A new approach to simulating stochastic delayed systems

Autor:	Fatehi, F., Kyrychko, Y. N., Blyuss, K. B.
Rok vydání:	2023
Předmět:	Nonlinear Sciences - Chaotic Dynamics Mathematics - Probability Physics - Chemical Physics
Zdroj:	Math. Biosci. 322, 108327 (2020)
Druh dokumentu:	Working Paper
DOI:	10.1016/j.mbs.2020.108327
Popis:	In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME, we prove that they are equivalent both in distribution, and in sample paths they produce. This allows us to formulate an algorithmic approach to deriving equivalent It\^{o} SDDEs with a smaller number of noise variables, which increases the computational speed of simulating stochastic delayed systems. The new method is illustrated on a simple model of two interacting species, and it shows excellent agreement with the results of direct stochastic simulations, while also demonstrating a much superior speed of performance. Comment: 15 pages, 3 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2305.04056 Zobrazit plný text záznamu View this record from Arxiv