Merge pull request #539 from brainsMAKER/master

Fixing `RODESolution` inplace interpolation

Author: ChrisRackauckas

src/dense.jl

@@ -223,7 +223,7 @@ function sde_interpolation!(vals,tvals,id,idxs,deriv,p,continuity::Symbol=:left)
     dt = ts[i₊] - ts[i₋]
     Θ = iszero(dt) ? oneunit(t) / oneunit(dt) : (t-ts[i₋]) / dt
 
-    if eltype(timeseries) <: AbstractArray
+    if eltype(vals) <: AbstractArray
       sde_interpolant!(vals[j],Θ,dt,timeseries[i₋],timeseries[i₊],idxs,deriv)
     else
       vals[j] = sde_interpolant(Θ,dt,timeseries[i₋],timeseries[i₊],idxs,deriv)

test/inplace_interpolation.jl

@@ -0,0 +1,38 @@
+using StochasticDiffEq, Test, Random
+import SDEProblemLibrary: prob_sde_linear, prob_sde_2Dlinear
+Random.seed!(100)
+
+vecarrzero(m::Integer, n) = map(t->zeros(n), 1:m)
+
+tt = 0:0.05:1
+ntt = length(tt)
+out_VF = zeros(ntt)                                     # Vector{Float64}
+out_VVF_1 = vecarrzero(ntt,1)                           # Vector{Vector{Float64}}
+out_VVF_2 = vecarrzero(ntt,2)                           # Vector{Vector{Float64}}
+out_VMF = vecarrzero(ntt, size(prob_sde_2Dlinear.u0))   # Vector{Matrix{Float64}}
+
+
+@testset verbose=true "SDESolution interpolation" begin
+    sol_SDE = solve(prob_sde_linear, SRIW1(); dt=1//2^4)
+    sol_SDE_2D = solve(prob_sde_2Dlinear, SRIW1(); dt=1//2^4)
+
+    sol_SDE_interp = sol_SDE(tt)
+    sol_SDE_2D_interp = sol_SDE_2D(tt)
+
+    @testset "1D" begin
+        @test_throws MethodError sol_SDE(out_VF, tt; idxs=1:1)
+        @test sol_SDE(out_VF, tt) isa Vector{Float64}
+        @test sol_SDE(out_VVF_1,tt) isa Vector{Vector{Float64}}
+        @test sol_SDE_interp.u == out_VF
+    end
+
+    @testset "2D" begin
+        @test_throws MethodError sol_SDE_2D(out_VF, tt; idxs=3:3)
+        @test sol_SDE_2D(out_VF, tt; idxs=3) isa Vector{Float64}
+        @test sol_SDE_2D(out_VVF_1, tt; idxs=3) isa Vector{Vector{Float64}}
+        @test sol_SDE_2D(out_VVF_1, tt; idxs=3:3) isa Vector{Vector{Float64}}
+        @test sol_SDE_2D(out_VVF_2, tt; idxs=2:3) isa Vector{Vector{Float64}}
+        @test sol_SDE_2D(out_VMF, tt) isa Vector{Matrix{Float64}}
+        @test sol_SDE_2D_interp.u == out_VMF
+    end
+end

test/runtests.jl

@@ -40,6 +40,7 @@ const is_APPVEYOR = Sys.iswindows() && haskey(ENV,"APPVEYOR")
     @time @safetestset "Scalar Tests" begin include("scalar_noise.jl") end
     @time @safetestset "Stiffness Detection Test" begin include("stiffness_detection_test.jl") end
     @time @safetestset "Adaptive SDE Linear Tests" begin include("adaptive/sde_linearadaptive_tests.jl") end
+    @time @safetestset "Inplace RODESolution Interpolation Tests" begin include("inplace_interpolation.jl") end
   end
 
   if GROUP == "All" || GROUP == "Interface3"