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8:39 AM
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12 hours later…
8:52 PM
0
Q: Understanding Jumps in Julia Differential Equations and Poisson Random Measure

oliverjonesUsing Julia DifferentialEquations we can define a ODE with jumps as follows: function f(du,u,p,t) du[1] = u[1] end prob = ODEProblem(f,[0.2],(0.0,10.0)) rate(u,p,t) = 2 affect!(integrator) = (integrator.u[1] = integrator.u[1]/2) jump = ConstantRateJump(rate,affect!) jump_prob = JumpPro...

 

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