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SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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"has_tstop: method has not been implemented for the integrator" for many SDE solvers #486

Closed TorkelE closed 2 years ago

TorkelE commented 2 years ago

Basic Example:

using DifferentialEquations

function f(du,u,p,t)
  du[1] = p[1] -u[1]
end

function g(du,u,p,t)
  du[1] = p[2]
end

sprob = SDEProblem(f,g,[1.0],(0.0,10.0),[1.0,0.1])
sol = solve(sprob,ImplicitEM(),callback=PositiveDomain());

gives an error:

has_tstop: method has not been implemented for the integrator

Stacktrace:
  [1] error(s::String)
    @ Base ./error.jl:33
  [2] has_tstop(i::StochasticDiffEq.SDEIntegrator{ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, true, Vector{Float64}, Float64, Float64, Float64, Vector{Float64}, Float64, Float64, Float64, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, Nothing, Vector{Float64}, RODESolution{Float64, 2, Vector{Vector{Float64}}, Nothing, Nothing, Vector{Float64}, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, StochasticDiffEq.LinearInterpolationData{Vector{Vector{Float64}}, Vector{Float64}}, DiffEqBase.DEStats}, StochasticDiffEq.ImplicitEMCache{Vector{Float64}, Vector{Float64}, OrdinaryDiffEq.NLSolver{NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, true, Vector{Float64}, Float64, Nothing, Float64, OrdinaryDiffEq.NLNewtonCache{Vector{Float64}, Float64, Float64, Vector{Float64}, Matrix{Float64}, Matrix{Float64}, SciMLBase.UJacobianWrapper{SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, Float64, Vector{Float64}}, SparseDiffTools.ForwardColorJacCache{Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{Float64}, Vector{Vector{Tuple{Float64}}}, UnitRange{Int64}, Nothing}, LinearSolve.LinearCache{Matrix{Float64}, Vector{Float64}, Vector{Float64}, SciMLBase.NullParameters, Nothing, LinearAlgebra.LU{Float64, Matrix{Float64}}, LinearSolve.InvPreconditioner{LinearAlgebra.Diagonal{Float64, Vector{Float64}}}, LinearAlgebra.Diagonal{Float64, Vector{Float64}}, Float64}}}, Vector{Float64}, Nothing}, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Nothing, StochasticDiffEq.SDEOptions{Float64, Float64, PIController{Float64}, typeof(DiffEqBase.ODE_DEFAULT_NORM), Nothing, CallbackSet{Tuple{}, Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}, typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, Nothing, Nothing, Int64, Float64, Float64, Float64, Tuple{}, Tuple{}, Tuple{}}, Nothing, Float64, Nothing, Nothing})
    @ SciMLBase ~/.julia/packages/SciMLBase/cGK2b/src/integrator_interface.jl:214
  [3] affect!(integrator::StochasticDiffEq.SDEIntegrator{ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, true, Vector{Float64}, Float64, Float64, Float64, Vector{Float64}, Float64, Float64, Float64, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, Nothing, Vector{Float64}, RODESolution{Float64, 2, Vector{Vector{Float64}}, Nothing, Nothing, Vector{Float64}, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, StochasticDiffEq.LinearInterpolationData{Vector{Vector{Float64}}, Vector{Float64}}, DiffEqBase.DEStats}, StochasticDiffEq.ImplicitEMCache{Vector{Float64}, Vector{Float64}, OrdinaryDiffEq.NLSolver{NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, true, Vector{Float64}, Float64, Nothing, Float64, OrdinaryDiffEq.NLNewtonCache{Vector{Float64}, Float64, Float64, Vector{Float64}, Matrix{Float64}, Matrix{Float64}, SciMLBase.UJacobianWrapper{SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, Float64, Vector{Float64}}, SparseDiffTools.ForwardColorJacCache{Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{Float64}, Vector{Vector{Tuple{Float64}}}, UnitRange{Int64}, Nothing}, LinearSolve.LinearCache{Matrix{Float64}, Vector{Float64}, Vector{Float64}, SciMLBase.NullParameters, Nothing, LinearAlgebra.LU{Float64, Matrix{Float64}}, LinearSolve.InvPreconditioner{LinearAlgebra.Diagonal{Float64, Vector{Float64}}}, LinearAlgebra.Diagonal{Float64, Vector{Float64}}, Float64}}}, Vector{Float64}, Nothing}, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Nothing, StochasticDiffEq.SDEOptions{Float64, Float64, PIController{Float64}, typeof(DiffEqBase.ODE_DEFAULT_NORM), Nothing, CallbackSet{Tuple{}, Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}, typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, Nothing, Nothing, Int64, Float64, Float64, Float64, Tuple{}, Tuple{}, Tuple{}}, Nothing, Float64, Nothing, Nothing}, f::DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing})
    @ DiffEqCallbacks ~/.julia/packages/DiffEqCallbacks/ci89q/src/domain.jl:64
  [4] (::DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing})(integrator::StochasticDiffEq.SDEIntegrator{ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, true, Vector{Float64}, Float64, Float64, Float64, Vector{Float64}, Float64, Float64, Float64, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, Nothing, Vector{Float64}, RODESolution{Float64, 2, Vector{Vector{Float64}}, Nothing, Nothing, Vector{Float64}, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, StochasticDiffEq.LinearInterpolationData{Vector{Vector{Float64}}, Vector{Float64}}, DiffEqBase.DEStats}, StochasticDiffEq.ImplicitEMCache{Vector{Float64}, Vector{Float64}, OrdinaryDiffEq.NLSolver{NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, true, Vector{Float64}, Float64, Nothing, Float64, OrdinaryDiffEq.NLNewtonCache{Vector{Float64}, Float64, Float64, Vector{Float64}, Matrix{Float64}, Matrix{Float64}, SciMLBase.UJacobianWrapper{SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, Float64, Vector{Float64}}, SparseDiffTools.ForwardColorJacCache{Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{Float64}, Vector{Vector{Tuple{Float64}}}, UnitRange{Int64}, Nothing}, LinearSolve.LinearCache{Matrix{Float64}, Vector{Float64}, Vector{Float64}, SciMLBase.NullParameters, Nothing, LinearAlgebra.LU{Float64, Matrix{Float64}}, LinearSolve.InvPreconditioner{LinearAlgebra.Diagonal{Float64, Vector{Float64}}}, LinearAlgebra.Diagonal{Float64, Vector{Float64}}, Float64}}}, Vector{Float64}, Nothing}, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Nothing, StochasticDiffEq.SDEOptions{Float64, Float64, PIController{Float64}, typeof(DiffEqBase.ODE_DEFAULT_NORM), Nothing, CallbackSet{Tuple{}, Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}, typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, Nothing, Nothing, Int64, Float64, Float64, Float64, Tuple{}, Tuple{}, Tuple{}}, Nothing, Float64, Nothing, Nothing})
    @ DiffEqCallbacks ~/.julia/packages/DiffEqCallbacks/ci89q/src/domain.jl:28
  [5] apply_discrete_callback!
    @ ~/.julia/packages/DiffEqBase/S7V8q/src/callbacks.jl:546 [inlined]
  [6] handle_callbacks!
    @ ~/.julia/packages/StochasticDiffEq/Wl3hr/src/integrators/integrator_utils.jl:258 [inlined]
  [7] loopfooter!
    @ ~/.julia/packages/StochasticDiffEq/Wl3hr/src/integrators/integrator_utils.jl:159 [inlined]
  [8] solve!(integrator::StochasticDiffEq.SDEIntegrator{ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, true, Vector{Float64}, Float64, Float64, Float64, Vector{Float64}, Float64, Float64, Float64, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, Nothing, Vector{Float64}, RODESolution{Float64, 2, Vector{Vector{Float64}}, Nothing, Nothing, Vector{Float64}, NoiseProcess{Float64, 2, Float64, Vector{Float64}, Nothing, Nothing, typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST), typeof(DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE), true, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, ResettableStacks.ResettableStack{Tuple{Float64, Vector{Float64}, Nothing}, true}, RSWM{Float64}, Nothing, RandomNumbers.Xorshifts.Xoroshiro128Plus}, SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, StochasticDiffEq.LinearInterpolationData{Vector{Vector{Float64}}, Vector{Float64}}, DiffEqBase.DEStats}, StochasticDiffEq.ImplicitEMCache{Vector{Float64}, Vector{Float64}, OrdinaryDiffEq.NLSolver{NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, true, Vector{Float64}, Float64, Nothing, Float64, OrdinaryDiffEq.NLNewtonCache{Vector{Float64}, Float64, Float64, Vector{Float64}, Matrix{Float64}, Matrix{Float64}, SciMLBase.UJacobianWrapper{SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, Float64, Vector{Float64}}, SparseDiffTools.ForwardColorJacCache{Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{ForwardDiff.Dual{ForwardDiff.Tag{OrdinaryDiffEq.OrdinaryDiffEqTag, Float64}, Float64, 1}}, Vector{Float64}, Vector{Vector{Tuple{Float64}}}, UnitRange{Int64}, Nothing}, LinearSolve.LinearCache{Matrix{Float64}, Vector{Float64}, Vector{Float64}, SciMLBase.NullParameters, Nothing, LinearAlgebra.LU{Float64, Matrix{Float64}}, LinearSolve.InvPreconditioner{LinearAlgebra.Diagonal{Float64, Vector{Float64}}}, LinearAlgebra.Diagonal{Float64, Vector{Float64}}, Float64}}}, Vector{Float64}, Nothing}, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Nothing, StochasticDiffEq.SDEOptions{Float64, Float64, PIController{Float64}, typeof(DiffEqBase.ODE_DEFAULT_NORM), Nothing, CallbackSet{Tuple{}, Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}, typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, DataStructures.BinaryHeap{Float64, DataStructures.FasterForward}, Nothing, Nothing, Int64, Float64, Float64, Float64, Tuple{}, Tuple{}, Tuple{}}, Nothing, Float64, Nothing, Nothing})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/Wl3hr/src/solve.jl:612
  [9] __solve(prob::SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, alg::ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}, timeseries::Vector{Any}, ts::Vector{Any}, ks::Nothing, recompile::Type{Val{true}}; kwargs::Base.Pairs{Symbol, DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}, Tuple{Symbol}, NamedTuple{(:callback,), Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/Wl3hr/src/solve.jl:7
 [10] #solve_call#39
    @ ~/.julia/packages/DiffEqBase/S7V8q/src/solve.jl:221 [inlined]
 [11] #solve_up#41
    @ ~/.julia/packages/DiffEqBase/S7V8q/src/solve.jl:248 [inlined]
 [12] solve(prob::SDEProblem{Vector{Float64}, Tuple{Float64, Float64}, true, Vector{Float64}, Nothing, SDEFunction{true, typeof(f), typeof(g), LinearAlgebra.UniformScaling{Bool}, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, Nothing, typeof(SciMLBase.DEFAULT_OBSERVED), Nothing}, typeof(g), Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, Nothing}, args::ImplicitEM{0, true, Nothing, NLNewton{Rational{Int64}, Rational{Int64}, Rational{Int64}}, typeof(OrdinaryDiffEq.DEFAULT_PRECS), Val{:central}, true, nothing, Float64, :Predictive}; sensealg::Nothing, u0::Nothing, p::Nothing, kwargshandle::KeywordArgError, kwargs::Base.Pairs{Symbol, DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}, Tuple{Symbol}, NamedTuple{(:callback,), Tuple{DiscreteCallback{DiffEqCallbacks.var"#21#22", DiffEqCallbacks.PositiveDomainAffect{Nothing, Nothing, Nothing}, typeof(SciMLBase.INITIALIZE_DEFAULT), typeof(SciMLBase.FINALIZE_DEFAULT)}}}})
    @ DiffEqBase ~/.julia/packages/DiffEqBase/S7V8q/src/solve.jl:234
 [13] top-level scope
    @ In[9]:10
 [14] eval
    @ ./boot.jl:373 [inlined]
 [15] include_string(mapexpr::typeof(REPL.softscope), mod::Module, code::String, filename::String)
    @ Base ./loading.jl:1196

this with

import Pkg
Pkg.status()

giving

  [0c46a032] DifferentialEquations v7.1.0
  [789caeaf] StochasticDiffEq v6.50.1

(this was as far as I could update stuff)

The same error occurs for ImplicitEulerHeun(), ISSEM(), and ISSEulerHeun().