Stochastic Processes with Applications to Biology ,
نویسندگان
چکیده
[3] David F. Anderson, An efficient finite difference method for parameter sensitivities of continuous time markov chains, Submitted. Available on arxiv.org at Error analysis of tau-leap simulation methods, to appear in Annals of Applied Probability. [7] David F. Anderson and Masanori Koyama, Weak error analysis of numerical methods for stochastic models of population processes, Submitted. Available on Avoiding negative populations in explicit poisson tau-leaping, [11] , Efficient step size selection for the tau-leaping simulation method, J.
منابع مشابه
Optimal Stochastic Control in Continuous Time with Wiener Processes: General Results and Applications to Optimal Wildlife Management
We present a stochastic optimal control approach to wildlife management. The objective value is the present value of hunting and meat, reduced by the present value of the costs of plant damages and traffic accidents caused by the wildlife population. First, general optimal control functions and value functions are derived. Then, numerically specified optimal control functions and value func...
متن کاملA Statistical Study of two Diffusion Processes on Torus and Their Applications
Diffusion Processes such as Brownian motions and Ornstein-Uhlenbeck processes are the classes of stochastic processes that have been investigated by researchers in various disciplines including biological sciences. It is usually assumed that the outcomes of these processes are laid on the Euclidean spaces. However, some data in physical, chemical and biological phenomena indicate that they cann...
متن کاملNumerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملFUZZY INFORMATION AND STOCHASTICS
In applications there occur different forms of uncertainty. The twomost important types are randomness (stochastic variability) and imprecision(fuzziness). In modelling, the dominating concept to describe uncertainty isusing stochastic models which are based on probability. However, fuzzinessis not stochastic in nature and therefore it is not considered in probabilisticmodels.Since many years t...
متن کاملProbabilistic Models and Methods
In this chapter, we discuss mathematical methods to analyze problems involving uncertainty. Such problems arise naturally in many fields including economics, finance, biology, medical decision making and operations research. Probability and stochastic processes are useful mathematical tools for that purpose. This article explains useful notions of probability and stochastic processes with typic...
متن کاملSpecial Session 44: Applications of Chaotic and Stochastic Multiscale Dynamics
Multiscale, chaotic and stochastically parameterized processes are common in many areas of contemporary science, such as molecular dynamics, genetics, neuroscience, nonlinear optics, and geosciences, among others. Key topics on applications of chaotic and stochastic dynamics for complex multiscale systems will be brought together in this interdisciplinary session, ranging from fluid dynamics to...
متن کامل