Computational singular perturbation analysis of stochastic chemical systems with stiffness

Computational singular perturbation analysis of stochastic chemical systems with stiffness
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具有刚度的随机化学系统的计算奇异摄动分析

DOI:
10.1016/j.jcp.2017.01.040
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发表时间:
2017-04
影响因子:
4.1
通讯作者:
Najm Habib N
Najm Habib N
中科院分区:
物理与天体物理2区
文献类型:
--
作者:
Wang Lijin;Han Xiaoying;Cao Yanzhao;Najm Habib N

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计算奇异摄动(CSP)是一种对刚性常微分方程系统进行分析、约简和时间积分的有效方法。特别是在连续和确定性水平上具有大范围时间尺度的化学反应系统中,它已经发现了主要的效用。另一方面,CSP并不直接适用于微观或中观尺度的化学反应体系,在这些体系中,随机性起着不可忽略的作用,因此必须加以考虑。本文提出了一种新的随机计算奇异摄动(SCSP)分析和时间积分框架及其相关算法,该框架不仅可以准确有效地构造刚性随机化学反应系统的数值解,而且可以分析简化后的随机反应系统的动力学。通过对一个基准随机微分方程模型的应用,说明了该算法的有效性,并进行了数值实验。
Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.
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