Daniel T. Gillespie 2026-11-05
Daniel T. Gillespie developed stochastic simulation methods for reacting molecular populations. In the Gillespie algorithm, a reaction propensity function specifies an event rate, and the algorithm samples both the next reaction time and the reaction channel rather than evolving only mean concentrations.[ref]
If the total propensity is , the waiting time is exponentially distributed with rate , and channel is selected with probability at the current state. His tau-leaping approach groups reaction events to accelerate simulation, introducing a controlled approximation rather than retaining the exact event-by-event law.[ref]
Tau-leaping 2026-11-05
Tau-leaping accelerates the Gillespie algorithm by approximating reaction rates as constant over an interval , then drawing all reaction counts for that interval at once. At state , with reaction propensity functions and stoichiometric vectors , the explicit step is
The leap condition requires the propensities to change little during the interval. Unlike event-by-event exact simulation, this introduces an approximation error controlled through the choice of .[ref]
For with rate , the approximate number converted is Poisson with mean . The exact number converted over the interval is instead binomial with parameters and . The two agree to first order for small , but the Poisson draw can exceed and produce a negative count. Smaller or adaptive leaps and modified sampling rules address this limitation; freezing the rate is not automatically safe at low copy number.