Sensitivity analysis of stochastic kinetic models

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Abstract

A formalism for sensitivity analysis of stochastic models describing fluctuation phenomena in chemically reacting systems is developed. The method is not restricted to chemical kinetics and can be used to analyze any model of a physical system whose state variables obey stochastic differential equations with white noise. Expressions for the sensitivity coefficients and densities are obtained. These expressions are suitable for direct evaluation by means of a stochastic simulation in a computer. The relationship between these quantities and the response functions studied in statistical mechanics is discussed.

Original languageEnglish (US)
Pages (from-to)2716-2727
Number of pages12
JournalJournal of Mathematical Physics
Volume25
Issue number9
DOIs
StatePublished - Jan 1 1984

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Mathematical Physics

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