• Julia library LSODA.jl

    LSODA.jl is a Julia package developed by Romain Veltz that interfaces to the liblsoda library, developed by Simon Frost (University of Cambridge, UK), thereby providing a way to use the LSODA algorithm from Linda Petzold (University of California at Santa Barbara, USA) and Alan Hindmarsh (Lawrence Livermore National Laboratory, USA) directly from Julia.

  • Julia library PDMP.jl

    PDMP.jl is a joint work of Romain Veltz and Simon Frost. PDMP.jl is a Julia package that allows the simulation of Piecewise Deterministic Markov Processes (PDMPs). This encompasses hybrid systems, comprising of continuous and discrete components, as well as processes with time-varying rates. It is based on an implementation of the True Jump Method for performing stochastic simulations of PDMPs, and requires solving stiff ODEs in an efficient manner. Sundials.jl  and LSODA.jl are used, but other solvers could be easily added.

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