## Introduction

There is a fairly large literature on reaction-diffusion modelling using partial differential equations (PDEs). There is also a fairly large literature on stochastic modelling of coupled chemical reactions, which account for the discreteness of reacting species at low concentrations. There is some literature on combining the two, to form stochastic reaction-diffusion systems, but much less.

In this post we will look at one approach to the stochastic reaction-diffusion problem, based on an underlying stochastic process often described by the reaction diffusion master equation (RDME). We will start by generating exact realisations from this process using the spatial Gillespie algorithm, before switching to a continuous stochastic approximation often known as the spatial chemical Langevin equation (spatial CLE). For fine discretisations, this spatial CLE is just an explicit numerical scheme for an associated reaction-diffusion stochastic partial differential equation (SPDE), and we can easily contrast such SPDE dynamics with their deterministic PDE approximation. We will investigate using simulation, based on my Scala library, scala-smfsb, which accompanies the third edition of my textbook, Stochastic modelling for systems biology, as discussed in previous posts.

All of the code used to generate the plots and movies in this post is available in my blog repo, and is very simple to build and run.

## The Lotka-Volterra reaction network

### Exact simulation from the RDME

My favourite toy coupled chemical reaction network is the Lotka-Volterra predator-prey system, presented as the three reactions

$X \longrightarrow 2X$
$X + Y \longrightarrow 2Y$
$Y \longrightarrow \emptyset$

with $X$ representing the prey species and $Y$ the predator. I showed how to simulate realisations from this process using the Scala library in the previous post. Here we will consider simulation of this model in 2d, and simulate exact realisation from the appropriate RDME using the spatial Gillespie algorithm. Full runnable code for this simulation is here, but the key lines are:

```val r = 100; val c = 120
val model = SpnModels.lv[IntState]()
val step = Spatial.gillespie2d(model, DenseVector(0.6, 0.6), maxH=1e12)
val x00 = DenseVector(0, 0)
val x0 = DenseVector(50, 100)
val xx00 = PMatrix(r, c, Vector.fill(r*c)(x00))
val xx0 = xx00.updated(c/2, r/2, x0)
val s = Stream.iterate(xx0)(step(_,0.0,0.1))
```

which sets up an infinite lazy `Stream` of states on a 100×120 grid over time steps of 0.1 units with diffusion rates of 0.6 for both species. We can then map this to a stream of images and visualise it using my scala-view library (described in this post). Running gives the following output:

The above image is the final frame of a movie which can be viewed by clicking on the image. In the simulation, blue represents the prey species, $X$, and red represents the predator, $Y$. The simulation is initialised with a few prey and predators in the central pixel. At each time step of the simulation, either a reaction or a diffusion event may occur. If diffusion occurs, an individual moves from its current location to one of the four adjacent pixels. This algorithm is extremely computationally intensive, however well it is implemented. The implementation used here (using the function `Spatial.gillespie2d` in the `scala-smfsb` library) is quite inefficient. A more efficient implementation would use the next subvolume method or similar algorithm. But since every reaction event is simulated sequentially, this algorithm is always going to be intolerably slow for most interesting problems.

### The spatial CLE

The spatial CLE effectively approximates the true RDME dynamics with a set of coupled stochastic differential equations (SDEs) on the spatial grid. This can be interpreted as an explicit scheme for numerically integrating an SPDE. But this numerical scheme is much more efficient, allowing sensible time-stepping of the process, and vectorises and parallelises nicely. The details are in my book, but the Scala implementation is here. Diffusion is implemented efficiently and in parallel using the comonadic approach that I’ve described previously. We can quickly and easily generate large simulations using the spatial CLE. Here is a movie generated on a 250×300 grid.

Again, clicking on the frame should give the movie. We see that although the quantitative details are slightly different to the exact algorithm, the essential qualitative behaviour of the system is captured well by the spatial CLE. Full code for this simulation is here.

### Reaction-diffusion PDE

If we remove all of the noise terms from the spatial CLE, we get a set of coupled ODEs, which again, may be interpreted as a numerical scheme for integrating a reaction-diffusion PDE model. Below are the dynamics on the same 250×300 grid.

It seems a bit harsh to describe a reaction-diffusion PDE as “boring”, but it certainly isn’t as interesting as the stochastic dynamics. Also, it has qualitatively quite different behaviour to the stochastic models, with wavefronts being less pronounced and less well separated. The code for this one is here.

### Other initialisations

Instead of just seeding the simulation with some individuals in the central pixel, we can initialise 3 pixels. We can look first at a spatial CLE simulation.

Code here.

We can look at the same problem, but now using a PDE.

Code here.

Alternatively, we can initialise every pixel independently with random numbers of predator and prey. A movie for this is given below, following a short warm-up.

Code here.

Again, we can look at the corresponding deterministic integration.

Code here.

## The SIR model

Let’s now turn attention to a spatial epidemic process model, the spatial susceptible-infectious-recovered model. Again, we’ll start from the discrete reaction formulation.

$S + I \longrightarrow 2I$
$I \longrightarrow R$

I’ll add this model to the next release of `scala-smfsb`, but in the meantime we can easily define it ourselves with:

```def sir[S: State](p: DenseVector[Double] = DenseVector(0.1, 0.5)): Spn[S] =
UnmarkedSpn[S](
List("S", "I", "R"),
DenseMatrix((1, 1, 0), (0, 1, 0)),
DenseMatrix((0, 2, 0), (0, 0, 1)),
(x, t) => {
val xd = x.toDvd
DenseVector(
xd(0) * xd(1) * p(0), xd(1) * p(1)
)}
)
```

We can seed a simulation with a few infectious individuals in the centre of a roughly homogeneous population of susceptibles.

## Spatial CLE

This time we’ll skip the exact simulation, since it’s very slow, and go straight to the spatial CLE. A simulation on a 250×300 grid is given below.

Here, green represents $S$, red $I$ and blue $R$. In this simulation, $I$ diffuses more slowly than $S$, and $R$ doesn’t diffuse at all.
Code here.

## PDE model

If we ditch the noise to get a reaction-diffusion PDE model, the dynamics are as follows.

Again, we see that the deterministic model is quite different to the stochastic version, and kind-of boring. Code here.

## Further information

All of the code used to generate the plots and movies in this post is available in an easily runnable form in my blog repo. It is very easy to adapt the examples to vary parameters and initial conditions, and to study other reaction systems. Further details relating to stochastic reaction-diffusion modelling based on the RDME can be found in Chapter 9 of my textbook, Stochastic modelling for systems biology, third edition.

## The scala-smfsb library

In the previous post I gave a very quick introduction to the `smfsb` R package. As mentioned in that post, although good for teaching and learning, R isn’t a great language for serious scientific computing or computational statistics. So for the publication of the third edition of my textbook, Stochastic modelling for systems biology, I have created a library in the Scala programming language replicating the functionality provided by the R package. Here I will give a very quick introduction to the scala-smfsb library. Some familiarity with both Scala and the `smfsb` R package will be helpful, but is not strictly necessary. Note that the library relies on the Scala Breeze library for linear algebra and probability distributions, so some familiarity with that library can also be helpful.

## Setup

To follow the along you need to have Sbt installed, and this in turn requires a recent JDK. If you are new to Scala, you may find the setup page for my Scala course to be useful, but note that on many Linux systems it can be as simple as installing the packages `openjdk-8-jdk` and `sbt`.

Once you have Sbt installed, you should be able to run it by entering `sbt` at your OS command line. You now need to use Sbt to create a Scala REPL with a dependency on the `scala-smfsb` library. There are many ways to do this, but if you are new to Scala, the simplest way is probably to start up Sbt from an empty or temporary directory (which doesn’t contain any Scala code), and then paste the following into the Sbt prompt:

```set libraryDependencies += "com.github.darrenjw" %% "scala-smfsb" % "0.6"
set libraryDependencies += "org.scalanlp" %% "breeze-viz" % "0.13.2"
set scalaVersion := "2.12.6"
set scalacOptions += "-Yrepl-class-based"
console
```

The first time you run this it will take a little while to download and cache various library dependencies. But everything is cached, so it should be much quicker in future. When it is finished, you should have a Scala REPL ready to enter Scala code.

## An introduction to `scala-smfsb`

It should be possible to type or copy-and-paste the commands below one-at-a-time into the Scala REPL. We need to start with a few imports.

```import smfsb._
import breeze.linalg.{Vector => BVec, _}
import breeze.numerics._
import breeze.plot._
```

Note that I’ve renamed Breeze’s `Vector` type to `BVec` to avoid clashing with that in the Scala standard library. We are now ready to go.

### Simulating models

Let’s begin by instantiating a Lotka-Volterra model, simulating a single realisation of the process, and then plotting it.

```// Simulate LV with Gillespie
val model = SpnModels.lv[IntState]()
val step = Step.gillespie(model)
val ts = Sim.ts(DenseVector(50, 100), 0.0, 20.0, 0.05, step)
Sim.plotTs(ts, "Gillespie simulation of LV model with default parameters")
```

The library comes with a few other models. There’s a Michaelis-Menten enzyme kinetics model:

```// Simulate other models with Gillespie
val stepMM = Step.gillespie(SpnModels.mm[IntState]())
val tsMM = Sim.ts(DenseVector(301,120,0,0), 0.0, 100.0, 0.5, stepMM)
Sim.plotTs(tsMM, "Gillespie simulation of the MM model")
```

and an auto-regulatory genetic network model, for example.

```val stepAR = Step.gillespie(SpnModels.ar[IntState]())
val tsAR = Sim.ts(DenseVector(10, 0, 0, 0, 0), 0.0, 500.0, 0.5, stepAR)
Sim.plotTs(tsAR, "Gillespie simulation of the AR model")
```

If you know the book and/or the R package, these models should all be familiar.
We are not restricted to exact stochastic simulation using the Gillespie algorithm. We can use an approximate Poisson time-stepping algorithm.

```// Simulate LV with other algorithms
val stepPts = Step.pts(model)
val tsPts = Sim.ts(DenseVector(50, 100), 0.0, 20.0, 0.05, stepPts)
Sim.plotTs(tsPts, "Poisson time-step simulation of the LV model")
```

Alternatively, we can instantiate the example models using a continuous state rather than a discrete state, and then simulate using algorithms based on continous approximations, such as Euler-Maruyama simulation of a chemical Langevin equation (CLE) approximation.

```val stepCle = Step.cle(SpnModels.lv[DoubleState]())
val tsCle = Sim.ts(DenseVector(50.0, 100.0), 0.0, 20.0, 0.05, stepCle)
Sim.plotTs(tsCle, "Euler-Maruyama/CLE simulation of the LV model")
```

If we want to ignore noise temporarily, there’s also a simple continuous deterministic Euler integrator built-in.

```val stepE = Step.euler(SpnModels.lv[DoubleState]())
val tsE = Sim.ts(DenseVector(50.0, 100.0), 0.0, 20.0, 0.05, stepE)
Sim.plotTs(tsE, "Continuous-deterministic Euler simulation of the LV model")
```

### Spatial stochastic reaction-diffusion simulation

We can do 1d reaction-diffusion simulation with something like:

```val N = 50; val T = 40.0
val model = SpnModels.lv[IntState]()
val step = Spatial.gillespie1d(model,DenseVector(0.8, 0.8))
val x00 = DenseVector(0, 0)
val x0 = DenseVector(50, 100)
val xx00 = Vector.fill(N)(x00)
val xx0 = xx00.updated(N/2,x0)
val output = Sim.ts(xx0, 0.0, T, 0.2, step)
Spatial.plotTs1d(output)
```

For 2d simulation, we use `PMatrix`, a comonadic matrix/image type defined within the library, with parallelised `map` and `coflatMap` (cobind) operations. See my post on comonads for scientific computing for further details on the concepts underpinning this, though note that it isn’t necessary to understand comonads to use the library.

```val r = 20; val c = 30
val model = SpnModels.lv[DoubleState]()
val step = Spatial.cle2d(model, DenseVector(0.6, 0.6), 0.05)
val x00 = DenseVector(0.0, 0.0)
val x0 = DenseVector(50.0, 100.0)
val xx00 = PMatrix(r, c, Vector.fill(r*c)(x00))
val xx0 = xx00.updated(c/2, r/2, x0)
val output = step(xx0, 0.0, 8.0)
val f = Figure("2d LV reaction-diffusion simulation")
val p0 = f.subplot(2, 1, 0)
p0 += image(PMatrix.toBDM(output map (_.data(0))))
val p1 = f.subplot(2, 1, 1)
p1 += image(PMatrix.toBDM(output map (_.data(1))))
```

### Bayesian parameter inference

The library also includes functions for carrying out parameter inference for stochastic dynamical systems models, using particle MCMC, ABC and ABC-SMC. See the examples directory for further details.

## Next steps

Having worked through this post, the next step is to work through the tutorial. There is some overlap of content with this blog post, but the tutorial goes into more detail regarding the basics. It also finishes with suggestions for how to proceed further.

## Source

This post started out as a tut document (the Scala equivalent of an RMarkdown document). The source can be found here.

## Statistical computing with Scala free on-line course

I’ve recently delivered a three-day intensive short-course on Scala for statistical computing and data science. The course seemed to go well, and the experience has convinced me that Scala should be used a lot more by statisticians and data scientists for a range of problems in statistical computing. In particular, the simplicity of writing fast efficient parallel algorithms is reason alone to take a careful look at Scala. With a view to helping more statisticians get to grips with Scala, I’ve decided to freely release all of the essential materials associated with the course: the course notes (as PDF), code fragments, complete examples, end-of-chapter exercises, etc. Although I developed the materials with the training course in mind, the course notes are reasonably self-contained, making the course quite suitable for self-study. At some point I will probably flesh out the notes into a proper book, but that will probably take me a little while.

I’ve written a brief self-study guide to point people in the right direction. For people studying the material in their spare time, the course is probably best done over nine weeks (one chapter per week), and this will then cover material at a similar rate to a typical MOOC.

The nine chapters are:

1. Introduction
2. Scala and FP Basics
3. Collections
4. Scala Breeze
5. Monte Carlo
6. Statistical modelling
7. Tools
8. Apache Spark