Y. Komori and K. Burrage (2013), Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems, Technical Report CSSE-40, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

Abstract
In order to simulate stiff biochemical reaction systems, an explicit exponential Euler-Maruyama scheme is derived for multi-dimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order a 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.

The material in this report has been superseded by Y. Komori and K. Burrage (2014).

The pdf file is obtainable from here.

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Last updated: 2014/12/24