English

An "All Possible Steps" Approach to the Accelerated Use of Gillespie's Algorithm

Quantitative Methods 2009-11-13 v1 Computational Physics

Abstract

Many physical and biological processes are stochastic in nature. Computational models and simulations of such processes are a mathematical and computational challenge. The basic stochastic simulation algorithm was published by D. Gillespie about three decades ago [D.T. Gillespie, J. Phys. Chem. {\bf 81}, 2340, (1977)]. Since then, intensive work has been done to make the algorithm more efficient in terms of running time. All accelerated versions of the algorithm are aimed at minimizing the running time required to produce a stochastic trajectory in state space. In these simulations, a necessary condition for reliable statistics is averaging over a large number of simulations. In this study I present a new accelerating approach which does not alter the stochastic algorithm, but reduces the number of required runs. By analysis of collected data I demonstrate high precision levels with fewer simulations. Moreover, the suggested approach provides a good estimation of statistical error, which may serve as a tool for determining the number of required runs.

Keywords

Cite

@article{arxiv.q-bio/0703048,
  title  = {An "All Possible Steps" Approach to the Accelerated Use of Gillespie's Algorithm},
  author = {Azi Lipshtat},
  journal= {arXiv preprint arXiv:q-bio/0703048},
  year   = {2009}
}

Comments

Accepted for publication at the Journal of Chemical Physics. 19 pages, including 2 Tables and 4 Figures