A hierarchy of approximations of the master equation scaled by a size parameter

DOI10.1007/s10915-007-9179-zzbMath1136.65007OpenAlexW2155007800WikidataQ63407454 ScholiaQ63407454MaRDI QIDQ2481381

Lars Ferm, Andreas Hellander, Per Loetstedt

Publication date: 9 April 2008

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-007-9179-z

zbMATH Keywords

algorithmserror estimatesnumerical examplespopulation dynamicsmolecular biologyMaster equationLinear noise approximationmigration of peopleMoment equationsReaction rate equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10)

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Uses Software

• Algorithm 823

Cites Work

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• Algorithm 823
• Solutions of ordinary differential equations as limits of pure jump markov processes
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