@TechReport{ it:2005-020,
author = {Stefan Engblom},
title = {Computing the Moments of High Dimensional Solutions of the
Master Equation},
institution = {Department of Information Technology, Uppsala University},
department = {Division of Scientific Computing},
year = {2005},
number = {2005-020},
month = jun,
day = {30},
abstract = {Derived from the Markov character only, the master
equation of chemical reactions is an accurate stochastic
description of quite general systems in chemistry. Exact
solutions of this equation are rare and the most frequently
used approximative solution method is to write down the
corresponding set of \emph{reaction rate} equations. In
many cases this approximation is not valid, or only
partially so, as stochastic effects caused by the natural
noise present in the full description of the problem are
poorly captured. In this paper it is shown how a certain
set of higher order equations can be derived. It is shown
by theory and example that stochastic effects are better
captured using this technique while still maintaining the
computational advantages of the reaction rate approach.}
}