Accuracy limitations and the measurement of errors in the stochastic simulation of chemically reacting systems

DOI10.1016/J.JCP.2005.06.012MaRDI QIDQ2576282zbMATH OpenOpenAlexFDO

Authors Yang Cao, Linda Petzold

Publication date 27 December 2005

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2005.06.012

zbMATH Keywords

\(\tau\)-leaping methodchemically reacting systemhistogram distanceKolmogorov distanceMonte Carlo simulation

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Chemically reacting flows (80A32)

Review text

The authors consider a chemically reacting system involving a finite number of species and of reactions. The dynamics of this system is supposed to be simulated using a stochastic formulation. The authors consider the Schlögel reaction as a model. The corresponding chemical master equations are solved using the \(\tau\)-leaping method. In order to evaluate the efficiency of Monte Carlo simulations, when comparing to experiments, the authors define two distances: the Kolmogorov one and the histogram one. Using these two distances, the authors build some so-called self distances between two sets of Monte Carlo samples which satisfy some properties. The main part of the paper gives upper bounds of these self distances mainly in terms of the sizes of the samples. The paper ends with some numerical experiments which validate these upper bounds.

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Cites work

• Confidence Limits for an Unknown Distribution Function
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• Convergence Rates for Markov Chains
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• Table for Estimating the Goodness of Fit of Empirical Distributions
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Cited in

(13)

• Hybrid stochastic simulations of intracellular reaction-diffusion systems
• Automated deep abstractions for stochastic chemical reaction networks
• \(S\)-leaping: an adaptive, accelerated stochastic simulation algorithm, bridging \(\tau\)-leaping and \(R\)-leaping
• The invasion speed of cell migration models with realistic cell cycle time distributions
• HRSSA - efficient hybrid stochastic simulation for spatially homogeneous biochemical reaction networks
• A multiple time interval finite state projection algorithm for the solution to the chemical master equation
• A first-passage kinetic Monte Carlo method for reaction-drift-diffusion processes
• Reduction of round-off errors in chemical kinetics
• Diagnostics for assessing the linear noise and moment closure approximations
• Exploring the performance of spatial stochastic simulation algorithms
• A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics
• ``Final all possible steps approach for accelerating stochastic simulation of coupled chemical reactions

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