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Stochastic simulation

Stochastic simulation

Overview
Stochastic simulation algorithms and methods were initially developed to analyse chemical reactions involving large numbers of species with complex reaction kinetics. The first algorithm, the Gillespie algorithm
Gillespie algorithm
In probability theory, the Gillespie algorithm generates a statistically correct trajectory of a stochastic equation. It was developed and published by Dan Gillespie in 1977 to simulate chemical or biochemical systems of reactions efficiently and accurately using limited computational power...

 was proposed by Dan Gillespie in 1977. It is an exact procedure for numerically simulating the time evolution of a well-stirred chemically reacting system.

The algorithm is a Monte Carlo
Monte Carlo method
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used when simulating physical and mathematical systems. Because of their reliance on repeated computation of random or pseudo-random numbers,...

 type method.

Published by Dan Gillespie in 1977.
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Encyclopedia
Stochastic simulation algorithms and methods were initially developed to analyse chemical reactions involving large numbers of species with complex reaction kinetics. The first algorithm, the Gillespie algorithm
Gillespie algorithm
In probability theory, the Gillespie algorithm generates a statistically correct trajectory of a stochastic equation. It was developed and published by Dan Gillespie in 1977 to simulate chemical or biochemical systems of reactions efficiently and accurately using limited computational power...

 was proposed by Dan Gillespie in 1977. It is an exact procedure for numerically simulating the time evolution of a well-stirred chemically reacting system.

The algorithm is a Monte Carlo
Monte Carlo method
Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used when simulating physical and mathematical systems. Because of their reliance on repeated computation of random or pseudo-random numbers,...

 type method.

Direct and first reaction methods


Published by Dan Gillespie in 1977. See Gillespie algorithm
Gillespie algorithm
In probability theory, the Gillespie algorithm generates a statistically correct trajectory of a stochastic equation. It was developed and published by Dan Gillespie in 1977 to simulate chemical or biochemical systems of reactions efficiently and accurately using limited computational power...

.

See also

  • Network simulation
    Network simulation
    In communication and computer network research, network simulation is a technique where a program models the behavior of a network either by calculating the interaction between the different network entities using mathematical formulas, or actually capturing and playing back observations from a...

  • Network traffic simulation
    Network traffic simulation
    Network traffic simulation is a process used in telecommunications engineering to measure the efficiency of a communications network.-Overview:...

  • Simulation language
    Simulation language
    A computer simulation language describes the operation of a simulation on a computer. There are two major types of simulation: continuous and discrete event though more modern languages can handle combinations. Most languages also have a graphical interface and at least simple statistical gathering...

  • Queueing theory
    Queueing theory
    Queueing theory is the mathematical study of waiting lines . The theory enables mathematical analysis of several related processes, including arriving at the queue, waiting in the queue , and being served by the server at the front of the queue...

  • Software choice for discrete event simulations
    Software choice for discrete event simulations
    -Tools for discrete event simulations:Discrete event simulations may be written in any general purpose computer language such as C++ but to construct an industry grade project in reasonable time with a general computing language consumes too much effort...


External links


Software
  • Cain - Stochastic simulation of chemical kinetics. Direct, next reaction, tau-leaping, hybrid, etc.