IMPLICIT SIMULATION METHODS FOR STOCHASTIC CHEMICAL KINETICS

DOI10.11948/2015034OpenAlexW2962989399MaRDI QIDQ5121200

Adrian Sandu, Xiaoying Han, Tae-Hyuk Ahn

Publication date: 11 September 2020

Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.3614

zbMATH Keywords

stochastic differential equations (SDEs)tau-leaping methodsdiscrete time approximationsstochastic simulation algorithm (SSA)weak Taylor approximations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Learning-based importance sampling via stochastic optimal control for stochastic reaction networks ⋮ Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks ⋮ A new look at the chemical master equation ⋮ Multilevel hybrid split-step implicit tau-leap ⋮ Modeling fast diffusion processes in time integration of stiff stochastic differential equations ⋮ APPROXIMATE EXPONENTIAL ALGORITHMS TO SOLVE THE CHEMICAL MASTER EQUATION

Cites Work

• Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems
• Information Theory and Statistical Learning
• Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems
• Implicit Taylor methods for stiff stochastic differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: IMPLICIT SIMULATION METHODS FOR STOCHASTIC CHEMICAL KINETICS