New 鈥淭au-Leap鈥?Strategy for Accelerated Stochastic Simulation
详细信息 查看全文
- 作者：Doraiswami Ramkrishna ; Che-Chi Shu ; Vu Tran
- 刊名：Industrial & Engineering Chemistry Research
- 出版年：2014
- 出版时间：December 10, 2014
- 年：2014
- 卷：53
- 期：49
- 页码：18975-18981
- 全文大小：349K
- ISSN：1520-5045
文摘
The 鈥淭au-Leap鈥?strategy for stochastic simulations of chemical reaction systems due to Gillespie and co-workers has had considerable impact on various applications. This strategy is reexamined with Chebyshev鈥檚 inequality for random variables as it provides a rigorous probabilistic basis for a measured 蟿-leap thus adding significantly to simulation efficiency. It is also shown that existing strategies for simulation times have no probabilistic assurance that they satisfy the 蟿-leap criterion while the use of Chebyshev鈥檚 inequality leads to a specified degree of certainty with which the 蟿-leap criterion is satisfied. This reduces the loss of sample paths which do not comply with the 蟿-leap criterion. The performance of the present algorithm is assessed, with respect to one discussed by Cao et al. (J. Chem. Phys. 2006, 124, 044109), a second pertaining to binomial leap (Tian and Burrage J. Chem. Phys. 2004, 121, 10356; Chatterjee et al. J. Chem. Phys. 2005, 122, 024112; Peng et al. J. Chem. Phys. 2007, 126, 224109), and a third regarding the midpoint Poisson leap (Peng et al., 2007; Gillespie J. Chem. Phys. 2001, 115, 1716). The performance assessment is made by estimating the error in the histogram measured against that obtained with the so-called stochastic simulation algorithm. It is shown that the current algorithm displays notably less histogram error than its predecessor for a fixed computation time and, conversely, less computation time for a fixed accuracy. This computational advantage is an asset in repetitive calculations essential for modeling stochastic systems. The importance of stochastic simulations is derived from diverse areas of application in physical and biological sciences, process systems, and economics, etc. Computational improvements such as those reported herein are therefore of considerable significance.