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A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA)

Bayati, Basil and Owhadi, Houman and Koumoutsakos, Petros (2010) A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA). Journal of Chemical Physics, 133 (24). Art. No. 244117. ISSN 0021-9606. https://resolver.caltech.edu/CaltechAUTHORS:20110318-145129123

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Abstract

We present a simple algorithm for the simulation of stiff, discrete-space, continuous-time Markov processes. The algorithm is based on the concept of flow averaging for the integration of stiff ordinary and stochastic differential equations and ultimately leads to a straightforward variation of the the well-known stochastic simulation algorithm (SSA). The speedup that can be achieved by the present algorithm [flow averaging integrator SSA (FLAVOR-SSA)] over the classical SSA comes naturally at the expense of its accuracy. The error of the proposed method exhibits a cutoff phenomenon as a function of its speed-up, allowing for optimal tuning. Two numerical examples from chemical kinetics are provided to illustrate the efficiency of the method.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://dx.doi.org/10.1063/1.3518419 DOIUNSPECIFIED
http://jcp.aip.org/resource/1/jcpsa6/v133/i24/p244117_s1PublisherUNSPECIFIED
ORCID:
AuthorORCID
Owhadi, Houman0000-0002-5677-1600
Additional Information:© 2010 American Institute of Physics. Received 20 August 2010; accepted 30 October 2010; published online 30 December 2010. B.B. and P.K. wish to thank Eric Mjolsness at the University of California, Irvine for many helpful discussions regarding the present work. Part of the work of H.O. has been supported by NSF Grant CMMI-092600. The authors also thank the anonymous reviewer, whose comments and suggestions greatly improved the intelligibility of this article.
Funders:
Funding AgencyGrant Number
NSFCMMI-092600
Subject Keywords:differential equations, Markov processes
Issue or Number:24
Classification Code:PACS: 82.20.Uv; 02.30.Hq; 82.20.Fd; 02.50.Ga; 05.40.-a
Record Number:CaltechAUTHORS:20110318-145129123
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20110318-145129123
Official Citation:A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA) Basil Bayati, Houman Owhadi, and Petros Koumoutsakos J. Chem. Phys. 133, 244117 (2010); doi:10.1063/1.3518419
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:22983
Collection:CaltechAUTHORS
Deposited By: Ruth Sustaita
Deposited On:22 Mar 2011 21:45
Last Modified:03 Oct 2019 02:42

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