Gillespie Algorithm
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Today I took the day off to implement the Gillespie SSA algorithm . For those of you who have never heard of it is a solver for stochastic equations. There is no implementation of it in Python (to my knowledge) and the only other easily accessible implementation I found was the one on the GillespieSSA package for R. To help the unfamiliar to understand the application and relevance of this algorithm, consider the following dynamical system derived from an epidemiological problem: Suppose an infected individual arrives in his home town after his/her vacation carrying an infectious disease entirely new to his fellow citizens. This means no one in town has antibodies for that disease.
