Efficient simulation of discrete stochastic reaction systems with a splitting method
DOI10.1007/s10543-010-0286-0zbMath1205.65023MaRDI QIDQ616169
Publication date: 7 January 2011
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://publikationen.bibliothek.kit.edu/1000024896
numerical examples; error bounds; Markov process; splitting methods; chemical master equation; stochastic simulation algorithm; analytic solution formulas; discrete stochastic reaction systems
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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