Merge branch 'master' into rode_solver

Author: rmsrosa

Project.toml

@@ -1,7 +1,7 @@
 name = "StochasticDiffEq"
 uuid = "789caeaf-c7a9-5a7d-9973-96adeb23e2a0"
 authors = ["Chris Rackauckas <accounts@chrisrackauckas.com>"]
-version = "6.51.0"
+version = "6.52.0"
 
 [deps]
 Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
@@ -60,11 +60,12 @@ DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
 DiffEqOperators = "9fdde737-9c7f-55bf-ade8-46b3f136cc48"
 DiffEqProblemLibrary = "a077e3f3-b75c-5d7f-a0c6-6bc4c8ec64a9"
 LinearSolve = "7ed4a6bd-45f5-4d41-b270-4a48e9bafcae"
+ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 SafeTestsets = "1bc83da4-3b8d-516f-aca4-4fe02f6d838f"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "DiffEqProblemLibrary", "LinearSolve", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]
+test = ["DiffEqCallbacks", "DiffEqDevTools", "DiffEqOperators", "DiffEqProblemLibrary", "LinearSolve", "ModelingToolkit", "Pkg", "SafeTestsets", "SparseArrays", "Statistics", "Test"]

src/caches/SROCK_caches.jl

@@ -79,8 +79,13 @@ function alg_cache(alg::SROCK2,prob,u,ΔW,ΔZ,p,rate_prototype,noise_rate_protot
   uᵢ₋₂ = zero(u)
   Gₛ = zero(noise_rate_prototype)
   Gₛ₁ = zero(noise_rate_prototype)
-  WikRange = false .* vec(ΔW)
-  vec_χ = false .* vec(ΔW)
+  if typeof(ΔW) <: Union{SArray,Number}
+    WikRange = copy(ΔW)
+    vec_χ = copy(ΔW)
+  else
+    WikRange = false .* vec(ΔW)
+    vec_χ = false .* vec(ΔW)
+  end
   tmp  = uᵢ₋₂            # these 2 variables are dummied to use same memory
   fsalfirst = k
   atmp = zero(rate_prototype)
@@ -125,7 +130,11 @@ function alg_cache(alg::SROCKEM,prob,u,ΔW,ΔZ,p,rate_prototype,noise_rate_proto
   else
     Gₛ₁ = zero(noise_rate_prototype)
   end
-  WikRange = false .* vec(ΔW)
+  if typeof(ΔW) <: Union{SArray,Number}
+    WikRange = copy(ΔW)
+  else
+    WikRange = false .* vec(ΔW)
+  end
   tmp  = zero(u)             # these 3 variables are dummied to use same memory
   fsalfirst = k
   atmp = zero(rate_prototype)
@@ -164,7 +173,11 @@ function alg_cache(alg::SKSROCK,prob,u,ΔW,ΔZ,p,rate_prototype,noise_rate_proto
   Gₛ = zero(noise_rate_prototype)
   tmp  = uᵢ₋₂             # Dummmy variables
   fsalfirst = k
-  WikRange = false .* vec(ΔW)
+  if typeof(ΔW) <: Union{SArray,Number}
+    WikRange = copy(ΔW)
+  else
+    WikRange = false .* vec(ΔW)
+  end
   atmp = zero(rate_prototype)
   constantcache = SKSROCKConstantCache{typeof(t)}(u)
   SKSROCKCache(u,uprev,uᵢ₋₁,uᵢ₋₂,Gₛ,tmp,k,fsalfirst,WikRange,atmp,constantcache)

src/integrators/integrator_utils.jl

@@ -41,7 +41,7 @@ end
       modify_dtnew_for_tstops!(integrator)
       reject_step!(integrator)
       integrator.dt = integrator.dtnew
-      integrator.sqdt = sqrt(abs(integrator.dt))
+      integrator.sqdt = integrator.tdir * sqrt(abs(integrator.dt))
     end
   end
 
@@ -292,7 +292,7 @@ end
 
   # Allow RSWM1 on Wiener Process to change dt
   !isnothing(integrator.W) && (integrator.dt = integrator.W.dt)
-  integrator.sqdt = @fastmath sqrt(abs(integrator.dt)) # It can change dt, like in RSwM1
+  integrator.sqdt = @fastmath integrator.tdir*sqrt(abs(integrator.dt)) # It can change dt, like in RSwM1
 end
 
 @inline function handle_tstop!(integrator)