Efficient simulation of discrete stochastic reaction systems with a splitting method
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error boundsnumerical examplesMarkov processsplitting methodsstochastic simulation algorithmchemical master equationanalytic solution formulasdiscrete stochastic reaction systems
Systems biology, networks (92C42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70) One-parameter semigroups and linear evolution equations (47D06)
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Cites work
- scientific article; zbMATH DE number 5545219 (Why is no real title available?)
- scientific article; zbMATH DE number 1967777 (Why is no real title available?)
- scientific article; zbMATH DE number 2120420 (Why is no real title available?)
- scientific article; zbMATH DE number 6327461 (Why is no real title available?)
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- Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems
- Error analysis of tau-leap simulation methods
- Error bounds for exponential operator splittings
- Exponential splitting for unbounded operators
- Geometric Numerical Integration
- High order splitting methods for analytic semigroups exist
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- Solving the chemical master equation for monomolecular reaction systems analytically
- Splitting methods
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Cited in
(21)- Path integral approach to generating functions for multistep post-transcription and post-translation processes and arbitrary initial conditions
- Local error estimates for adaptive simulation of the reaction-diffusion master equation via operator splitting
- Tau leaping of stiff stochastic chemical systems via local central limit approximation
- Analysis of splitting methods for reaction-diffusion problems using stochastic calculus
- Anthithetic-variate splitting for steady-state simulations
- Time dependent solution for acceleration of tau-leaping
- Iterative semi-implicit splitting methods for stochastic chemical kinetics
- A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
- Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics
- Impulsive expressions in stochastic simulation algorithms
- Multilevel hybrid split-step implicit tau-leap
- The convergence of a new symmetric iterative splitting method for non-autonomous systems
- Dimensionality reduction via path integration for computing mRNA distributions
- An exact and efficient first passage time algorithm for reaction-diffusion processes on a 2D-lattice
- Computing sparse and dense realizations of reaction kinetic systems
- Pathwise error bounds in multiscale variable splitting methods for spatial stochastic kinetics
- Splitting strategy for simulating genetic regulatory networks
- Structure-preserving discretization of the chemical master equation
- Information criteria for quantifying loss of reversibility in parallelized KMC
- Slow-scale split-step tau-leap method for stiff stochastic chemical systems
- Information metrics for long-time errors in splitting schemes for stochastic dynamics and parallel kinetic Monte Carlo
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