Overcoming stiffness in stochastic simulation stemming from partial equilibrium: A multiscale Monte Carlo algorithm

Abstract

In this paper the problem of stiffness in stochastic simulation of singularly perturbed systems is discussed. Such stiffness arises often from partial equilibrium or quasi-steady-state type of conditions. A multiscale Monte Carlo method is discussed that first assesses whether partial equilibrium is established using a simple criterion. The exact stochastic simulation algorithm (SSA) is next employed to sample among fast reactions over short time intervals (microscopic time steps) in order to compute numerically the proper probability distribution function for sampling the slow reactions. Subsequently, the SSA is used to sample among slow reactions and advance the time by large (macroscopic) time steps. Numerical examples indicate that not only long times can be simulated but also fluctuations are properly captured and substantial computational savings result. © 2005 American Institute of Physics.