Multilevel hybrid split-step implicit tau-leap

DOI10.1007/S11075-016-0158-ZzbMATH Open1357.65005arXiv1512.00721OpenAlexW3122384123MaRDI QIDQ509646FDOQ509646

Chiheb Ben Hammouda, Alvaro Moraes, R. Tempone

Publication date: 17 February 2017

Published in: Numerical Algorithms (Search for Journal in Brave)

Abstract: In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been shown to be more relevant than continuous state-space and deterministic ones. In systems characterized by having simultaneously fast and slow timescales, existing discrete space-state stochastic path simulation methods, such as the stochastic simulation algorithm (SSA) and the explicit tau-leap (Explicit-TL) method, can be very slow. Implicit approximations have been developed to improve numerical stability and provide efficient simulation algorithms for those systems. Here, we propose an efficient Multilevel Monte Carlo (MLMC) method in the spirit of the work by Anderson and Higham (2012). This method uses split-step implicit tau-leap (SSI-TL) at levels where the SSI-TL method is not applicable due to numerical stability issues. We present numerical examples that illustrate the performance of the proposed method.

Full work available at URL: https://arxiv.org/abs/1512.00721

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zbMATH Keywords

multilevel Monte Carlo methodstochastic reaction networksbiochemical reactive system

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Biochemistry, molecular biology (92C40) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on discrete state spaces (60J27) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Algorithms with automatic result verification (65G20)

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Cited In (9)

• Multilevel hybrid Chernoff tau-leap
• Data-driven method for efficient characterization of rare event probabilities in biochemical systems
• Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach
• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks
• Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics
• Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities
• Robustly simulating biochemical reaction kinetics using multi-level Monte Carlo approaches
• Slow-scale split-step tau-leap method for stiff stochastic chemical systems

Uses Software

• S-ROCK
• bootstrap

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