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The numerical stability of leaping methods for stochastic simulation of chemically reacting systems
- Author(s): Cao, Y
- Petzold, L R
- Rathinam, M
- Gillespie, D T
- et al.
Published Web Location
http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=JCPSA6000121000024012169000001&idtype=cvips&gifs=yesAbstract
Tau-leaping methods have recently been proposed for the acceleration of discrete stochastic simulation of chemically reacting systems. This paper considers the numerical stability of these methods. The concept of stochastic absolute stability is defined, discussed, and applied to the following leaping methods: the explicit tau, implicit tau, and trapezoidal tau.(C) 2004 American Institute of Physics.
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