On speeding up stochastic simulations by parallelization of random number generation.

ABSTRACT: This paper adds to the tool kit of stochastic simulations based on a very simple idea. Applicable to both SSA and Tau-leap algorithms, it can notably reduce computational times. Stochastic simulations are based on computing sample paths based on the generation of random numbers with either exactly stipulated distribution functions as in SSA (Gillespie, 1977) or in the method of interval of quiescence (Shah et al., 1977) or distribution functions featuring approximations designed to promote efficiency (as in Tau-leap algorithms (Cao et al., 2006; Tian and Burrage, 2004; Peng et al., 2007; Gillespie, 2001; Ramkrishna et al., 2014) where a leap condition with the parameter epsilon is used). The usual strategy involves sequential computation of a large number of sample paths over a bounded tim

SUBMITTER: Shu CC 

PROVIDER: S-EPMC4562036 | biostudies-literature | 2015 Dec

REPOSITORIES: biostudies-literature