Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: a comparative study

DOI10.1515/MCMA-2019-2040zbMath1495.65006OpenAlexW2972162556WikidataQ110650459 ScholiaQ110650459MaRDI QIDQ2335715

Nikhil Kumar Rajput

Publication date: 15 November 2019

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2019-2040

zbMATH Keywords

stochastic differential equationdiffusion approximationinnovation diffusionGillespie algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Mathematical modeling or simulation for problems pertaining to game theory, economics, and finance (91-10)

Cites Work

• \textsc{BAL}: a library for the \textit{brute-force} analysis of dynamical systems
• Stein's method for steady-state diffusion approximations of \(\mathrm{M}/\mathrm{Ph}/n+\mathrm{M}\) systems
• A New Product Growth for Model Consumer Durables
• Stochastic evolution of a nonlinear model of diffusion of information*
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