An adaptive solution to the chemical master equation using quantized tensor trains with sliding windows

Abstract

Abstract To cope with an extremely large or even infinite state space when solving the chemical master equation in biological problems, a potent strategy is to restrict to a finite state projection (FSP) and represent the transition matrix and probability vector in quantized tensor train (QTT) format, leading to savings in storage while retaining accuracy. In an earlier adaptive FSP–QTT algorithm, the multidimensional state space was downsized and kept in the form of a hyper rectangle that was updated when needed by selectively doubling some of its side dimensions. However, this could result in a much larger state space than necessary, with the effect of hampering both the execution time and stepping scheme. In this work, we improve the algorithm by enabling sliding windows that can dynamically slide, shrink or expand, with updates driven by a number of stochastic simulation algorithm trajectories. The ensuing state space is a considerably reduced hyper rectangle containing only the most probable states at each time step. Three numerical experiments of varying difficulty are performed to compare our approach with the original adaptive FSP–QTT algorithm.