In a world made of atoms, computer simulations of molecular systems such as proteins in water play an enormous role in science. Software packages for molecular simulation have been developed for decades. They all discretize Hamilton’s equations of motion and treat long-range potentials through cutoffs or discretization of reciprocal space. This introduces severe approximations and artifacts that must be controlled algorithmically. Here, we bring to fruition a paradigm for molecular simulation that relies on modern concepts in statistics to explore the thermodynamic equilibrium with an exact and efficient non-reversible Markov process. It is free of all discretizations, approximations, and cutoffs. We explicitly demonstrate that this approach reaches a break-even point with traditional molecular simulation performed at high precision, but without any of its approximations. We stress the potential of our paradigm for crucial applications in biophysics and other fields, and as a practical approach to molecular simulation. We set out a strategy to reach our goal of rigorous molecular simulation.