On compact vector formats in the solution of the chemical master equation with backward differentiation

DOI10.1002/NLA.2158MaRDI QIDQ4558705zbMATH OpenOpenAlexFDO

Authors Tuugrul Dayar, M. Can Orhan

Publication date 29 November 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11693/50017

zbMATH Keywords

backward differentiationchemical master equationcompact vectorcontinuous-time Markov chainKronecker product

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Numerical analysis or methods applied to Markov chains (65C40) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)

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Cited in

(3)

• Simultaneous state-time approximation of the chemical master equation using tensor product formats.
• State space truncation with quantified errors for accurate solutions to discrete chemical master equation
• On the numerical solution of the chemical master equation with sums of rank one tensors

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