RT info:eu-repo/semantics/article
T1 Stochastic linear multistep methods for the simulation of chemical kinetics
A1 Barrio, Manuel
A1 Burrage, Kevin
A1 Burrage, Pamela
AB In this paper, we introduce the Stochastic Adams-Bashforth (SAB) and Stochastic Adams-Moulton (SAM) methods as an extension of the τ-leaping framework to past information. Using the Θ-trapezoidal τ-leap method of weak order two as a starting procedure, we show that the k-step SAB method with k≥ 3 is order three in the mean and correlation, while a predictor-corrector implementation of the SAM method is weak order three in the mean but only order one in the correlation. These convergence results have been derived analytically for linear problems and successfully tested numerically for both linear and non-linear systems. A series of additional examples have been implemented in order to demonstrate the efficacy of this approach.
PB AIP Publishing
SN 0021-9606
YR 2015
FD 2015
LK https://uvadoc.uva.es/handle/10324/65830
UL https://uvadoc.uva.es/handle/10324/65830
LA spa
NO The Journal of Chemical Physics, Volume 142, Issue 6
DS UVaDOC
RD 24-nov-2024