Y. Komori and K. Burrage (2014), A stochastic exponential Euler scheme
for simulation of stiff biochemical reaction systems, BIT Numerical Mathematics,
54 (4), 1067-1085.
Abstract
In order to simulate stiff biochemical reaction systems, an explicit exponential
Euler scheme is derived for multi-dimensional, non-commutative stochastic
differential equations with a semilinear drift term. The scheme is of strong
order one half and A-stable in mean square. The combination with this and
the projection method shows good performance in numerical experiments dealing
with an alternative formulation of the chemical Langevin equation for a
human ether a-go-go related gene ion channel model.
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Last updated: 2014/12/23