TY - JOUR
T1 - Nested stochastic simulation algorithm for chemical kinetic systems with disparate rates
AU - E, Weinan
AU - Liu, Di
AU - Vanden-Eijnden, Eric
PY - 2005/11/15
Y1 - 2005/11/15
N2 - An efficient simulation algorithm for chemical kinetic systems with disparate rates is proposed. This new algorithm is quite general, and it amounts to a simple and seamless modification of the classical stochastic simulation algorithm (SSA), also known as the Gillespie [J. Comput. Phys. 22, 403 (1976); J. Phys. Chem. 81, 2340 (1977)] algorithm. The basic idea is to use an outer SSA to simulate the slow processes with rates computed from an inner SSA which simulates the fast reactions. Averaging theorems for Markov processes can be used to identify the fast and slow variables in the system as well as the effective dynamics over the slow time scale, even though the algorithm itself does not rely on such information. This nested SSA can be easily generalized to systems with more than two separated time scales. Convergence and efficiency of the algorithm are discussed using the established error estimates and illustrated through examples.
AB - An efficient simulation algorithm for chemical kinetic systems with disparate rates is proposed. This new algorithm is quite general, and it amounts to a simple and seamless modification of the classical stochastic simulation algorithm (SSA), also known as the Gillespie [J. Comput. Phys. 22, 403 (1976); J. Phys. Chem. 81, 2340 (1977)] algorithm. The basic idea is to use an outer SSA to simulate the slow processes with rates computed from an inner SSA which simulates the fast reactions. Averaging theorems for Markov processes can be used to identify the fast and slow variables in the system as well as the effective dynamics over the slow time scale, even though the algorithm itself does not rely on such information. This nested SSA can be easily generalized to systems with more than two separated time scales. Convergence and efficiency of the algorithm are discussed using the established error estimates and illustrated through examples.
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U2 - 10.1063/1.2109987
DO - 10.1063/1.2109987
M3 - Article
AN - SCOPUS:27744516835
SN - 0021-9606
VL - 123
JO - Journal of Chemical Physics
JF - Journal of Chemical Physics
IS - 19
M1 - 194107
ER -