Approximate Numerical Integration of the Chemical Master Equation for Stochastic Reaction Networks
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Numerical solution of the chemical master equation for stochastic reaction networks typically suffers from the state space explosion problem due to the curse of dimensionality and from stiffness due to multiple time scales. The dimension of the state space equals the number of molecular species involved in the reaction network and the size of the system of differential equations equals the number of states in the corresponding continuous-time Markov chain, which is usually enormously huge and often even infinite. Thus, efficient numerical solution approaches must be able to handle huge, possibly infinite and stiff systems of differential equations efficiently. We present an approximate numerical integration approach that combines a dynamical state space truncation procedure with efficient numerical integration schemes for systems of ordinary differential equations including adaptive step size selection based on local error estimates. The efficiency and accuracy is demonstrated by numerical examples.
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