Adaptive Time-Stepping Using Control Theory for the Chemical Langevin Equation

<div>The stiff model: the histograms at <svg height="12.4407pt" id="M178" style="vertical-align:-0.3625994pt" version="1.1" viewbox="-0.0498162 -12.0781 68.8862 12.4407" width="68.8862pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M620 675H597C578 656 570 650 541 650H144C112 650 104 653 94 675H72C59 618 42 552 23 493L53 491C71 534 88 564 105 585C124 608 144 615 238 615H290L197 121C182 40 174 34 88 28L82 0H361L367 28C275 34 266 38 281 121L374 615H441C522 615 543 608 553 583C562 560 566 531 565 493L597 494C603 551 612 629 620 675Z" id="g113-85"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="637" vert-adv-y="637"></glyph.data></g><g transform="matrix(.0135,0,0,-0.0135,12.42,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g 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horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg> for the species <svg height="12.3115pt" id="M179" style="vertical-align:-3.31355pt" version="1.1" viewbox="-0.0498162 -8.99795 28.4407 12.3115" width="28.4407pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M449 634C442 637 425 643 405 650C376 660 341 666 307 666C181 666 98 590 98 485C98 400 170 343 215 310L246 288C307 243 343 204 343 147C343 67 291 18 219 18C104 18 61 124 51 202L23 199C28 124 27 71 27 47C47 22 122 -16 204 -16C324 -16 428 60 428 174C428 256 379 309 307 360L276 382C223 419 179 455 179 516C179 576 221 632 293 632C379 632 410 564 418 487L448 490C446 536 446 592 449 634Z" id="g113-84"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="472" vert-adv-y="472"></glyph.data></g><g transform="matrix(.0095,0,0,-0.0095,6.327,3.264)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 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vert-adv-y="472"></glyph.data></g><g transform="matrix(.0095,0,0,-0.0095,23.148,3.264)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z" id="g50-51"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg>, and <svg height="12.4257pt" id="M180" style="vertical-align:-3.427751pt" version="1.1" viewbox="-0.0498162 -8.99795 11.5844 12.4257" width="11.5844pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.0135,0,0,-0.0135,0,0)"><path d="M449 634C442 637 425 643 405 650C376 660 341 666 307 666C181 666 98 590 98 485C98 400 170 343 215 310L246 288C307 243 343 204 343 147C343 67 291 18 219 18C104 18 61 124 51 202L23 199C28 124 27 71 27 47C47 22 122 -16 204 -16C324 -16 428 60 428 174C428 256 379 309 307 360L276 382C223 419 179 455 179 516C179 576 221 632 293 632C379 632 410 564 418 487L448 490C446 536 446 592 449 634Z" id="g113-84"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="472" vert-adv-y="472"></glyph.data></g><g transform="matrix(.0095,0,0,-0.0095,6.327,3.264)"><path d="M290 377C321 398 342 415 358 430C378 450 389 473 389 502C389 578 329 635 238 635H237C184 635 137 610 109 578L64 515L88 493C112 529 154 573 208 573S303 542 303 482C303 409 233 370 141 341L149 308C165 313 190 319 215 319C272 319 341 283 341 193C342 98 292 43 222 43C163 43 122 72 96 94C88 101 79 100 70 94C61 87 47 73 46 60C44 47 48 37 62 23C76 10 118 -12 165 -12C238 -12 430 62 430 223C430 297 379 359 290 375V377Z" id="g50-52"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="487" vert-adv-y="487"></glyph.data></g></svg> obtained with the SSA (green) and the PI-adaptive method for the CLE with tolerances <svg height="12.2911pt" id="M181" 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transform="matrix(.0135,0,0,-0.0135,21.079,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.0135,0,0,-0.0135,27.582,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.0095,0,0,-0.0095,34.085,-5.984)"><path d="M556 236V289H56V236H556Z" id="g54-33"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="611" vert-adv-y="611"></glyph.data></g><g transform="matrix(.0095,0,0,-0.0095,39.88,-5.984)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 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The simulation uses 10,000 paths.</div>

Journal of Applied Mathematics

fig1

Figure 1

Figure 1: Adaptive Time-Stepping Using Control Theory for the Chemical Langevin Equation 