@TechReport{ it:2006-039,
author = {Andreas Hellander and Per L{\"o}tstedt},
title = {Hybrid Method for the Chemical Master Equation},
institution = {Department of Information Technology, Uppsala University},
department = {Division of Scientific Computing},
year = {2006},
number = {2006-039},
month = aug,
abstract = {The chemical master equation is solved by a hybrid method
coupling a macroscopic, deterministic description with a
mesoscopic, stochastic model. The molecular species are
divided into one subset where the expected values of the
number of molecules are computed and one subset with
species with a stochastic variation in the number of
molecules. The macroscopic equations resemble the reaction
rate equations and the probability distribution for the
stochastic variables satisfy a master equation. The
probability distribution is obtained by the Stochastic
Simulation Algorithm due to Gillespie. The equations are
coupled via a summation over the mesoscale variables. This
summation is approximated by Monte Carlo and Quasi Monte
Carlo methods. The error in the approximations is analyzed.
The hybrid method is applied to three chemical systems from
molecular cell biology.}
}