An Adaptive Wavelet Method for the Chemical Master Equation

Tobias Jahnke
2010 SIAM Journal on Scientific Computing  
An adaptive wavelet method for the chemical master equation is constructed. The method is based on the representation of the solution in a sparse Haar wavelet basis, time integration by Rothe's method, and an iterative procedure which in each time-step selects those degrees of freedom which are essential for propagating the solution. The accuracy and efficiency of the approach is discussed, and the performance of the adaptive wavelet method is demonstrated by numerical examples. 1 1 A sketch of
more » ... the adaptive wavelet method presented here has already been published in [16] . 2 Here and below, N means the set of all nonnegative integers including zero.
doi:10.1137/080742324 fatcat:ssuswznzjbctbcugpz4wxkes2a