SciML / SciML/DiffEqNoiseProcess.jl

stepping past domain

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Dominant language
Julia
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62
Forks
32
Avg merge
8h 38m
Merged PRs (30d)
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Description

using DiffEqNoiseProcess
using DifferentialEquations
u0 = rand(2)
tgrid = 0.0:0.1:10.0
brownian_noise = randn(length(u0)*(length(tgrid)-1))
brownian_noise = reshape(brownian_noise,length(u0),length(tgrid)-1)
brownian_noise = vcat([zeros(length(u0))], [c for c in eachcol(brownian_noise)])
W = NoiseGrid(tgrid,brownian_noise)
prob = NoiseProblem(W, (tgrid[begin], tgrid[end]))
sol = solve(prob; dt = 0.01)

ERROR: Stepped past the defined domain for the NoiseGrid

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Research direction

Run the provided Julia reproduction with DiffEqNoiseProcess and DifferentialEquations first. Then trace NoiseGrid domain handling and the point where solve reports that it stepped past the defined domain. Done means the supplied NoiseProblem completes without this error, with behavior covered by an appropriate regression test if the project provides one.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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