Conservative solution of the Fokker-Planck equation for stochastic chemical reactions

DOI10.1007/S10543-006-0082-ZMaRDI QIDQ857548zbMATHOpenAlexFDO

Authors Lars Ferm, Per Lötstedt, Paul Sjöberg

Publication date 19 December 2006

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10543-006-0082-z

zbMATH Keywords

numerical examplesfinite volume methodgrid refinementMonte Carlo methodsemidiscretizationcomparison of methodslinear multistep method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear parabolic equations (35K55) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Recommendations

• Fokker–Planck approximation of the master equation in molecular biology
• Dimensional Reduction of the Fokker–Planck Equation for Stochastic Chemical Reactions
• Numerical method for coupling the macro and meso scales in stochastic chemical kinetics
• Adaptive finite element method assisted by stochastic simulation of chemical systems
• Discretization methods for one-dimensional Fokker-Planck operators

Cites work

• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
• scientific article; zbMATH DE number 844884 (Why is no real title available?)
• ARPACK Users' Guide
• Accurate and stable grid interfaces for finite volume methods
• Adaptive error control for steady-state solutions of inviscid flow
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Implicit solution of hyerbolic equations with space-time adaptivity
• Solving Ordinary Differential Equations I
• Sparse grids

Cited in

(10)

• Application of stochastic computer simulation to a solution of a nonlinear Fokker-Planck equation governing bacteria chemotaxis
• Hybrid method for the chemical master equation
• Modelling biochemical reaction systems by stochastic differential equations with reflection
• A hierarchy of approximations of the master equation scaled by a size parameter
• Adaptive finite element method assisted by stochastic simulation of chemical systems
• Dimensional Reduction of the Fokker–Planck Equation for Stochastic Chemical Reactions
• Fokker–Planck approximation of the master equation in molecular biology
• Numerical method for coupling the macro and meso scales in stochastic chemical kinetics
• Adaptive solution of the master equation in low dimensions
• Spectral approximation of solutions to the chemical master equation

Describes a project that uses

Uses Software

• ARPACK

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