[02343] Construction and analysis of splitting methods for Chemical Langevin Equations
Session Time & Room : 3D (Aug.23, 15:30-17:10) @E502
Type : Contributed Talk
Abstract : Consider modeling the stochastic dynamics underlying different chemical systems, which is usually described by the
Gillespie Stochastic Simulation Algorithm (SSA), i.e. the Markov process arising from taking into account every
single chemical reaction event. While exact and easy to implement, this algorithm is computationally expensive for
chemical reactions involving a large number of molecular species. As an approximation, Chemical Langevin Equations
(CLEs) can work for large number of species or/and reactions. In this talk, we construct an explicit splitting method
applied to the system of CLEs for a simple example of a reversible bimolecular reaction. The drift term of this
stochastic differential equation system satisfies a local one-sided Lipschitz condition and the diffusion term involves
square root terms. We then present the main ideas of a mean-square convergence proof, as well as numerical
illustrations. The results are joint work with Youssra Souli, Johannes Kepler University, Linz.
