An adaptive wavelet method for the chemical master equation

DOI10.1137/080742324MaRDI QIDQ3066209zbMATH OpenOpenAlexFDO

Authors Tobias Jahnke

Publication date 10 January 2011

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

Full work available at URL https://publikationen.bibliothek.kit.edu/1000018824

zbMATH Keywords

adaptive methodschemical master equationerror boundsHaar waveletshigh-dimensional problemsnumerical examplesnumerical integrationRothe's methodstochastic reaction kinetics

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for wavelets (65T60) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Classical flows, reactions, etc. in chemistry (92E20)

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Cited in

(11)

• Review of wavelet methods for the solution of reaction-diffusion problems in science and engineering
• Radial basis function collocation for the chemical master equation
• Solving chemical master equations by an adaptive wavelet method
• Multiscale Simulation of Stochastic Reaction-Diffusion Networks
• Hybrid simulation of autoregulation within transcription and translation
• An Adaptive Method for Solving Chemical Master Equations using a Sparse Wavelet Basis
• Tensor product approach to modelling epidemics on networks
• Efficient simulation of discrete stochastic reaction systems with a splitting method
• Tensor cross interpolation for global discrete optimization with application to Bayesian network inference
• Markovian dynamics on complex reaction networks
• Solving chemical master equations by adaptive wavelet compression

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