2021-10-24T07:49:38Zhttps://kyutech.repo.nii.ac.jp/?action=repository_oaipmhoai:kyutech.repo.nii.ac.jp:000041152021-06-18T06:32:46Z00012:00019Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systemsenghttp://hdl.handle.net/10228/5326Technical ReportKomori, YoshioBurrage, KevinIn order to simulate stiff biochemical reaction systems, an explicit exponential Euler-Maruyama scheme is derived for multi-dimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order a half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel model.Technical Report in Computer Science and Systems Engineering1162013-05-28九州工業大学1344-8803[Remark] The material in this report has been superseded by the following paper: Y. Komori and K. Burrage (2014), A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems, BIT Numerical Mathematics, 54 (4), 1067-1085.