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In probability theory, tau-leaping, or τ-leaping, is an approximate method for the simulation of a stochastic system. It is based on the Gillespie algorithm, performing all reactions for an interval of length tau before updating the propensity functions. By updating the rates less often this sometimes allows for more efficient simulation and thus the consideration of larger systems. Many variants of the basic algorithm have been considered. ==Algorithm== The algorithm is analogous to the Euler method for deterministic systems, but instead of making a fixed change the change is where is a Poisson distributed random variable with mean . Given a state with events occurring at rate and with state change vectors (where indexes the state variables, and indexes the events), the method is as follows: # Initialise the model with initial conditions . # Calculate the event rates . # Choose a time step . This may be fixed, or by some algorithm dependent on the various event rates. # For each event generate , which is the number of times each event occurs during the time interval . # Update the state by #: #:where is the change on state variable due to event . At this point it may be necessary to check that no populations have reached unrealistic values (such as a population becoming negative due to the unbounded nature of the Poisson variable ). # Repeat from Step 2 until some desired condition is met (e.g. a particular state variable reaches 0, or time is reached). 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Tau-leaping」の詳細全文を読む スポンサード リンク
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