DiffEqNoiseProcess.jl
DiffEqNoiseProcess.jl copied to clipboard
SRIW1 fails with a NoiseProcess
Describe the bug 🐞
The following snippet
using StochasticDiffEq, DiffEqNoiseProcess
f(u, p, t) = -u
g(u, p, t) = 1.0
w = WienerProcess(0.0, 0.0)
prob = SDEProblem(f, g, 0.0, (0.0, 1.0), noise=w)
u = solve(prob, SRIW1())
produces
ERROR: MethodError: no method matching /(::Nothing, ::Float64)
The function `/` exists, but no method is defined for this combination of argument types.
Stacktrace:
[1] _fastindex
@ ~/.julia/packages/FastBroadcast/wfdTr/src/FastBroadcast.jl:37 [inlined]
[2] _broadcasted
@ ~/.julia/packages/FastBroadcast/wfdTr/src/FastBroadcast.jl:352 [inlined]
[3] perform_step!(integrator::StochasticDiffEq.SDEIntegrator{…}, cache::StochasticDiffEq.SRIW1ConstantCache)
@ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vo3vZ/src/perform_step/sri.jl:225
[4] solve!(integrator::StochasticDiffEq.SDEIntegrator{…})
@ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vo3vZ/src/solve.jl:634
[5] __solve(prob::SDEProblem{…}, alg::SRIW1, timeseries::Vector{…}, ts::Vector{…}, ks::Nothing, recompile::Type{…}; kwargs::@Kwargs{})
@ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/vo3vZ/src/solve.jl:7
[6] __solve (repeats 5 times)
@ ~/.julia/packages/StochasticDiffEq/vo3vZ/src/solve.jl:1 [inlined]
[7] #solve_call#44
@ ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:634 [inlined]
[8] solve_call
@ ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:591 [inlined]
[9] #solve_up#53
@ ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:1122 [inlined]
[10] solve_up
@ ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:1101 [inlined]
[11] #solve#51
@ ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:1038 [inlined]
[12] solve(prob::SDEProblem{…}, args::SRIW1)
@ DiffEqBase ~/.julia/packages/DiffEqBase/R2Vjs/src/solve.jl:1028
which does not happen when the noise process is not provided or when then integrator is EM().
Environment:
- Output of
using Pkg; Pkg.status()
Status `~/.julia/environments/v1.11/Project.toml`
[13f3f980] CairoMakie v0.13.1
[459566f4] DiffEqCallbacks v4.2.2
[77a26b50] DiffEqNoiseProcess v5.24.1
[2b0e0bc5] LanguageServer v4.5.1
[bb33d45b] LuxCore v1.2.2
[6f286f6a] MultivariateStats v0.10.3
[1dea7af3] OrdinaryDiffEq v6.90.1
[731186ca] RecursiveArrayTools v3.27.4
[789caeaf] StochasticDiffEq v6.72.1
[6fc51010] Surrogates v6.10.0
[3a884ed6] UnPack v1.0.2
[d49dbf32] WeightInitializers v1.1.1
- Output of
versioninfo()
versioninfo()
Julia Version 1.11.3
Commit d63adeda50d (2025-01-21 19:42 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: Linux (x86_64-linux-gnu)
CPU: 12 × Intel(R) Core(TM) i7-8700K CPU @ 3.70GHz
WORD_SIZE: 64
LLVM: libLLVM-16.0.6 (ORCJIT, skylake)
Threads: 1 default, 0 interactive, 1 GC (on 12 virtual cores)
Environment:
LD_LIBRARY_PATH =
JULIA_EDITOR = code
JULIA_NUM_THREADS =
Is it just me? Can someone reproduce?