Stochastic effects in cellular systems are usually modeled and simulated with Gillespie's stochastic simulation algorithm (SSA), which follows the same theoretical derivation as the chemical master equation (CME), but the low efficiency of SSA limits its application to large chemical networks. To improve efficiency of stochastic simulations, Haseltine and Rawlings proposed a hybrid of ODE and SSA algorithm, which combines ordinary differential equations (ODEs) for traditional deterministic models and SSA for stochastic models. In this dissertation, accuracy analysis, efficient implementation strategies, and application of of Haseltine and Rawlings's hybrid method (HR) to a budding yeast cell cycle model are discussed. Accuracy of the hybrid method HR is studied based on a linear chain reaction system, motivated from the modeling practice used for the budding yeast cell cycle control mechanism. Mathematical analysis and numerical results both show that the hybrid method HR is accurate if either numbers of molecules of reactants in fast reactions are above certain thresholds, or rate constants of fast reactions are much larger than rate constants of slow reactions. Our analysis also shows that the hybrid method HR allows for a much greater region in system parameter space than those for the slow scale SSA (ssSSA) and the stochastic quasi steady state assumption (SQSSA) method. Implementation of the hybrid method HR requires a stiff ODE solver for numerical integration and an efficient event-handling strategy for slow reaction firings. In this dissertation, an event-handling strategy is developed based on inverse interpolation. Performances of five wildly used stiff ODE solvers are measured in three numerical experiments. Furthermore, inspired by the strategy of the hybrid method HR, a hybrid of ODE and SSA stochastic models for the budding yeast cell cycle is developed, based on a deterministic model in the literature. Simulation results of this hybrid model match very well with biological experimental data, and this model is the first to do so with these recently available experimental data. This study demonstrates that the hybrid method HR has great potential for stochastic modeling and simulation of large biochemical networks. / Ph. D.

" The chemical engineering literature is dominated by physical and (bio)-chemical processes that exhibit complex nonlinear behavior, and as a consequence, the associated requirements of their analysis, optimization, control and monitoring pose considerable challenges in the face of emerging competitive pressures on the chemical, petrochemical and pharmaceutical industries. The above operational requirements are now increasingly imposed on processes that exhibit inherently nonlinear behavior over a wide range of operating conditions, rendering the employment of linear process control and monitoring methods rather inadequate. At the same time, increased research efforts are now concentrated on the development of new process control and supervisory systems that could be digitally implemented with the aid of powerful computer software codes. In particular, it is widely recognized that the important objective of process performance reliability can be met through a comprehensive framework for process control and monitoring. From: (i) a process safety point of view, the more reliable the process control and monitoring scheme employed and the earlier the detection of an operationally hazardous problem, the greater the intervening power of the process engineering team to correct it and restore operational order (ii) a product quality point of view, the earlier detection of an operational problem might prevent the unnecessary production of o-spec products, and subsequently minimize cost. The present work proposes a new methodological perspective and a novel set of systematic analytical tools aiming at the synthesis and tuning of well-performing digital controllers and the development of monitoring algorithms for nonlinear processes. In particular, the main thematic and research axis traced are: (i) The systematic integrated synthesis and tuning of advanced model-based digital controllers using techniques conceptually inspired by Zubov’s advanced stability theory. (ii) The rigorous quantitative characterization and monitoring of the asymptotic behavior of complex nonlinear processes using the notion of invariant manifolds and functional equations theory. (iii) The systematic design of nonlinear state observer-based process monitoring systems to accurately reconstruct unmeasurable process variables in the presence of time-scale multiplicity. (iv) The design of robust nonlinear digital observers for chemical reaction systems in the presence of model uncertainty. "

Diese Arbeit beschäftigt sich mit Coarse-Graining (dt. ``Vergröberung", ``Zusammenfassung von Zuständen") für Gradientensysteme und Markov-Prozesse. Coarse-Graining ist ein etabliertes Verfahren in der Mathematik und in den Naturwissenschaften und hat das Ziel, die Komplexität eines physikalischen Systems zu reduzieren und effektive Modelle herzuleiten. Die mathematischen Probleme in dieser Arbeit stammen aus der Theorie der Systeme interagierender Teilchen. Hierbei werden zwei Ziele verfolgt: Erstens, Coarse-Graining mathematisch rigoros zu beweisen, zweitens, mathematisch äquivalente Beschreibungen für die effektiven Modelle zu formulieren. Die ersten drei Teile der Arbeit befassen sich mit dem Grenzwert schneller Reaktionen für Reaktionssysteme und Reaktions-Diffusions-Systeme. Um effektive Modelle herzuleiten, werden nicht nur die zugehörigen Reaktionsratengleichungen betrachtet, sondern auch die zugrunde liegende Gradientenstruktur. Für Gradientensysteme wurde in den letzten Jahren eine strukturelle Konvergenz, die sogenannte ``EDP-Konvergenz", entwickelt. Dieses Coarse-Graining-Verfahren wird in der vorliegenden Arbeit auf folgende Systeme mit langsamen und schnellen Reaktionen angewandt: lineare Reaktionssysteme (bzw. Markov-Prozesse auf endlichem Zustandsraum), nichtlineare Reaktionssysteme, die das Massenwirkungsgesetz erfüllen, und lineare Reaktions-Diffusions-Systeme. Für den Grenzwert schneller Reaktionen wird eine mathematisch rigorose und strukturerhaltende Vergröberung auf dem Level des Gradientensystems inform von EDP-Konvergenz bewiesen. Im vierten Teil wird der Zusammenhang zwischen Gleichungen mit Gedächtnis und Markov-Prozessen untersucht. Für Gleichungen mit Gedächtnisintegralen wird explizit ein größer Markov-Prozess konstruiert, der die Gleichung mit Gedächtnis als Teilsystem enthält. Der letzte Teil beschäftigt sich mit verschieden Diskretisierungen für den Fokker-Planck-Operator. Dazu werden numerische und analytische Eigenschaften untersucht. / This thesis deals with coarse-graining for gradient systems and Markov processes. Coarse-graining is a well-established tool in mathematical and natural sciences for reducing the complexity of a physical system and for deriving effective models. The mathematical problems in this work originate from interacting particle systems. The aim is twofold: first, providing mathematically rigorous results for physical coarse-graining, and secondly, formulating mathematically equivalent descriptions for the effective models. The first three parts of the thesis deal with fast-reaction limits for reaction systems and reaction-diffusion systems. Instead of deriving effective models by solely investigating the associated reaction-rate equation, we derive effective models using the underlying gradient structure of the evolution equation. For gradient systems a structural convergence, the so-called ``EDP-convergence", has been derived in recent years. In this thesis, this coarse-graining procedure has been applied to the following systems with slow and fast reactions: linear reaction systems (or Markov process on finite state space), nonlinear reaction systems of mass-action type, and linear reaction-diffusion systems. For the fast-reaction limit, we perform rigorous and structural coarse-graining on the level of the gradient system by proving EDP-convergence. In the fourth part, the connection between memory equations and Markov processes is investigated. Considering linear memory equations, which can be motivated from spatial homogenization, we explicitly construct a larger Markov process that includes the memory equation as a subsystem. The last part deals with different discretization schemes for the Fokker–Planck operator and investigates their analytical and numerical properties.