ZigZagBoomerang

Boomerang(λref) <: ContinuousDynamics

Dynamics preserving the standard Gaussian measure (Boomerang) with refreshment time λref

ContinuousDynamics

Abstract type for the deterministic dynamics of PDMPs

discretization(x::Vector{Skeleton}, Flow::Boomerang, dt)

Tansform the output of the algorithm (a skeleton of points) to a trajectory.

pdmp(∇ϕ, x, θ, T, Flow::ContinuousDynamics; adapt=true,  factor=2.0)

Run a piecewise deterministic process from location and velocity x, θ until time T. c is a tuning parameter for the upper bound of the Poisson rate. If adapt = false, c = c*factor is tried, otherwise an error is thrown.

Returns vector of tuples (t, x, θ) (time, location, velocity) of direction change events.

poisson_time(a, b, u)

obtaining waiting time for inhomogeneous Poisson Process with rate of the form λ(t) = (a + b*t)^+, a,b ∈ R, u uniform random variable

h_poisson_time(a, u)

obtaining waiting time for homogeneous Poisson Process with rate of the form λ(t) = a, a ≥ 0, u uniform random variable