26 citations · 31 across the 2 of their papers we have counts for
2 papers
math.PR2017★ 5 cited
Slow-scale split-step tau-leap method for stiff stochastic chemical systems
Viktor Reshniak, Abdul Khaliq, David Voss
Tau-leaping is a family of algorithms for the approximate simulation of the discrete state continuous time Markov chains. Motivation for the development of such methods can be foun…
math.NA2014★ 26 cited
Split-step Milstein methods for multi-channel stiff stochastic differential systems
V. Reshniak, A. Q. M. Khaliq, D. A. Voss +1
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong…