The numerical stability of leaping methods for stochastic simulation of ...

University of California Peer Reviewed Title: The numerical stability of leaping methods for stochastic simulation of chemically reacting systems Author: Cao, Y, University of California, Santa Barbara Petzold, L R Rathinam, M Gillespie, D T Publication Date: 12-01-2004 Publication Info: Postprints, UC Santa Barbara Permalink: http://escholarship.org/uc/item/81q8t0vk Additional Info: Copyright by American Institute of Physics (AIP). Original Citation: The numerical stability of leaping methods for stochastic simulation of chemically reacting systems Yang Cao, Linda R. Petzold, Muruhan Rathinam, and Daniel T. Gillespie, J. Chem. Phys. 121, 12169 (2004) Published Web Location: http://scitation.aip.org/getabs/servlet/GetabsServlet? prog=normal&id=JCPSA6000121000024012169000001&idtype=cvips&gifs=yes Keywords: stochastic simulation, tau-leaping method, biochemical system Abstract: Tau-leaping methods have recently been proposed for the acceleration of discrete stochastic simulation of chemically reacting systems. This paper considers the numerical stability of these methods. The concept of stochastic absolute stability is defined, discussed, and applied to the following leaping methods: the explicit tau, implicit tau, and trapezoidal tau.(C) 2004 American Institute of Physics.

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