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We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the…

Disordered Systems and Neural Networks · Physics 2014-10-21 Marian Boguna , Luis F. Lafuerza , Raul Toral , M. Angeles Serrano

The Gillespie algorithm provides statistically exact methods for simulating stochastic dynamics modelled as interacting sequences of discrete events including systems of biochemical reactions or earthquake occurrences, networks of queuing…

Physics and Society · Physics 2020-02-20 Naoki Masuda , Luis E. C. Rocha

Many multiagent dynamics, including various collective dynamics occurring on networks, can be modeled as a stochastic process in which the agents in the system change their state over time in interaction with each other. The Gillespie…

Physics and Society · Physics 2022-12-19 Naoki Masuda , Christian L. Vestergaard

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…

Quantitative Methods · Quantitative Biology 2009-11-13 Azi Lipshtat

Models invoking the chemical master equation are used in many areas of science, and, hence, their simulation is of interest to many researchers. The complexity of the problems at hand often requires considerable computational power, so a…

Biological Physics · Physics 2016-03-02 Fabian Spill , Philip K. Maini , Helen Byrne

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow…

Quantitative Methods · Quantitative Biology 2015-11-09 Christian L. Vestergaard , Mathieu Génois

Researchers have employed stochastic simulations to determine the validity of their theoretical findings and to study analytically intractable spreading dynamics. In both cases, the correctness and efficiency of the simulation algorithm are…

Populations and Evolution · Quantitative Biology 2023-02-07 Guohao Dou

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie…

Molecular Networks · Quantitative Biology 2016-10-12 Andrew Duncan , Radek Erban , Konstantinos Zygalakis

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

Biological systems with intertwined feedback loops pose a challenge to mathematical modeling efforts. Moreover, rare events, such as mutation and extinction, complicate system dynamics. Stochastic simulation algorithms are useful in…

Quantitative Methods · Quantitative Biology 2018-12-10 Alfonso Landeros , Timothy Stutz , Kevin L. Keys , Alexander Alekseyenko , Janet S. Sinsheimer , Kenneth Lange , Mary Sehl

Numerical simulation of continuous-time Markovian processes is an essential and widely applied tool in the investigation of epidemic spreading on complex networks. Due to the high heterogeneity of the connectivity structure through which…

Physics and Society · Physics 2017-07-26 Wesley Cota , Silvio C. Ferreira

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

In an experimental study of single enzyme reactions, it has been proposed that the rate constants of the enzymatic reactions fluctuate randomly, according to a given distribution. To quantify the uncertainty arising from random rate…

Quantitative Methods · Quantitative Biology 2012-02-07 Chia Ying Lee

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…

Quantitative Methods · Quantitative Biology 2016-05-20 Christopher Lester , Christian A. Yates , Michael B. Giles , Ruth E. Baker

Discrete stochastic processes are prevalent in natural systems, with applications in physics, biochemistry, epidemiology, sociology, and finance. While analytic solutions often cannot be derived, existing simulation frameworks can generate…

Quantitative Methods · Quantitative Biology 2025-04-03 Aurelien Pelissier , Miroslav Phan , Didier Le Bail , Niko Beerenwinkel , Maria Rodriguez Martinez

In this study, we have developed a parallel version of the random time simulation algorithm. Firstly, we gave a rigorous basis of the random time description of the stochastic process of chemical reaction network time evolution. And then we…

Molecular Networks · Quantitative Biology 2021-03-02 Chuanbo Liu , Jin Wang

This article presents an algorithm that allows modeling of biological networks in a qualitative framework with continuous time. Mathematical modeling is used as a systems biology tool to answer biological questions, and more precisely, to…

Molecular Networks · Quantitative Biology 2012-05-30 Gautier Stoll , Eric Viara , Emmanuel Barillot , Laurence Calzone

Modeling stochasticity in gene regulatory networks is an important and complex problem in molecular systems biology. To elucidate intrinsic noise, several modeling strategies such as the Gillespie algorithm have been used successfully. This…

Molecular Networks · Quantitative Biology 2013-01-18 David Murrugarra , Alan Veliz-Cuba , Boris Aguilar , Seda Arat , Reinhard Laubenbacher

We take up the challenge of designing realistic computational models of large interacting cell populations. The goal is essentially to bring Gillespie's celebrated stochastic methodology to the level of an interacting population of cells.…

Computational Engineering, Finance, and Science · Computer Science 2018-10-26 Stefan Engblom
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