number of active enzymes that behaves as a high-gain, noisy amplifier due to SF caused by slow enzyme fluctuations. We then show that the inclusion of a plausible negative feedback mechanism turns the system from a noisy signal detector to a strong homeostatic mechanism by exchanging high gain with strong attenuation in output noise and robustness to parameter variations. Moreover, we observe that the discrepancy between deterministic and stochastic descriptions of stochastically focused systems in the evolution of the means almost completely disappears, despite very low molecule counts and the additional nonlinearity due to feedback. The reaction mechanism considered here can provide a possible resolution to the apparent conflict between intrinsic noise and high precision in critical intracellular processes.

Subdiffusion has been proposed as an explanation of various kinetic phenomena inside living cells. In order to fascilitate large-scale computational studies of subdiffusive chemical processes, we extend a recently suggested mesoscopic model of subdiffusion into an accurate and consistent reaction-subdiffusion computational framework. Two different possible models of chemical reaction are revealed and some basic dynamic properties are derived. In certain cases those mesoscopic models have a direct interpretation at the macroscopic level as fractional partial differential equations in a bounded time interval. Through analysis and numerical experiments we estimate the macroscopic effects of reactions under subdiffusive mixing. The models display properties observed also in experiments: for a short time interval the behavior of the diffusion and the reaction is ordinary, in an intermediate interval the behavior is anomalous, and at long times the behavior is ordinary again.

In computational system biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a discretization of the diffusion equation. Using unstructured meshes to represent complicated geometries may lead to negative coefficients when using piecewise linear finite elements. Several methods have been proposed to modify the coefficients to enforce the non-negativity needed in the stochastic setting. In this paper, we present a method to quantify the error introduced by that change. We interpret the modified discretization matrix as the exact finite element discretization of a perturbed equation. The forward error, the error between the analytical solutions to the original and the perturbed equations, is bounded by the backward error, the error between the diffusion of the two equations. We present a backward analysis algorithm to compute the diffusion coefficient from a given discretization matrix. The analysis suggests a new way of deriving non-negative jump coefficients that minimizes the backward error. The theory is tested in numerical experiments indicating that the new method is superior and minimizes also the forward error.

We present a computational modeling framework for data-driven simulations and analysis of infectious disease spread in large populations. For the purpose of efficient simulations, we devise a parallel solution algorithm targeting multi-socket shared memory architectures. The model integrates infectious dynamics as continuous-time Markov chains and available data such as animal movements or aging are incorporated as externally defined events. To bring out parallelism and accelerate the computations, we decompose the spatial domain and optimize cross-boundary communication using dependency-aware task scheduling. Using registered livestock data at a high spatio-temporal resolution, we demonstrate that our approach not only is resilient to varying model configurations, but also scales on all physical cores at realistic work loads. Finally, we show that these very features enable the solution of inverse problems on national scales., Comment: 27 pages, 5 figures

Mesoscopic models in the reaction-diffusion framework have gained recognition as a viable approach to describing chemical processes in cell biology. The resulting computational problem is a continuous-time Markov chain on a discrete and typically very large state space. Due to the many temporal and spatial scales involved many different types of computationally more effective multiscale models have been proposed, typically coupling different types of descriptions within the Markov chain framework. In this work we look at the strong convergence properties of the basic first order Strang, or Lie-Trotter, split-step method, which is formed by decoupling the dynamics in finite time-steps. Thanks to its simplicity and flexibility, this approach has been tried in many different combinations. We develop explicit sufficient conditions for path-wise well-posedness and convergence of the method, including error estimates, and we illustrate our findings with numerical examples. In doing so, we also suggest a certain partition of unity representation for the split-step method, which in turn implies a concrete simulation algorithm under which trajectories may be compared in a path-wise sense.

The classical method of determining the atomic structure of complex molecules by analyzing diffraction patterns is currently undergoing drastic developments. Modern techniques for producing extremely bright and coherent X-ray lasers allow a beam of streaming particles to be intercepted and hit by an ultrashort high energy X-ray beam. Through machine learning methods the data thus collected can be transformed into a three-dimensional volumetric intensity map of the particle itself. The computational complexity associated with this problem is very high such that clusters of data parallel accelerators are required. We have implemented a distributed and highly efficient algorithm for inversion of large collections of diffraction patterns targeting clusters of hundreds of GPUs. With the expected enormous amount of diffraction data to be produced in the foreseeable future, this is the required scale to approach real time processing of data at the beam site. Using both real and synthetic data we look at the scaling properties of the application and discuss the overall computational viability of this exciting and novel imaging technique.

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier polynomials, we are able to estimate any moment of the Markov process even though the system of moment equations may not be closed. Using new weighted discrete Sobolev spaces, we derive explicit error bounds of the transition probabilities and new weak a priori estimates for approximating the moments of the Markov processs using a truncated form of the expansion. Using our error bounds and estimates, we are able to show that our approximations converge to the true stochastic process as we add more terms to the expansion and give explicit bounds on the truncation error. As a result, we are the first paper in the queueing literature to provide error bounds and estimates on the performance of a moment closure approximation. Lastly, we perform several numerical experiments for some important models in the queueing theory literature and show that our expansion techniques are accurate at estimating the moment dynamics of these Markov process with only a few terms of the expansion.

We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of interest to design a highly efficient implementation. We show how to do this, and moreover, we show how our implementation can be parallelized to utilize the power of modern multicore computers. Our freely available code, fully Matlab compatible, achieves about a factor of 5 times in speedup on a typical 6-core machine and 10 times on a dual-socket 16 core machine compared to the built-in serial implementation.

We discuss an implementation of adaptive fast multipole methods targeting hybrid multicore CPU- and GPU-systems. From previous experiences with the computational profile of our version of the fast multipole algorithm, suitable parts are off-loaded to the GPU, while the remaining parts are threaded and executed concurrently by the CPU. The parameters defining the algorithm affects the performance and by measuring this effect we are able to dynamically balance the algorithm towards optimal performance. Our setup uses the dynamic nature of the computations and is therefore of general character.

Simulation of extracellular fields is one of the substantial methods used in the area of computational neuroscience. Its most common usage is validation of experimental methods as EEG and extracellular spike recordings or modeling of physiological phenomena which can not be easily determined empirically. Continuous experimental work has been re-raising the importance of polarization effects between neuronal structures to neuronal communication. As this effects relies on very small potential changes, better modeling methods are necessary to quantify the weak electrical fields in the microscopic scale in a more realistic way. An important factor of influence on local field effects in the hippocampal formation is the heterogeneous resistivity of extracellular tissue. The vast majority of modeling studies consider the extracellular space to be homogeneous while experimentally, it has been shown that the stratum pyramidale has two times higher resistivity then other hippocampal layers. Common simulation methods for extracellular electrical fields based on the point source approximation are bound to describe the resistance of the space with a single, linear factor. We propose that models should be based on the space- and time-dependent Maxwell equations in order to account for heterogeneous properties of the extracellular space and specific arrangements of neurons in dense hippocampal layers. To demonstrate the influence of heterogeneous extracellular resistivity and neuronal spatial orientation on modeling results, we combine solutions of classical compartment models with spatiotemporal PDEs solved by the FEM. With the help of these methods, we show that the inclusion of heterogeneous resistivity has a substantial impact on voltages in close proximity to emitting neurons, increasing the extracellular potentials substantially compared to the homogeneous variant., Comment: 7 pages, 4 figures

We present a highly general implementation of fast multipole methods on graphics processing units (GPUs). Our two-dimensional double precision code features an asymmetric type of adaptive space discretization leading to a particularly elegant and flexible implementation. All steps of the multipole algorithm are efficiently performed on the GPU, including the initial phase which assembles the topological information of the input data. Through careful timing experiments we investigate the effects of the various peculiarities of the GPU architecture., Comment: Software available at http://user.it.uu.se/~stefane/freeware.html

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By `reasonable' we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By `explicit', finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.

An existing phase-field model of two immiscible fluids with a single soluble surfactant present is discussed in detail. We analyze the well-posedness of the model and provide strong evidence that it is mathematically ill-posed for a large set of physically relevant parameters. As a consequence, critical modifications to the model are suggested that substantially increase the domain of validity. Carefully designed numerical simulations offer informative demonstrations as to the sharpness of our theoretical results and the qualities of the physical model. A fully coupled hydrodynamic test-case demonstrates the potential to capture also non-trivial effects on the overall flow.

The notion of well-separated sets is crucial in fast multipole methods as the main idea is to approximate the interaction between such sets via cluster expansions. We revisit the one-parameter multipole acceptance criterion in a general setting and derive a relative error estimate. This analysis benefits asymmetric versions of the method, where the division of the multipole boxes is more liberal than in conventional codes. Such variants offer a particularly elegant implementation with a balanced multipole tree, a feature which might be very favorable on modern computer architectures.

We have developed URDME, a general software for simulation of stochastic reaction-diffusion processes on unstructured meshes. This allows for a more flexible handling of complicated geometries and curved boundaries compared to simulations on structured, cartesian meshes. The underlying algorithm is the next subvolume method, extended to unstructured meshes by obtaining jump coefficients from a finite element formulation of the corresponding macroscopic equation. This manual describes version 1.4 of the software. Refer to www.urdme.org for the latest updates., Comment: The latest version of URDME is available from http://www.urdme.org

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate equations. A stochastic simulation algorithm is used to obtain an exact realization of the process at the mesoscopic scale (in parallel). The underlying stochastic description is a jump process driven by the Poisson measure. A convergence result in this arguably difficult setting is established suggesting that a homogenization of the solution is advantageous. We devise a simple but highly general such technique. Three numerical experiments on models representative to the field of computational systems biology illustrate the method. For non-stiff problems, it is shown that the method is able to quickly converge even when stochastic effects are present. For stiff problems we are instead able to obtain fast convergence to a homogenized solution. Overall, the method builds an attractive bridge between on the one hand, macroscopic deterministic scales and, on the other hand, mesoscopic stochastic ones. This construction is clearly possible to apply also to stochastic models within other fields., Comment: 30 pages, 7 figures, extended abstract to appear in proceedings of ICNAAM 2008

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic level, the master equation for a well stirred chemical system is combined with Brownian motion in space to obtain the reaction-diffusion master equation. The space is covered by an unstructured mesh and the diffusion coefficients on the mesoscale are obtained from a finite element discretization of the Laplace operator on the macroscale. The resulting method is a flexible hybrid algorithm in that the diffusion can be handled either on the meso- or on the macroscale level. The accuracy and the efficiency of the method are illustrated in three numerical examples inspired by molecular biology.