Browsing by Subject "Kronecker decomposition"

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    A software tool for the compact solution of the chemical master equation
    (Springer, Cham, 2018) Dayar Tuğrul; Orhan, M. C.
    The problem of computing the transient probability distribution of countably infinite multidimensional continuous-time Markov chains (CTMCs) arising in systems of stochastic chemical kinetics is addressed by a software tool. Starting from an initial probability distribution, time evolution of the probability distribution associated with the CTMC is described by a system of linear first-order ordinary differential equations, known as the chemical master equation (CME). The solver for the CME uses the time stepping implicit backward differentiation formulae (BDF). Solution vectors in BDF can be stored compactly during transient analysis in one of the Hierarchical Tucker Decomposition, Quantized Tensor Train, or Transposed Quantized Tensor Train formats.