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Merge branch 'SciML:master' into noise_hygiene
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Project.toml

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name = "StochasticDiffEq"
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uuid = "789caeaf-c7a9-5a7d-9973-96adeb23e2a0"
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authors = ["Chris Rackauckas <accounts@chrisrackauckas.com>"]
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version = "6.52.0"
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version = "6.52.2"
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[deps]
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Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
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DiffEqCallbacks = "459566f4-90b8-5000-8ac3-15dfb0a30def"
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DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
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DiffEqOperators = "9fdde737-9c7f-55bf-ade8-46b3f136cc48"
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DiffEqProblemLibrary = "a077e3f3-b75c-5d7f-a0c6-6bc4c8ec64a9"
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LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
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ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
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Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
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SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
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SDEProblemLibrary = "c72e72a9-a271-4b2b-8966-303ed956772e"
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SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
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[targets]
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test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "DiffEqProblemLibrary", "LinearSolve", "ModelingToolkit", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]
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test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "SDEProblemLibrary", "LinearSolve", "ModelingToolkit", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]

README.md

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and usable on its own, users interested in using this
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functionality should check out [DifferentialEquations.jl](https://github.com/SciML/DifferentialEquations.jl).
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## API
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StochasticDiffEq.jl is part of the JuliaDiffEq common interface, but can be used independently of DifferentialEquations.jl. The only requirement is that the user passes an StochasticDiffEq.jl algorithm to `solve`. For example, we can solve the [SDE tutorial from the docs](https://diffeq.sciml.ai/stable/tutorials/sde_example/) using the `SRIW1()` algorithm:

test/adaptive/sde_autostepsize_test.jl

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using StochasticDiffEq, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_2Dlinear
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using SDEProblemLibrary: prob_sde_2Dlinear
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Random.seed!(100)
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#Let the solver determine the initial stepsize for you!

test/adaptive/sde_linearadaptive_tests.jl

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using StochasticDiffEq, Test, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_linear, prob_sde_2Dlinear, prob_sde_additive, prob_sde_additivesystem
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using SDEProblemLibrary: prob_sde_linear, prob_sde_2Dlinear, prob_sde_additive, prob_sde_additivesystem
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probs = Vector{SDEProblem}(undef, 2)
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add_probs = Vector{SDEProblem}(undef, 2)
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u0 = [1.0, 1.0]
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prob = SDEProblem(f, g, u0, (0.0, 10.0))
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sol = solve(prob, SKenCarp())
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sol = solve(prob, SKenCarp())

test/adaptive/sde_lorenzattractor_tests.jl

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using StochasticDiffEq, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_lorenz
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using SDEProblemLibrary: prob_sde_lorenz
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Random.seed!(100)
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prob = prob_sde_lorenz
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test/adaptive/sde_twodimlinearadaptive_tests.jl

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using StochasticDiffEq, Test, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_2Dlinear
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using SDEProblemLibrary: prob_sde_2Dlinear
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Random.seed!(100)
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prob = prob_sde_2Dlinear
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test/composite_algorithm_test.jl

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using StochasticDiffEq, Test, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_linear, prob_sde_2Dlinear
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using SDEProblemLibrary: prob_sde_linear, prob_sde_2Dlinear
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prob = prob_sde_2Dlinear
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choice_function(integrator) = (Int(integrator.t<0.5) + 1)
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alg_double = StochasticCompositeAlgorithm((SRIW1(),SRIW1()),choice_function)

test/noindex_tests.jl

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Base.similar(x::NoIndexArray, dims::Union{Integer, AbstractUnitRange}...) = NoIndexArray(similar(x.x, dims...))
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Base.copyto!(x::NoIndexArray, y::NoIndexArray) = NoIndexArray(copyto!(x.x, y.x))
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Base.copy(x::NoIndexArray) = NoIndexArray(copy(x.x))
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Base.zero(x::NoIndexArray) = NoIndexArray(zero(x.x))
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Base.fill!(x::NoIndexArray, y) = NoIndexArray(fill!(x.x, y))
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Base.mapreduce(f, op, x::NoIndexArray; kwargs...) = mapreduce(f, op, x.x; kwargs...)
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Base.any(f::Function, x::NoIndexArray; kwargs...) = any(f, x.x; kwargs...)

test/oval2_single.jl

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using StochasticDiffEq, Random
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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: oval2ModelExample
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using SDEProblemLibrary: oval2ModelExample
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Random.seed!(200)
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prob = oval2ModelExample(largeFluctuations=true,useBigs=false)
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quick_prob = deepcopy(prob)

test/oval2_test.jl

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using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems; importsdeproblems()
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using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_lorenz, oval2ModelExample
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using SDEProblemLibrary: prob_sde_lorenz, oval2ModelExample
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oval2ModelExample()
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