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Applied Mathematics Colloquium

Dr. Hye-Won Kang, UMBC

Location

Mathematics/Psychology : 106

Date & Time

February 26, 2016, 11:30 am12:30 pm

Description

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.