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

被引：29
|
作者：
Komori, Yoshio [1 ]
Burrage, Kevin [2 ,3 ]
机构：
[1] Kyushu Inst Technol, Dept Syst Design & Informat, Iizuka, Fukuoka 8208502, Japan
[2] Univ Oxford, Dept Comp Sci, Oxford OX1 3QD, England
[3] Queensland Univ Technol, Sch Math, Brisbane, Qld 4001, Australia
来源：
BIT NUMERICAL MATHEMATICS | 2014年 / 54卷 / 04期
关键词：
Explicit method; Mean square stability; Chemical Langevin equation; RUNGE-KUTTA METHODS; S-ROCK METHODS; LOCAL LINEARIZATION SCHEMES; DIFFERENTIAL-EQUATIONS; CHEBYSHEV METHODS; APPROXIMATION; CONVERGENCE; STABILITY; EXPLICIT;
D O I：
10.1007/s10543-014-0485-1
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
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.
引用
收藏
页码：1067 / 1085
页数：19
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