Adaptive Finite Element Method Assisted by Stochastic Simulation of Chemical Systems

DOI10.1137/120877374zbMATH Open1264.65158arXiv1111.2265OpenAlexW2134337721MaRDI QIDQ4917153FDOQ4917153

S. L. Cotter, Radek Erban, Tomas Vejchodsky

Publication date: 29 April 2013

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

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.

Full work available at URL: https://arxiv.org/abs/1111.2265

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)

Cited In (7)

• 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
• 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

Uses Software

• SLEPc
• AUTO
• PETSc

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