Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error Bounds and Algorithms

DOI10.1137/140983471zbMath1339.60088arXiv1409.4303OpenAlexW2963834876MaRDI QIDQ3459660

Arnab Ganguly, Heinz Koeppl, Derya Altıntan

Publication date: 11 January 2016

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4303

zbMATH Keywords

Markov chainsdiffusion approximationstochastic differential equationsjump-diffusion processesbiochemical reaction networksmultiscale networks

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Biochemistry, molecular biology (92C40) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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Uses Software

• CERENA

Cites Work

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