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A convergent numerical algorithm for the stochastic growth-fragmentation problem
- Publication Year :
- 2022
-
Abstract
- The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are of interest. In this paper, we propose a numerical scheme for both the simulation of the process and the computation of the invariant measure, and show that under appropriate assumptions, the numerical chain converges to the continuous growth-fragmentation chain with an explicit error bound. With a triangle inequality argument, we are also able to quantitatively estimate the distance between the invariant measures of these two Markov chains.
- Subjects :
- Mathematics - Numerical Analysis
37A50, 60J22, 65C40, 37N25
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2212.09091
- Document Type :
- Working Paper