Jump process with multiple jumps, which jump occurs?

If we construct a jump process, say one with an underlying ODE and 5 jumps are defined with differing affects. We then pass the jumps, say j1,j2, j3, j4 and j5 to the JumpProblem constructor.

How is which jump occurs implemented?

You can select from a variety of jump aggregators

https://diffeq.sciml.ai/stable/types/jump_types/#Constant-Rate-Jump-Aggregators

For the actual implementations, see for example DiffEqJump.jl/direct.jl at master · SciML/DiffEqJump.jl · GitHub

1 Like