A numerical method for ordinary differential equations based on adaptive time steps of Markov jump processes
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Publisher
AIP Publishing
Link
http://aip.scitation.org/doi/pdf/10.1063/5.0162186
Reference7 articles.
1. S.N. Ethier and T.G. Kurtz. Markov Processes. Characterization and Convergence. Wiley, 1986
2. A general method for numerically simulating the stochastic time evolution of coupled chemical reactions
3. Stochastic Simulation of Chemical Kinetics
4. Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection–diffusion–reaction problems
5. F. Guiaş and P. Eremeev. Improving the stochastic direct simulation method with applications to evolution partial differential equations. Appl. Math. Comput., 289 : 353–370, 2016.
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