Understanding the finite state projection and related methods for solving the chemical master equation.

ABSTRACT

The finite state projection (FSP) method has enabled us to solve the chemical master equation of some biological models that were considered out of reach not long ago. Since the original FSP method, much effort has gone into transforming it into an adaptive time-stepping algorithm as well as studying its accuracy. Some of the improvements include the multiple time interval FSP, the sliding windows, and most notably the Krylov-FSP approach. Our goal in this tutorial is to give the reader an overview of the current methods that build on the FSP.