Approximate Exponential Algorithms to Solve the Chemical Master Equation

Abstract

This paper discusses new simulation algorithms for stochastic chemical kinetics that exploit the linearity of the chemical master equation and its matrix exponential exact solution. These algorithms make use of various approximations of the matrix exponential to evolve probability densities in time. A sampling of the approximate solutions of the chemical master equation is used to derive accelerated stochastic simulation algorithms. Numerical experiments compare the new methods with the established stochastic simulation algorithm and the tau-leaping method.

Keywords:

• stochastic chemical kinetics
• chemical master equation
• exact solution
• stochastic simulation algorithm
• tau-leap

AMS Subject Classification:

• 92Bxx
• 97Mxx