Pathwise Error Bounds in Multiscale Variable Splitting Methods for Spatial Stochastic Kinetics

DOI10.1137/16M1083086zbMath1382.65013arXiv1607.00805MaRDI QIDQ4603037

Stefan Engblom, Augustin Chevallier

Publication date: 14 February 2018

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

Full work available at URL: https://arxiv.org/abs/1607.00805

zbMATH Keywords

computational complexityconvergencenumerical exampleerror boundsbounded solutionssplitting errorcontinuous-time Markov chainjump processrate equationmean square boundschemical reactive processeshybrid mesoscopic modelmultiscale errorspread of infections in populationsstochastic computational modelsvariable splitting methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Probabilistic models, generic numerical methods in probability and statistics (65C20) Classical flows, reactions, etc. in chemistry (92E20) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27) Complexity and performance of numerical algorithms (65Y20)

Related Items (8)

A Stochastic Hybrid Framework for Obtaining Statistics of Many Random Walkers in a Switching Environment ⋮ Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics ⋮ Multiscale Simulation of Stochastic Reaction-Diffusion Networks ⋮ Stability and Strong Convergence for Spatial Stochastic Kinetics ⋮ Hybrid master equation for jump-diffusion approximation of biomolecular reaction networks ⋮ Robustness of Stochastic Chemical Reaction Networks to Extrinsic Noise: The Role of Deficiency ⋮ Stochastic simulation of pattern formation in growing tissue: a multilevel approach ⋮ Multiscale modelling via split-step methods in neural firing

Uses Software

• URDME
• Hy3S

Cites Work

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• Adaptive simulation of hybrid stochastic and deterministic models for biochemical systems

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