An Euler-Maruyama simulation of a CLE approximation to the provided Spn
.
An Euler-Maruyama simulation of a CLE approximation to the provided Spn
.
A Spn[DoubleState]
model (note that the state must be continous)
The internal time step of the algorithm. Not the same as the deltat
of the returned transition kernel.
A function with type signature (x0: DoubleState, t0: Time, deltat: Time) => DoubleState
which will simulate the state of the system at time t0+deltat
given initial state x0
and intial time t0
A simple Euler integration of the continuous deterministic approximation to the provided Spn
.
A simple Euler integration of the continuous deterministic approximation to the provided Spn
.
Euler methods are well-known to be very unstable, but the function can be useful for getting
a basic idea of how the model behaves in the absence of noise.
A Spn[DoubleState]
model (note that the state must be continous)
The internal time step of the algorithm. Not the same as the deltat
of the returned transition kernel.
A function with type signature (x0: DoubleState, t0: Time, deltat: Time) => DoubleState
which will simulate the state of the system at time t0+deltat
given initial state x0
and intial time t0
The Gillespie algorithm, sometimes known as the direct method, or the stochastic simulation algorithm (SSA)
The Gillespie algorithm, sometimes known as the direct method, or the stochastic simulation algorithm (SSA)
A Spn[IntState]
model
A function with type signature (x0: IntState, t0: Time, deltat: Time) => IntState
which will simulate the state of the system at time t0+deltat
given initial state x0
and intial time t0
A Poisson time-stepping algorithm.
A Poisson time-stepping algorithm. Like a tau-leaping algorithm, but with fixed step sizes.
A Spn[IntState]
model
The internal time step of the algorithm. Not the same as the deltat
of the returned transition kernel.
A function with type signature (x0: IntState, t0: Time, deltat: Time) => IntState
which will simulate the state of the system at time t0+deltat
given initial state x0
and intial time t0
Functions which accept a
Spn
and return a function for simulating from the transition kernel of that model