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Hybrid SDE plus jump support in ReactionSystem#1370

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isaacsas merged 3 commits intoSciML:version_16_newfrom
isaacsas:sdes_plus_jumps
Feb 4, 2026
Merged

Hybrid SDE plus jump support in ReactionSystem#1370
isaacsas merged 3 commits intoSciML:version_16_newfrom
isaacsas:sdes_plus_jumps

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@isaacsas isaacsas commented Feb 2, 2026

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isaacsas and others added 3 commits February 2, 2026 16:22
- Enable HybridProblem to create systems combining SDE and Jump processes
- When SDE+Jump scales are present, returns JumpProblem wrapping SDEProblem
- Merge has_sde && has_jump and has_jump branches into single has_jump block
- Use mtkcompile for SDE+Jump (converts brownians → noise_eqs), complete for pure jump
- Add comprehensive tests including mathematical correctness tests
- Update HISTORY.md and docstrings with new functionality and correct solver (SRIW1)

Co-Authored-By: Claude Opus 4.5 <[email protected]>
…Problem

MTKBase now handles Symbol to Symbolic key conversion internally, so
symmap_to_varmap is no longer needed for callback compilation. This
simplifies the problem construction code.

Co-Authored-By: Claude Opus 4.5 <[email protected]>
- Increase sample sizes to N=4000 for stronger statistical power
- Test at 100 time points across transient dynamics (not just steady-state)
- Add analytic transient mean validation: E[X](t) = k1/k2 + (X0 - k1/k2)*exp(-k2*t)
- Add variance comparison between Catalyst and manual JumpProcesses implementations
- Add complex non-linear multi-species test with bimolecular reactions (A + B -> C)
- Fix ConstantRateJump -> VariableRateJump for rates depending on continuous dynamics
- Add save_positions=(false,false) for efficiency with saveat
- Use 5% relative tolerance for means, 10% for variances

Co-Authored-By: Claude Opus 4.5 <[email protected]>
@isaacsas isaacsas changed the title WIP: Hybrid SDE plus jump support in ReactionSystem Hybrid SDE plus jump support in ReactionSystem Feb 3, 2026
@isaacsas isaacsas mentioned this pull request Feb 3, 2026
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@isaacsas isaacsas merged commit 5b627d8 into SciML:version_16_new Feb 4, 2026
15 of 19 checks passed
@isaacsas isaacsas deleted the sdes_plus_jumps branch February 4, 2026 04:02
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