An Adaptive Wavelet Method for the Chemical Master Equation | Zendy

Tobias Jahnke | Zendy

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An Adaptive Wavelet Method for the Chemical Master Equation

Author(s) -

Tobias Jahnke

Publication year - 2010

Publication title -

siam journal on scientific computing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.674

H-Index - 147

eISSN - 1095-7197

pISSN - 1064-8275

DOI - 10.1137/080742324

Subject(s) - haar wavelet , wavelet , mathematics , basis (linear algebra) , cascade algorithm , algorithm , iterative method , representation (politics) , wavelet transform , mathematical optimization , wavelet packet decomposition , discrete wavelet transform , computer science , artificial intelligence , geometry , politics , political science , law

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, the 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.

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