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[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.
  • Classification : 60H10, 65C30, 60H35
  • Format : Talk at Waseda University
  • Author(s) :
    • Evelyn Buckwar (Johannes Kepler University)
    • Youssra Souli (Johannes Kepler University)