Solving stochastic chemical kinetics by Metropolis Hastings sampling
Numerical Analysis
2014-10-31 v1
Abstract
This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred chemically reacting systems as a desired distribution. A new numerical solvers based on exponential form of exact and approximate solutions of CME (Chemical Master Equation) is employed for obtaining target and proposal distributions in Metropolis-Hastings algorithm to accelerate the accuracy of the tau-leap method. Samples generated by this technique have the same distribution as SSA and the histogram of samples show it's convergence to SSA.
Keywords
Cite
@article{arxiv.1410.8155,
title = {Solving stochastic chemical kinetics by Metropolis Hastings sampling},
author = {Azam S. Zavar Moosavi and Paul Tranquilli and Adrian Sandu},
journal= {arXiv preprint arXiv:1410.8155},
year = {2014}
}