What is a stochastic simulation?
Stochastic simulation, also known as kinetic Monte Carlo, is a numerical procedure for determining the dynamics of a continuous time Markov process. A continuous time Markov process is a memoryless stochastic process that is used to describe all sorts of physical and chemical systems, including biological systems. The solution of a Markov process includes two equivalent parts: a time-dependent probability distribution of states in state space or trajectories of the state moving in state space over time. By computing an ensemble of trajectories, one can generate the distribution. Or, by computing the distribution, one can sample it to obtain trajectories. If the state space of the Markov process is discrete, it is called a jump Markov process and its probability distribution is governed by the Master equation. If the state space is continuous, it is called a continuous Markov process and its distribution is governed by the Fokker-Planck equation. For all but the most trivial systems, th
