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J. Chem. Phys. 135, 094102 (2011); http://dx.doi.org/10.1063/1.3624333 (12 pages)

A constrained approach to multiscale stochastic simulation of chemically reacting systems

Simon L. Cotter1, Konstantinos C. Zygalakis1, Ioannis G. Kevrekidis2, and Radek Erban1

1Mathematical Institute, University of Oxford, 24-29 St. Giles’, Oxford OX1 3LB, United Kingdom
2Department of Chemical and Biological Engineering and Program in Applied and Computational Mathematics, Princeton University, Princeton, New Jersey 08544, USA

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(Received 6 April 2011; accepted 18 July 2011; published online 1 September 2011)

Stochastic simulation of coupled chemical reactions is often computationally intensive, especially if a chemical system contains reactions occurring on different time scales. In this paper, we introduce a multiscale methodology suitable to address this problem, assuming that the evolution of the slow species in the system is well approximated by a Langevin process. It is based on the conditional stochastic simulation algorithm (CSSA) which samples from the conditional distribution of the suitably defined fast variables, given values for the slow variables. In the constrained multiscale algorithm (CMA) a single realization of the CSSA is then used for each value of the slow variable to approximate the effective drift and diffusion terms, in a similar manner to the constrained mean-force computations in other applications such as molecular dynamics. We then show how using the ensuing Fokker-Planck equation approximation, we can in turn approximate average switching times in stochastic chemical systems.

© 2011 American Institute of Physics

Article Outline

  1. INTRODUCTION
  2. AN ILLUSTRATIVE EXAMPLE
    1. Invariant measure of the illustrative example
  3. CONDITIONAL STOCHASTIC SIMULATION ALGORITHM
    1. Choice of fast and slow variables for the CSSA
  4. CONSTRAINED MULTISCALE ALGORITHM
  5. APPLICATION OF CMA TO MODEL
    1. One-dimensional slow variable: Choice of variables
    2. Two-dimensional slow variable: Choice of variables
  6. STOCHASTIC “BIFURCATION DIAGRAMS”
    1. CMA for the bistable example
    2. Analysis of parameter dependence
  7. CHOOSING A SUITABLE LENGTH OF SIMULATION
  8. DISCUSSION

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KEYWORDS and PACS

PACS

  • 82.20.Uv

    Stochastic theories of rate constants

  • 05.10.Gg

    Stochastic analysis methods (Fokker-Planck, Langevin, etc.)

  • 05.40.-a

    Fluctuation phenomena, random processes, noise, and Brownian motion

ARTICLE DATA

PUBLICATION DATA

ISSN

0021-9606 (print)  
1089-7690 (online)

For access to fully linked references, you need to log in.
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