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Title: Stochastic averaging and sensitivity analysis for two scale reaction networks

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.
Authors:
 [1] ;  [1] ;  [1] ;  [1]
  1. Univ. of Delaware, Newark, DE (United States)
Publication Date:
Grant/Contract Number:
SC0010549
Type:
Accepted Manuscript
Journal Name:
Journal of Chemical Physics
Additional Journal Information:
Journal Volume: 144; Journal Issue: 7; Journal ID: ISSN 0021-9606
Publisher:
American Institute of Physics (AIP)
Research Org:
Univ. of Delaware, Newark, DE (United States)
Sponsoring Org:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
Country of Publication:
United States
Language:
English
Subject:
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CHEMISTRY
OSTI Identifier:
1469682
Alternate Identifier(s):
OSTI ID: 1238296

Hashemi, Araz, Núñez, Marcel, Plecháč, Petr, and Vlachos, Dionisios G. Stochastic averaging and sensitivity analysis for two scale reaction networks. United States: N. p., Web. doi:10.1063/1.4942008.
Hashemi, Araz, Núñez, Marcel, Plecháč, Petr, & Vlachos, Dionisios G. Stochastic averaging and sensitivity analysis for two scale reaction networks. United States. doi:10.1063/1.4942008.
Hashemi, Araz, Núñez, Marcel, Plecháč, Petr, and Vlachos, Dionisios G. 2016. "Stochastic averaging and sensitivity analysis for two scale reaction networks". United States. doi:10.1063/1.4942008. https://www.osti.gov/servlets/purl/1469682.
@article{osti_1469682,
title = {Stochastic averaging and sensitivity analysis for two scale reaction networks},
author = {Hashemi, Araz and Núñez, Marcel and Plecháč, Petr and Vlachos, Dionisios G.},
abstractNote = {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.},
doi = {10.1063/1.4942008},
journal = {Journal of Chemical Physics},
number = 7,
volume = 144,
place = {United States},
year = {2016},
month = {2}
}