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

doi:10.1137/17M1118464

	ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY
	Chen, Chuchu1,2 ; Liu, Di 1
	2017
发表期刊	MULTISCALE MODELING & SIMULATION
ISSN	1540-3459
卷号	15 期号:4 页码:1797-1829
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.
关键词	stochastic delay differential equation Poisson random measure D-leaping mean-square strong convergence order weak convergence order Malliavin calculus
DOI	10.1137/17M1118464
语种	英语
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
WOS类目	Mathematics, Interdisciplinary Applications ; Physics, Mathematical
WOS记录号	WOS:000418691000019
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29233
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.