Computing the moments of high dimensional solutions of the master equation

Computing the moments of high dimensional solutions of the master equation
复制标题

DOI:
10.1016/j.amc.2005.12.032
复制
发表时间:
2006-09-15
影响因子:
4
通讯作者:
Engblom, Stefan
Engblom, Stefan
中科院分区:
数学2区
文献类型:
--
作者:
Engblom, Stefan

文献摘要

被引文献

相似文献

化学反应的主方程仅仅是由马尔可夫特征导出的,它是对化学中相当一般的系统的精确的随机描述。该方程的精确解很少,最常用的近似解方法是写出相应的反应速率方程组。在许多情况下,这种近似是无效的,或者只是部分无效,因为在问题的完整描述中存在的自然噪声引起的随机效应被很好地捕获。在本文中,它是如何显示一定的一组高阶方程可以得出。理论和实例表明,使用这种技术,同时仍然保持反应速率方法的计算优势,更好地捕捉随机效应。(c)2006年爱思唯尔公司All rights reserved.
Derived from the Markov character only, the master equation of chemical reactions is an accurate stochastic description of quite general systems in chemistry. Exact solutions of this equation are rare and the most frequently used approximative solution method is to write down the corresponding set of reaction rate equations. In many cases this approximation is not valid, or only partially so, as stochastic effects caused by the natural noise present in the full description of the problem are poorly captured. In this paper it is shown how a certain set of higher order equations can be derived. It is shown by theory and example that stochastic effects are better captured using this technique while still maintaining the computational advantages of the reaction rate approach. (c) 2006 Elsevier Inc. All rights reserved.