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