Now showing items 1-2 of 2

    • A weak trapezoidal method for a class of stochastic differential equations 

      Anderson, DF; Mattingly, JC (Communications in Mathematical Sciences, 2011-03-01)
      We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations ...
    • Propagation of Fluctuations in Biochemical Systems, II: Nonlinear Chains 

      Anderson, DF; Mattingly, Jonathan Christopher
      We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption ...