Practical introduction for advanced undergraduate or beginning graduate students of applied mathematics, developed at the University of Oxford.
Radek Erban is Professor of Mathematics at the University of Oxford, a Fellow of Merton College, Oxford and a Royal Society University Research Fellow.
1. Stochastic simulation of chemical reactions; 2. Deterministic versus stochastic modelling; 3. Stochastic differential equations; 4. Diffusion; 5. Efficient stochastic modelling of chemical reactions; 6. Stochastic reaction-diffusion models; 7. SSAs for reaction-diffusion-advection processes; 8. Microscopic models of Brownian motion; 9. Multiscale and multi-resolution methods; Appendix A. Deterministic modelling of chemical reactions; Appendix B. Discrete probability distributions; Appendix C. Continuous probability distributions; References; Index.