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Volume 5, Number 3, 2015, Pages 420-452                                                                DOI:10.11948/2015034
Implicit Simulation Methods for Stochastic Chemical Kinetics
Tae-Hyuk Ahn,Xiaoying Han,Adrian Sandu
Keywords:Stochastic simulation algorithm (SSA)  stochastic differential equations(SDEs)
      In biochemical systems some of the chemical species are present with only small numbers of molecules. In this situation discrete and stochasticsimulation approaches are more relevant than continuous and deterministic ones. The fundamental Gillespie’s stochastic simulation algorithm (SSA) accounts for every reaction event, which occurs with a probability determined by the configuration of the system. This approach requires a considerable computational effort for models with many reaction channels and chemical species.In order to improve efficiency, tau-leaping methods represent multiple firings of each reaction during a simulation step by Poisson random variables. For stiff systems the mean of this variable is treated implicitly in order to ensure numerical stability. This paper develops fully implicit tau-leaping-like algorithms that treat implicitly both the mean and the variance of the Poisson variables. The construction is based on adapting weakly convergent discretizations of stochastic differential equations to stochastic chemical kinetic systems. Theoretical analyses of accuracy and stability of the new methods are performed on a standard test problem. Numerical results demonstrate the performance of the proposed tau-leaping methods.
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