@@ -37,6 +37,26 @@ sol = solve(prob,SRA())
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@test length (sol. W[1 ]) == 4
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+ f (du,u,p,t) = (du.= 1.01 u)
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+ g (du,u,p,t) = (du.= 0.1 )
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+ Z = WienerProcess (0.0 , [0.0 ])
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+ prob = SDEProblem (f,g,[1.0 ],(0.0 ,1.0 ),noise= Z)
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+
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+ sol = solve (prob,EM (),dt= 1 / 100 )
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+
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+ @test sol. W == prob. noise
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+ @test objectid (prob. noise) != objectid (sol. W)
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+
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+ sol = solve (prob,EM (),dt= 1 / 1000 ,alias_noise= false )
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+
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+ @test sol. W == prob. noise
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+ @test objectid (prob. noise) == objectid (sol. W)
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+
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+ sol = solve (prob,EM (),dt= 1 / 1000 , alias_noise= true )
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+
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+ @test sol. W == prob. noise
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+ @test objectid (prob. noise) != objectid (sol. W)
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+
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function g (du,u,p,t)
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@test typeof (du) <: SparseMatrixCSC
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du[1 ,1 ] = 0.3 u[1 ]
@@ -72,3 +92,18 @@ tspan = (0.0,2.0)
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prob = SDEProblem (drift,vol,u0,tspan, noise= W)
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sol = solve (prob,EM (),dt= 0.01 )
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@test sol. W. curt ≈ last (tspan)
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+
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+ @test typeof (sol. W) == typeof (prob. noise) <: NoiseFunction
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+ @test objectid (prob. noise) != objectid (sol. W)
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+
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+ sol = solve (prob,EM (),dt= 0.01 ,alias_noise= true )
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+ @test sol. W. curt ≈ last (tspan)
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+
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+ @test typeof (sol. W) == typeof (prob. noise) <: NoiseFunction
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+ @test objectid (prob. noise) != objectid (sol. W)
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+
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+ sol = solve (prob,EM (),dt= 0.01 ,alias_noise= false )
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+ @test sol. W. curt ≈ last (tspan)
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+
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+ @test typeof (sol. W) == typeof (prob. noise) <: NoiseFunction
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+ @test objectid (prob. noise) == objectid (sol. W)
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