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

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
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DOI:
10.1007/s10543-014-0485-1
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发表时间:
2014-04
影响因子:
1.5
通讯作者:
Y. Komori;K. Burrage
Y. Komori;K. Burrage
中科院分区:
数学3区
文献类型:
--
作者:
Y. Komori;K. Burrage

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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.