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In the infectious disease literature, significant effort has been devoted to studying dynamics at a single scale. For example, compartmental models describing population-level dynamics are often formulated using differential equations. In cases where small numbers or noise play a crucial role, these differential equations are replaced with memoryless Markovian models, where discrete individuals can be members of a compartment and transition stochastically. Classic stochastic simulation algorithms, such as Gillespie's algorithm and the next reaction method, can be employed to solve these Markovian models exactly. The intricate coupling between models at different scales underscores the importance of multiscale modelling in infectious diseases. However, several computational challenges arise when the multiscale model becomes non-Markovian. In this paper, we address these challenges by developing a novel exact stochastic simulation algorithm. We apply it to a showcase multiscale system where all individuals share the same deterministic within-host model while the population-level dynamics are governed by a stochastic formulation. We demonstrate that as long as the within-host information is harvested at a reasonable resolution, the novel algorithm we develop will always be accurate. Moreover, the novel algorithm we develop is general and can be easily applied to other multiscale models in (or outside) the realm of infectious diseases., Comment: 23 pages, 7 figures

Multi-scale systems often exhibit stochastic and deterministic dynamics. Capturing these aspects in a compartmental model is challenging. Notably, low occupancy compartments exhibit stochastic dynamics and high occupancy compartments exhibit deterministic dynamics. Failing to account for stochasticity in small populations can produce 'atto-foxes', e.g. in the Lotka-Volterra ordinary differential equation (ODE) model. This limitation becomes problematic when studying extinction of species or the clearance of infection, but it can be resolved by using discrete stochastic models e.g. continuous time Markov chains (CTMCs). Unfortunately, simulating CTMCs is infeasible for most realistic populations. We develop a novel mathematical framework, to couple continuous ODEs and discrete CTMCs: 'Jump-Switch-Flow' (JSF). In this framework populations can reach extinct states ("absorbing states"), thereby resolving atto-fox-type problems. JSF has the desired behaviours of exact CTMC simulation, but is substantially faster than existing alternatives. JSF's utility for simulation-based inference, particularly multi-scale problems, is demonstrated by several case-studies. In a simulation study, we demonstrate how JSF can enable a more nuanced analysis of the efficacy of public health interventions. We also carry out a novel analysis of longitudinal within-host data from SARS-CoV-2 infections to quantify the timing of viral clearance. JSF offers a novel approach to compartmental model development and simulation.