Analysis and Design of Jump Coefficients in Discrete Stochastic Diffusion Models

نویسندگان

  • Lina Meinecke
  • Stefan Engblom
  • Andreas Hellander
  • Per Lötstedt
چکیده

In computational systems biology, the mesoscopic model of reaction-diffusion kinetics is described by a continuous time, discrete space Markov process. To simulate diffusion stochastically, the jump coefficients are obtained by a discretization of the diffusion equation. Using unstructured meshes to represent complicated geometries may lead to negative coefficients when using piecewise linear finite elements. Several methods have been proposed to modify the coefficients to enforce the nonnegativity needed in the stochastic setting. In this paper, we present a method to quantify the error introduced by that change. We interpret the modified discretization matrix as the exact finite element discretization of a perturbed equation. The forward error, the error between the analytical solutions to the original and the perturbed equations, is bounded by the backward error, the error between the diffusion of the two equations. We present a backward analysis algorithm to compute the diffusion coefficient from a given discretization matrix. The analysis suggests a new way of deriving nonnegative jump coefficients that minimizes the backward error. The theory is tested in numerical experiments indicating that the new method is superior and also minimizes the forward error.

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عنوان ژورنال:
  • SIAM journal on scientific computing : a publication of the Society for Industrial and Applied Mathematics

دوره 38 1  شماره 

صفحات  -

تاریخ انتشار 2016