Weak Error Analysis of Numerical Methods for Stochastic Models of Population Processes

DOI10.1137/110849699zbMath1411.60103arXiv1102.2922OpenAlexW2964099838MaRDI QIDQ4917791

David F. Anderson, Masanori Koyama

Publication date: 2 May 2013

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

Full work available at URL: https://arxiv.org/abs/1102.2922

zbMATH Keywords

computational complexitymultiscaleweak errortau-leapingreaction networkcontinuous time Markov chainGillespie's algorithm

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Continuous-time Markov processes on discrete state spaces (60J27)

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