Conservative solution of the Fokker-Planck equation for stochastic chemical reactions

DOI10.1007/s10543-006-0082-zzbMath1105.65091OpenAlexW2020335459MaRDI QIDQ857548

Per Loetstedt, Paul Sjöberg, Lars Ferm

Publication date: 19 December 2006

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-006-0082-z

zbMATH Keywords

comparison of methodsfinite volume methodnumerical examplesMonte Carlo methodsemidiscretizationgrid refinementlinear multistep method

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Related Items (6)

Modelling biochemical reaction systems by stochastic differential equations with reflection ⋮ Hybrid method for the chemical master equation ⋮ Numerical method for coupling the macro and meso scales in stochastic chemical kinetics ⋮ Adaptive solution of the master equation in low dimensions ⋮ A hierarchy of approximations of the master equation scaled by a size parameter ⋮ Spectral approximation of solutions to the chemical master equation

Uses Software

• ARPACK

Cites Work

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• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• ARPACK Users' Guide
• Sparse grids

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