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

Komori, Yoshio & Burrage, Kevin (2014) A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems. BIT Numerical Mathematics, 54(4), pp. 1067-1085.

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In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, 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 mode

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1 citations in Scopus
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ID Code: 88751
Item Type: Journal Article
Refereed: Yes
Keywords: Explicit method, Mean square stability, Chemical Langevin equation
DOI: 10.1007/s10543-014-0485-1
ISSN: 0006-3835
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: © Springer Science+Business Media Dordrecht 2014
Deposited On: 30 Oct 2015 02:26
Last Modified: 30 Oct 2015 02:26

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