Jump Problem and Jump Diffusion Solvers
solve(prob::JumpProblem,alg;kwargs)
Recommended Methods
A JumpProblem(prob,aggregator,jumps...)
comes in two forms. The first major form is if it does not have a RegularJump
. In this case, it can be solved with any integrator on prob
. However, in the case of a pure JumpProblem
(a JumpProblem
over a DiscreteProblem
), there are special algorithms available. The SSAStepper()
is an efficient streamlined algorithm for running the aggregator
version of the SSA for pure ConstantRateJump
and/or MassActionJump
problems. However, it is not compatible with event handling. If events are necessary, then FunctionMap
does well.
If there is a RegularJump
, then specific methods must be used. The current recommended method is TauLeaping
if you need adaptivity, events, etc. If you just need the most barebones fixed time step leaping method, then SimpleTauLeaping
can have performance benefits.
Special Methods for Pure Jump Problems
If you are using jumps with a differential equation, use the same methods as in the case of the differential equation solving. However, the following algorithms are optimized for pure jump problems.
DiffEqJump.jl
SSAStepper
: a stepping algorithm for pureConstantRateJump
and/orMassActionJump
JumpProblem
s. Supports handling ofDiscreteCallback
and saving controls likesaveat
.
RegularJump Compatible Methods
StochasticDiffEq.jl
These methods support mixing with event handling, other jump types, and all of the features of the normal differential equation solvers.
TauLeaping
: an adaptive tau-leaping algorithm with post-leap estimates.
DiffEqJump.jl
SimpleTauLeaping
: a tau-leaping algorithm for pureRegularJump
JumpProblem
s. Requires a choice ofdt
.RegularSSA
: a version of SSA for pureRegularJump
JumpProblem
s.
Regular Jump Diffusion Compatible Methods
Regular jump diffusions are JumpProblem
s where the internal problem is an SDEProblem
and the jump process has designed a regular jump.
StochasticDiffEq.jl
EM
: Explicit Euler-Maruyama.ImplicitEM
: Implicit Euler-Maruyama. See the SDE solvers page for more details.