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arXiv · 1212.4080

A Hierarchical Exact Accelerated Stochastic Simulation Algorithm

David Orendorff·Eric Mjolsness
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Abstract

A new algorithm, "HiER-leap", is derived which improves on the computational properties of the ER-leap algorithm for exact accelerated simulation of stochastic chemical kinetics. Unlike ER-leap, HiER-leap utilizes a hierarchical or divide-and-conquer organization of reaction channels into tightly coupled "blocks" and is thereby able to speed up systems with many reaction channels. Like ER-leap, HiER-leap is based on the use of upper and lower bounds on the reaction propensities to define a rejection sampling algorithm with inexpensive early rejection and acceptance steps. But in HiER-leap, large portions of intra-block sampling may be done in parallel. An accept/reject step is used to synchronize across blocks. This method scales well when many reaction channels are present and has desirable asymptotic properties. The algorithm is exact, parallelizable and achieves a significant speedup over SSA and ER-leap on certain problems. This algorithm offers a potentially important step towards efficient in silico modeling of entire organisms.

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David Orendorff, Eric Mjolsness. 2012-12-17. A Hierarchical Exact Accelerated Stochastic Simulation Algorithm. https://doi.org/10.1063/1.4766353

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