arXiv subjects

Stefan Engblom

Publications and source records attributed to Stefan Engblom.

39 records · Page 3Linked to original sources

arXiv2011

On well-separated sets and fast multipole methods

The notion of well-separated sets is crucial in fast multipole methods as the main idea is to approximate the interaction between such sets via cluster expansions. We revisit the one-parameter multipole acceptance criterion in a general setting and derive a relative error estimate. This analysis benefits asymmetric versions of the method, where the division of the multipole boxes is more liberal than in conventional codes. Such variants offer a particularly elegant implementation with a balanced multipole tree, a feature which might be very favorable on modern computer architectures.

math.NA↗

arXiv2008

Parallel in Time Simulation of Multiscale Stochastic Chemical Kinetics

A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate equations. A stochastic simulation algorithm is used to obtain an exact realization of the process at the mesoscopic scale (in parallel). The underlying stochastic description is a jump process driven by the Poisson measure. A convergence result in this arguably difficult setting is established suggesting that a homogenization of the solution is advantageous. We devise a simple but highly general such technique. Three numerical experiments on models representative to the field of computational systems biology illustrate the method. For non-stiff problems, it is shown that the method is able to quickly converge even when stochastic effects are present. For stiff problems we are instead able to obtain fast convergence to a homogenized solution. Overall, the method builds an attractive bridge between on the one hand, macroscopic deterministic scales and, on the other hand, mesoscopic stochastic ones. This construction is clearly possible to apply also to stochastic models within other fields.

math.NA↗

arXiv2008

Simulation of stochastic reaction-diffusion processes on unstructured meshes

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic level, the master equation for a well stirred chemical system is combined with Brownian motion in space to obtain the reaction-diffusion master equation. The space is covered by an unstructured mesh and the diffusion coefficients on the mesoscale are obtained from a finite element discretization of the Laplace operator on the macroscale. The resulting method is a flexible hybrid algorithm in that the diffusion can be handled either on the meso- or on the macroscale level. The accuracy and the efficiency of the method are illustrated in three numerical examples inspired by molecular biology.

math.NA↗