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[WIP] static array tests #288

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d65c4a5
static array tests
frankschae May 10, 2020
02b5c79
fixed DRI1
frankschae May 11, 2020
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43 changes: 32 additions & 11 deletions src/perform_step/srk_weak.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@
if typeof(W.dW) <: Number
H12 = uprev + a121*k1*dt + b121*g1*integrator.sqdt
elseif is_diagonal_noise(integrator.sol.prob)
H12 = Vector{typeof(uprev)}[uprev .+ a121*k1*dt .+ b121*g1[k]*integrator.sqdt for k=1:m]
H12 = [uprev .+ a121*k1*dt .+ b121*g1[k]*integrator.sqdt for k=1:m]
else
H12 = Vector{typeof(uprev)}[uprev .+ a121*k1*dt .+ b121*g1[:,k]*integrator.sqdt for k=1:m]
end
Expand All @@ -64,7 +64,7 @@
if typeof(W.dW) <: Number
H13 = uprev + a131*k1*dt + b131*g1*integrator.sqdt
elseif is_diagonal_noise(integrator.sol.prob)
H13 = Vector{typeof(uprev)}[uprev .+ a131*k1*dt .+ b131*g1[k]*integrator.sqdt for k=1:m]
H13 = [uprev .+ a131*k1*dt .+ b131*g1[k]*integrator.sqdt for k=1:m]
else
H13 = Vector{typeof(uprev)}[uprev .+ a131*k1*dt .+ b131*g1[:,k]*integrator.sqdt for k=1:m]
end
Expand All @@ -88,7 +88,11 @@
continue
end
if is_diagonal_noise(integrator.sol.prob)
@.. H22[k] += (b221*g1[l]+b222*g2[l][l]+b223*g3[l][l])*Ihat2[k,l]/integrator.sqdt
if typeof(W.dW) <: SArray
H22[k] = @.. H22[k] + (b221*g1[l]+b222*g2[l][l]+b223*g3[l][l])*Ihat2[k,l]/integrator.sqdt
else
@.. H22[k] += (b221*g1[l]+b222*g2[l][l]+b223*g3[l][l])*Ihat2[k,l]/integrator.sqdt
end
else
H22[k] += (b221*g1[:,l]+b222*g2[l][:,l]+b223*g3[l][:,l])*Ihat2[k,l]/integrator.sqdt
end
Expand All @@ -107,7 +111,11 @@
continue
end
if is_diagonal_noise(integrator.sol.prob)
@.. H23[k] += (b231*g1[l]+b232*g2[l][l]+b233*g3[l][l])*Ihat2[k,l]/integrator.sqdt
if typeof(W.dW) <: SArray
H23[k] = @.. H23[k]+ (b231*g1[l]+b232*g2[l][l]+b233*g3[l][l])*Ihat2[k,l]/integrator.sqdt
else
@.. H23[k] += (b231*g1[l]+b232*g2[l][l]+b233*g3[l][l])*Ihat2[k,l]/integrator.sqdt
end
else
H23[k] += (b231*g1[:,l]+b232*g2[l][:,l]+b233*g3[l][:,l])*Ihat2[k,l]/integrator.sqdt
end
Expand All @@ -127,13 +135,26 @@
else
if is_diagonal_noise(integrator.sol.prob)
u += g1.*_dW*beta11
for k=1:m
u[k] += g2[k][k]*_dW[k]*beta12+g3[k][k]*_dW[k]*beta13
u[k] += g2[k][k]*chi1[k]*beta22/integrator.sqdt + g3[k][k]*chi1[k]*beta23/integrator.sqdt
tmpg = integrator.g(H22[k],p,t)
u[k] = u[k] + g1[k]*_dW[k]*beta31 + tmpg[k]*(_dW[k]*beta32 + integrator.sqdt*beta42)
tmpg = integrator.g(H23[k],p,t)
u[k] = u[k] + tmpg[k]*(_dW[k]*beta33 + integrator.sqdt*beta43)
if typeof(W.dW) <: SArray
for k=1:m
tmp = u[k]
tmp += g2[k][k]*_dW[k]*beta12+g3[k][k]*_dW[k]*beta13
tmp += g2[k][k]*chi1[k]*beta22/integrator.sqdt + g3[k][k]*chi1[k]*beta23/integrator.sqdt
tmpg = integrator.g(H22[k],p,t)
tmp = tmp + g1[k]*_dW[k]*beta31 + tmpg[k]*(_dW[k]*beta32 + integrator.sqdt*beta42)
tmpg = integrator.g(H23[k],p,t)
tmp = tmp + tmpg[k]*(_dW[k]*beta33 + integrator.sqdt*beta43)
u = setindex(u, tmp, k)
end
else
for k=1:m
u[k] += g2[k][k]*_dW[k]*beta12+g3[k][k]*_dW[k]*beta13
u[k] += g2[k][k]*chi1[k]*beta22/integrator.sqdt + g3[k][k]*chi1[k]*beta23/integrator.sqdt
tmpg = integrator.g(H22[k],p,t)
u[k] = u[k] + g1[k]*_dW[k]*beta31 + tmpg[k]*(_dW[k]*beta32 + integrator.sqdt*beta42)
tmpg = integrator.g(H23[k],p,t)
u[k] = u[k] + tmpg[k]*(_dW[k]*beta33 + integrator.sqdt*beta43)
end
end
else
# non-diag noise
Expand Down
11 changes: 6 additions & 5 deletions test/static_array_tests.jl
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Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
using StaticArrays, StochasticDiffEq

using Test
f(du,u,p,t) = (du .= u)

u0 = zeros(MVector{2,Float64}, 2) .+ 1
Expand All @@ -14,14 +14,15 @@ ode = SDEProblem(f, f, u0, (0.,1.))
@test_broken sol = solve(ode, EM(), dt=1.e-2)
@test_broken sol = solve(ode, SRIW1(), dt=1.e-2)


u0 = ones(MVector{2,Float64})
ode = SDEProblem(f, f, u0, (0.,1.))
sol = solve(ode, EM(), dt=1.e-2)
sol = solve(ode, SRIW1())
sol = solve(ode, DRI1(), dt=1.e-2)

u0 = ones(SVector{2,Float64})
f(u,p,t) = u
prob = SDEProblem(f, f, u0, (0.,1.))
sol = solve(ode, EM(), dt=1.e-2)
sol = solve(ode, SRIW1())
prob = SDEProblem{false}(f, f, u0, (0.,1.))
sol = solve(prob, EM(), dt=1.e-2)
sol = solve(prob, SRIW1())
sol = solve(prob, DRI1(), dt=1.e-2)