Spectral approximation of solutions to the chemical master equation

DOI10.1016/j.cam.2008.10.029zbMath1168.65006OpenAlexW2084774345MaRDI QIDQ1023325

Stefan Engblom

Publication date: 11 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.10.029

zbMATH Keywords

convergencenumerical examplesunbounded domainchemical reactionsdiscrete approximationmaster equationdifferential-difference equationspectral-Galerkin methodCharlier's polynomial

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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