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1 parent 2c03cf0 commit c32a132Copy full SHA for c32a132
test/noise_type_test.jl
@@ -54,7 +54,7 @@ sol = solve(prob,EM(),dt=1/1000)
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@test length(sol.W[1]) == 4
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sol2 = solve(prob,EM(),dt=1/1000)
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-@test sol.W.curt ≈ sol2.W.curt ≈ last(tspan)
+@test sol.W.curt ≈ sol2.W.curt ≈ 1.0
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ff = (u,p,t) -> exp(t)
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W = NoiseFunction(0.0,ff)
@@ -63,8 +63,12 @@ vol(u,p,t) = u
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dt = 0.01
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tspan = (0.0,1.0)
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u0 = 0.0
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-prob = SDEProblem(drift,vol,u0,(0.0,1.0), noise=W)
+prob = SDEProblem(drift,vol,u0,tspan, noise=W)
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sol = solve(prob,EM(),dt=0.1)
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@test sol.W.curt ≈ last(tspan)
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sol2 = solve(prob,EM(),dt=0.1)
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@test sol2.W.curt ≈ last(tspan)
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+tspan = (0.0,2.0)
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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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