Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes

DOI10.1137/17M1138169zbMath1401.60130arXiv1512.01588MaRDI QIDQ4689147

Yu Sun, Desmond J. Higham, David F. Anderson

Publication date: 15 October 2018

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.01588

zbMATH Keywords

computational complexityvariancecouplingmultilevel Monte Carloreaction networksclassical scaling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Biochemistry, molecular biology (92C40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (4)

Conditional Monte Carlo for Reaction Networks ⋮ Coupling sample paths to the thermodynamic limit in Monte Carlo estimators with applications to gene expression ⋮ Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions ⋮ Eikonal solutions for moment hierarchies of chemical reaction networks in the limits of large particle number

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