The Mathematical Institute, University of Oxford, Eprints Archive

A Constrained Approach to Multiscale Stochastic Simulation of
Chemically Reacting Systems

Cotter, S. L. and Zygalakis, K. C. and Kevrekidis, I. G. and Erban, R. (2011) A Constrained Approach to Multiscale Stochastic Simulation of
Chemically Reacting Systems.
Journal of Chemical Physics . (Submitted)

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Abstract

Stochastic simulation of coupled chemical reactions is often computationally intensive, especially if a chemical system contains reactions occurring on different time scales. In this paper we introduce a multiscale methodology suitable to address this problem. It is based on the Conditional Stochastic Simulation Algorithm (CSSA) which samples from the conditional distribution of the suitably defined fast variables, given values for the slow variables. In the Constrained Multiscale Algorithm (CMA) a single realization of the CSSA is then used for each value of the slow variable to approximate the effective drift and diffusion terms, in a similar manner to the constrained mean-force computations in other applications such as molecular dynamics. We then show how using the ensuing Stochastic Differential Equation (SDE) approximation, we can in turn approximate average switching times in stochastic chemical systems.

Item Type:Article
Subjects:D - G > General
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:1265
Deposited By:Peter Hudston
Deposited On:26 May 2011 07:43
Last Modified:08 Oct 2012 13:52

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