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