Solving stochastic chemical kinetics by Metropolis-Hastings sampling

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Date

2016-05-01

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Publisher

Wilmington Scientific Publisher, Llc

Abstract

This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred chemically reacting systems as a desired distribution. A new numerical solvers based on exponential form of exact and approximate solutions of CME (Chemical Master Equation) is employed for obtaining target and proposal distributions in Metropolis-Hastings algorithm to accelerate the accuracy of the tau-leap method. Samples generated by this technique have the same distribution as SSA and the histogram of samples show it’s convergence to SSA.

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Keywords

Mathematics, Applied, Mathematics, Metropolis-Hastings, SSA, CME, tau-leap, REACTING SYSTEMS, SIMULATION, ALGORITHMS

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