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Published December 28, 2010 | Published
Journal Article Open

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


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.

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.

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