Nested stochastic simulation algorithm for chemical kinetic systems with disparate rates

Weinan E, Di Liu, Eric Vanden-Eijnden

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish (US)
Article number194107
JournalJournal of Chemical Physics
Volume123
Issue number19
DOIs
StatePublished - Nov 15 2005

ASJC Scopus subject areas

  • Physics and Astronomy(all)
  • Physical and Theoretical Chemistry

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