Higher-order numerical methods for stochastic simulation of chemical reaction systems

In this paper, using the framework of extrapolation, we present an approach for obtaining higher-order -leap methods for the Monte Carlo simulation of stochastic chemical kinetics. Specifically, Richardson extrapolation is applied to the expectations of functionals obtained by a fixed-step -leap a...

Full description

Bibliographic Details
Main Authors: Székely Jr., T, Burrage, K, Erban, R, Zygalakis, K
Format: Journal article
Published: 2011