Gillespie algorithm
Alex
sascha.orlov at gmail.com
Tue Feb 5 20:06:12 UTC 2019
Doing some physical simulations I could abstract the Gillespie
algorithm, see
https://code.dlang.org/packages/gillespied
which may be useful.
The number of algorithms able to model physical (continuous) time
during an ongoing (reaction) process is rather limited. The
announced algorithm is known to provide this feature. There are
very much manifestations and improvements of the original
Gillespie. In general, the improvements try to improve the speed
of the algorithm either via
- faster timing generation
- faster next reaction look up
- approximating the output by assumptions
Compared to the standard Gillespie algorithm two enhancements
were implemented:
- for the case, reaction propensities are known, interarrival
timings do not necessarily depend on a random number and its
logarithm. This makes each time query faster.
- If the governing simulation can handle non-nogc algorithm
instantiation, a dedicated working array can be handled inside
the algorithm. This provides faster next reaction search for all
operations.
All issues are of course welcome and will be tackled in my spare
time. I hope, for this library, many further improvements, and
applications could be found in future.
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