Unbiased τ-leap methods for stochastic simulation of chemically reacting systems

Abstract

The tau-leap method first developed by Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)] can significantly speed up stochastic simulation of certain chemically reacting systems with acceptable losses in accuracy. Recently, several improved tau-leap methods, including the binomial, multinomial, and modified tau-leap methods, have been developed. However, in all these tau-leap methods, the mean of the number of times, K(m), that the mth reaction channel fires during a leap is not equal to the true mean. Therefore, all existing tau-leap methods produce biased simulation results, which limit the simulation accuracy and speed. In this paper, we analyze the mean of K(m) based on the chemical master equation. Using this analytical result, we develop unbiased Poisson and binomial tau-leap methods. Moreover, we analyze the variance of K(m), and then develop an unbiased Poisson/Gaussian/binomial tau-leap method to correct the errors in both the mean and variance of K(m). Simulation results demonstrate that our unbiased tau-leap method can significantly improve simulation accuracy without sacrificing speed.