Stochastic simulation

Stochastic simulation

Stochastic simulation algorithms and methods were initially developed to analyse chemical reactions involving large numbers of species with complex reaction kinetics [cite journal |last=Bradley |first=Jeremy |authorlink=Jeremy Bradley |coauthors=Stephen Gilmore |year=2005 |title=Stochastic simulation methods applied to a secure electronic voting model |journal=Electronic Notes in Theoretical Computer Science ] . The first algorithm, the Gillespie algorithm was proposed by Dan Gillespie in 1977. It is an exact procedure for numerically simulating the time evolution of a well-stirred chemically reacting system.

The algorithm is a Monte Carlo type method.

Discrete, exact variants

In order of decreasing efficiency:

Logarithmic direct method

Published in 2006.

orting direct method

Published 2005.

Optimised direct method

Published 2004.

Next reaction method

Published 2000.

Direct and first reaction methods

Published by Dan Gillespie in 1977. See Gillespie algorithm.

Continuous, approximate variants

τ leap and modified Poisson τ leap methods

First published in 2001; modified in 2005.

References


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