Open axsk opened 1 year ago
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
W::NoiseWrapper
W.rng
https://github.com/SciML/StochasticDiffEq.jl/blob/5c13cc7f677eaf231b7e4521595f26aea612c250/src/perform_step/SROCK_perform_step.jl#L335
When fixing this maybe it's possible using rand! to avoid extra allocation?
rand!
In the case of non-diagonal noise SROCK2() is not working with a
W::NoiseWrapper
noise as that has noW.rng
field, conflicting withhttps://github.com/SciML/StochasticDiffEq.jl/blob/5c13cc7f677eaf231b7e4521595f26aea612c250/src/perform_step/SROCK_perform_step.jl#L335