SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Other
245 stars 66 forks source link

adaptive stepping `ISSEM` fixes #483

Closed frankschae closed 2 years ago

frankschae commented 2 years ago

Fixes the original issue https://github.com/SciML/StochasticDiffEq.jl/issues/481:

ERROR: UndefVarError: J not defined

for oop SDEProblems.

In addition, there were some inconsistencies in the adaptive sub-routine. for oop problems:

for in-place problems: