ERROR ANALYSIS OF DIFFUSION APPROXIMATION METHODS FOR MULTISCALE SYSTEMS IN REACTION KINETICS

Research output: Contribution to journalArticle

Abstract

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation approximation of the paths. In this paper, multiscale methods for approximating paths are used to formulate different strategies for estimating the dynamics by diffusion processes. We then analyse how efficient and accurate these methods are in a range of different scenarios, and compare their respective advantages and disadvantages to other methods proposed to analyse multiscale chemical networks.

Bibliographical metadata

Original languageEnglish
JournalS I A M Journal on Scientific Computing
DOIs
StatePublished - 18 Feb 2016