Adaptive time-stepping using control theory for the chemical Langevin equation
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Publication:327749
DOI10.1155/2015/567275zbMATH Open1347.92024DBLPjournals/jam/IlieM15OpenAlexW2083992072WikidataQ59111896 ScholiaQ59111896MaRDI QIDQ327749FDOQ327749
Authors: Silvana Ilie, Monjur Morshed 
Publication date: 19 October 2016
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/567275
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Cites Work
- Solving Ordinary Differential Equations I
- A survey of numerical methods for stochastic differential equations
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Strong approximation theorems for density dependent Markov chains
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
- Adaptive stepsize based on control theory for stochastic differential equations
- Automatic control and adaptive time-stepping
- A Variable Stepsize Implementation for Stochastic Differential Equations
- Adaptive weak approximation of stochastic differential equations
- Digital filters in adaptive time-stepping
Cited In (4)
- Data-driven method for efficient characterization of rare event probabilities in biochemical systems
- Implementation of variable parameters in the Krylov-based finite state projection for solving the chemical master equation
- Simulating stochasticities in chemical reactions with deterministic delay differential equations
- Adaptive sampled-data tracking for input-constrained exothermic chemical reaction models
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