QQ客服 官方微博 反馈留言

	THE WEAK CONVERGENCE ANALYSIS OF TAU-LEAPING METHODS: REVISITED
	Hu, Yucheng ; Li, Tiejun ; Min, Bin
	2011
关键词	Chemical reaction kinetics large volume scaling convergence analysis rooted tree theory CHEMICALLY REACTING SYSTEMS STOCHASTIC SIMULATION ALGORITHM GENE-EXPRESSION SCHEMES
英文摘要	There are two scalings for the convergence analysis of tau-leaping methods in the literature. This paper attempts to resolve this debate in the paper. We point out the shortcomings of both scalings. We systematically develop the weak Ito-Taylor expansion based on the infinitesimal generator of the chemical kinetic system and generalize the rooted tree theory for ODEs and SDEs driven by Brownian motion to rooted directed graph theory for the jump processes. We formulate the local truncation error analysis based on the large volume scaling. We find that even in this framework the midpoint tau-leaping does not improve the weak local order for the covariance compared with the explicit tau-leaping. We propose a procedure to explain the numerical order behavior by abandoning the dependence on the volume constant V from the leading error term. The numerical examples validate our arguments. We also give a general global weak convergence analysis for the explicit tau-leaping type methods in the large volume scaling.; Mathematics, Applied; SCI(E); 4; ARTICLE; 4; 965-996; 9
语种	英语
出处	SCI
出版者	communications in mathematical sciences
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/314424]
专题	数学科学学院
推荐引用方式 GB/T 7714	Hu, Yucheng,Li, Tiejun,Min, Bin. THE WEAK CONVERGENCE ANALYSIS OF TAU-LEAPING METHODS: REVISITED. 2011-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。