Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics

DOI10.1137/141000841zbMath1330.65015arXiv1412.6292MaRDI QIDQ3462229

Stefan Engblom

Publication date: 5 January 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.6292

zbMATH Keywords

algorithm; convergence; numerical example; operator splitting; error estimate; reaction-diffusion; partition of unity; split-step method; continuous-time Markov chain; jump process; chemical process; cell biology; Lie-Trotter formula; rate equation

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

92C45: Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.)

65C40: Numerical analysis or methods applied to Markov chains

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

60J28: Applications of continuous-time Markov processes on discrete state spaces

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