Extending the Multi-level Method for the Simulation of Stochastic Biological Systems.

Author: 

Lester, C
Baker, R
Giles, M
Yates, C

Publication Date: 

11 August 2016

Journal: 

Bulletin of mathematical biology

Last Updated: 

2019-09-22T10:45:57.387+01:00

Issue: 

8

Volume: 

78

DOI: 

10.1007/s11538-016-0178-9

page: 

1640-1677

abstract: 

The multi-level method for discrete-state systems, first introduced by Anderson and Higham (SIAM Multiscale Model Simul 10(1):146-179, 2012), is a highly efficient simulation technique that can be used to elucidate statistical characteristics of biochemical reaction networks. A single point estimator is produced in a cost-effective manner by combining a number of estimators of differing accuracy in a telescoping sum, and, as such, the method has the potential to revolutionise the field of stochastic simulation. In this paper, we present several refinements of the multi-level method which render it easier to understand and implement, and also more efficient. Given the substantial and complex nature of the multi-level method, the first part of this work reviews existing literature, with the aim of providing a practical guide to the use of the multi-level method. The second part provides the means for a deft implementation of the technique and concludes with a discussion of a number of open problems.

Symplectic id: 

639106

Submitted to ORA: 

Submitted

Publication Type: 

Journal Article