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test/reversal_tests.jl

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using StochasticDiffEq, DiffEqNoiseProcess, Test, Random
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using Random
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using SDEProblemLibrary
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# load problems
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SDEProblemLibrary.importsdeproblems()
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# automatically construct SDE transformation for Ito reversal
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using ModelingToolkit
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test/weak_convergence/additive_weak.jl

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using StochasticDiffEq, DiffEqDevTools, Test
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using Random
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using SDEProblemLibrary: importsdeproblems
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importsdeproblems()
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using SDEProblemLibrary: prob_sde_additive
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Random.seed!(100)
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test/weak_convergence/multidim_iip_weak.jl

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using StochasticDiffEq, DiffEqDevTools, Test
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using Random
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using SDEProblemLibrary: importsdeproblems
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importsdeproblems()
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using SDEProblemLibrary: prob_sde_2Dlinear
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Random.seed!(100)
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dts = 1 .//2 .^(7:-1:3) #14->7 good plot

test/weak_convergence/oop_weak.jl

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using StochasticDiffEq, DiffEqDevTools, Test
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using Random
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using SDEProblemLibrary: importsdeproblems
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importsdeproblems()
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using SDEProblemLibrary: prob_sde_linear
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Random.seed!(100)
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dts = 1 .//2 .^(7:-1:3) #14->7 good plot

test/weak_convergence/weak_srockc2.jl

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using StochasticDiffEq, DiffEqDevTools, Test
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using Random
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using SDEProblemLibrary: importsdeproblems
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importsdeproblems()
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using SDEProblemLibrary: prob_sde_linear
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f_linear_iip(du,u,p,t) = @.(du = 1.01*u)

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