feat: Introducing vr_aggregator with VR_Direct and VR_FRM

[sivasathyaseeelan]

using DiffEqBase, JumpProcesses, OrdinaryDiffEq, StochasticDiffEq, Test, Plots
using Random, LinearSolve
using StableRNGs
rng = StableRNG(12345)

rate = (u, p, t) -> u[1]
affect! = (integrator) -> (integrator.u[1] = integrator.u[1] / 2)
jump = VariableRateJump(rate, affect!, interp_points = 1000)
jump2 = deepcopy(jump)

f = function (du, u, p, t)
    du[1] = u[1]
end

prob = ODEProblem(f, [0.2], (0.0, 10.0))
jump_prob = JumpProblem(prob, Direct(), jump, jump2; rng = rng)

integrator = init(jump_prob, Tsit5())

sol = solve(jump_prob, Tsit5())
plot(sol)

Checklist

• Appropriate tests were added
• Any code changes were done in a way that does not break public API
• All documentation related to code changes were updated
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.
• Any new documentation only uses public API

Additional context

Add any other context about the problem here.