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Published on: December 4, 2017
The numerical stability of leaping methods for stochastic simulation of chemically reacting systems
Yang Cao1, Linda R Petzold, Muruhan Rathinam
1Department of Computer Science, University of California, Santa Barbara, California 93106, USA. ycao@cs.ucsb.edu
Abstract:
Tau-leaping methods have recently been proposed for the acceleration of discrete stochastic simulation of chemically reacting systems. This paper considers the numerical stability of these methods. The concept of stochastic absolute stability is defined, discussed, and applied to the following leaping methods: the explicit tau, implicit tau, and trapezoidal tau.
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