A Fast Algorithm for High-Dimensional Markov Processes with Finite Sets of Transition Rates

Details A Fast Algorithm for High-Dimensional Markov Processes with Finite Sets of Transition Rates A Fast Algorithm for High-Dimensional Markov Processes with Finite Sets of Transition Rates

1996-10-28

arxiv.org/abs/physics/9610019v1

Proceedings of "1996 International Symposium on Nonlinear Theory and its Applications (NOLTA '96)", Katsurahama-so, Kochi, Jap

Physics

Computational Physics

4 pages, LaTeX, AMSmath, epsfig, nolta (included); 1 ps figure, 1 gif figure; source code available from http://www.physik.r

Scientific paper

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods and applications to epitaxial growth and neuronal models are sketched. Source code is available from the author's WWW-site.

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