Solving chemical master equations by adaptive wavelet compression (Q983027)

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Solving chemical master equations by adaptive wavelet compression
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    Solving chemical master equations by adaptive wavelet compression (English)
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    28 July 2010
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    After the introduction of the chemical master equation (CME) the approximation of the solution of the CME by means of wavelets is discussed. The solution is represented in a sparse wavelet basis which is adapted in each time step. At first, a wavelet method which is only adaptive in space is considered. Hereby, a 2-stage Gauss-Runge-Kutta method and higher order Daubechies wavelets are used. Then, a strategy for choosing the step-size in time adaptively is proposed. Four numerical examples are presented to demonstrate the performance of the adaptive wavelet method.
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    chemical master equation
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    wavelet compression
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    adaptive step-size selection
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    adaptive Galerkin approximation
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    Rothe's method
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    stochastic reaction kinetics
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    gene regulatory networks
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    step-size control
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    Gauss-Runge-Kutta method
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    numerical examples
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