Abstract

Stochastic simulations of reaction-diffusion processes are used extensively for the modeling of complex systems in areas ranging from biology and social sciences to ecosystems and materials processing. These processes often exhibit disparate scales that render their simulation prohibitive even for massive computational resources. The problem is resolved by introducing a novel stochastic multiresolution method that enables the efficient simulation of reaction-diffusion processes as modeled by many-particle systems. The proposed method quantifies and efficiently handles the associated stiffness in simulating the system dynamics and its computational efficiency and accuracy are demonstrated in simulations of a model problem described by the Fisher-Kolmogorov equation. The method is general and can be applied to other many-particle models of physical processes.