Adaptive finite element method assisted by stochastic simulation of chemical systems

Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinemen...

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Main Authors: Cotter, S, Vejchodsky, T, Erban, R
Format: Journal article
Published: 2011
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author Cotter, S
Vejchodsky, T
Erban, R
author_facet Cotter, S
Vejchodsky, T
Erban, R
author_sort Cotter, S
collection OXFORD
description Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with non-negligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the probability density.
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spelling oxford-uuid:538f0d7a-7059-4395-b9a7-62a9d6bc23842022-03-26T16:32:28ZAdaptive finite element method assisted by stochastic simulation of chemical systemsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:538f0d7a-7059-4395-b9a7-62a9d6bc2384Mathematical Institute - ePrints2011Cotter, SVejchodsky, TErban, RStochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of the Fokker-Planck equation requires adaptive mesh refinements. In this paper, we present a mesh refinement approach which makes use of a stochastic simulation of the underlying chemical system. By observing the stochastic trajectory for a relatively short amount of time, the areas of the state space with non-negligible probability density are identified. By refining the finite element mesh in these areas, and coarsening elsewhere, a suitable mesh is constructed and used for the computation of the probability density.
spellingShingle Cotter, S
Vejchodsky, T
Erban, R
Adaptive finite element method assisted by stochastic simulation of chemical systems
title Adaptive finite element method assisted by stochastic simulation of chemical systems
title_full Adaptive finite element method assisted by stochastic simulation of chemical systems
title_fullStr Adaptive finite element method assisted by stochastic simulation of chemical systems
title_full_unstemmed Adaptive finite element method assisted by stochastic simulation of chemical systems
title_short Adaptive finite element method assisted by stochastic simulation of chemical systems
title_sort adaptive finite element method assisted by stochastic simulation of chemical systems
work_keys_str_mv AT cotters adaptivefiniteelementmethodassistedbystochasticsimulationofchemicalsystems
AT vejchodskyt adaptivefiniteelementmethodassistedbystochasticsimulationofchemicalsystems
AT erbanr adaptivefiniteelementmethodassistedbystochasticsimulationofchemicalsystems