Is the built-in function ContinuousMarkovProcess in Mathematica is the well-known Gillespie algorithm?
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Is the built-in function ContinuousMarkovProcess in Mathematica is the well-known Gillespie algorithm?
ContinuousMarkovProcessis not an algorithm; it's a symbolic representation of a mathematical object. – Sjoerd Smit Aug 30 '22 at 13:09RandomFunction[ContinuousMarkovProcess[]]seems to use the Gillespie algorithm, but I can't find that in the documentation. You might write Wolfram support and ask. I find its syntax is kind of inconvenient and prefer @IstvánZachar's implementation. I think Robert Nachbar's Compartmental Modeling pacakge also implements it. – Chris K Aug 30 '22 at 16:04