Published in

American Institute of Physics, The Journal of Chemical Physics, 24(133), p. 244117

DOI: 10.1063/1.3518419

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A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA)

Journal article published in 2010 by Basil Bayati, Houman Owhadi, Petros Koumoutsakos ORCID
This paper is available in a repository.
This paper is available in a repository.

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Abstract

We present a simple algorithm for the simulation of stiff, discrete-space, continuous-time Markov processes. The algorithm is based on the concept of flow averaging for the integration of stiff ordinary and stochastic differential equations and ultimately leads to a straightforward variation of the the well-known stochastic simulation algorithm (SSA). The speedup that can be achieved by the present algorithm [flow averaging integrator SSA (FLAVOR-SSA)] over the classical SSA comes naturally at the expense of its accuracy. The error of the proposed method exhibits a cutoff phenomenon as a function of its speed-up, allowing for optimal tuning. Two numerical examples from chemical kinetics are provided to illustrate the efficiency of the method.