Adaptive time-stepping using control theory for the chemical Langevin equation
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Cites work
- A Variable Stepsize Implementation for Stochastic Differential Equations
- A survey of numerical methods for stochastic differential equations
- Adaptive stepsize based on control theory for stochastic differential equations
- Adaptive weak approximation of stochastic differential equations
- Automatic control and adaptive time-stepping
- Digital filters in adaptive time-stepping
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Solving Ordinary Differential Equations I
- Strong approximation theorems for density dependent Markov chains
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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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