Adaptive explicit-implicit tau-leaping method with automatic tau selection
Author(s) -
Yang Cao,
Daniel T. Gillespie,
Linda Petzold
Publication year - 2007
Publication title -
the journal of chemical physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.071
H-Index - 357
eISSN - 1089-7690
pISSN - 0021-9606
DOI - 10.1063/1.2745299
Subject(s) - selection (genetic algorithm) , computer science , stiffness , adaptive strategies , algorithm , artificial intelligence , physics , history , archaeology , thermodynamics
The existing tau-selection strategy, which was designed for explicit tau leaping, is here modified to apply to implicit tau leaping, allowing for longer steps when the system is stiff. Further, an adaptive strategy that identifies stiffness and automatically chooses between the explicit and the (new) implicit tau-selection methods to achieve better efficiency is proposed. Numerical testing demonstrates the advantages of the adaptive method for stiff systems.
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