Error Analysis of Diffusion Approximation Methods for Multiscale Systems in Reaction Kinetics

Cotter, Simon and Erban, Radek (2014) Error Analysis of Diffusion Approximation Methods for Multiscale Systems in Reaction Kinetics. [MIMS Preprint]

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Abstract

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation approximation of the paths. In this paper, multiscale methods for approximating paths are used to formulate different strategies for estimating the dynamics by diffusion processes. We then analyse how efficient and accurate these methods are in a range of different scenarios, and compare their respective advantages and disadvantages to other methods proposed to analyse multiscale chemical networks.

Item Type: MIMS Preprint
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
MSC 2010, the AMS's Mathematics Subject Classification > 92 Biology and other natural sciences
Depositing User: Dr Simon L Cotter
Date Deposited: 18 Dec 2014
Last Modified: 08 Nov 2017 18:18
URI: http://eprints.maths.manchester.ac.uk/id/eprint/2218

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