Efficient Simulation of Discrete Stochastic Reaction Systems with a Splitting Method

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dc.contributor.authorJahnke, Tobias
dc.contributor.authorAltıntan, Derya
dc.date.accessioned2020-03-26T17:48:24Z
dc.date.available2020-03-26T17:48:24Z
dc.date.issued2010
dc.departmentSelçuk Üniversitesien_US
dc.description.abstractStochastic 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.en_US
dc.description.sponsorshipKarlsruhe Institute of Technology within German Excellence Initiative, the DFGGerman Research Foundation (DFG) [SPP 1324]; Middle East Technical University, Ankara, Turkey; Selcuk University, Konya, TurkeySelcuk Universityen_US
dc.description.sponsorshipSupported by the "Concept for the Future" of Karlsruhe Institute of Technology within the framework of the German Excellence Initiative, the DFG priority programme SPP 1324 "Mathematische Methoden zur Extraktion quantifizierbarer Information aus komplexen Systemen", and a grant of the Middle East Technical University, Ankara, Turkey and Selcuk University, Konya, Turkey.en_US
dc.identifier.citationJahnke, 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
dc.identifier.doi10.1007/s10543-010-0286-0en_US
dc.identifier.endpage822en_US
dc.identifier.issn0006-3835en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage797en_US
dc.identifier.urihttps://dx.doi.org/10.1007/s10543-010-0286-0
dc.identifier.urihttps://hdl.handle.net/20.500.12395/24878
dc.identifier.volume50en_US
dc.identifier.wosWOS:000284594700007en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorAltıntan, Derya
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.ispartofBit Numerical Mathematicsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectStochastic simulation algorithmen_US
dc.subjectDiscrete stochastic reaction systemsen_US
dc.subjectSplitting methodsen_US
dc.subjectAnalytic solution formulasen_US
dc.subjectError boundsen_US
dc.subjectChemical master equationen_US
dc.titleEfficient Simulation of Discrete Stochastic Reaction Systems with a Splitting Methoden_US
dc.typeArticleen_US

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