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test alias_noise keyword
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test/noise_type_test.jl

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@@ -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.=1.01u)
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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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sol = solve(prob,EM(),dt=1/100)
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@test sol.W == prob.noise
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@test objectid(prob.noise) != objectid(sol.W)
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sol = solve(prob,EM(),dt=1/1000,alias_noise=false)
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@test sol.W == prob.noise
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@test objectid(prob.noise) == objectid(sol.W)
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sol = solve(prob,EM(),dt=1/1000, alias_noise=true)
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@test sol.W == prob.noise
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@test objectid(prob.noise) != objectid(sol.W)
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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] = 0.3u[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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@test typeof(sol.W) == typeof(prob.noise) <: NoiseFunction
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@test objectid(prob.noise) != objectid(sol.W)
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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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@test typeof(sol.W) == typeof(prob.noise) <: NoiseFunction
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@test objectid(prob.noise) != objectid(sol.W)
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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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@test typeof(sol.W) == typeof(prob.noise) <: NoiseFunction
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@test objectid(prob.noise) == objectid(sol.W)

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