Python implementation of the Gillespie Algorithm.
gill.py simulates a birth-death process. It can calculate ensemble values (like mean, variance, etc.) from the simulation as well as plot simulation results. Comment in/out the appropriate section(s) at the end of the file to plot the desired outputs.
gill_fpt.py simulates the same birth-death process as a first-passage time problem. It calculates the mean first-passage time and plots the resulting distribution.
Both files require the python extension numpy and the plotting library matplotlib.