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In this article, we study the density function of the numerical solution of the splitting averaged vector field (AVF) scheme for the stochastic Langevin equation. We first show the existence of the de...
From chemical Langevin equations to Fokker-Planck equation: application of Hodge decomposition and Klein-Kramers equation
Fokker-Planck equation application of Hodge decomposition Klein-Kramers equation
2010/12/8
The stochastic systems without detailed balance are common in various chemical reaction systems, such as metabolic network systems. In studies of these systems, the concept of potential landscape is u...
Chemical Master versus Chemical Langevin for First-Order Reaction Networks
Birth-and-death process Chemical Master Equation chemical ki-netics correlation matrix Euler{Maruyama gene regulation network Gillespie Ito Lemma stochastic simulation algorithm
2008/11/10
Markov jump processes are widely used to model interacting species in circumstances where discreteness and stochasticity are relevant. Such mod- els have been particularly successful in computational ...