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

Simon Cotter, Radek Erban

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    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.
    Original languageEnglish
    Pages (from-to)144-163
    Number of pages20
    JournalS I A M Journal on Scientific Computing
    Volume38
    Issue number1
    DOIs
    Publication statusPublished - 18 Feb 2016

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