Multilevel hybrid Chernoff tau-leap (Q285281)
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scientific article; zbMATH DE number 6437158
- Hybrid Chernoff Tau-Leap
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel hybrid Chernoff tau-leap |
scientific article; zbMATH DE number 6437158 |
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Multilevel hybrid Chernoff tau-leap (English)
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Hybrid Chernoff Tau-Leap (English)
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19 May 2016
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19 May 2015
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stochastic reaction networks
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continuous-time Markov chains
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multilevel Monte Carlo method
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hybrid simulation methods
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Chernoff tau-leap method
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dual-weighted estimation
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strong error estimation
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global error control
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computational complexity
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tau-leap
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error estimates
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error control
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exit probability
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weak approximation
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hybrid algorithms
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jump processes
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stochastic simulation algorithm
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modified next reaction method
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numerical example
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