2006
DOI: 10.1063/1.2372492
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Spatially distributed stochastic systems: Equation-free and equation-assisted preconditioned computations

Abstract: Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer scale, atomistic models, and using suitable averaging, is often a challenging task; approximate PDEs are typically obtained through mathematical closure procedures (e.g. mean-field approximations). In this paper, we show how such approximate macroscopic PDEs can be exploited in … Show more

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Cited by 18 publications
(20 citation statements)
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“…It is worth noting that for the case of state-dependent noise, the local maxima of the probability density do not exactly correspond to zeros of µ(V ) and one needs instead to find fixed points of the effective potential given in (9) (zeros of the right hand side of (9) differentiated with respect to V ). For the scalar case, one can implement secant-type iterative methods to converge to the zeros of the appropriate function using function estimates only; for the multivariable case matrix-free iterative techniques like Newton-Krylov GMRES can be used (see [22,33]). In the cases we study µ(V ) is well approximated by a cubic function; we take advantage of this simplification by estimating µ(V ) for just four values of V , uniquely defining this cubic whose zeros we can then easily find.…”
Section: Bifurcationsmentioning
confidence: 99%
“…It is worth noting that for the case of state-dependent noise, the local maxima of the probability density do not exactly correspond to zeros of µ(V ) and one needs instead to find fixed points of the effective potential given in (9) (zeros of the right hand side of (9) differentiated with respect to V ). For the scalar case, one can implement secant-type iterative methods to converge to the zeros of the appropriate function using function estimates only; for the multivariable case matrix-free iterative techniques like Newton-Krylov GMRES can be used (see [22,33]). In the cases we study µ(V ) is well approximated by a cubic function; we take advantage of this simplification by estimating µ(V ) for just four values of V , uniquely defining this cubic whose zeros we can then easily find.…”
Section: Bifurcationsmentioning
confidence: 99%
“…They have also been used to examine stochastic simulations of (bio)chemical reaction networks in simple [16], [17], [29][31] and somewhat more complex cases [18][20]. Here we extend this work, by applying equation-free techniques to Gillespie algorithm simulations of a realistic biochemical reaction network of moderate complexity, which represents a significant computational challenge to the method.…”
Section: Resultsmentioning
confidence: 94%
“…Time-scale separation decomposes the model into subcomponents that operate on different time scales thus allowing the slower time scale subcomponents to be simulated less often. This separation might be performed due to prior knowledge about multiple scales in the system, but there are also attempts to determine this separation from the system dynamics [4,5]. Dynamic agent compression aggregates sets of homogeneous agents into a container object which then acts for the agents as a whole [6,7].…”
Section: Introductionmentioning
confidence: 99%