SciML / SciML/JumpProcesses.jl
Uniformization Direct Methods
Open
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 150
- Forks
- 41
- Avg merge
- 1d 9h
- Merged PRs (30d)
- 28
Description
This would be an interesting algorithm to implement to then mix with multilevel monte carlo schemes
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the linked paper on uniformization techniques and inspect JumpProcesses.jl to find the existing simulation methods. The issue does not name files, tests, or an entry point; scope would need to be defined around implementing the direct method and its use with multilevel Monte Carlo schemes.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100