SciML / JumpProcesses.jl

Build and simulate jump equations like Gillespie simulations and jump diffusions with constant and state-dependent rates and mix with differential equations and scientific machine learning (SciML)
https://docs.sciml.ai/JumpProcesses/stable/
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SSAs for stiff systems #311

Open joegilkes opened 1 year ago

joegilkes commented 1 year ago

Hi all,

I was just wondering if there were any plans to implement SSAs for dealing with stiff systems, like implicit tau-leaping [1, 2] or the slow-scale SSA [3]? I saw that @ChrisRackauckas mentioned implicit tau-leaping on a roadmap a few years back, but couldn't find anything more recent, and I haven't seen anything about the ssSSA on here yet.

Thanks!

  1. Rathinam M, Petzold LR, Cao Y, Gillespie DT. 2003. Stiffness in stochastic chemically reacting systems: the implicit tau-leaping method. J. Chem. Phys. 119:12784–94
  2. Cao Y, Petzold LR. 2005. Trapezoidal tau-leaping formula for the stochastic simulation of chemically reacting systems. Proc. Found. Syst. Biol. Eng. (FOSBE 2005), pp. 149–52.
  3. Cao Y, Gillespie DT, Petzold LR. 2005. The slow-scale stochastic simulation algorithm. J. Chem. Phys. 122:014116
isaacsas commented 1 year ago

Right now there is nothing beyond what is in StochasticDiffEq. It’s on our TODO, but there isn’t anyone working on it currently. It would be a great summer project for a student, but we haven’t gotten any interested in it for GSOC yet.

joegilkes commented 1 year ago

Fair enough, thanks for the info.

isaacsas commented 1 year ago

Let’s keep this open since it is good to have a list of methods to add recorded somewhere.