{"title":"A MATHEMATICAL FRAMEWORK FOR EXACT MILESTONING.","authors":"David Aristoff, Juan M Bello-Rivas, Ron Elber","doi":"10.1137/15M102157X","DOIUrl":null,"url":null,"abstract":"<p><p>We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.</p>","PeriodicalId":88056,"journal":{"name":"","volume":"14 1","pages":"301-322"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1137/15M102157X","citationCount":"20","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1137/15M102157X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2016/3/3 0:00:00","PubModel":"Epub","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 20
Abstract
We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.
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