精确里程碑式分析的数学框架。
A MATHEMATICAL FRAMEWORK FOR EXACT MILESTONING.
作者信息
Aristoff David, Bello-Rivas Juan M, Elber Ron
机构信息
Department of Mathematics, Colorado State University, Fort Collins, CO.
Institute for Computational Engineering and Sciences, University of Texas at Austin, Austin, TX.
出版信息
Multiscale Model Simul. 2016;14(1):301-322. doi: 10.1137/15M102157X. Epub 2016 Mar 3.
Abstract
We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.
摘要
我们给出了精确里程碑法的数学框架，精确里程碑法是最近提出的一种算法，用于将连续时间随机过程映射为马尔可夫链或半马尔可夫过程，从而可以对其进行高效模拟和分析。我们推广了精确里程碑法的设定，并给出了平均首次通过时间的里程碑方程中误差的显式误差界。
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