The numerical stability of leaping methods for stochastic simulation of chemically reacting systems

Yang Cao; Linda R Petzold; Muruhan Rathinam; Daniel T Gillespie

doi:10.1063/1.1823412

The numerical stability of leaping methods for stochastic simulation of chemically reacting systems

J Chem Phys. 2004 Dec 22;121(24):12169-78. doi: 10.1063/1.1823412.

Authors

Yang Cao¹, Linda R Petzold, Muruhan Rathinam, Daniel T Gillespie

Affiliation

¹ Department of Computer Science, University of California, Santa Barbara, California 93106, USA. ycao@cs.ucsb.edu

PMID: 15606235
DOI: 10.1063/1.1823412

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.