Adaptive time-stepping using control theory for the chemical Langevin equation

DOI10.1155/2015/567275zbMath1347.92024OpenAlexW2083992072WikidataQ59111896 ScholiaQ59111896MaRDI QIDQ327749

Silvana Ilie, Monjur Morshed

Publication date: 19 October 2016

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

Full work available at URL: https://doi.org/10.1155/2015/567275

zbMATH Keywords

Langevin equationMilstein schemenoncommutative noise

Mathematics Subject Classification ID

Biochemistry, molecular biology (92C40) Stochastic systems in control theory (general) (93E03)

Uses Software

• Hy3S

Cites Work

• Adaptive stepsize based on control theory for stochastic differential equations
• A survey of numerical methods for stochastic differential equations
• Strong approximation theorems for density dependent Markov chains
• Automatic control and adaptive time-stepping
• Numerical methods for strong solutions of stochastic differential equations: an overview
• Solving Ordinary Differential Equations I
• Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
• A Variable Stepsize Implementation for Stochastic Differential Equations
• Adaptive weak approximation of stochastic differential equations
• Digital filters in adaptive time-stepping

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