Development of a Balanced Adaptive Time-Stepping Strategy Based on an Implicit JFNK-DG Compressible Flow Solver

A balanced adaptive time-stepping strategy is implemented in an implicit discontinuous Galerkin solver to guarantee the temporal accuracy of unsteady simulations. A proper relation between the spatial, temporal and iterative errors generated within one time step is constructed. With an estimate of temporal and spatial error using an embedded Runge-Kutta scheme and a higher order spatial discretization, an adaptive time-stepping strategy is proposed based on the idea that the time step should be the maximum without obviously influencing the total error of the discretization. The designed adaptive time-stepping strategy is then tested in various types of problems including isentropic vortex convection, steady-state flow past a flat plate, Taylor-Green vortex and turbulent flow over a circular cylinder at $${Re}=3\,900$$ Re = 3 900 . The results indicate that the adaptive time-stepping strategy can maintain that the discretization error is dominated by the spatial error and relatively high efficiency is obtained for unsteady and steady, well-resolved and under-resolved simulations.

Adaptive time-stepping using control theory for the Chemical Langevin Equation

Stochastic modeling of biochemical systems has been the subject of intense research in recent years due to the large number of important applications of these systems. A critical stochastic model of well-stirred biochemical systems in the regime of relatively large molecular numbers, far from the thermodynamic limit, is the chemical Langevin equation. This model is represented as a system of stochastic differential equations, with multiplicative and noncommutative noise. Often biochemical systems in applications evolve on multiple time-scales; examples include slow transcription and fast dimerization reactions. The existence of multiple time-scales leads to mathematical stiffness, which is a major challenge for the numerical simulation. Consequently, there is a demand for efficient and accurate numerical methods to approximate the solution of these models. In this paper, we design an adaptive time-stepping method, based on control theory, for the numerical solution of the chemical Langevin equation. The underlying approximation method is the Milstein scheme. The adaptive strategy is tested on several models of interest and is shown to have improved efficiency and accuracy compared with the existing variable and constant-step methods.

Adaptive time-stepping using control theory for the Chemical Langevin Equation

Stochastic modeling of biochemical systems has been the subject of intense research in recent years due to the large number of important applications of these systems. A critical stochastic model of well-stirred biochemical systems in the regime of relatively large molecular numbers, far from the thermodynamic limit, is the chemical Langevin equation. This model is represented as a system of stochastic differential equations, with multiplicative and noncommutative noise. Often biochemical systems in applications evolve on multiple time-scales; examples include slow transcription and fast dimerization reactions. The existence of multiple time-scales leads to mathematical stiffness, which is a major challenge for the numerical simulation. Consequently, there is a demand for efficient and accurate numerical methods to approximate the solution of these models. In this paper, we design an adaptive time-stepping method, based on control theory, for the numerical solution of the chemical Langevin equation. The underlying approximation method is the Milstein scheme. The adaptive strategy is tested on several models of interest and is shown to have improved efficiency and accuracy compared with the existing variable and constant-step methods.

Adaptive time-stepping in the numerical solution of the reaction-diffusion master equation

Stochastic modeling and simulation are essential tools for studying cellular processes. The dynamics of spatially heterogeneous biochemical systems with species in low amounts is governed by a discrete, stochastic model, the Reaction-Diffusion Master Equation (RDME). The Inhomogeneous Stochastic Simulation Algorithm (ISSA) is an exact numerical method for the RDME, but is prohibitively slow as it simulates every chemical reaction and diffusion event. To overcome this difficulty, an approximate strategy, the tau-leaping scheme, was developed that steps over multiple reactions and diffusion events. Mathematical models of biochemical systems are often prone to stiffness, thus computationally challenging. In this thesis, we propose an adaptive time-stepping scheme for the tau-leaping method for the RDME. This strategy is compared to the ISSA, for several models of interest. The numerical results show that the proposed adaptive technique significantly speeds-up the simulation, while maintaining excellent accuracy of the numerical solution.

Adaptive time-stepping in the numerical solution of the reaction-diffusion master equation

Stochastic modeling and simulation are essential tools for studying cellular processes. The dynamics of spatially heterogeneous biochemical systems with species in low amounts is governed by a discrete, stochastic model, the Reaction-Diffusion Master Equation (RDME). The Inhomogeneous Stochastic Simulation Algorithm (ISSA) is an exact numerical method for the RDME, but is prohibitively slow as it simulates every chemical reaction and diffusion event. To overcome this difficulty, an approximate strategy, the tau-leaping scheme, was developed that steps over multiple reactions and diffusion events. Mathematical models of biochemical systems are often prone to stiffness, thus computationally challenging. In this thesis, we propose an adaptive time-stepping scheme for the tau-leaping method for the RDME. This strategy is compared to the ISSA, for several models of interest. The numerical results show that the proposed adaptive technique significantly speeds-up the simulation, while maintaining excellent accuracy of the numerical solution.