ADM-CLE Approach for Detecting Slow Variables in Continuous Time Markov Chains and Dynamic Data

DOI10.1137/15M1017120zbMath1382.65029arXiv1504.01786OpenAlexW3022475067MaRDI QIDQ2964446

Mihai Cucuringu, Radek Erban

Publication date: 27 February 2017

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

Full work available at URL: https://arxiv.org/abs/1504.01786

zbMATH Keywords

stationary distributionsslow variablesdiffusion mapsstochastic chemical reaction networks

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40) Chemical kinetics in thermodynamics and heat transfer (80A30) Applications of continuous-time Markov processes on discrete state spaces (60J28)

Related Items (5)

Computational singular perturbation analysis of stochastic chemical systems with stiffness ⋮ Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling ⋮ Explicit Integration of Stiff Stochastic Differential Equations via an Efficient Implementation of Stochastic Computational Singular Perturbation ⋮ Error Analysis of Diffusion Approximation Methods for Multiscale Systems in Reaction Kinetics ⋮ Multiscale stochastic reaction-diffusion algorithms combining Markov chain models with stochastic partial differential equations

Uses Software

• STOCHSIMGPU

Cites Work

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