Towards automatic global error control: Computable weak error expansion for the tau-leap method

DOI10.1515/MCMA.2011.011zbMath1241.65006arXiv1004.2948MaRDI QIDQ3094134

Raúl Tempone, Jesper Karlsson

Publication date: 21 October 2011

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

Full work available at URL: https://arxiv.org/abs/1004.2948

zbMATH Keywords

numerical exampleserror estimationMarkov chainweak approximationa posteriori error estimatesadaptive algorithmsjump processesstochastic dynamical systemsGillespie algorithmreaction networkskinetic Monte Carlo modelsbackward dual functionstau-leap discretization

Mathematics Subject Classification ID

Related Items (6)

Multilevel hybrid Chernoff tau-leap ⋮ Stability and Strong Convergence for Spatial Stochastic Kinetics ⋮ Hybrid framework for the simulation of stochastic chemical kinetics ⋮ Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations ⋮ Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices ⋮ An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

Cites Work

• \(C^ 2\) interpolation over hypercubes
• Convergence rates for adaptive approximation of ordinary differential equations
• Adaptive Weak Approximation of Diffusions with Jumps
• Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems
• Adaptive weak approximation of stochastic differential equations
• Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
• Error Analysis of Coarse‐Graining for Stochastic Lattice Dynamics
• Stochastic approach to chemical kinetics
• Blending-Function Methods of Bivariate and Multivariate Interpolation and Approximation
• Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems

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