# Numerics

## The true jump method

In htis post, I’ll discuss a simulation technique for generating statistically exact jump times when the rate is state-dependent, $\lambda(X_t)$.

## Operator splitting

I’ll discuss the use of operator splitting as the basis for numerically solving ODEs or PDEs with some concrete examples. Along the way, we’ll stumble into a lot of linear algebra and a teensy bit of Lie theory.