Journal article
Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
- Abstract:
-
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on s...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Authors
Funding
Royal Society
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New College, Oxford
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Clarendon Fund
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Bibliographic Details
- Publisher:
- Springer US Publisher's website
- Journal:
- Bulletin of Mathematical Biology Journal website
- Volume:
- 81
- Issue:
- 8
- Pages:
- 2931–2959
- Publication date:
- 2018-05-23
- Acceptance date:
- 2018-05-01
- DOI:
- EISSN:
-
1522-9602
- ISSN:
-
0092-8240
Item Description
- Keywords:
- Pubs id:
-
pubs:853626
- UUID:
-
uuid:ca493741-52a5-4370-b821-2fcbe3f0927f
- Local pid:
- pubs:853626
- Source identifiers:
-
853626
- Deposit date:
- 2018-05-23
Terms of use
- Copyright holder:
- Beentjes and Baker
- Copyright date:
- 2018
- Notes:
- © The Authors 2018. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
- Licence:
- CC Attribution (CC BY)
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