Analysis and Design of Jump Coefficients in Discrete Stochastic Diffusion Models

DOI10.1137/15M101110XzbMath1330.65017arXiv1503.01653WikidataQ42209197 ScholiaQ42209197MaRDI QIDQ3460274

Lina Meinecke, Stefan Engblom, Andreas Hellander, Per Loetstedt

Publication date: 7 January 2016

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

Full work available at URL: https://arxiv.org/abs/1503.01653

zbMATH Keywords

algorithmdiffusionfinite element methoderror boundunstructured meshnumerical experimentstochastic simulationreaction-diffusion kineticscontinuous time, discrete space Markov process

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (8)

Simulation of stochastic diffusion via first exit times ⋮ Multiscale Simulation of Stochastic Reaction-Diffusion Networks ⋮ Multiscale modeling of diffusion in a crowded environment ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Effects of different discretisations of the Laplacian upon stochastic simulations of reaction-diffusion systems on both static and growing domains ⋮ An unstructured mesh convergent reaction-diffusion master equation for reversible reactions ⋮ The linear noise approximation for spatially dependent biochemical networks ⋮ Spatial stochastic intracellular kinetics: a review of modelling approaches

Uses Software

• FEniCS
• STEPS
• MesoRD
• Smoldyn

Cites Work

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