Figure 9
From: A higher-order numerical framework for stochastic simulation of chemical reaction systems
System 2, double-extrapolated absolute errors. Absolute error of X1 for the Euler τ-leap (ETL), extrapolated Euler τ-leap (xETL) and double-extrapolated Euler τ-leap (xxETL) algorithm for (a) the mean, gradients 1.3 (ETL), 2.3 (xETL), 3.7 (xxETL), and (b) the second moment, gradients 1.3 (ETL), 2.4 (xETL), 3.8 (xxETL). Results from 108 simulations. Double-extrapolation produces consistently higher-order results.