title: Nested stochastic simulation algorithm for chemical kinetic systems with disparate rates.
abstract: An efficient simulation algorithm for chemical kinetic systems with disparate rates is proposed. This new algorithm is quite general, and it amounts to a simple and seamless modification of the classical stochastic simulation algorithm (SSA), also known as the Gillespie [J. Comput. Phys. 22, 403 (1976); J. Phys. Chem. 81, 2340 (1977)] algorithm. The basic idea is to use an outer SSA to simulate the slow processes with rates computed from an inner SSA which simulates the fast reactions. Averaging theorems for Markov processes can be used to identify the fast and slow variables in the system as well as the effective dynamics over the slow time scale, even though the algorithm itself does not rely on such information. This nested SSA can be easily generalized to systems with more than two separated time scales. Convergence and efficiency of the algorithm are discussed using the established error estimates and illustrated through examples.
authors.affiliation: Department of Mathematics and Program in Applied and Computational Mathematics (PACM), Princeton University, Princeton, NJ 08544, USA. weinan@princeton.edu
authors.forename: Weinan
authors.initials: W
authors.lastname: E
authors.forename: Di
authors.initials: D
authors.lastname: Liu
authors.forename: Eric
authors.initials: E
authors.lastname: Vanden-Eijnden