Gillespie Algorithm

Exact stochastic simulation of chemical reactions

Reaction System

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Gillespie (1977): exactly samples the chemical master equation. At each step, compute total propensity a₀=Σaᵢ, draw next event time τ~Exp(a₀), choose reaction j with prob aⱼ/a₀. Captures fluctuations invisible to ODEs — critical at low copy numbers.