Photo by scentspiracy from unsplash
The chemical master equation is a differential equation to model stochastic reaction systems. Its solutions are nonnegative and $$\ell ^1$$ℓ1-contractive which is inherently related to their interpretation as probability densities.… Click to show full abstract
The chemical master equation is a differential equation to model stochastic reaction systems. Its solutions are nonnegative and $$\ell ^1$$ℓ1-contractive which is inherently related to their interpretation as probability densities. In this note, numerical discretizations of arbitrarily high order are discussed and analyzed that preserve both of these properties simultaneously and without any restriction on the discretization parameters.
Keywords:
equation;
master equation;
chemical master;
discretization
Journal Title: BIT Numerical Mathematics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: BIT Numerical Mathematics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!