The weak convergence analysis of tau-leaping methods: revisited

DOI10.4310/CMS.2011.v9.n4.a2zbMath1281.65011MaRDI QIDQ389512

Yucheng Hu, Bin Min, Tie-Jun Li

Publication date: 21 January 2014

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/cms/content/vols/0009/0004/a002/index.html

zbMATH Keywords

convergence analysisconvergencenumerical exampleschemical reaction kineticslocal truncation errorlarge volume scalingrooted tree theorytau-leaping methodsweak Itô-Taylor expansion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)

Related Items

Convergence of Regularized Particle Filters for Stochastic Reaction Networks ⋮ Multilevel hybrid split-step implicit tau-leap ⋮ Convergence of Moments of tau Leaping Schemes for Unbounded Markov Processes on Integer Lattices