home
Home
Modeling Languages
    ModelingToolkitCatalystNBodySimulatorParameterizedFunctions
Model Libraries and Importers
    ModelingToolkitStandardLibraryModelingToolkitNeuralNetsDiffEqCallbacksFiniteStateProjectionCellMLToolkitSBMLToolkitBaseModelicaReactionNetworkImporters
Symbolic Tools
    ModelOrderReductionSymbolicsSymbolicUtils
Array Libraries
    RecursiveArrayToolsComponentArraysLabelledArraysMultiScaleArrays
Equation Solvers
    LinearSolveNonlinearSolveDifferentialEquationsIntegralsDifferenceEquationsOptimizationJumpProcessesLineSearch
Inverse Problems / Estimation
    SciMLSensitivityDiffEqParamEstimDiffEqBayes
PDE Solvers
    MethodOfLinesNeuralPDENeuralOperatorsFEniCSHighDimPDEDiffEqOperators
Advanced Solver APIs
    OrdinaryDiffEqBoundaryValueDiffEqDiffEqGPU
Parameter Analysis
    EasyModelAnalysisGlobalSensitivityStructuralIdentifiability
Third-Party Parameter Analysis
    BifurcationKit
Uncertainty Quantification
    PolyChaosSciMLExpectations
Function Approximation
    SurrogatesReservoirComputing
Implicit Layer Deep Learning
    DiffEqFluxDeepEquilibriumNetworks
Symbolic Learning
    DataDrivenDiffEqSymbolicNumericIntegration
Third-Party Differentiation Tooling
    SparseDiffToolsFiniteDiff
Numerical Utilities
    ExponentialUtilitiesDiffEqNoiseProcessPreallocationToolsEllipsisNotationDataInterpolationsNDInterpolationsPoissonRandomQuasiMonteCarloRuntimeGeneratedFunctionsMuladdMacroFindFirstFunctionsSparseDiffTools
High-Level Interfaces
    SciMLBaseSciMLStructuresADTypesSymbolicIndexingInterfaceTermInterfaceSciMLOperatorsSurrogatesBaseCommonSolve
Third-Party Interfaces
    ArrayInterfaceStaticArrayInterface
Developer Documentation
    SciMLStyleColPracDiffEq Developer Documentation
Extra Resources
    SciMLWorkshopExtended SciML TutorialsThe SciML BenchmarksModelingToolkitCourse
Commercial Support
    JuliaHub logo - contact sales today!

    JuliaHub offers commercial support for ModelingToolkit and the SciML ecosystem. Contact us today to discuss your needs!
Products built with SciML
  • JuliaSim
  • Pumas
  • Cedar EDA
  • Neuroblox
  • Planting Space
    /
    DifferentialEquations.jl logo
    DifferentialEquations.jl
    • DifferentialEquations.jl: Efficient Differential Equation Solving in Julia
    • Getting Started with Differential Equations in Julia
    • Tutorials
      • Code Optimization for Differential Equations
      • Solving Large Stiff Equations
      • Stochastic Differential Equations
      • Random Ordinary Differential Equations
      • Delay Differential Equations
      • Differential Algebraic Equations
      • Jump Diffusion Equations
      • Boundary Value Problems
    • Examples
        • Classical Physics Models
        • Conditional Dosing in Pharmacometrics
        • The Kepler Problem
        • Simulating the Outer Solar System
        • Finding Maxima and Minima of ODEs Solutions
        • Spiking Neural Systems
        • An Implicit/Explicit CUDA-Accelerated Solver for the 2D Beeler-Reuter Model
        • Solving the heat equation with diffusion-implicit time-stepping
    • Basics
      • Overview of DifferentialEquations.jl
      • Common Solver Options (Solve Keyword Arguments)
      • Solution Handling
      • Plot Functions
      • Integrator Interface
      • Problem Interface
      • Frequently Asked Questions
      • Solver Compatibility Chart
    • Problem Types
      • Discrete Problems
      • ODE Problems
      • Non-autonomous Linear ODE / Lie Group Problems
      • Dynamical, Hamiltonian and 2nd Order ODE Problems
      • Split ODE Problems
      • Steady State Problems
      • BVP Problems
      • SDE Problems
      • SDAE Problems
      • RODE Problems
      • DDE Problems
      • SDDE Problems
      • DAE Problems
    • Solver Algorithms
      • Discrete Solvers
      • ODE Solvers
      • Non-autonomous Linear ODE / Lie Group ODE Solvers
      • Dynamical, Hamiltonian, and 2nd Order ODE Solvers
      • Split ODE Solvers
      • Steady State Solvers
      • BVP Solvers
      • SDE Solvers
      • SDAE Solvers
      • RODE Solvers
      • DDE Solvers
      • SDDE Solvers
      • Mass Matrix and Fully Implicit DAE Solvers
      • Solver Benchmarks
    • Additional Features
      • Jacobians, Gradients, etc.
      • DiffEq-Specific Array Types
      • Matrix-Free Linear Operators with SciMLOperators.jl
      • Noise Processes
      • Specifying (Non)Linear Solvers and Preconditioners
      • Event Handling and Callback Functions
      • Callback Library
      • Parallel Ensemble Simulations
      • I/O: Saving and Loading Solution Data
      • Reduced Compile Time, Optimizing Runtime, and Low Dependency Usage
      • Progress Bar Integration
    • External Solver APIs
      • Sundials.jl
      • DASKR.jl
    • OrdinaryDiffEq.jl API
      • OrdinaryDiffEq.jl: ODE solvers and utilities
      • Usage
        • OrdinaryDiffEqTsit5
        • OrdinaryDiffEqVerner
        • OrdinaryDiffEqAdamsBashforthMoulton
        • OrdinaryDiffEqLowStorageRK
        • OrdinaryDiffEqSSPRK
        • OrdinaryDiffEqLowOrderRK
        • OrdinaryDiffEqHighOrderRK
        • OrdinaryDiffEqFeagin
        • OrdinaryDiffEqPRK
        • OrdinaryDiffEqQPRK
        • OrdinaryDiffEqTaylorSeries
        • OrdinaryDiffEqExtrapolation
        • OrdinaryDiffEqRosenbrock
        • OrdinaryDiffEqStabilizedRK
        • OrdinaryDiffEqExponentialRK
        • OrdinaryDiffEqSDIRK
        • OrdinaryDiffEqFIRK
        • OrdinaryDiffEqBDF
        • OrdinaryDiffEqExtrapolation
        • OrdinaryDiffEqPDIRK
        • OrdinaryDiffEqNordsieck
        • OrdinaryDiffEqIMEXMultistep
        • OrdinaryDiffEqStabilizedIRK
        • OrdinaryDiffEqBDF
        • OrdinaryDiffEqRKN
        • OrdinaryDiffEqSymplecticRK
        • OrdinaryDiffEqExponentialRK
        • OrdinaryDiffEqLinear
        • OrdinaryDiffEqRosenbrock
        • OrdinaryDiffEqBDF
        • OrdinaryDiffEqBDF
        • Miscellaneous Solvers
    • StochasticDiffEq.jl API
      • StochasticDiffEq.jl: SDE solvers and utilities
      • Usage
        • Basic Nonstiff Methods
        • SRA/SRI Methods - Stochastic Runge-Kutta
        • High Weak Order Methods
        • Commutative Noise Methods
        • Implicit Methods for Stiff SDEs
        • Split-Step Methods for Fully Stiff Problems
        • Stabilized Methods (SROCK Family)
        • Tau-Leaping Methods for Jump-Diffusion
        • Miscellaneous Methods
    • Extra Details
      • Timestepping Method Descriptions
    Version
    • Tutorials
    • Jump Diffusion Equations
    • Jump Diffusion Equations

    Jump Diffusion Equations

    « Differential Algebraic EquationsBoundary Value Problems »

    Powered by Documenter.jl and the Julia Programming Language.

    Settings

    This document was generated with Documenter.jl version 1.14.1 on Sunday 3 August 2025. Using Julia version 1.11.6.