title: Relative frequencies of constrained events in stochastic processes: An analytical approach.
abstract: The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They relies on knowledge of interevent probability density functions (PDFs) and on information about dependencies between all possible events. Analytical representations of a PDF are difficult to specify in advance, in many real life applications. Knowing the shapes of PDFs, and using experimental data, different optimization schemes can be applied in order to evaluate probability density functions and, therefore, the properties of the studied system. Such methods, however, are computationally demanding, and often not feasible. We show that, in the case where experimentally accessed properties are directly related to the frequencies of events involved, it may be possible to replace the heavy Monte Carlo core of optimization schemes with an analytical solution. Such a replacement not only provides a more accurate estimation of the properties of the process, but also reduces the simulation time by a factor of order of the sample size (at least ≈10(4)). The proposed analytical approach is valid for any choice of PDF. The accuracy, computational efficiency, and advantages of the method over MC procedures are demonstrated in the exactly solvable case and in the evaluation of branching fractions in controlled radical polymerization (CRP) of acrylic monomers. This polymerization can be modeled by a constrained stochastic process. Constrained systems are quite common, and this makes the method useful for various applications.
authors.affiliation: BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, 48009 Bilbao, Bizkaia, Spain.
authors.forename: S
authors.initials: S
authors.lastname: Rusconi
authors.affiliation: BCAM - Basque Center for Applied Mathematics, Alameda de Mazarredo 14, 48009 Bilbao, Bizkaia, Spain.|IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao, Spain.
authors.forename: E
authors.initials: E
authors.lastname: Akhmatskaya
authors.affiliation: IKERBASQUE, Basque Foundation for Science, E-48013 Bilbao, Spain.|Departmento de Química-Física, Universidad del País Vasco, UPV/EHU, Leioa, Spain.
authors.forename: D
authors.initials: D
authors.lastname: Sokolovski
authors.affiliation: POLYMAT and Grupo de Ingeniería Química, Dpto. de Qumíca Aplicada, University of the Basque Country UPV/EHU, Joxe Mari Korta Zentroa, Tolosa Etorbidea 72, 20018 Donostia/San Sebastián, Spain.
authors.forename: N
authors.initials: N
authors.lastname: Ballard
authors.affiliation: POLYMAT and Grupo de Ingeniería Química, Dpto. de Qumíca Aplicada, University of the Basque Country UPV/EHU, Joxe Mari Korta Zentroa, Tolosa Etorbidea 72, 20018 Donostia/San Sebastián, Spain.
authors.forename: J C
authors.initials: JC
authors.lastname: de la Cal