Approximation scheme for master equations: variational approach to multivariate case
Jun Ohkubo

TL;DR
This paper introduces a variational approximation scheme using second quantization for multivariate chemical master equations, effectively reducing computational complexity while preserving discrete system characteristics.
Contribution
The paper proposes a new variational function scheme for multivariate master equations, improving accuracy and efficiency over previous methods.
Findings
New scheme yields better numerical results.
Computational cost increases only slightly.
Effective for small systems with large fluctuations.
Abstract
We study an approximation scheme based on a second quantization method for a chemical master equation. Small systems, such as cells, could not be studied by the traditional rate equation approach because fluctuation effects are very large in such small systems. Although a Fokker-Planck equation obtained by the system size expansion includes the fluctuation effects, it needs large computational costs for complicated chemical reaction systems. In addition, discrete characteristics of the original master equation are neglected in the system size expansion scheme. It has been shown that the usage of the second quantization description and a variational method achieves tremendous reduction in the dimensionality of the master equation approximately, without loss of the discrete characteristics. We here propose a new scheme for the choice of variational functions, which is applicable to…
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