科研之友
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摘要
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.
- 出版日期2010
