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CORR
2010
Springer
174views Education» more  CORR 2010»
13 years 7 months ago
Hybrid Numerical Solution of the Chemical Master Equation
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the ...
Thomas A. Henzinger, Maria Mateescu, Linar Mikeev,...
SIAMSC
2008
179views more  SIAMSC 2008»
13 years 7 months ago
Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Santi S. Adavani, George Biros
FOCM
2011
90views more  FOCM 2011»
12 years 11 months ago
Hamiltonian Interpolation of Splitting Approximations for Nonlinear PDEs
We consider a wide class of semi linear Hamiltonian partial differential equations and their approximation by time splitting methods. We assume that the nonlinearity is polynomia...
Erwan Faou, Benoît Grebert
SIAMCO
2008
113views more  SIAMCO 2008»
13 years 7 months ago
Singularly Perturbed Piecewise Deterministic Games
Abstract. In this paper we consider a class of hybrid stochastic games with the piecewise openloop information structure. These games are indexed over a parameter which represents...
Alain Haurie, Francesco Moresino