A higher-order numerical framework for stochastic simulation of chemical reaction systems

Tamás Székely, Kevin Burrage, Radek Erban, Konstantinos C Zygalakis
2012 BMC Systems Biology  
In this paper, we present a framework for improving the accuracy of fixed-step methods for Monte Carlo simulation of discrete stochastic chemical kinetics. Stochasticity is ubiquitous in many areas of cell biology, for example in gene regulation, biochemical cascades and cell-cell interaction. However most discrete stochastic simulation techniques are slow. We apply Richardson extrapolation to the moments of three fixed-step methods, the Euler, midpoint and θ-trapezoidal τ -leap methods, to
more » ... nstrate the power of stochastic extrapolation. The extrapolation framework can increase the order of convergence of any fixed-step discrete stochastic solver and is very easy to implement; the only condition for its use is knowledge of the appropriate terms of the global error expansion of the solver in terms of its stepsize. In practical terms, a higher-order method with a larger stepsize can achieve the same level of accuracy as a lower-order method with a smaller one, potentially reducing the computational time of the system. Results: By obtaining a global error expansion for a general weak first-order method, we prove that extrapolation can increase the weak order of convergence for the moments of the Euler and the midpoint τ -leap methods, from one to two. This is supported by numerical simulations of several chemical systems of biological importance using the Euler, midpoint and θ-trapezoidal τ -leap methods. In almost all cases, extrapolation results in an improvement of accuracy. As in the case of ordinary and stochastic differential equations, extrapolation can be repeated to obtain even higher-order approximations. Conclusions: Extrapolation is a general framework for increasing the order of accuracy of any fixed-step stochastic solver. This enables the simulation of complicated systems in less time, allowing for more realistic biochemical problems to be solved. Full list of author information is available at the end of the article modelled by ODEs. For instance, when close to a bifurcation regime, ODE approximations cannot reproduce the behaviour of the system for some parameter values [6] . Stochastic systems can be modelled using discrete Markov processes. The density of states of a well-stirred stochastic chemical reaction system at each point in time is given by the chemical master equation (CME) [7, 8] . The stochastic simulation algorithm (SSA) [9] is an exact method for simulating trajectories of the CME as the system evolves in time. The SSA can be computationally intensive to run for realistic problems, and alternative methods such as the τleap have been developed to improve performance [10] .
doi:10.1186/1752-0509-6-85 pmid:23256696 pmcid:PMC3529698 fatcat:inatdze5fjheblrmquawiclfcy