Strong Convergence for Split-Step Methods in Stochastic Jump Kinetics
DOI10.1137/141000841zbMath1330.65015arXiv1412.6292MaRDI QIDQ3462229
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
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
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
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Local error estimates for adaptive simulation of the reaction-diffusion master equation via operator splitting
- Multiscale stochastic simulation algorithm with stochastic partial equilibrium assumption for chemically reacting systems
- Efficient simulation of discrete stochastic reaction systems with a splitting method
- Error analysis of tau-leap simulation methods
- Asymptotic analysis of multiscale approximations to reaction networks
- Point processes and queues. Martingale dynamics
- Strong approximation theorems for density dependent Markov chains
- Theory of stochastic differential equations with jumps and applications.
- Jump-Diffusion Approximation of Stochastic Reaction Dynamics: Error Bounds and Algorithms
- Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems
- Parallel in Time Simulation of Multiscale Stochastic Chemical Kinetics
- Simulation of Stochastic Reaction-Diffusion Processes on Unstructured Meshes
- Markov Chains
- Pathwise Error Bounds in Multiscale Variable Splitting Methods for Spatial Stochastic Kinetics
- Lévy Processes and Stochastic Calculus
- Parallelization, Processor Communication and Error Analysis in Lattice Kinetic Monte Carlo
- Moment growth bounds on continuous time Markov processes on non-negative integer lattices
- Sensitivity Estimation and Inverse Problems in Spatial Stochastic Models of Chemical Kinetics
- On the Construction and Comparison of Difference Schemes
- Consistency and Stability of Tau-Leaping Schemes for Chemical Reaction Systems