Strong Convergence and Speed up of Nested Stochastic Simulation Algorithm

Strong Convergence and Speed up of Nested Stochastic Simulation Algorithm

Year:    2014

Communications in Computational Physics, Vol. 15 (2014), Iss. 4 : pp. 1207–1236

Abstract

In this paper, we revisit the Nested Stochastic Simulation Algorithm (NSSA) for stochastic chemical reacting networks by first proving its strong convergence. We then study a speed up of the algorithm by using the explicit Tau-Leaping method as the Inner solver to approximate invariant measures of fast processes, for which strong error estimates can also be obtained. Numerical experiments are presented to demonstrate the validity of our analysis.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.290313.051213s

Communications in Computational Physics, Vol. 15 (2014), Iss. 4 : pp. 1207–1236

Published online:    2014-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    30

Keywords:   

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