An exact accelerated stochastic simulation algorithm
Mjolsness E., Orendorff D., Chatelain P., Koumoutsakos P., Journal of Chemical Physics, 130, 14, 2009
ABSTRACT
An exact method for stochastic simulation of chemical reaction networks, which accelerates the stochastic simulation algorithm SSA , is proposed. The present “ER-leap” algorithm is derived from analytic upper and lower bounds on the multireaction probabilities sampled by SSA, together with rejection sampling and an adaptive multiplicity for reactions. The algorithm is tested on a number of well-quantified reaction networks and is found experimentally to be very accurate on test problems including a chaotic reaction network. At the same time ER-leap offers a substantial speedup over SSA with a simulation time proportional to the 2/3 power of the number of reaction events in a Galton–Watson process.