Adaptive finite element method assisted by stochastic simulation of chemical systems

DOI10.1137/120877374MaRDI QIDQ4917153zbMATH OpenOpenAlexFDO

Authors S. L. Cotter, Tomas Vejchodsky, Radek Erban

Publication date 29 April 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.2265, http://eprints.maths.manchester.ac.uk/2216/1/120877374.pdf

zbMATH Keywords

numerical examplesfinite element methodsFokker-Planck equationadaptive meshesstochastic simulation algorithmchemical Fokker-Planck

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Chemical kinetics in thermodynamics and heat transfer (80A30)

Abstract: Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with non-negligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the probability density.

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Cited in

(9)

• Uncertainty quantification in a chemical system using error estimate-based mesh adaption
• An adaptive time-integration scheme for stiff chemistry based on computational singular perturbation and artificial neural networks
• Hybrid framework for the simulation of stochastic chemical kinetics
• Error analysis of diffusion approximation methods for multiscale systems in reaction kinetics
• Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with stochastic partial differential equations
• Conservative solution of the Fokker-Planck equation for stochastic chemical reactions
• Adaptive density tracking by quadrature for stochastic differential equations
• Noise-induced mixing and multimodality in reaction networks
• A transformed path integral approach for solution of the Fokker-Planck equation

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