Simulation of stochastic diffusion via first exit times
DOI10.1016/J.JCP.2015.07.065zbMATH Open1349.92055DBLPjournals/jcphy/LotstedtM15OpenAlexW2160465262WikidataQ43163148 ScholiaQ43163148MaRDI QIDQ2374739FDOQ2374739
Authors: Lina Meinecke, Per Lötstedt
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4653746
Recommendations
- Stochastic diffusion processes on Cartesian meshes
- Simulation of stochastic reaction-diffusion processes on unstructured meshes
- Analysis and design of jump coefficients in discrete stochastic diffusion models
- An adaptive algorithm for simulation of stochastic reaction-diffusion processes
- A Monte Carlo method for the simulation of first passage times of diffusion processes
Computational methods for problems pertaining to probability theory (60-08) Biochemistry, molecular biology (92C40) Diffusion processes (60J60) Computational methods for problems pertaining to biology (92-08)
Cites Work
- Quantum noise. A handbook of Markovian and non-Markovian quantum stochastic methods with applications to quantum optics.
- A guide to first-passage processes
- Stochastic differential equations. An introduction with applications.
- Title not available (Why is that?)
- Mixed and Hybrid Finite Element Methods
- A hierarchy of approximations of the master equation scaled by a size parameter
- Stochastic processes in physics and chemistry.
- Title not available (Why is that?)
- Solutions of ordinary differential equations as limits of pure jump markov processes
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Stabilized Galerkin approximation of convection-diffusion-reaction equations: discrete maximum principle and convergence
- Title not available (Why is that?)
- A monotone finite element scheme for convection-diffusion equations
- Using gene expression noise to understand gene regulation
- Stochastic approach to chemical kinetics
- Quality Triangulations with Locally Optimal Steiner Points
- On Nonobtuse Simplicial Partitions
- An improved monotone finite volume scheme for diffusion equation on polygonal meshes
- Simple Brownian diffusion. An introduction to the standard theoretical models
- Solving the chemical master equation for monomolecular reaction systems analytically
- A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes
- Simulation of stochastic reaction-diffusion processes on unstructured meshes
- Fast Monte Carlo Simulation Methods for Biological Reaction-Diffusion Systems in Solution and on Surfaces
- A cell-centred finite-volume approximation for anisotropic diffusion operators on unstructured meshes in any space dimension
- Incorporating Diffusion in Complex Geometries into Stochastic Chemical Kinetics Simulations
- Non-negative mixed finite element formulations for a tensorial diffusion equation
- A first-passage kinetic Monte Carlo algorithm for complex diffusion-reaction systems
- On the existence of maximum principles in parabolic finite element equations
- Title not available (Why is that?)
- Weakened acute type condition for tetrahedral triangulations and the discrete maximum principle
- A monotone finite volume method for advection-diffusion equations on unstructured polygonal meshes
- Tiling space and slabs with acute tetrahedra.
- Coupled mesoscopic and microscopic simulation of stochastic reaction-diffusion processes in mixed dimensions
- Sufficient criteria are necessary for monotone control volume methods
- Perturbation bounds for the linear least squares problem subject to linear inequality constraints
- Analysis and design of jump coefficients in discrete stochastic diffusion models
Cited In (12)
- Simulation of stopped diffusions
- Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach
- Multiscale modeling of diffusion in a crowded environment
- Multiscale Simulation of Stochastic Reaction-Diffusion Networks
- Simplified models of diffusion in radially-symmetric geometries
- Effects of different discretisations of the Laplacian upon stochastic simulations of reaction-diffusion systems on both static and growing domains
- Mean exit time in irregularly-shaped annular and composite disc domains
- Stochastic diffusion processes on Cartesian meshes
- Exponential and Weibull models for spherical and spherical-shell diffusion-controlled release systems with semi-absorbing boundaries
- Analysis and design of jump coefficients in discrete stochastic diffusion models
- Spatial stochastic intracellular kinetics: a review of modelling approaches
- Reducing exit-times of diffusions with repulsive interactions
Uses Software
This page was built for publication: Simulation of stochastic diffusion via first exit times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374739)