Efficient Simulation of Discrete Stochastic Reaction Systems with a Splitting Method
Yükleniyor...
Dosyalar
Tarih
2010
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Stochastic reaction systems with discrete particle numbers are usually described by a continuous-time Markov process. Realizations of this process can be generated with the stochastic simulation algorithm, but simulating highly reactive systems is computationally costly because the computational work scales with the number of reaction events. We present a new approach which avoids this drawback and increases the efficiency considerably at the cost of a small approximation error. The approach is based on the fact that the time-dependent probability distribution associated to the Markov process is explicitly known for monomolecular, autocatalytic and certain catalytic reaction channels. More complicated reaction systems can often be decomposed into several parts some of which can be treated analytically. These subsystems are propagated in an alternating fashion similar to a splitting method for ordinary differential equations. We illustrate this approach by numerical examples and prove an error bound for the splitting error.
Açıklama
Anahtar Kelimeler
Stochastic simulation algorithm, Discrete stochastic reaction systems, Splitting methods, Analytic solution formulas, Error bounds, Chemical master equation
Kaynak
Bit Numerical Mathematics
WoS Q Değeri
Q2
Scopus Q Değeri
Q2
Cilt
50
Sayı
Künye
Jahnke, T., Altıntan, D., (2010). Efficient Simulation of Discrete Stochastic Reaction Systems with a Splitting Method. Bit Numerical Mathematics, (50), 797-822. Doi: 10.1007/s10543-010-0286-0
