IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v200y2024i1d10.1007_s10957-023-02335-9.html
   My bibliography  Save this article

Tighter Bounds on Transient Moments of Stochastic Chemical Systems

Author

Listed:
  • Flemming Holtorf

    (Massachusetts Institute of Technology)

  • Paul I. Barton

    (Massachusetts Institute of Technology)

Abstract

The use of approximate solution techniques for the Chemical Master Equation is a common practice for the analysis of stochastic chemical systems. Despite their widespread use, however, many such techniques rely on unverifiable assumptions and only a few provide mechanisms to control the approximation error quantitatively. Addressing this gap, Dowdy and Barton (J Chem Phys 149(7):074103, 2018) proposed an optimization-based technique for the computation of guaranteed bounds on the moment trajectories associated with stochastic chemical systems, thereby providing a general framework for rigorous uncertainty quantification. Here, we present an extension of this method. The key contribution is a new hierarchy of convex necessary moment conditions that build upon partitioning of the time domain. These conditions reflect the temporal causality that is inherent to the moment trajectories associated with stochastic processes described by the Chemical Master Equation and can be strengthened by simple refinement of the time domain partition. Analogous to the original method, these conditions generate a hierarchy of semidefinite programs that furnishes monotonically improving bounds on the trajectories of the moments and related statistics of stochastic chemical systems. Compared to its predecessor, the presented hierarchy produces bounds that are at least as tight and features new bound tightening mechanisms such as refinement of the time domain partition which often enable the computation of dramatically tighter bounds with lower computational cost. We analyze the properties of the presented hierarchy, discuss some aspects of its practical implementation and demonstrate its merits with several examples.

Suggested Citation

  • Flemming Holtorf & Paul I. Barton, 2024. "Tighter Bounds on Transient Moments of Stochastic Chemical Systems," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 104-149, January.
  • Handle: RePEc:spr:joptap:v:200:y:2024:i:1:d:10.1007_s10957-023-02335-9
    DOI: 10.1007/s10957-023-02335-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-023-02335-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-023-02335-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kurt Helmes & Stefan Röhl, 2008. "A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems," Mathematics of Operations Research, INFORMS, vol. 33(2), pages 315-326, May.
    2. Gábor Braun & Samuel Fiorini & Sebastian Pokutta & David Steurer, 2015. "Approximation Limits of Linear Programs (Beyond Hierarchies)," Mathematics of Operations Research, INFORMS, vol. 40(3), pages 756-772, March.
    3. Pamela P. Peralta-Yahya & Fuzhong Zhang & Stephen B. del Cardayre & Jay D. Keasling, 2012. "Microbial engineering for the production of advanced biofuels," Nature, Nature, vol. 488(7411), pages 320-328, August.
    4. Didier Henrion & Felix Kirschner & Etienne De Klerk & Milan Korda & Jean-Bernard Lasserre & Victor Magron, 2023. "Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 335-349, March.
    5. Amir Ali Ahmadi & Georgina Hall, 2019. "On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity," Management Science, INFORMS, vol. 44(4), pages 1192-1207, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Maity, Sunil K., 2015. "Opportunities, recent trends and challenges of integrated biorefinery: Part II," Renewable and Sustainable Energy Reviews, Elsevier, vol. 43(C), pages 1446-1466.
    2. Long, Feng & Liu, Weiguo & Jiang, Xia & Zhai, Qiaolong & Cao, Xincheng & Jiang, Jianchun & Xu, Junming, 2021. "State-of-the-art technologies for biofuel production from triglycerides: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 148(C).
    3. Acheampong, Michael & Ertem, Funda Cansu & Kappler, Benjamin & Neubauer, Peter, 2017. "In pursuit of Sustainable Development Goal (SDG) number 7: Will biofuels be reliable?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 927-937.
    4. Das, Manali & Patra, Pradipta & Ghosh, Amit, 2020. "Metabolic engineering for enhancing microbial biosynthesis of advanced biofuels," Renewable and Sustainable Energy Reviews, Elsevier, vol. 119(C).
    5. Zhaolin Li & Artem Prokhorov, 2024. "Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications," Papers 2404.02400, arXiv.org, revised May 2024.
    6. T. D. Chuong & V. Jeyakumar & G. Li, 2019. "A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs," Journal of Global Optimization, Springer, vol. 75(4), pages 885-919, December.
    7. Liu, Kaimin & Fu, Jianqin & Deng, Banglin & Yang, Jing & Tang, Qijun & Liu, Jingping, 2014. "The influences of pressure and temperature on laminar flame propagations of n-butanol, iso-octane and their blends," Energy, Elsevier, vol. 73(C), pages 703-715.
    8. Su, HaiFeng & Lin, JiaFu & Tan, FuRong, 2017. "Progress and perspective of biosynthetic platform for higher-order biofuels," Renewable and Sustainable Energy Reviews, Elsevier, vol. 80(C), pages 801-826.
    9. Sönke Behrends & Anita Schöbel, 2020. "Generating Valid Linear Inequalities for Nonlinear Programs via Sums of Squares," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 911-935, September.
    10. Xinyue Mu & Trent D. Evans & Fuzhong Zhang, 2024. "ATP biosensor reveals microbial energetic dynamics and facilitates bioproduction," Nature Communications, Nature, vol. 15(1), pages 1-10, December.
    11. Chen, Hong-Ge & Zhang, Y.-H. Percival, 2015. "New biorefineries and sustainable agriculture: Increased food, biofuels, and ecosystem security," Renewable and Sustainable Energy Reviews, Elsevier, vol. 47(C), pages 117-132.
    12. Gribling, Sander & Laat, David de & Laurent, Monique, 2017. "Lower Bounds on Matrix Factorization Ranks via Noncommutative Polynomial Optimization," Other publications TiSEM 2dddf156-3d4b-4936-bf02-a, Tilburg University, School of Economics and Management.
    13. Ulugbek Azimov & Victor Okoro & Hector H. Hernandez, 2021. "Recent Progress and Trends in the Development of Microbial Biofuels from Solid Waste—A Review," Energies, MDPI, vol. 14(19), pages 1-23, September.
    14. Sadhukhan, Jhuma & Lloyd, Jon R. & Scott, Keith & Premier, Giuliano C. & Yu, Eileen H. & Curtis, Tom & Head, Ian M., 2016. "A critical review of integration analysis of microbial electrosynthesis (MES) systems with waste biorefineries for the production of biofuel and chemical from reuse of CO2," Renewable and Sustainable Energy Reviews, Elsevier, vol. 56(C), pages 116-132.
    15. Simone Bachleitner & Özge Ata & Diethard Mattanovich, 2023. "The potential of CO2-based production cycles in biotechnology to fight the climate crisis," Nature Communications, Nature, vol. 14(1), pages 1-9, December.
    16. Véra Ehrenstein & Alice Rudge, 2024. "The logic of carbon substitution: from fossilised life to “cell factories”," Review of Agricultural, Food and Environmental Studies, Springer, vol. 105(1), pages 99-123, August.
    17. Ken Kobayashi & Yuich Takano, 2020. "A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems," Computational Optimization and Applications, Springer, vol. 75(2), pages 493-513, March.
    18. Scaife, Mark A. & Merkx-Jacques, Alexandra & Woodhall, David L. & Armenta, Roberto E., 2015. "Algal biofuels in Canada: Status and potential," Renewable and Sustainable Energy Reviews, Elsevier, vol. 44(C), pages 620-642.
    19. James Daniell & Michael Köpke & Séan Dennis Simpson, 2012. "Commercial Biomass Syngas Fermentation," Energies, MDPI, vol. 5(12), pages 1-46, December.
    20. Abbas Bazzi & Samuel Fiorini & Sebastian Pokutta & Ola Svensson, 2019. "No Small Linear Program Approximates Vertex Cover Within a Factor 2 − ɛ," Mathematics of Operations Research, INFORMS, vol. 44(1), pages 147-172, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:200:y:2024:i:1:d:10.1007_s10957-023-02335-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.