# Jump Problems

### Mathematical Specification of an problem with jumps

Jumps are defined as a Poisson process which changes states at some `rate`

. When there are multiple possible jumps, the process is a compound Poisson process. On their own, a jump equation is continuous-time Markov Chain where the time to the next jump is exponentially distributed as calculated by the rate. This type of process, known in biology as "Gillespie discrete stochastic simulations" and modeled by the Chemical Master Equation (CME), is the same thing as adding jumps to a `DiscreteProblem`

. However, any differential equation can be extended by jumps as well. For example, we have an ODE with jumps, denoted by

where $dp_i$ is a Poisson counter of rate $\lambda_i(u,p,t)$. Extending a stochastic differential equation to have jumps is commonly known as a Jump Diffusion, and is denoted by

## Types of Jumps: Regular, Variable, Constant Rate and Mass Action

A `RegularJump`

is a set of jumps that do not make structural changes to the underlying equation. These kinds of jumps only change values of the dependent variable (`u`

) and thus can be treated in an inexact manner. Other jumps, such as those which change the size of `u`

, require exact handling which is also known as time-adaptive jumping. These can only be specified as a `ConstantRateJump`

, `MassActionJump`

, or a `VariableRateJump`

.

We denote a jump as variable rate if its rate function is dependent on values which may change between constant rate jumps. For example, if there are multiple jumps whose rates only change when one of them occur, than that set of jumps is a constant rate jump. If a jump's rate depends on the differential equation, time, or by some value which changes outside of any constant rate jump, then it is denoted as variable.

A `MassActionJump`

is a specialized representation for a collection of constant rate jumps that can each be interpreted as a standard mass action reaction. For systems comprised of many mass action reactions, using the `MassActionJump`

type will offer improved performance. Note, only one `MassActionJump`

should be defined per `JumpProblem`

; it is then responsible for handling all mass action reaction type jumps. For systems with both mass action jumps and non-mass action jumps, one can create one `MassActionJump`

to handle the mass action jumps, and create a number of `ConstantRateJumps`

to handle the non-mass action jumps.

`RegularJump`

s are optimized for regular jumping algorithms like tau-leaping and hybrid algorithms. `ConstantRateJump`

s and `MassActionJump`

s are optimized for SSA algorithms. `ConstantRateJump`

s, `MassActionJump`

s and `VariableRateJump`

s can be added to standard DiffEq algorithms since they are simply callbacks, while `RegularJump`

s require special algorithms.

#### Defining a Regular Jump

The constructor for a `RegularJump`

is:

`RegularJump(rate,c,c_prototype;mark_dist = nothing,constant_c = false)`

`rate(out,u,p,t)`

is the function which computes the rate for every regular jump process`c(dc,u,p,t,mark)`

is the current Stoichiometry matrix for each jump process`dc`

is the cache array to be used for`dc`

`mark_dist`

is the distribution for the mark`constant_c`

denotes whether the Stoichiometry matrix`c`

is constant

`dc`

is an `n x m`

matrix, where `n`

is the number of Poisson processes and `m`

is the number of dependent variables (should match `length(u)`

). `rate`

is a vector equation which should compute the rates in to `out`

which is a length `n`

vector.

#### Defining a Constant Rate Jump

The constructor for a `ConstantRateJump`

is:

`ConstantRateJump(rate,affect!)`

`rate(u,p,t)`

is a function which calculates the rate given the time and the state.`affect!(integrator)`

is the effect on the equation, using the integrator interface.

#### Defining a Mass Action Jump

The constructor for a `MassActionJump`

is:

`MassActionJump(rate_consts, reactant_stoich, net_stoich; scale_rates = true)`

`rate_consts`

is a vector of the rate constants for each reaction.`reactant_stoich`

is a vector whose`k`

th entry is the reactant stoichiometry of the`k`

th reaction. The reactant stoichiometry for an individual reaction is assumed to be represented as a vector of`Pair`

s, mapping species id to stoichiometric coefficient.`net_stoich`

is assumed to have the same type as`reactant_stoich`

; a vector whose`k`

th entry is the net stoichiometry of the`k`

th reaction. The net stoichiometry for an individual reaction is again represented as a vector of`Pair`

s, mapping species id to the net change in the species when the reaction occurs.`scale_rates`

is an optional parameter that specifies whether the rate constants correspond to stochastic rate constants in the sense used by Gillespie, and hence need to be rescaled.*The default,*See below.`scale_rates=true`

, corresponds to rescaling the passed in rate constants.

**Notes for Mass Action Jumps**

- When using
`MassActionJump`

the default behavior is to assume rate constants correspond to stochastic rate constants in the sense used by Gillespie (J. Comp. Phys., 1976, 22 (4)). This means that for a reaction such as $2A \overset{k}{\rightarrow} B$, the jump rate function constructed by`MassActionJump`

would be`k*A*(A-1)/2!`

. For a trimolecular reaction like $3A \overset{k}{\rightarrow} B$ the rate function would be`k*A*(A-1)*(A-2)/3!`

. To*avoid*having the reaction rates rescaled (by`1/2`

and`1/6`

for these two examples), one can pass the`MassActionJump`

constructor the optional named parameter`scale_rates=false`

, i.e. use`MassActionJump(rates, reactant_stoich, net_stoich; scale_rates = false)`

- Zero order reactions can be passed as
`reactant_stoich`

s in one of two ways. Consider the $\varnothing \overset{k}{\rightarrow} A$ reaction with rate`k=1`

:

Alternatively one can create an empty vector of pairs to represent the reaction:`k = [1.] reactant_stoich = [[0 => 1]] net_stoich = [[1 => 1]] jump = MassActionJump(k, reactant_stoich, net_stoich)`

`k = [1.] reactant_stoich = [Vector{Pair{Int,Int}}()] net_stoich = [[1 => 1]] jump = MassActionJump(k, reactant_stoich, net_stoich)`

- For performance reasons, it is recommended to order species indices in stoichiometry vectors from smallest to largest. That is

is preferred over`reactant_stoich = [[1 => 2, 3 => 1, 4 => 2], [2 => 2, 3 => 2]]`

`reactant_stoich = [[3 => 1, 1 => 2, 4 = > 2], [3 => 2, 2 => 2]]`

#### Defining a Variable Rate Jump

The constructor for a `VariableRateJump`

is:

```
VariableRateJump(rate,affect!;
idxs = nothing,
rootfind=true,
save_positions=(true,true),
interp_points=10,
abstol=1e-12,reltol=0)
```

Note that this is the same as defining a `ContinuousCallback`

, except that instead of the `condition`

function, you provide a `rate(u,p,t)`

function for the `rate`

at a given time and state.

## Defining a Jump Problem

To define a `JumpProblem`

, you must first define the basic problem. This can be a `DiscreteProblem`

if there is no differential equation, or an ODE/SDE/DDE/DAE if you would like to augment a differential equation with jumps. Denote this previously defined problem as `prob`

. Then the constructor for the jump problem is:

```
JumpProblem(prob,aggregator::Direct,jumps::JumpSet;
save_positions = typeof(prob) <: AbstractDiscreteProblem ? (false,true) : (true,true))
```

The aggregator is the method for aggregating the constant jumps. These are defined below. `jumps`

is a `JumpSet`

which is just a gathering of jumps. Instead of passing a `JumpSet`

, one may just pass a list of jumps themselves. For example:

`JumpProblem(prob,aggregator,jump1,jump2)`

and the internals will automatically build the `JumpSet`

. `save_positions`

is the `save_positions`

argument built by the aggregation of the constant rate jumps.

Note that a `JumpProblem`

/`JumpSet`

can only have 1 `RegularJump`

(since a `RegularJump`

itself describes multiple processes together). Similarly, it can only have one `MassActionJump`

(since it also describes multiple processes together).

## Constant Rate Jump Aggregators

Constant rate jump aggregators are the methods by which constant rate jumps, including `MassActionJump`

s, are lumped together. This is required in all algorithms for both speed and accuracy. The current methods are:

`Direct`

: the Gillespie Direct method SSA.`DirectFW`

: the Gillespie Direct method SSA with`FunctionWrappers`

. This aggregator uses a different internal storage format for collections of`ConstantRateJumps`

. For systems with ~10 or more`ConstantRateJumps`

it should offer better performance than`Direct`

.`FRM`

: the Gillespie first reaction method SSA.`Direct`

should generally offer better performance and be preferred to`FRM`

.`FRMFW`

: the Gillespie first reaction method SSA with`FunctionWrappers`

.`DirectFW`

should generally offer better performance and be preferred to`FRMFW`

.: The Gibson-Bruck Next Reaction Method. For some reaction network structures this may offer better performance than`NRM`

`Direct`

(for example, large, linear chains of reactions). (Requires dependency graph, see below.): The Sorting Direct Method of McCollum et al. It will usually offer performance as good as`SortingDirect`

`Direct`

, and for some systems can offer substantially better performance. (Requires dependency graph, see below.)

To pass the aggregator, pass the instantiation of the type. For example:

`JumpProblem(prob,Direct(),jump1,jump2)`

will build a problem where the constant rate jumps are solved using Gillespie's Direct SSA method.

## Constant Rate Jump Aggregators Requiring Dependency Graphs

Italicized constant rate jump aggregators (`NRM`

and `SortingDirect`

) require the user to pass a dependency graph to `JumpProblem`

through the named parameter `dep_graph`

. i.e.

`JumpProblem(prob,Direct(),jump1,jump2; dep_graph=your_dependency_graph)`

For systems with only `MassActionJump`

s, or those generated from a `DiffEqBiological`

`reaction_network`

, this graph will be auto-generated. Otherwise you must construct the dependency graph manually. Dependency graphs are represented as a `Vector{Vector{Int}}`

, with the `i`

th vector containing the indices of the jumps for which propensities/intensities must be recalculated when the `i`

th jump occurs.

## Recommendations for Constant Rate Jumps

For representing and aggregating constant rate jumps

- Use a
`MassActionJump`

to handle all jumps that can be represented as mass action reactions. This will generally offer the fastest performance. - Use
`ConstantRateJump`

s for any remaining jumps. - For a small number of jumps (< ~10)
`Direct`

will often perform as well as the other aggregators. - For > ~10 jumps
`NRM`

or`SortingDirect`

may offer better performance than`Direct`

.