Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics

DOI10.1137/141000841zbMath1330.65015arXiv1412.6292OpenAlexW2136684193MaRDI QIDQ3462229

Stefan Engblom

Publication date: 5 January 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6292

zbMATH Keywords

algorithmconvergencenumerical exampleoperator splittingerror estimatereaction-diffusionpartition of unitysplit-step methodcontinuous-time Markov chainjump processchemical processcell biologyLie-Trotter formularate equation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Numerical analysis or methods applied to Markov chains (65C40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (6)

Multiscale Simulation of Stochastic Reaction-Diffusion Networks ⋮ Stability and Strong Convergence for Spatial Stochastic Kinetics ⋮ Pathwise Error Bounds in Multiscale Variable Splitting Methods for Spatial Stochastic Kinetics ⋮ Slow-scale split-step tau-leap method for stiff stochastic chemical systems ⋮ Stochastic simulation of pattern formation in growing tissue: a multilevel approach ⋮ Multiscale modelling via split-step methods in neural firing

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