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Please submit a bug report on crash when solving SDEProblem with extra noise equations #422

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anandijain opened this issue Jun 26, 2021 · 2 comments
Closed

Please submit a bug report on crash when solving SDEProblem with extra noise equations #422

anandijain opened this issue Jun 26, 2021 · 2 comments

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@anandijain
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I was trying to understand how noise is being applied when length(noiseeqs) != length(eqs) and came across this crash. It doesn't say where to report the issue though.

(SDEMWE) pkg> st
     Project SDEMWE v0.1.0
      Status `C:\Users\Anand\.julia\dev\SDEMWE\Project.toml`
  [0c46a032] DifferentialEquations v6.17.1
  [961ee093] ModelingToolkit v5.21.0

julia> versioninfo()
Julia Version 1.6.0
Commit f9720dc2eb (2021-03-24 12:55 UTC)        
Platform Info:
  OS: Windows (x86_64-w64-mingw32)
  CPU: Intel(R) Core(TM) i7-7700HQ CPU @ 2.80GHz
  WORD_SIZE: 64    
  LIBM: libopenlibm
  LLVM: libLLVM-11.0.1 (ORCJIT, skylake)
Environment:
  JULIA_EDITOR = code
  JULIA_NUM_THREADS = 4

using ModelingToolkit, DifferentialEquations
@parameters t σ ρ β
@variables x(t) y(t) z(t)
D = Differential(t)
eqs = [D(x) ~ σ*(y-x),
       D(y) ~ x*(ρ-z)-y,
       D(z) ~ x*y - β*z]
noiseeqs = [0.1*x,
            0.1*y,
            0.1*z,
            0.1*z]
de = SDESystem(eqs,noiseeqs,t,[x,y,z],[σ,ρ,β]; defaults=[x=>1.,y=>1.,z=>1., σ=>1., ρ=>1., β=>1.])
prob = SDEProblem(de, Pair[], (0, 10.))
sol = solve(prob)
noiseeqs2 = [
    0.1*x,
    0.1*y,
    0.1*z,
    0.1*x,
    0.1*y,
    0.1*z,
    0.1*x,
    0.1*y,
    0.1*z,
    0.1*x,
    0.1*y,
    0.1*z
]
de2 = SDESystem(eqs,noiseeqs2,t,[x,y,z],[σ,ρ,β]; defaults=[x=>1.,y=>1.,z=>1., σ=>1., ρ=>1., β=>1.])
prob2 = SDEProblem(de2, Pair[], (0, 10.))
sol2 = solve(prob2)
isequal(sol, sol2)

julia> sol2 = solve(prob2)

Please submit a bug report with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x294abf9 -- jl_gc_pool_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:1210 [inlined]
jl_gc_alloc_ at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_internal.h:285 [inlined]
jl_gc_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:3283
in expression starting at REPL[13]:1
jl_gc_pool_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:1210 [inlined]
jl_gc_alloc_ at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_internal.h:285 [inlined]
jl_gc_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:3283
_new_array_ at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:122
_new_array at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:188 [inlined]
jl_alloc_array_1d at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:459
Array at .\boot.jl:448 [inlined]
Array at .\boot.jl:457 [inlined]
Array at .\boot.jl:465 [inlined]
similar at .\abstractarray.jl:785 [inlined]
similar at .\abstractarray.jl:784 [inlined]
similar at .\broadcast.jl:197 [inlined]
similar at .\broadcast.jl:196 [inlined]
copy at .\broadcast.jl:908 [inlined]
materialize at .\broadcast.jl:883 [inlined]
sde_determine_initdt at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\initdt.jl:49
auto_dt_reset! at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\integrators\integrator_interface.jl:352 [inlined]
handle_dt! at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:632
#__init#103 at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:585
__init##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:69
unknown function (ip: 00000000022c39ce)
__init##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:69 [inlined]
#__solve#102 at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6
unknown function (ip: 00000000022bb585)
#__solve#31 at C:\Users\Anand\.julia\packages\DifferentialEquations\U5PCN\src\default_solve.jl:7
__solve##kw at C:\Users\Anand\.julia\packages\DifferentialEquations\U5PCN\src\default_solve.jl:3 [inlined]
#__solve#73 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:282 [inlined]
__solve at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:269 [inlined]
#solve_call#58 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:61 [inlined]
solve_call at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:48 [inlined]
#solve_up#60 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:85 [inlined]
solve_up at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:75 [inlined]
#solve#59 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:70 [inlined]
solve at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:68
unknown function (ip: 00000000022a7d40)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
do_call at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:115
eval_value at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:204
eval_stmt_value at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:155 [inlined]
eval_body at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:575
jl_interpret_toplevel_thunk at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:669
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:877
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:825
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:825
jl_toplevel_eval at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:886 [inlined]
jl_toplevel_eval_in at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:929
eval at .\boot.jl:360 [inlined]
eval_user_input at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:139
repl_backend_loop at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:200
start_repl_backend at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:185
#run_repl#42 at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:317
run_repl at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:305
#874 at .\client.jl:387
jfptr_YY.874_23672.clone_1 at C:\Users\Anand\AppData\Local\Programs\Julia-1.6.0\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
jl_f__call_latest at /cygdrive/c/buildbot/worker/package_win64/build/src\builtins.c:714
#invokelatest#2 at .\essentials.jl:708 [inlined]
invokelatest at .\essentials.jl:706 [inlined]
run_main_repl at .\client.jl:372
exec_options at .\client.jl:302
_start at .\client.jl:485
jfptr__start_43335.clone_1 at C:\Users\Anand\AppData\Local\Programs\Julia-1.6.0\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
true_main at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:560
repl_entrypoint at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:702
mainCRTStartup at /cygdrive/c/buildbot/worker/package_win64/build/cli\loader_exe.c:51
BaseThreadInitThunk at C:\WINDOWS\System32\KERNEL32.DLL (unknown line)
RtlUserThreadStart at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
Allocations: 316979293 (Pool: 316945757; Big: 33536); GC: 927

Please submit a bug report with steps to reproduce this fault, and any error messages that follow (in their entirety). Thanks.
Exception: EXCEPTION_ACCESS_VIOLATION at 0x294abf9 -- jl_gc_pool_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:1210 [inlined]
jl_gc_alloc_ at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_internal.h:285 [inlined]
jl_gc_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:3283
in expression starting at REPL[13]:1
jl_gc_pool_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:1210 [inlined]
jl_gc_alloc_ at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_internal.h:285 [inlined]
jl_gc_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:3283
_new_array_ at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:122
jl_new_array_for_deserialization at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:194
jl_decode_value_array at /cygdrive/c/buildbot/worker/package_win64/build/src\ircode.c:427
jl_decode_value at /cygdrive/c/buildbot/worker/package_win64/build/src\ircode.c:599
jl_uncompress_ir at /cygdrive/c/buildbot/worker/package_win64/build/src\ircode.c:804
retrieve_code_info at .\compiler\utilities.jl:127 [inlined]
InferenceState at .\compiler\inferencestate.jl:131
typeinf_ext at .\compiler\typeinfer.jl:890
typeinf_ext_toplevel at .\compiler\typeinfer.jl:925
typeinf_ext_toplevel at .\compiler\typeinfer.jl:921
jfptr_typeinf_ext_toplevel_10069.clone_1 at C:\Users\Anand\AppData\Local\Programs\Julia-1.6.0\lib\julia\sys.dll (unknown line)
_jl_invoke at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2237 [inlined]
jl_apply_generic at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2419 [inlined]
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
jl_type_infer at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:298
jl_generate_fptr at /cygdrive/c/buildbot/worker/package_win64/build/src\jitlayers.cpp:340
jl_compile_method_internal at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:1970
jl_compile_method_internal at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:1924 [inlined]
_jl_invoke at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2229 [inlined]
jl_apply_generic at /cygdrive/c/buildbot/worker/package_win64/build/src\gf.c:2419
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
run_finalizer at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:278
jl_gc_run_finalizers_in_list at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:365
run_finalizers at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:394 [inlined]
run_finalizers at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:372
jl_atexit_hook at /cygdrive/c/buildbot/worker/package_win64/build/src\init.c:240
jl_exit at /cygdrive/c/buildbot/worker/package_win64/build/src\jl_uv.c:632
jl_exception_handler at /cygdrive/c/buildbot/worker/package_win64/build/src\signals-win.c:318
__julia_personality at /cygdrive/c/buildbot/worker/package_win64/build/src/support\win32_ucontext.c:28
_chkstk at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
RtlRaiseException at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
KiUserExceptionDispatcher at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
jl_gc_pool_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:1209 [inlined]
jl_gc_alloc_ at /cygdrive/c/buildbot/worker/package_win64/build/src\julia_internal.h:285 [inlined]
jl_gc_alloc at /cygdrive/c/buildbot/worker/package_win64/build/src\gc.c:3283
_new_array_ at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:122
_new_array at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:188 [inlined]
jl_alloc_array_1d at /cygdrive/c/buildbot/worker/package_win64/build/src\array.c:459
Array at .\boot.jl:448 [inlined]
Array at .\boot.jl:457 [inlined]
Array at .\boot.jl:465 [inlined]
similar at .\abstractarray.jl:785 [inlined]
similar at .\abstractarray.jl:784 [inlined]
similar at .\broadcast.jl:197 [inlined]
similar at .\broadcast.jl:196 [inlined]
copy at .\broadcast.jl:908 [inlined]
materialize at .\broadcast.jl:883 [inlined]
sde_determine_initdt at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\initdt.jl:49
auto_dt_reset! at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\integrators\integrator_interface.jl:352 [inlined]
handle_dt! at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:632
#__init#103 at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:585
__init##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:69
unknown function (ip: 00000000022c39ce)
__init##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:69 [inlined]
#__solve#102 at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6 [inlined]
__solve##kw at C:\Users\Anand\.julia\packages\StochasticDiffEq\PtS8q\src\solve.jl:6
unknown function (ip: 00000000022bb585)
#__solve#31 at C:\Users\Anand\.julia\packages\DifferentialEquations\U5PCN\src\default_solve.jl:7
__solve##kw at C:\Users\Anand\.julia\packages\DifferentialEquations\U5PCN\src\default_solve.jl:3 [inlined]
#__solve#73 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:282 [inlined]
__solve at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:269 [inlined]
#solve_call#58 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:61 [inlined]
solve_call at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:48 [inlined]
#solve_up#60 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:85 [inlined]
solve_up at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:75 [inlined]
#solve#59 at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:70 [inlined]
solve at C:\Users\Anand\.julia\packages\DiffEqBase\QiFNl\src\solve.jl:68
unknown function (ip: 00000000022a7d40)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
do_call at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:115
eval_value at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:204
eval_stmt_value at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:155 [inlined]
eval_body at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:575
jl_interpret_toplevel_thunk at /cygdrive/c/buildbot/worker/package_win64/build/src\interpreter.c:669
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:877
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:825
jl_toplevel_eval_flex at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:825
jl_toplevel_eval at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:886 [inlined]
jl_toplevel_eval_in at /cygdrive/c/buildbot/worker/package_win64/build/src\toplevel.c:929
eval at .\boot.jl:360 [inlined]
eval_user_input at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:139
repl_backend_loop at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:200
start_repl_backend at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:185
#run_repl#42 at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:317
run_repl at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.6\REPL\src\REPL.jl:305
#874 at .\client.jl:387
jfptr_YY.874_23672.clone_1 at C:\Users\Anand\AppData\Local\Programs\Julia-1.6.0\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
jl_f__call_latest at /cygdrive/c/buildbot/worker/package_win64/build/src\builtins.c:714
#invokelatest#2 at .\essentials.jl:708 [inlined]
invokelatest at .\essentials.jl:706 [inlined]
run_main_repl at .\client.jl:372
exec_options at .\client.jl:302
_start at .\client.jl:485
jfptr__start_43335.clone_1 at C:\Users\Anand\AppData\Local\Programs\Julia-1.6.0\lib\julia\sys.dll (unknown line)
jl_apply at /cygdrive/c/buildbot/worker/package_win64/build/src\julia.h:1703 [inlined]
true_main at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:560
repl_entrypoint at /cygdrive/c/buildbot/worker/package_win64/build/src\jlapi.c:702
mainCRTStartup at /cygdrive/c/buildbot/worker/package_win64/build/cli\loader_exe.c:51
BaseThreadInitThunk at C:\WINDOWS\System32\KERNEL32.DLL (unknown line)
RtlUserThreadStart at C:\WINDOWS\SYSTEM32\ntdll.dll (unknown line)
Allocations: 316979293 (Pool: 316945757; Big: 33536); GC: 927
@prbzrg
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prbzrg commented May 23, 2024

This should be reported to
https://github.com/JuliaLang/julia

@ChrisRackauckas
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When length(noiseeqs) != length(eqs), it needs to be a matrix such that size(noiseeqs,1) == length(eqs), which is violated here. The definition then follows the non-diagonal form:
https://docs.sciml.ai/DiffEqDocs/stable/tutorials/sde_example/#Example-4:-Systems-of-SDEs-with-Non-Diagonal-Noise

SciML/ModelingToolkit.jl#2833 adds a new error message to keep this safe.

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@ChrisRackauckas @anandijain @prbzrg