Abstract
This paper discusses the numerical simulation of stochastic chemical kinetics from a point of view that is opposite to the one prevalent in the literature. Specifically, we re-derive existing methods by first discretizing in time the chemical master equation, then sampling the resulting numerical solution (which is a probability density). This analysis reveals the hidden approximations made by the stochastic simulation algorithm and by the tau-leaping method, and opens the way for constructing new families of solvers.
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Paper dedicated to Prof. J.C. Butcher on his 80-th birthday
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Sandu, A. A new look at the chemical master equation. Numer Algor 65, 485–498 (2014). https://doi.org/10.1007/s11075-013-9758-z
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DOI: https://doi.org/10.1007/s11075-013-9758-z