Effective implicit finite‐difference method for sensitivity analysis of stiff stochastic discrete biochemical systems

Simulation of cellular processes is achieved through a range of mathematical modelling approaches. Deterministic differential equation models are a commonly used first strategy. However, because many biochemical processes are inherently probabilistic, stochastic models are often called for to capture the random fluctuations observed in these systems. In that context, the Chemical Master Equation (CME) is a widely used stochastic model of biochemical kinetics. Use of these models relies on estimates of kinetic parameters, which are often poorly constrained by experimental observations. Consequently, sensitivity analysis, which quantifies the dependence of systems dynamics on model parameters, is a valuable tool for model analysis and assessment. A number of approaches to sensitivity analysis of biochemical models have been developed. In this study, the authors present a novel method for estimation of sensitivity coefficients for CME models of biochemical reaction systems that span a wide range of time‐scales. They make use of finite‐difference approximations and adaptive implicit tau‐leaping strategies to estimate sensitivities for these stiff models, resulting in significant computational efficiencies in comparison with previously published approaches of similar accuracy, as evidenced by illustrative applications.