A hierarchical exact accelerated stochastic simulation algorithm

A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer o...

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Vydané v:The Journal of chemical physics Ročník 137; číslo 21; s. 214104
Hlavní autori: Orendorff, David, Mjolsness, Eric
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: United States 07.12.2012
Predmet:
Algorithms
Kinetics
Markov Chains
Models, Chemical
Reproducibility of Results
Stochastic Processes
ISSN:1089-7690, 1089-7690
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Shrnutí:A new algorithm, "HiER-leap" (hierarchical exact reaction-leaping), is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over the stochastic simulation algorithm and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.
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ISSN:1089-7690
1089-7690
DOI:10.1063/1.4766353