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BIT Numerical Mathematics
Erschienen in: BIT Numerical Mathematics 4/2014

01.12.2014

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

verfasst von: Yoshio Komori, Kevin Burrage

Erschienen in: BIT Numerical Mathematics | Ausgabe 4/2014

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Abstract

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multi-dimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel model.
Vorheriger Artikel Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models
Nächster Artikel Supercloseness of the mixed finite element method for the primary function on unstructured meshes and its applications

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Metadaten
Titel
A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
verfasst von
Yoshio Komori
Kevin Burrage
Publikationsdatum
01.12.2014
Verlag
Springer Netherlands
Erschienen in
BIT Numerical Mathematics / Ausgabe 4/2014
Print ISSN: 0006-3835
Elektronische ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-014-0485-1

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