Tau leaping of stiff stochastic chemical systems via local central limit approximation

DOI10.1016/J.JCP.2013.02.011zbMath1302.65033OpenAlexW1993821622MaRDI QIDQ401576

Yushu Yang, Muruhan Rathinam

Publication date: 27 August 2014

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.011

zbMATH Keywords

numerical examplesstiff systemsimplicit Euler schemestochastic chemical kineticsfluid limitcentral limit approximationtau leaping

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Chemical kinetics in thermodynamics and heat transfer (80A30) Numerical methods for stiff equations (65L04)

Related Items (4)

Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations ⋮ Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices ⋮ Turing's theory of morphogenesis: where we started, where we are and where we want to go ⋮ Slow-scale split-step tau-leap method for stiff stochastic chemical systems

Cites Work

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• Efficient simulation of discrete stochastic reaction systems with a splitting method
• Error analysis of tau-leap simulation methods
• Reversible-equivalent-monomolecular tau: a leaping method for ``small number and stiff stochastic chemical systems
• Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems
• Solution of the Equation $AX + XB = C$ by Inversion of an $M \times M$ or $N \times N$ Matrix
• Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems

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