Numerical method for coupling the macro and meso scales in stochastic chemical kinetics (Q2465665)

The authors develop a numerical method for simulation of stochastic chemical reaction system modeled by the Fokker-Planck equation for the probability density of the molecular state. Under the assumption that most of the molecular species have a normal distribution with a small variance, the dimension of the domain of the equation is reduced. The method preserves properties of the analytic solution such as non-negativity and constant total probability and is applied to a nine dimensional problem modeling an oscillating molecular clock.