Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method

DOI10.1016/j.jcp.2011.07.032zbMath1237.92022OpenAlexW2051501315MaRDI QIDQ422512

Soumyendu Raha, Saswati Dana

Publication date: 18 May 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2011.07.032

zbMATH Keywords

stiff stochastic differential equationschemical Langevin equationsimplicit method of numerical integration

Mathematics Subject Classification ID

Related Items (5)

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Uses Software

• S-ROCK

Cites Work

• A weak trapezoidal method for a class of stochastic differential equations
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
• Developing Itô stochastic differential equation models for neuronal signal transduction path\-ways
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
• Split-step backward balanced Milstein methods for stiff stochastic systems
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
• Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
• Numerical methods for nonlinear stochastic differential equations with jumps
• Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
• On the discretization schemes for the CIR (and Bessel squared) processes
• Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations
• S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
• Balanced Implicit Methods for Stiff Stochastic Systems
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

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