Adaptive solution of the master equation in low dimensions

DOI10.1016/J.APNUM.2008.01.004zbMATH Open1155.65008OpenAlexW2116994683MaRDI QIDQ960298FDOQ960298

Authors Lars Ferm, Per Lötstedt

Publication date 16 December 2008

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2008.01.004

zbMATH Keywords

adaptationnumerical experimentserror boundFokker-Planck equationmaster equationcell averages

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Recommendations

• Hypocoercivity properties of adaptive Langevin dynamics
• An adaptive dynamically low-dimensional approximation method for multiscale stochastic diffusion equations
• Solutions of a class of nonlinear master equations
• scientific article; zbMATH DE number 1835117
• A theoretical solution for a nonlinear master equation
• Optimal low-dimensional dynamical approximations
• An adaptive scheme for the approximation of dissipative systems
• Solving chemical master equations by an adaptive wavelet method
• A dynamical low-rank approach to the chemical master equation

Cites work

• A solver for the stochastic master equation applied to gene regulatory networks
• Conservative solution of the Fokker-Planck equation for stochastic chemical reactions
• Dimensional Reduction of the Fokker–Planck Equation for Stochastic Chemical Reactions
• Finite Volume Methods for Hyperbolic Problems
• Fokker–Planck approximation of the master equation in molecular biology
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• Hybrid method for the chemical master equation
• Implicit solution of hyerbolic equations with space-time adaptivity
• Meningitis, pathogenicity near criticality: the epidemiology of meningococcal disease as a model for accidental pathogens
• Multiscale Modeling of Chemical Kinetics via the Master Equation
• Solving Ordinary Differential Equations I
• Sparse grids
• Stochastic processes in physics and chemistry.
• Thirty years of sociodynamics. An integrated strategy of modelling in the social sciences: applications to migration and urban evolution

Cited in

(8)

• A Linear Programming Approach to Parameter Fitting for the Master Equation
• Jump longer to jump less: improving dynamic boundary projection with \(h\)-scaling
• Radial basis function collocation for the chemical master equation
• Abstraction-based segmental simulation of chemical reaction networks
• Master equation solution of a plant disease model
• A hierarchy of approximations of the master equation scaled by a size parameter
• A contracted path integral solution of the discrete master equation
• Solving chemical master equations by adaptive wavelet compression

This page was built for publication: Adaptive solution of the master equation in low dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q960298)