Variance-reduced simulation of stochastic agent-based models for tumor growth
Abstract
We investigate a hybrid PDE/Monte Carlo technique for the variance reduced simulation of an agent-based multiscale model for tumor growth. The variance reduction is achieved by combining a simulation of the stochastic agent-based model on the microscopic scale with a deterministic solution of a simplified (coarse) partial differential equation (PDE) on the macroscopic scale as a control variable. We show that this technique is able to significantly reduce the variance with only the (limited) additional computational cost associated with the deterministic solution of the coarse PDE. We illustrate the performance with numerical experiments in different regimes, both in the avascular and vascular stage of tumor growth.
Cite
@article{arxiv.1509.06346,
title = {Variance-reduced simulation of stochastic agent-based models for tumor growth},
author = {Annelies Lejon and Bert Mortier and Giovanni Samaey},
journal= {arXiv preprint arXiv:1509.06346},
year = {2015}
}
Comments
20 pages, 9 figures,2 movies