An Adaptive Wavelet Method for the Chemical Master Equation

DOI10.1137/080742324zbMath1205.65022OpenAlexW2047278530MaRDI QIDQ3066209

Tobias Jahnke

Publication date: 10 January 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000018824

zbMATH Keywords

numerical integrationnumerical exampleserror boundsadaptive methodsRothe's methodHaar waveletshigh-dimensional problemschemical master equationstochastic reaction kinetics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Classical flows, reactions, etc. in chemistry (92E20) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Numerical methods for wavelets (65T60) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)

Related Items (8)

Multiscale Simulation of Stochastic Reaction-Diffusion Networks ⋮ Efficient simulation of discrete stochastic reaction systems with a splitting method ⋮ Tensor product approach to modelling epidemics on networks ⋮ Review of wavelet methods for the solution of reaction-diffusion problems in science and engineering ⋮ Hybrid simulation of autoregulation within transcription and translation ⋮ Solving chemical master equations by adaptive wavelet compression ⋮ Markovian dynamics on complex reaction networks ⋮ RADIAL BASIS FUNCTION COLLOCATION FOR THE CHEMICAL MASTER EQUATION

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