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Use copy for noise #509

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merged 3 commits into from
Oct 23, 2022
Merged

Use copy for noise #509

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c9fca31
change to copy from DIffEqNoiseProcess
rmsrosa Oct 18, 2022
49c3a10
copy noise instead of deepcopy
rmsrosa Oct 19, 2022
ac8a903
Merge branch 'master' into use-copy-for-noise
rmsrosa Oct 19, 2022
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7 changes: 2 additions & 5 deletions src/solve.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -6,10 +6,7 @@ function DiffEqBase.__solve(prob::DiffEqBase.AbstractRODEProblem,
integrator = DiffEqBase.__init(prob,alg,timeseries,ts,recompile;kwargs...)
solve!(integrator)
if typeof(prob) <: DiffEqBase.AbstractRODEProblem && typeof(prob.noise) == typeof(integrator.sol.W) && (!haskey(kwargs, :alias_noise) || kwargs[:alias_noise] === true)
# would be better to make the following a function `noise_deepcopy!(W::T, Z::T) where {T <: AbstractNoiseProcess}` in `DiffEqNoiseProcess.jl` or a proper `copy` overload, but this should do it for the moment
for x in fieldnames(typeof(prob.noise))
setfield!(prob.noise, x, deepcopy(getfield(integrator.sol.W, x)))
end
copy!(prob.noise, integrator.sol.W)
end
integrator.sol
end
Expand Down Expand Up @@ -416,7 +413,7 @@ function DiffEqBase.__init(
=#
end
elseif typeof(prob) <: DiffEqBase.AbstractRODEProblem
W = (!haskey(kwargs, :alias_noise) || kwargs[:alias_noise] === true) ? deepcopy(prob.noise) : prob.noise
W = (!haskey(kwargs, :alias_noise) || kwargs[:alias_noise] === true) ? copy(prob.noise) : prob.noise
if W.reset
# Reseed
if typeof(W) <: Union{NoiseProcess, NoiseTransport} && W.reseed
Expand Down
6 changes: 6 additions & 0 deletions test/noise_type_test.jl
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Expand Up @@ -46,16 +46,19 @@ sol = solve(prob,EM(),dt=1/100)

@test sol.W == prob.noise
@test objectid(prob.noise) != objectid(sol.W)
@test objectid(prob.noise.u) == objectid(prob.noise.W) != objectid(sol.W.W) == objectid(sol.W.u)

sol = solve(prob,EM(),dt=1/1000,alias_noise=false)

@test sol.W == prob.noise
@test objectid(prob.noise) == objectid(sol.W)
@test objectid(prob.noise.u) == objectid(prob.noise.W) == objectid(sol.W.W) == objectid(sol.W.u)

sol = solve(prob,EM(),dt=1/1000, alias_noise=true)

@test sol.W == prob.noise
@test objectid(prob.noise) != objectid(sol.W)
@test objectid(prob.noise.u) == objectid(prob.noise.W) != objectid(sol.W.W) == objectid(sol.W.u)

function g(du,u,p,t)
@test typeof(du) <: SparseMatrixCSC
Expand Down Expand Up @@ -96,6 +99,9 @@ sol = solve(prob,EM(),dt=0.01)
@test typeof(sol.W) == typeof(prob.noise) <: NoiseFunction
@test objectid(prob.noise) != objectid(sol.W)

sol = solve(prob,EM(),dt=1/1000,alias_noise=false)
@test objectid(prob.noise) == objectid(sol.W)

sol = solve(prob,EM(),dt=0.01,alias_noise=true)
@test sol.W.curt ≈ last(tspan)

Expand Down