A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks

DOI10.1137/140972081zbMath1355.65020arXiv1406.1989OpenAlexW2964211542MaRDI QIDQ5739796

Alvaro Moraes, Pedro Vilanova, Raúl Tempone

Publication date: 20 July 2016

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

Full work available at URL: https://arxiv.org/abs/1406.1989

zbMATH Keywords

algorithmnumerical exampleerror estimatesweak approximationerror controlhybrid algorithmsmultilevel Monte Carlocontrol variatesstochastic reaction networksadaptive reaction splittingChernoff tau-leapreaction channels

Mathematics Subject Classification ID

Related Items (7)

Multiscale Simulation of Stochastic Reaction-Diffusion Networks ⋮ Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates ⋮ Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations ⋮ 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 ⋮ Multilevel hybrid split-step implicit tau-leap ⋮ Synchronization in Stochastic Biochemical Oscillators Subject to Common Multiplicative Extrinsic Noise

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