An exact tau-leaping method

Abstract: The Gillespie algorithm and its extensions are commonly used for the simulation of chemical reaction networks. A limitation of these algorithms is that they have to process and update the system after every reaction, requiring significant computation. Another class of algorithms, based on the tau-leaping method, is able to simulate multiple reactions at a time at the cost of decreased accuracy. We present a new algorithm for the exact simulation of chemical reaction networks that is capable of sampling multiple reactions at a time via a first-order approximation similarly to the tau-leaping methods. We prove that the algorithm has an improved runtime complexity compared to existing methods for the exact simulation of chemical reaction networks, and present an efficient and easy to use implementation that outperforms existing methods in practice.