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Recycling random numbers in the stochastic simulation algorithm.

Abstract:

The stochastic simulation algorithm (SSA) was introduced by Gillespie and in a different form by Kurtz. Since its original formulation there have been several attempts at improving the efficiency and hence the speed of the algorithm. We briefly discuss some of these methods before outlining our own simple improvement, the recycling direct method (RDM), and demonstrating that it is capable of increasing the speed of most stochastic simulations. The RDM involves the statistically acceptable rec...

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Publisher copy:
10.1063/1.4792207

Authors


Klingbeil, G More by this author
Journal:
The Journal of chemical physics
Volume:
138
Issue:
9
Pages:
094103
Publication date:
2013-03-05
DOI:
EISSN:
1089-7690
ISSN:
0021-9606
URN:
uuid:88115f0b-295b-4e8b-9992-e44dee0ef6bb
Source identifiers:
394548
Local pid:
pubs:394548
Language:
English
Keywords:

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