A multiple time interval finite state projection algorithm for the solution to the chemical master equation

At the mesoscopic scale, chemical processes have probability distributions that evolve according to an infinite set of linear ordinary differential equations known as the chemical master equation (CME). Although only a few classes of CME problems are known to have exact and computationally tractable analytical solutions, the recently proposed finite state projection (FSP) technique provides a systematic reduction of the CME with guaranteed accuracy bounds. For many non-trivial systems, the original FSP technique has been shown to yield accurate approximations to the CME solution. Other systems may require a projection that is still too large to be solved efficiently; for these, the linearity of the FSP allows for many model reductions and computational techniques, which can increase the efficiency of the FSP method with little or no loss in accuracy. In this paper, we present a new approach for choosing and expanding the projection for the original FSP algorithm. Based upon this approach, we develop a new algorithm that exploits the linearity property of super-position. The new algorithm retains the full accuracy guarantees of the original FSP approach, but with significantly increased efficiency for some problems and a greater range of applicability. We illustrate the benefits of this algorithm on a simplified model of the heat shock mechanism in Escherichia coli.