Efficient simulation of discrete stochastic reaction systems with a splitting method

DOI10.1007/s10543-010-0286-0zbMath1205.65023MaRDI QIDQ616169

Derya Altıntan, Tobias Jahnke

Publication date: 7 January 2011

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000024896

zbMATH Keywords

numerical examples; error bounds; Markov process; splitting methods; chemical master equation; stochastic simulation algorithm; analytic solution formulas; discrete stochastic reaction systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

47D06: One-parameter semigroups and linear evolution equations

34F05: Ordinary differential equations and systems with randomness

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65L70: Error bounds for numerical methods for ordinary differential equations

92C42: Systems biology, networks

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