Stochastic linear multistep methods for the simulation of chemical kinetics

Barrio, Manuel, Burrage, Kevin, & Burrage, Pamela (2015) Stochastic linear multistep methods for the simulation of chemical kinetics. The Journal of Chemical Physics, 142, 064101-1.

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In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the tau-leaping framework to past information. Using the theta-trapezoidal tau-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k >= 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.

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ID Code: 87636
Item Type: Journal Article
Refereed: Yes
Keywords: stochastic numerical methods, tau-leap methods, chemical kinetics
DOI: 10.1063/1.4907008
ISSN: 1089-7690
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300) > Numerical and Computational Mathematics not elsewhere classified (010399)
Divisions: Current > Research Centres > ARC Centre of Excellence for Mathematical & Statistical Frontiers (ACEMS)
Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Copyright 2015 AIP Publishing LLC
Deposited On: 22 Sep 2015 04:32
Last Modified: 23 Sep 2015 00:48

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