Skip to content

Releases: SciML/JumpProcesses.jl

Add Variable Rate Jumps

09 Feb 09:18
Compare
Choose a tag to compare

Variable rate jump functionality now works, and tests have been updated to make sure that the values are in acceptable ranges.

Initial Release

07 Feb 15:56
Compare
Choose a tag to compare

This package allows one to extend a differential equation (or discrete problem) to have jumps. This allows one to solve Gillespie-type equations and jump diffusions using the differential equation solvers of DifferentialEquations.jl as an engine. An example is already in the latest docs:

http://docs.juliadiffeq.org/latest/tutorials/discrete_stochastic_example.html

Right now, only equations with jumps that are not dependent on the differential equation are allowed. To allow for such variable rate jumps, a different approach has to be taken which will be the v0.1.0 release (and I hope to have that done by next week... I have to present on it so it has to be done).