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The material in this report has been superseded by Y. Komori and K. Burrage (2014).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.
Last updated: 2014/12/24