Adaptive explicit-implicit tau-leaping method with automatic tau selection

Abstract

The existing tau-selection strategy, which was designed for explicit tau leaping, is here modified to apply to implicit tau leaping, allowing for longer steps when the system is stiff. Further, an adaptive strategy that identifies stiffness and automatically chooses between the explicit and the (new) implicit tau-selection methods to achieve better efficiency is proposed. Numerical testing demonstrates the advantages of the adaptive method for stiff systems.