Model reduction methods for classical stochastic systems with fast-switching environments: reduced master equations, stochastic differential equations, and applications

Abstract

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of infinite time scale separation. In some cases, this leads to master equations with negative transition `rates' or bursting events. We devise a simulation algorithm in discrete time to unravel these master equations into sample paths, and provide an interpretation of bursting events. Focusing on stochastic population dynamics coupled to external environments, we discuss a series of approximation schemes combining expansions in the inverse switching rate of the environment, and a Kramers--Moyal expansion in the inverse size of the population. This places the different approximations in relation to existing work on piecewise-deterministic and piecewise-diffusive Markov processes. We apply the model reduction methods to different examples including systems in biology and a model of crack propagation.

arXiv comment31 pages, 13 figures

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