IMPLICIT SIMULATION METHODS FOR STOCHASTIC CHEMICAL KINETICS

DOI10.11948/2015034MaRDI QIDQ5121200zbMATH OpenOpenAlexFDO

Authors Tae-Hyuk Ahn, Xiaoying Han, Adrian Sandu

Publication date 11 September 2020

Published in Journal of Applied Analysis & Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1303.3614

zbMATH Keywords

discrete time approximationsstochastic differential equations (SDEs)stochastic simulation algorithm (SSA)tau-leaping methodsweak Taylor approximations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems
• Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• Implicit Taylor methods for stiff stochastic differential equations
• Information Theory and Statistical Learning
• Introduction to probability models
• Stochastic processes in physics and chemistry.

Cited in

(19)

• An evaluation of the Gauss-Radau algorithm for the simulation of chemical dynamics
• A stochastic hybrid approximation for chemical kinetics based on the linear noise approximation
• Modeling fast diffusion processes in time integration of stiff stochastic differential equations
• Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
• Slow-scale split-step tau-leap method for stiff stochastic chemical systems
• A new look at the chemical master equation
• scientific article; zbMATH DE number 5545219 (Why is no real title available?)
• Stochastic projective methods for simulating stiff chemical reacting systems
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS- method
• Model Reconstruction for Moment-Based Stochastic Chemical Kinetics
• Approximate exponential algorithms to solve the chemical master equation
• Multilevel hybrid split-step implicit tau-leap
• Modeling backward chemical rate processes in the direct simulation Monte Carlo method
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics
• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
• Implicit Simulation Methods for Stochastic Chemical Kinetics
• Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach
• Stochastic simulation of chemical reactions in spatially complex media
• A numerical scheme for optimal transition paths of stochastic chemical kinetic systems

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