Multilevel hybrid split-step implicit tau-leap

DOI10.1007/S11075-016-0158-ZzbMath1357.65005arXiv1512.00721OpenAlexW3122384123MaRDI QIDQ509646

Chiheb Ben Hammouda, Alvaro Moraes, Raúl Tempone

Publication date: 17 February 2017

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.00721

zbMATH Keywords

multilevel Monte Carlo methodstochastic reaction networksbiochemical reactive system

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Biochemistry, molecular biology (92C40) Continuous-time Markov processes on discrete state spaces (60J27) Algorithms with automatic result verification (65G20)

Related Items (8)

Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics ⋮ 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 ⋮ Robustly simulating biochemical reaction kinetics using multi-level Monte Carlo approaches ⋮ Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities ⋮ Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach ⋮ Slow-scale split-step tau-leap method for stiff stochastic chemical systems ⋮ Data-driven method for efficient characterization of rare event probabilities in biochemical systems

Uses Software

• S-ROCK
• bootstrap

Cites Work

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