@TechReport{ it:2007-028, author = {Paul Sj{\"o}berg}, title = {{PDE} and {M}onte {C}arlo Approaches to Solving the Master Equation Applied to Gene Regulation}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Scientific Computing}, year = {2007}, number = {2007-028}, month = oct, abstract = {The \textit{Fokker-Planck equation} (FPE) approximation is applied for a subspace of the state space of the \textit{chemical master equation} (CME). The CME-FPE-hybrid method exploits the lower cost of the FPE approximation compared to the full CME. A fourth order finite difference approximation of the FPE part of the hybrid is described and demonstrated on a biologically relevant model in five dimensions.} }