I continue study SDE with Julia and I straggle with
I’d like to get simulations like this
And I get something like that with this code:
rate(u,p,t) = 2 affect!(integrator) = (integrator.u = 1) jump = VariableRateJump(rate,affect!) jump_prob = JumpProblem(prob,Direct(),jump) monte_prob = MonteCarloProblem(jump_prob) sol = solve(monte_prob,SRIW1(),num_monte=3,parallel_type=:threads,dt=0.001, adaptive=false)
But when I change
(integrator.u = 1) to
(integrator.u = integrator.u/2) the 1st jump occurs in the same time for all trajectories.
What does an integrator mean for the jump process?