Error analysis of tau-leap simulation methods

Understand

We perform an error analysis for numerical approximation methods of continuous time Markov chain models commonly found in the chemistry and biochemistry literature.

• The motivation for the analysis is to be able to compare the accuracy of different approximation methods and, specifically, Euler tau-leaping and midpoint tau-leaping.
• We perform our analysis under a scaling in which the size of the time discretization is inversely proportional to some (bounded) power of the norm of the state of the system.
• We argue that this is a more appropriate scaling than that found in previous error analyses in which the size of the time discretization goes to zero independent of the rest of the model.