PiecewiseDeterministicMarkovProcesses.jl is a Julia package that allows simulation of Piecewise Deterministic Markov Processes (PDMP); these encompass hybrid systems and jump processes, comprised of continuous and discrete components, as well as processes with time-varying rates. The aim of the package is to provide methods for the simulation of these processes that are "exact" up to the ODE integrator. A lot of care has been devoted to reduce allocations as much as possible.
To install this package, run the command
Please, have a look at the documention.