Explicit time integration of the stiff chemical Langevin equations using computational singular perturbation
نویسندگان
چکیده
منابع مشابه
Numerical Integration Scheme Using Singular Perturbation Method
Some multi degree-of-freedom dynamical systems exhibit a response that contain fast and slow variables. An example of such systems is a multibody system with rigid and deformable bodies. Standard numerical integration of the resultant equations of motion must adjust the time step according to the frequency of the fastest variable. As a result, the computation time is sacrificed. The singular pe...
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The Computational Singular Perturbation (CSP) method, developed by Lam and Goussis [Twenty-Second Symposium (International) on Combustion, The Combustion Institute, Pittsburgh, 1988, pp. 931–941], is a commonly-used method for finding approximations of slow manifolds in systems of ordinary differential equations (ODEs) with multiple time scales. The validity of the CSP method was established fo...
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Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-square stable) stiff stochastic differential equations. Standard explicit methods, as for example the EulerMaruyama method, face severe stepsize...
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Article history: Received 31 August 2012 Accepted 26 January 2013 Available online 8 February 2013
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This article is concerned with the asymptotic accuracy of the Computational Singular Perturbation (CSP) method developed by Lam and Goussis [The CSP method for simplifying kinetics, Int. J. Chem. Kin. 26 (1994) 461–486] to reduce the dimensionality of a system of chemical kinetics equations. The method, which is generally applicable to multiple-time scale problems arising in a broad array of sc...
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ژورنال
عنوان ژورنال: The Journal of Chemical Physics
سال: 2019
ISSN: 0021-9606,1089-7690
DOI: 10.1063/1.5093207