Stochastic Simulation of Continuous Time Random Walks: Minimizing Error in Time-Dependent Rate Coefficients for Diffusion-Limited Reactions

A reaction limited by standard diffusion is simulated stochastically to illustrate how the continuous time random walk (CTRW) formalism can be implemented with minimum statistical error. A step-by-step simulation of the diffusive random walk in one dimension reveals the fraction of surviving reactants P(t) as a function of time, and the time-dependent unimolecular reaction rate coefficient K(t). Accuracy is confirmed by comparing the time-dependent simulation to results from the analytical master equation, and the asymptotic solution to that of Fickian diffusion. An early transient feature is shown to arise from higher spatial harmonics in the Fourier distribution of walkers between reaction sites. Statistical 'shot' noise in the simulation is quantified along with the offset error due to the discrete time derivative, and an optimal simulation time interval Delta t0 is derived to achieveminimal error in the finite time-difference estimation of the reaction rate. The number ofwalkers necessary to achieve a given error tolerance is derived, and W = 10(7) walkers is shown to achieve an accuracy of +/- 0.2% when the survival probability reaches P(t) similar to 1/3. The stochastic method presented here serves as an intuitive basis for understanding the CTRW formalism, and can be generalized to model anomalous diffusion-limited reactions to prespecified precision in regimes where the governing wait-time distributions have no analytical solution.