Solving chemical master equations by adaptive wavelet compression (Q983027)

After the introduction of the chemical master equation (CME) the approximation of the solution of the CME by means of wavelets is discussed. The solution is represented in a sparse wavelet basis which is adapted in each time step. At first, a wavelet method which is only adaptive in space is considered. Hereby, a 2-stage Gauss-Runge-Kutta method and higher order Daubechies wavelets are used. Then, a strategy for choosing the step-size in time adaptively is proposed. Four numerical examples are presented to demonstrate the performance of the adaptive wavelet method.