The Gillespie Algorithm

Gillespie's algorithm, also known as the Stochastic Simulation Algorithm, was first described in 1976. It's a popular and, more importantly, exact, dynamic Monte Carlo method, used in the simulation of stochastic systems.


The tau-leaping algorithm is an approximation of Gillespie's algorithm that provides a trade-off between speed and accuracy. Instead of performing one event at a time, the tau-leaping algorithm estimates all of the events that occurred in a given interval of time [t, t+tau), based on the event rates at time t. It can run a great deal faster, but too large a step size can cause significant errors.

Adaptive Tau-Leaping

Not yet implemented.

The Next-Reaction Method

Not yet implemented.