https://github.com/rveltz/piecewisedeterministicmarkovprocesses.jl

Piecewise Deterministic Markov Processes in Julia
https://github.com/rveltz/piecewisedeterministicmarkovprocesses.jl

differential-equations julia jump simulation stochastic-processes

Last synced: 5 months ago
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Piecewise Deterministic Markov Processes in Julia

• Host: GitHub
• URL: https://github.com/rveltz/piecewisedeterministicmarkovprocesses.jl
• Owner: rveltz
• License: other
• Created: 2015-12-16T15:11:00.000Z (about 10 years ago)
• Default Branch: master
• Last Pushed: 2025-09-04T09:33:01.000Z (5 months ago)
• Last Synced: 2025-09-04T10:32:49.623Z (5 months ago)
• Topics: differential-equations, julia, jump, simulation, stochastic-processes
• Language: Julia
• Size: 2.22 MB
• Stars: 20
• Watchers: 3
• Forks: 7
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

          
# PiecewiseDeterministicMarkovProcesses.jl 

| **Documentation**                                                               | **Build Status**                                                                                |

|:-------------------------------------------------------------------------------:|:-----------------------------------------------------------------------------------------------:|

| [![](https://img.shields.io/badge/docs-dev-blue.svg)](https://rveltz.github.io/PiecewiseDeterministicMarkovProcesses.jl/dev) | [![Build status](https://github.com/rveltz/PiecewiseDeterministicMarkovProcesses.jl/workflows/CI/badge.svg)](https://github.com/rveltz/PiecewiseDeterministicMarkovProcesses.jl/actions) [![codecov](https://codecov.io/gh/rveltz/PiecewiseDeterministicMarkovProcesses.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/rveltz/PiecewiseDeterministicMarkovProcesses.jl) |

PiecewiseDeterministicMarkovProcesses.jl is a Julia package that allows simulation of *Piecewise Deterministic Markov Processes* (PDMP); these encompass hybrid systems and jump processes, comprised of continuous and discrete components, as well as processes with time-varying rates. The aim of the package is to provide methods for the simulation of these processes that are "exact" up to the ODE integrator. A lot of care has been devoted to reduce allocations as much as possible.

To install this package, run the command 

```julia

] add PiecewiseDeterministicMarkovProcesses

```

Please, have a look at the [documention](https://rveltz.github.io/PiecewiseDeterministicMarkovProcesses.jl/latest).

# Authors

This is a joint work of [Romain Veltz](https://romainveltz.pythonanywhere.com/) ([@rveltz](http://github.com/rveltz)) and [Simon Frost](http://www.vet.cam.ac.uk/directory/sdf22@cam.ac.uk) ([@sdwfrost](http://github.com/sdwfrost)).