MULTISCALE STOCHASTIC REACTION-DIFFUSION ALGORITHMS COMBINING MARKOV CHAIN MODELS WITH STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Abstract

We analyze two multiscale methods for reaction-diffusion process stochastic simulations. They can be used in systems that contain areas where the concentrations of molecules differ noticeably. Both approaches split an interest region into two subsets, one for stochastic partial differential equations (SPDEs) and the other for continuous-time Markov chain models.