@TechReport{ it:2006-001,
author = {Lars Ferm and Per L{\"o}tstedt},
title = {Numerical Method for Coupling the Macro and Meso Scales in
Stochastic Chemical Kinetics},
institution = {Department of Information Technology, Uppsala University},
department = {Division of Scientific Computing},
year = {2006},
number = {2006-001},
month = jan,
abstract = {A numerical method is developed for simulation of
stochastic chemical reactions. The system is modeled by the
Fokker-Planck equation for the probability density of the
molecular state. The dimension of the domain of the
equation is reduced by assuming that most of the molecular
species have a normal distribution with a small variance.
The numerical approximation preserves properties of the
analytical solution such as non-negativity and constant
total probability. The method is applied to a nine
dimensional problem modelling an oscillating molecular
clock. The oscillations stop at a fixed point with a
macroscopic model but they continue with our two
dimensional, mixed macroscopic and mesoscopic model.}
}