Cauchy integrals for computational solutions of master equations
From MaRDI portal
Cites work
- A Contour Integral Method for the Black–Scholes and Heston Equations
- A discrete time random walk model for anomalous diffusion
- A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
- A solver for the stochastic master equation applied to gene regulatory networks
- Approximation theory and approximation practice
- Beyond the Poisson renewal process: a tutorial survey
- Efficient simulation of discrete stochastic reaction systems with a splitting method
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Functions of Difference Matrices Are Toeplitz Plus Hankel
- Functions of Matrices
- scientific article; zbMATH DE number 3533576 (Why is no real title available?)
- scientific article; zbMATH DE number 3384808 (Why is no real title available?)
- scientific article; zbMATH DE number 2212009 (Why is no real title available?)
- Improved contour integral methods for parabolic PDEs
- Multiscale Modeling of Chemical Kinetics via the Master Equation
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- Novel numerical methods for time-space fractional reaction diffusion equations in two dimensions
- On the convergence of Krylov subspace methods for matrix Mittag-Leffler functions
- On the numerical inversion of the Laplace transform of certain holomorphic mappings
- Parabolic and hyperbolic contours for computing the Bromwich integral
- Pseudospectra of the Convection-Diffusion Operator
- Random walks on lattices. II
- REGULARITY OF SOLUTIONS TO A TIME-FRACTIONAL DIFFUSION EQUATION
- Stochastic processes in physics and chemistry.
- The Accurate Numerical Inversion of Laplace Transforms
- The exponentially convergent trapezoidal rule
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Time discretization of an evolution equation via Laplace transforms
This page was built for publication: Cauchy integrals for computational solutions of master equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6949297)