Stochastic Solvers

When to Use Stochastic Solvers

Models with a small number of molecules can realistically be simulated stochastically that is, allowing the results to contain an element of probability, unlike a deterministic solution. The stochastic simulation algorithms provide a practical method for simulating reactions which are stochastic in nature. Depending on the model, stochastic simulations may take more computation time than deterministic simulations.

If you use a stochastic solver to simulate a model, the software ignores any rate, assignment, or algebraic rules if present in the model.

Stochastic Simulation Algorithm (SSA)

Using the stochastic simulation algorithm for a system is equivalent to solving the Chemical Master Equation for the system. The Chemical Master Equation is otherwise impossible to solve for most practical problems. Thus, the stochastic simulation algorithm provides a practical method for simulating stochastic systems. The algorithm simulates one reaction at a time based on the propensity function for each reaction.

Advantage:

Disadvantages:

Explicit Tau-Leaping Algorithm

Since the stochastic simulation algorithm may be too slow for a lot of practical problems, this algorithm has been designed to speed up the simulation at the cost of some accuracy. The algorithm treats each reaction channel as being independent of the others. It automatically chooses a time interval such that the relative change in the propensity function for each reaction is less than the user-specified error tolerance. After selecting the time interval, the algorithm computes the number of times each reaction channel fires during the time interval and makes the appropriate changes to the concentration of various chemical species involved.

Advantages

Disadvantages

Implicit Tau-Leaping Algorithm

Like the explicit tau-leaping algorithm, the implicit tau-leaping algorithm is also an approximate method of simulation designed to speed-up the simulation at the cost of some accuracy. It can handle numerically stiff problems better than the explicit tau-leaping algorithm. For deterministic systems, a problem is said to be numerically stiff if there are "fast" and "slow" time scales present in the system and the "fast modes" are stable. For such problems, the explicit tau-leaping method performs well only if it continues to take small time steps that are of the order of the fastest time scale. The implicit tau-leaping method can potentially take much larger steps and still be stable. The algorithm treats each reaction channel as being independent of others. It automatically chooses a time interval such that the relative change in the propensity function for each reaction is less than the user specified error tolerance. After selecting, the algorithm computes the number of times each reaction channel fires during the time interval and makes the appropriate changes to the concentration of various chemical species involved.

Advantages

Disadvantages

Ensemble Runs of Stochastic Simulations

Ensemble runs are ensemble simulations that you can use in conjunction with the stochastic solvers to gather data from multiple stochastic runs of the model. Ensemble runs let you investigate fluctuations in the behavior of a stochastic model over repeated simulations.

In contrast, scans are multiple simulations of the model performed with varying values of parameters or initial amounts of species. You can specify the range for the parameter or the species, and each simulation is performed with a different value of the parameter or species amount within the specified range. Scans let you see changes in the model's behavior with respect to changes in species amounts, or parameter values.

You can perform ensemble simulations using the stochastic solvers to gather data from multiple stochastic runs of the model.

Running Ensemble Simulations at the Command Line

The following functions let you perform ensemble runs at the command line:

Running Ensemble Simulations in the Desktop

  1. In the MATLAB desktop, from the Analysis menu select Add Analysis Task to model_name > Run ensemble simulation.

    The desktop adds Ensemble Run in the Project Explorer and opens the Ensemble Run pane.

  2. See the context-sensitive

    SimBiology Desktop Help for more information on how to set up ensemble runs. To access SimBiology Desktop Help, select Help > SimBiology Desktop Help.

References

[1] Gibson M.A., Bruck J. (2000), "Exact Stochastic Simulation of Chemical Systems with Many Species and Many Channels," Journal of Physical Chemistry, 105:1876-1899.

[2] Gillespie D. (1977), "Exact Stochastic Simulation of Coupled Chemical Reactions," The Journal of Physical Chemistry, 81(25): 2340-2361.

[3] Gillespie D. (2000), "The Chemical Langevin Equation," Journal of Chemical Physics, 113(1): 297-306.

[4] Gillespie D. (2001), "Approximate Accelerated Stochastic Simulation of Chemically Reacting Systems," Journal of Chemical Physics,115(4):1716-1733.

[5] Gillespie D., Petzold L. (2004), "Improved Leap-Size Selection for Accelerated Stochastic Simulation," Journal of Chemical Physics, 119:8229-8234

[6] Rathinam M., Petzold L., Cao Y., Gillespie D. (2003), "Stiffness in Stochastic Chemically Reacting Systems: The Implicit Tau-Leaping Method," Journal of Chemical Physics, 119(24):12784-12794.

  


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