A cutoff phenomenon in accelerated stochastic simulations of chemical kinetics via flow averaging (FLAVOR-SSA)

Bayati, B., Owhadi, H., Koumoutsakos P., Journal of Chemical Physics, 133, 2441171-2441176, 2010


We present a simple algorithm for the simulation of stiff, discrete-space, continuous-time Markov processes.  The algorithm is based on the concept of flow averaging for the integration of stiff ordinary and stochastic differential equations and ultimately leads to a straightforward variation of the well-known stochastic simulation algorithm (SSA).  The speedup that can be achieved by the present algorithm [flow averaging integrator SSA (FLAVOR-SSA)] over the classical SSA comes naturally at the expense of its accuracy.  The error of the proposed method exhibits a cutoff phenomenon as a function of its speed-up, allowing for optimal tuning.  Two numerical examples from chemical kinetics are provided to illustrate the efficiency of the method.