Weak error analysis of numerical methods for stochastic models of population processes

Multiscale Modeling and Simulation

Volumn 10, Issue 4, 2012, Pages 1493-1524

  Anderson, David F ^a   Koyama, Masanori ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Computational complexity; Continuous time Markov chain; Gillespie's algorithm; Multiscale; Reaction network; Tau leaping; Weak error

Indexed keywords

ANALYTICAL RESULTS; APPROXIMATE METHODS; CELL BIOLOGY; CONTINUOUS TIME MARKOV CHAIN; ENSEMBLE AVERAGES; EXPECTED VALUES; MULTISCALES; NUMERICAL APPROXIMATIONS; REACTION NETWORK; SAMPLE PATH; SCALINGS; STEP SIZE; TAU-LEAPING;

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONTINUOUS TIME SYSTEMS; CYTOLOGY; ERROR ANALYSIS; NUMERICAL METHODS; STOCHASTIC MODELS;

MARKOV PROCESSES;

EID: 84871839910     PISSN: 15403459     EISSN: 15403467     Source Type: Journal    
DOI: 10.1137/110849699     Document Type: Article

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