Integral tau methods for stiff stochastic chemical systems.

Tau leaping methods enable efficient simulation of discrete stochastic chemical systems. Stiff stochastic systems are particularly challenging since implicit methods, which are good for stiffness, result in noninteger states. The occurrence of negative states is also a common problem in tau leaping. In this paper, we introduce the implicit Minkowski-Weyl tau (IMW-τ) methods. Two updating schemes of the IMW-τ methods are presented: implicit Minkowski-Weyl sequential (IMW-S) and implicit Minkowski-Weyl parallel (IMW-P). The main desirable feature of these methods is that they are designed for stiff stochastic systems with molecular copy numbers ranging from small to large and that they produce integer states without rounding. This is accomplished by the use of a split step where the first part is implicit and computes the mean update while the second part is explicit and generates a random update with the mean computed in the first part. We illustrate the IMW-S and IMW-P methods by some numerical examples, and compare them with existing tau methods. For most cases, the IMW-S and IMW-P methods perform favorably.