Impulsive expressions in stochastic simulation algorithms

DOI10.1142/S021987621750075XMaRDI QIDQ4563101zbMATH OpenFDO

Authors Vilda Purutçuoğlu, D. Altıntan, Ö. Uğur

Publication date 6 June 2018

Published in International Journal of Computational Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021987621750075X

zbMATH Keywords

chemical master equationdeterministic approachdirect methodimpulsive differential equationsstochastic modelingstochastic simulation algorithm

Mathematics Subject Classification ID

Chemical kinetics in thermodynamics and heat transfer (80A30)

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Cites work

• A comparison of computational efficiencies of stochastic algorithms in terms of two infection models
• Effect of excluded volume on 2D discrete stochastic chemical kinetics
• Efficient simulation of discrete stochastic reaction systems with a splitting method
• scientific article; zbMATH DE number 45101 (Why is no real title available?)
• scientific article; zbMATH DE number 812113 (Why is no real title available?)
• Hybrid stochastic-deterministic solution of the chemical master equation
• Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error Bounds and Algorithms
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• Modeling infectious diseases in humans and animals
• Principles of discontinuous dynamical systems
• Stability properties of pulse vaccination strategy in SEIR epidemic model
• Stochastic approach to chemical kinetics
• Stochastic modelling for systems biology.
• The dynamics of an infectious disease in a population with birth pulses
• The effect of constant and pulse vaccination on SIR epidemic model with horizontal and vertical transmission
• The mathematics of infectious diseases

Cited in

(2)

• Numerical simulations and modeling for stochastic biological systems with jumps
• A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options

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