Approximate exponential algorithms to solve the chemical master equation

A Mooasvi, A Sandu - Mathematical Modelling and Analysis, 2015 - Taylor & Francis
This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit
the linearity of the chemical master equation and its matrix exponential exact solution. These
algorithms make use of various approximations of the matrix exponential to evolve
probability densities in time. A sampling of the approximate solutions of the chemical master
equation is used to derive accelerated stochastic simulation algorithms. Numerical
experiments compare the new methods with the established stochastic simulation algorithm …

Approximate Exponential Algorithms to Solve the Chemical Master Equation

AS Zavar Moosavi, A Sandu - arXiv e-prints, 2014 - ui.adsabs.harvard.edu
This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit
the linearity of the chemical master equation and its matrix exponential exact solution. These
algorithms make use of various approximations of the matrix exponential to evolve
probability densities in time. A sampling of the approximate solutions of the chemical master
equation is used to derive accelerated stochastic simulation algorithms. Numerical
experiments compare the new methods with the established stochastic simulation algorithm …
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