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ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY
Chen, Chuchu1,2; Liu, Di1
2017
Source PublicationMULTISCALE MODELING & SIMULATION
ISSN1540-3459
Volume15Issue:4Pages:1797-1829
AbstractWe 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.
Keywordstochastic delay differential equation Poisson random measure D-leaping mean-square strong convergence order weak convergence order Malliavin calculus
DOI10.1137/17M1118464
Language英语
Funding ProjectMichigan Center at Industrial and Applied Mathematics (MCIAM) ; [NSF-DMS 1418959] ; [NSF-DMS 1211292]
WOS Research AreaMathematics ; Physics
WOS SubjectMathematics, Interdisciplinary Applications ; Physics, Mathematical
WOS IDWOS:000418691000019
PublisherSIAM PUBLICATIONS
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29233
Collection计算数学与科学工程计算研究所
Affiliation1.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
Recommended Citation
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.
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