Stochastic averaging and sensitivity analysis for two scale reaction networks

Hashemi, Araz; Núñez, Marcel; Plecháč, Petr; Vlachos, Dionisios G.

doi:10.1063/1.4942008

Stochastic averaging and sensitivity analysis for two scale reaction networks

Journal Article · Wed Feb 17 04:00:00 EST 2016 · Journal of Chemical Physics

DOI:https://doi.org/10.1063/1.4942008· OSTI ID:1469682

Hashemi, Araz ^[1]; Núñez, Marcel ^[2]; Plecháč, Petr ^[2]; Vlachos, Dionisios G. ^[2]

Univ. of Delaware, Newark, DE (United States); Univ. of Delaware, Newark, DE (United States)
Univ. of Delaware, Newark, DE (United States)

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate computations for obtaining estimates of expected values and sensitivities with respect to the steady state distribution. A two-time-scale formulation is used to establish bounds on the bias induced by the averaging method. Further, this formulation provides a framework to create an accelerated “averaged” version of most single-scale sensitivity estimation methods. In particular, we propose the use of a centered ergodic likelihood ratio method for steady state estimation and show how one can adapt it to accelerated simulations of multiscale systems. Lastly, we develop an adaptive “batch-means” stopping rule for determining when to terminate the micro-equilibration process.

View Accepted Manuscript (DOE)

Research Organization:: Univ. of Delaware, Newark, DE (United States)

Sponsoring Organization:: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)

Grant/Contract Number:: SC0010549

OSTI ID:: 1469682

Alternate ID(s):: OSTI ID: 1238296

Journal Information:: Journal of Chemical Physics, Journal Name: Journal of Chemical Physics Journal Issue: 7 Vol. 144; ISSN 0021-9606

Publisher:: American Institute of Physics (AIP)Copyright Statement

Country of Publication:: United States

Language:: English

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