Header

UZH-Logo

Maintenance Infos

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


Bayati, Basil; Owhadi, Houman; Koumoutsakos, Petros (2010). A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA). Journal of Chemical Physics, 133(24):244117.

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.

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.

Statistics

Citations

3 citations in Web of Science®
2 citations in Scopus®
Google Scholar™

Altmetrics

Downloads

33 downloads since deposited on 05 Jul 2013
12 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:Special Collections > SystemsX.ch
Special Collections > SystemsX.ch > Research, Technology and Development Projects > WingX
Dewey Decimal Classification:570 Life sciences; biology
Language:English
Date:2010
Deposited On:05 Jul 2013 19:16
Last Modified:19 May 2016 14:36
Publisher:American Institute of Physics
ISSN:0021-9606
Free access at:Publisher DOI. An embargo period may apply.
Publisher DOI:https://doi.org/10.1063/1.3518419

Download

Preview Icon on Download
Preview
Filetype: PDF
Size: 332kB
View at publisher
Preview Icon on Download
Preview
Content: Published Version
Filetype: PDF
Size: 683kB