CSH Talk by Leonhard Horstmeyer: “The Gillespie Algorithm”

Leonhard Horstmeyer’s talk will take place on June 9 at 2:15 pm in seminar room 101.

Abstract:

How can one numerically simulate large stochastic networks? Perhaps one would go through each node in the network and update its state with a probability dictated by the denition of the model. This may not always be very ecient and can also lead to biases. The Gillespie algorithm provides a great alternative. I will present its merits and its implementation. The talk will close with the illustration of the Gillespie algorithm for an adaptive stochastic network dynamics, namely the SIS model with rewiring.