Open axsk opened 1 year ago
SROCK2 fails when being run with noisematrices of size (n,1)
function test(n=2, m=1, alg=SROCK2()) f(x,p,t) = zeros(n) g(x,p,t) = ones(n,m) x0 = zeros(n) nrp = ones(n,m) solve(SDEProblem(f, g, x0, 1, noise_rate_prototype=nrp), alg=alg, dt=.1) end test(3,2, SROCK2()) # runs test(2,1, EM()) # runs test(2,1, SROCK2() # fails
SROCK2 fails when being run with noisematrices of size (n,1)