Tau leaping of stiff stochastic chemical systems via local central limit approximation (Q401576): Difference between revisions

The authors propose a new time stepping scheme (tau leaping method) applicable to stiff stochastic systems. The method is based on local approximation of evolution of the mean and the covariance of the solution and uses the central limit approximation. The article gives an overview of stochastic chemical kinetics, describes the central limit approximation and tau leaping. Different methods are compared theoretically and on a few numerical examples. The method is shown to behave as the implicit Euler scheme in the fluid limit.