SciML / StochasticDiffEq.jl

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
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Overwriting keyword `adaptive` #536

Closed Jonas-a-Zimmermann closed 11 months ago

Jonas-a-Zimmermann commented 1 year ago

Currently solve lets you set the keyword adaptive to decide whetever the solver should use adaptive or fixed time step methods.

I think this can, for non adapative solvers, lead to undefined behavior? Either way, i think a more helpfull error message might help the user troubleshooting.

Given a SDEproblem prob solve(prob, EM()) Throws the error: ERROR: Fixed timestep methods require a choice of dt or choosing the tstops

However if I write solve(prob, EM(); adaptive=true) shows: ┌ Warning: dt(9.094947017729282e-13) <= dtmin(9.094947017729282e-13) at t=1.3398645121662485e-8, and step error estimate = 1.0. Aborting. There is either an error in your model specification or the true solution is unstable.