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Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems
en
Komori Yoshio
Burrage Kevin
In order to simulate stiff biochemical reaction systems, an explicit exponential Euler-Maruyama scheme is derived for multi-dimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order a 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.
Technical Report in Computer Science and Systems Engineering
1-16
2013-05-28
九州工業大学
1344-8803
[Remark] The material in this report has been superseded by the following paper: Y. Komori and K. Burrage (2014), A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems, BIT Numerical Mathematics, 54 (4), 1067-1085.
http://dx.doi.org/10.1007/s10543-014-0485-1|http://dx.doi.org/10.1007/s10543-014-0485-1
Department of Systems Design and Informatics, Kyushu Institute of Technology
Department of Computer Science, University of Oxford
Discipline of Mathematics, Queensland University of Technology
Technical Report