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Table 1 An overview of the Hy3S numerical methods

From: Multiscale Hy3S: Hybrid stochastic simulation for supercomputers

Name

Advantages

Disadvantages

Next Reaction variant of SSA

Essentially exact

Extremely slow for 'large' systems

HyJCMSS Fixed Euler-Maruyama

HyJCMSS methods are much faster for 'large' systems. Fastest SDE numerical integrator for non-stiff systems.

For stiff systems, species populations may go negative. Finding an accurate time step for a system can be annoying.

HyJCMSS Fixed Milstein

Increased accuracy. May use a larger time step.

Evaluation of 2D Itô integrals decreases speed of simulation.

HyJCMSS Adaptive Euler-Maruyama

Automatically chooses an accurate time step, based on the SDE tolerance.

Does not always converge to the correct solution. Usage is inadvisable. Included for educational purposes only.

HyJCMSS Adaptive Milstein

Dynamically chooses accurate time step. Increased efficiency when transient stiffness exists. With a reasonable tolerance, convergence to correct solution is guaranteed.

Slower than fixed methods for systems with constant timescales, due to the computational overhead in the adaptive code.