SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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Reseed noisetransport #502

Closed rmsrosa closed 1 year ago

rmsrosa commented 1 year ago

This reseeds a NoiseTransport when solving an AbstractRODEProblem with this new type of noise recently added to DiffEqNoiseProcess.jl in https://github.com/SciML/DiffEqNoiseProcess.jl/pull/116. A NoiseTransport depends on a random variable/vector which needs a new sample at each different solve.

Notice I moved the reinit! part to after reseed. This doesn't make much difference in the case of a NoiseProcess since a new sample is drawn at each time step. But is necessary in the case of a NoiseTransport since a new sample is only drawn at the beginning of each solve.

This PR requires a new tag of DiffEqNoiseProcess.jl so the NoiseTransport type is available.