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A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

✍ Scribed by Komori, Yoshio; Burrage, Kevin

Book ID
125356608
Publisher
Springer Netherlands
Year
2014
Tongue
English
Weight
869 KB
Volume
54
Category
Article
ISSN
0006-3835

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πŸ“œ SIMILAR VOLUMES

Euler scheme for solutions of a countabl
Euler scheme for solutions of a countable system of stochastic differential equations
✍ Jaime San Martı́n; Soledad Torres πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 111 KB

We consider a countable system of stochastic di erential equation. Euler scheme for approximating these solutions is used, and the global error is estimated. Solutions are approximated by means of a process which takes values in a ΓΏnite dimensional space. Finally, we expand the global error for a cl