• Login
    View Item 
    •   Home
    • Research
    • Articles
    • View Item
    •   Home
    • Research
    • Articles
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of KAUSTCommunitiesIssue DateSubmit DateThis CollectionIssue DateSubmit Date

    My Account

    Login

    Quick Links

    Open Access PolicyORCID LibguideTheses and Dissertations LibguideSubmit an Item

    Statistics

    Display statistics

    A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

    • CSV
    • RefMan
    • EndNote
    • BibTex
    • RefWorks
    Thumbnail
    Name:
    140972081.pdf
    Size:
    614.4Kb
    Format:
    PDF
    Description:
    Main article
    Download
    Type
    Article
    Authors
    Moraes, Alvaro cc
    Tempone, Raul cc
    Vilanova, Pedro cc
    KAUST Department
    Applied Mathematics and Computational Science Program
    Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
    Date
    2016-07-07
    Online Publication Date
    2016-07-07
    Print Publication Date
    2016-01
    Permanent link to this record
    http://hdl.handle.net/10754/621915
    
    Metadata
    Show full item record
    Abstract
    In this work, we present a novel multilevel Monte Carlo method for kinetic simulation of stochastic reaction networks characterized by having simultaneously fast and slow reaction channels. To produce efficient simulations, our method adaptively classifies the reactions channels into fast and slow channels. To this end, we first introduce a state-dependent quantity named level of activity of a reaction channel. Then, we propose a low-cost heuristic that allows us to adaptively split the set of reaction channels into two subsets characterized by either a high or a low level of activity. Based on a time-splitting technique, the increments associated with high-activity channels are simulated using the tau-leap method, while those associated with low-activity channels are simulated using an exact method. This path simulation technique is amenable for coupled path generation and a corresponding multilevel Monte Carlo algorithm. To estimate expected values of observables of the system at a prescribed final time, our method bounds the global computational error to be below a prescribed tolerance, TOL, within a given confidence level. This goal is achieved with a computational complexity of order O(TOL-2), the same as with a pathwise-exact method, but with a smaller constant. We also present a novel low-cost control variate technique based on the stochastic time change representation by Kurtz, showing its performance on a numerical example. We present two numerical examples extracted from the literature that show how the reaction-splitting method obtains substantial gains with respect to the standard stochastic simulation algorithm and the multilevel Monte Carlo approach by Anderson and Higham. © 2016 Society for Industrial and Applied Mathematics.
    Citation
    Moraes A, Tempone R, Vilanova P (2016) A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks. SIAM Journal on Scientific Computing 38: A2091–A2117. Available: http://dx.doi.org/10.1137/140972081.
    Sponsors
    This work was supported by King Abdullah University of Science and Technology (KAUST)
    Publisher
    Society for Industrial & Applied Mathematics (SIAM)
    Journal
    SIAM Journal on Scientific Computing
    DOI
    10.1137/140972081
    arXiv
    1406.1989
    Additional Links
    http://epubs.siam.org/doi/10.1137/140972081
    ae974a485f413a2113503eed53cd6c53
    10.1137/140972081
    Scopus Count
    Collections
    Articles; Applied Mathematics and Computational Science Program; Computer, Electrical and Mathematical Science and Engineering (CEMSE) Division

    entitlement

     
    DSpace software copyright © 2002-2022  DuraSpace
    Quick Guide | Contact Us | KAUST University Library
    Open Repository is a service hosted by 
    Atmire NV
     

    Export search results

    The export option will allow you to export the current search results of the entered query to a file. Different formats are available for download. To export the items, click on the button corresponding with the preferred download format.

    By default, clicking on the export buttons will result in a download of the allowed maximum amount of items. For anonymous users the allowed maximum amount is 50 search results.

    To select a subset of the search results, click "Selective Export" button and make a selection of the items you want to export. The amount of items that can be exported at once is similarly restricted as the full export.

    After making a selection, click one of the export format buttons. The amount of items that will be exported is indicated in the bubble next to export format.