2018
DOI: 10.1137/16m1083086
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Pathwise Error Bounds in Multiscale Variable Splitting Methods for Spatial Stochastic Kinetics

Abstract: Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models, the computational complexity can be rather high such that approximate multiscale models are attractive alternatives. Within this framework some variables are described stochastically, while others are approximated with a macroscopic point value.We devise theoretical tools for… Show more

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Cited by 5 publications
(7 citation statements)
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“…In order to present our general results, we formalize the multiscale reduction performed on the networks (2.1) and (3.2). Similar procedures can be found in many other studies [8,21]. The first step is to decompose S by writing S = (S (1) , S (2) ) with S (1) = (S 1 , .…”
Section: Robustness and Deficiencymentioning
confidence: 93%
See 1 more Smart Citation
“…In order to present our general results, we formalize the multiscale reduction performed on the networks (2.1) and (3.2). Similar procedures can be found in many other studies [8,21]. The first step is to decompose S by writing S = (S (1) , S (2) ) with S (1) = (S 1 , .…”
Section: Robustness and Deficiencymentioning
confidence: 93%
“…The assumption that all species in the system are roughly of equal abundance breaks down in many biochemical systems of interest. This has motived the development of multiscale approximations where only a fraction of the species are taken to evolve continuously [10,8,27]. Below we present two examples of multiscale networks with very different behavior, while a more general derivation of the multiscale approximation is provided in section 4.…”
Section: Examples Of Multiscale Dynamicsmentioning
confidence: 99%
“…The global step is achieved separately by solving the connected ODE in (3.6), and is usually quite fast. The approximation (3.5)-(3.6) can be understood as a split-step method and may also be analyzed as such [6,13]. The order of the approximation can then be expected to be 1/2 in the root mean-square sense,…”
Section: Numerical Coupling Of Firing Processesmentioning
confidence: 99%
“…The approximation (3.5)-(3.6) can be understood as a split-step method and may also be analyzed as such [6,13]. The order of the approximation can then be expected to be 1/2 in the root mean-square sense,…”
Section: Numerical Coupling Of Firing Processesmentioning
confidence: 99%
“…Therefore, different hybrid methods that couple the stochastic and deterministic modeling approaches are needed. In general, hybrid methods separate reactions and/or species into different groups of reactions and/or species, and they use the diffusion or the deterministic modeling approach to describe the dynamics of fast reactions and/or species with high copy numbers, while Markov chain representation is utilized for slow reactions and/or species with low copy numbers [6,7,8,10,13,27].…”
Section: Introductionmentioning
confidence: 99%