Speeding Up Network Simulations Using Discrete Time

Abstract

We develop a way of simulating disease spread in networks faster at the cost of some accuracy. Instead of a discrete event simulation (DES) we use a discrete time simulation. This aggregates events into time periods. We prove a bound on the accuracy attained. We also discuss the choice of step size and do an analytical comparison of the computational costs. Our error bound concept comes from the theory of numerical methods for SDEs and the basic proof structure comes from the theory of numerical methods for ODEs.