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SROCK2() not working with NoiseWrapper #505

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axsk opened this issue Sep 29, 2022 · 1 comment · May be fixed by #507
Open

SROCK2() not working with NoiseWrapper #505

axsk opened this issue Sep 29, 2022 · 1 comment · May be fixed by #507

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@axsk
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axsk commented Sep 29, 2022 •
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In the case of non-diagonal noise SROCK2() is not working with a W::NoiseWrapper noise as that has no W.rng field, conflicting with

StochasticDiffEq.jl/src/perform_step/SROCK_perform_step.jl

Line 335 in 5c13cc7

vec_χ .= 1//2 .+ oftype(W.dW, rand(W.rng, length(W.dW)))

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axsk commented Sep 30, 2022 •
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When fixing this maybe it's possible using rand! to avoid extra allocation?

axsk added a commit to axsk/StochasticDiffEq.jl that referenced this issue Sep 30, 2022
@axsk
fix SROCK2 for NoiseWrapper noise
9a556d7 
fixes SciML#505
@axsk axsk linked a pull request Sep 30, 2022 that will close this issue
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WIP: fix SROCK2 for NoiseWrapper noise axsk/StochasticDiffEq.jl
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