Applied Mathematics Colloquium

Title: Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with SPDEs

Abstract: In this talk, I will introduce a multiscale algorithm for stochastic simulation of reaction-diffusion processes. The algorithm is applicable to systems including regions with a few molecules and regions with a large number of molecules. A domain of interest is divided into two subsets where continuous-time Markov chain models and stochastic partial differential equations (SPDEs) can be respectively used. Several examples with simulation results will be shown. This is a joint work with Radek Erban at the University of Oxford.