Efficient $$\hbox {SMC}^2$$ SMC 2 schemes for stochastic kinetic models
نویسندگان
چکیده
منابع مشابه
Simulation of stochastic kinetic models.
A growing realization of the importance of stochasticity in cell and molecular processes has stimulated the need for statistical models that incorporate intrinsic (and extrinsic) variability. In this chapter we consider stochastic kinetic models of reaction networks leading to a Markov jump process representation of a system of interest. Traditionally, the stochastic model is characterized by a...
متن کاملStochastic models in kinetic theory
The paper is concerned with some aspects of stochastic modelling in kinetic theory. First, an overview of the role of particle models with random interactions is given. These models are important both in the context of foundations of kinetic theory and for the design of numerical algorithms in various engineering applications. Then, the class of jump processes with a finite number of states is ...
متن کاملEfficient Asymptotic-Preserving (AP) Schemes For Some Multiscale Kinetic Equations
Many kinetic models of the Boltzmann equation have a diiusive scaling that leads to the Navier-Stokes type parabolic equations as the small scaling parameter approaches zero. In practical applications, it is desirable to develop a class of numerical schemes that can work uniformly with respect to this relaxation parameter, from the rareeed kinetic regimes to the hydrodynamic diiusive regimes. A...
متن کاملNumerical schemes for kinetic
The diiusive scaling of many nite-velocity kinetic models leads to a small-relaxation time behavior governed by reduced systems which are parabolic in nature. Here we demonstrate that standard numerical methods for hyperbolic conservation laws with stii relaxation fail to capture the right asymptotic behavior. We show how to design numerical schemes for the study of the diiusive limit that poss...
متن کاملNew adaptive interpolation schemes for efficient meshbased motion estimation
Motion estimation and compensation is an essential part of existing video coding systems. The mesh-based motion estimation (MME) produces smoother motion field, better subjective quality (free from blocking artifacts), and higher peak signal-to-noise ratio (PSNR) in many cases, especially at low bitrate video communications, compared to the conventional block matching algorithm (BMA). Howev...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2017
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-017-9789-8