# Handling of Discontinuities

This document provides guidance and rationale on the implementation of events in AMICI. Events include any discontinuities in the right hand side of the differential equation. There are three types of discontinuities:

• Solution Jump Discontinuities can be created by SBML events or delta functions in the right hand side.

• Right-Hand-Side Jump Discontinuities result in removable discontinuities in the solution and can be created by Piecewise, Heaviside functions and other logical operators in the right hand side.

• Right-Hand-Side Removable Discontinuities do not lead to discontinuities in the solution, but may lead to discontinuous higher order temporal derivatives and can be created by functions such as max or min in the right hand side.

## Mathematical Considerations

A detailed mathematical description of the required sensitivity formulas is provided in

• Fröhlich, F., Theis, F. J., Rädler, J. O., & Hasenauer, J. (2017). Parameter estimation for dynamical systems with discrete events and logical operations. Bioinformatics, 33(7), 1049-1056. doi:10.1093/bioinformatics/btw764.

## Algorithmic Considerations

### Solution Jump Discontinuities

SUNDIALS by itself does not support solution jump discontinuities. We implement support by accessing private SUNDIALS API in amici::Solver::resetState(), amici::Solver::reInitPostProcess() and amici::Solver::reInitPostProcessB(). These functions reset interval variables to initial values to simulate a fresh integration start, but keep/update the solution history, which is important for adjoint solutions.

### Right-Hand-Side Jump Discontinuities

In principle these discontinuities do not need any special treatment, but empirically, the solver may overstep or completely ignore the discontinuity, leading to poor solution quality. This is particularly problematic when step size is large and changes in step size, which can be caused by parameter changes, inclusion of forward sensitivities or during backward solves, may alter solutions in unexpected ways. Accordingly, finite difference approximations, forward sensitivities as well as adjoint sensitivities will yield poor derivative approximations.

To address these issues, we use the built-in rootfinding functionality in SUNDIALS, which pauses the solver at the locations of discontinuities and avoids overstepping or ignoring of discontinuities.

Another difficulty comes with the evaluation of Heaviside functions. After or during processing of discontinuities, Heaviside functions need to be evaluated at the left and right hand limit of discontinuities. This is challenging as the solver may slightly over- or understep the discontinuity timepoint by a small epsilon and limits have to be correctly computed in both forward and backward passes.

To address this issue, AMICI uses a vector of Heaviside helper variables h that keeps track of the values of the Heaviside functions that have the respective root function as argument. These will be automatically updated during events and take either 0 or 1 values as appropriate pre/post event limits.

In order to fully support SBML events and Piecewise functions, AMICI uses the SUNDIALS functionality to only track zero crossings from negative to positive. Accordingly, two root functions are necessary to keep track of Heaviside functions and two Heaviside function helper variables will be created, where one corresponds to the value of Heaviside(…) and one to the value of 1-Heaviside(…). To ensure that Heaviside functions are correctly evaluated at the beginning of the simulation, Heaviside functions are implement as unit steps that evaluate to 1 at 0. The arguments of Heaviside functions are normalized such that respective properties of Piecewise functions are conserved for the first Heaviside function variable. Accordingly, the value of of the second helper variable is incorrect when simulation starts when the respective Heaviside function evaluates to zero at initialization and should generally not be used.

### Right-Hand-Side Removable Discontinuities

Removable discontinuities do not require any special treatment. Numerically, this may be advantageous, but is currently not implemented.