A hierarchy of approximations of the master equation scaled by a size parameter

DOI10.1007/S10915-007-9179-ZzbMath1136.65007DBLPjournals/jscic/FermLH08OpenAlexW2155007800WikidataQ63407454 ScholiaQ63407454MaRDI QIDQ2481381

Lars Ferm, Andreas Hellander, Per Loetstedt

Publication date: 9 April 2008

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-007-9179-z

zbMATH Keywords

algorithmserror estimatesnumerical examplespopulation dynamicsmolecular biologyMaster equationLinear noise approximationmigration of peopleMoment equationsReaction rate equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10)

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Uses Software

• Algorithm 823

Cites Work

• Multiscale stochastic simulation algorithm with stochastic partial equilibrium assumption for chemically reacting systems
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• Conservative solution of the Fokker-Planck equation for stochastic chemical reactions
• Nested stochastic simulation algorithms for chemical kinetic systems with multiple time scales
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• Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality
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• Discrépance de suites associées à un système de numération (en dimension s)
• Monte Carlo Variance of Scrambled Net Quadrature
• Computational high frequency wave propagation
• Extracting macroscopic dynamics: model problems and algorithms
• Algorithm 823
• Solutions of ordinary differential equations as limits of pure jump markov processes
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
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