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

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 estimat...

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Veröffentlicht in:Bulletin of mathematical biology Jg. 78; H. 8; S. 1640 - 1677
Hauptverfasser: Lester, Christopher, Baker, Ruth E., Giles, Michael B., Yates, Christian A.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York Springer US 01.08.2016
Springer Nature B.V
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ISSN:0092-8240, 1522-9602, 1522-9602
Online-Zugang:Volltext
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Zusammenfassung: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.
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ISSN:0092-8240
1522-9602
1522-9602
DOI:10.1007/s11538-016-0178-9