Accelerated leap methods for simulating discrete stochastic chemical kinetics

Burrage, K., Mac, S. and Tian, T. (2006) Accelerated leap methods for simulating discrete stochastic chemical kinetics. Lecture Notes in Control and Information Sciences, 341, pp. 359-366. (doi:10.1007/11757344_46)

Full text not currently available from Enlighten.


Biologists are increasingly conscious of the critical role that noise plays in cellular functions such as genetic regulation, often in connection with fluctuations in small numbers of key regulatory molecules. This has inspired the development of models that capture this fundamentally discrete and stochastic nature of cellular biology - most notably the Gillespie stochastic simulation algorithm (SSA). The SSA simulates a temporally homogeneous, discrete-state, continuous-time Markov process, and of course the corresponding probabilities and numbers of each molecular species must all remain positive. While accurately serving this purpose, the SSA can be computationally inefficient due to very small time stepping so faster approximations such as the Poisson and Binomial τ-leap methods have been suggested. This work places these leap methods in the context of numerical methods for the solution of stochastic differential equations (SDEs) driven by Poisson noise. This allows analogues of Euler-Maruyuma, Milstein and even higher order methods to be developed through the Itô-Taylor expansions as well as similar derivative-free Runge-Kutta approaches. Numerical results demonstrate that these novel methods compare favourably with existing techniques for simulating biochemical reactions by more accurately capturing crucial properties such as the mean and variance than existing methods.

Item Type:Articles
Glasgow Author(s) Enlighten ID:Tian, Dr Tianhai
Authors: Burrage, K., Mac, S., and Tian, T.
Subjects:Q Science > QA Mathematics
Q Science > QH Natural history > QH301 Biology
College/School:College of Science and Engineering > School of Mathematics and Statistics > Mathematics
Journal Name:Lecture Notes in Control and Information Sciences
Published Online:20 October 2006

University Staff: Request a correction | Enlighten Editors: Update this record