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ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY

文献类型：期刊论文

作者Chen, Chuchu1,2; Liu, Di1
刊名MULTISCALE MODELING & SIMULATION
出版日期2017
卷号15期号:4页码:1797-1829
关键词stochastic delay differential equation Poisson random measure D-leaping mean-square strong convergence order weak convergence order Malliavin calculus
ISSN号1540-3459
DOI10.1137/17M1118464
英文摘要We perform an error analysis in both strong and weak senses for D-leaping scheme of chemical reactions with delays within the framework of stochastic delay differential equations (SDDEs).In order to establish the convergence orders, we prove an in finite dimensional Ito formula for "tame" functionals acting on the segment process of the solution of SDDEs. It is shown that the mean-square strong convergence is of order 1/2 and the weak convergence is of order 1 for the scheme. Moreover, we propose highly accurate schemes by adding random corrections to the primitive D-leaping scheme in each step. Numerical experiments are provided to illustrate the results.
资助项目Michigan Center at Industrial and Applied Mathematics (MCIAM) ; [NSF-DMS 1418959] ; [NSF-DMS 1211292]
WOS研究方向Mathematics ; Physics
语种英语
WOS记录号WOS:000418691000019
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/29232]  
专题计算数学与科学工程计算研究所
通讯作者Chen, Chuchu
作者单位1.Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Chuchu,Liu, Di. ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY[J]. MULTISCALE MODELING & SIMULATION,2017,15(4):1797-1829.
APA Chen, Chuchu,&Liu, Di.(2017).ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY.MULTISCALE MODELING & SIMULATION,15(4),1797-1829.
MLA Chen, Chuchu,et al."ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY".MULTISCALE MODELING & SIMULATION 15.4(2017):1797-1829.

入库方式： OAI收割

来源：数学与系统科学研究院

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