Computational singular perturbation analysis of stochastic chemical systems with stiffness

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

doi:10.1016/j.jcp.2017.01.040

Title: Computational singular perturbation analysis of stochastic chemical systems with stiffness

Journal Article · 24 January 2017 · Journal of Computational Physics

DOI: https://doi.org/10.1016/j.jcp.2017.01.040 · OSTI ID:1343056

Wang, Lijin ^[1];

^[2]; Cao, Yanzhao ^[2]; Najm, Habib N. ^[3]

Univ. of Chinese Academy of Sciences, Beijing (China)
Auburn Univ., Auburn, AL (United States)
Sandia National Lab. (SNL-CA), Livermore, CA (United States)

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

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Research Organization:: Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)

Sponsoring Organization:: USDOE; USDOE National Nuclear Security Administration (NNSA)

Grant/Contract Number:: AC04-94AL85000

OSTI ID:: 1343056

Report Number(s):: SAND--2016-9792J; PII: S0021999117300566

Journal Information:: Journal of Computational Physics, Journal Name: Journal of Computational Physics Journal Issue: C Vol. 335; ISSN 0021-9991

Publisher:: ElsevierCopyright Statement

Country of Publication:: United States

Language:: English

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Title: Computational singular perturbation analysis of stochastic chemical systems with stiffness

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