Numerical Solution Methods for the Master Equation

Stefan Engblom
Division of Scientific Computing
Department of Information Technology
Uppsala University


Abstract:

The master equation of chemical reactions is an accurate stochastic description of quite general systems in chemistry. For D reacting species this is a differential-difference equation in D dimensions suffering from the usual exponential solution complexity.

The most frequently used approximative solution method is to write down the corresponding set of reaction rate equations. In many cases this approximation is not valid, or only partially so, as stochastic effects caused by the natural noise present in the full description of the problem are poorly captured.

We will show how ``higher order'' reaction rate equations can be derived governing the first few moments of the solution. As an example we consider a chemical system describing a circadian clock and show that these equations can produce solutions that better capture stochastic effects while still maintaining the low complexity of the reaction rate approach.

We will also consider a different angle of attack and present an adaptive spectral method of low complexity. The method is unusual in its choice of basis functions, its adaptivity and its relatively high accuracy.