ABSTRACT
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.
ACKNOWLEDGMENTS
Support for two of the authors (L.R.P. and Y.C.) was provided by the U. S. Department of Energy under DOE Award No. DE-FG02-04ER25621, by the National Science Foundation under NSF Award Nos. CCF-0326576 and NSF∕NIGMS GM078993, by the Institute for Collaborative Biotechnologies through Grant No. DAAD19-03-D-0004 from the U. S. Army Research Office, and by NIH GM075297 and NIH GM078989. Support for one of the authors (D.T.G.) was provided by the University of California under Consulting Agreement 054281A20 with the Computer Science Department of its Santa Barbara campus; and by the California Institute of Technology, through Consulting Agreement 21E-1079702 with the Beckman Institute’s Biological Network Modeling Center, and through Consulting Agreement 102-1080890 with the Control and Dynamical Systems Department pursuant to NIH Grant No. R01 GM078992 from the National Institute of General Medical Sciences.
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