SciML / SciML/DiffEqNoiseProcess.jl

correlated Wiener tests do not pass on windows

Open
#183 6 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

bug
Dominant language
Julia
Stars
62
Forks
32
Avg merge
8h 38m
Merged PRs (30d)
16

Description

Correlated Wiener Process: Test Failed at C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:36
  Expression: ≈(Γ, cov(sol, dims = 2) / dt, rtol = 0.01)
   Evaluated: [1.0 0.3; 0.3 1.0] ≈ [1.4071833818984558 0.4647373260398336; 0.4647373260398336 1.4034111425410771] (rtol=0.01)

Stacktrace:
 [1] macro expansion
   @ C:\Users\arno\.julia\juliaup\julia-1.9.4+0.x64.w64.mingw32\share\julia\stdlib\v1.9\Test\src\Test.jl:478 [inlined]
 [2] macro expansion
   @ C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:36 [inlined]
 [3] macro expansion
   @ C:\Users\arno\.julia\juliaup\julia-1.9.4+0.x64.w64.mingw32\share\julia\stdlib\v1.9\Test\src\Test.jl:1498 [inlined]
 [4] top-level scope
   @ C:\Users\arno\Desktop\SciML\DiffEqNoiseProcess.jl\test\correlated.jl:3

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by running test/correlated.jl on Windows and inspect the correlated Wiener test at line 36, including the covariance assertion and its stack trace. Trace the code exercised by that test to identify the platform-dependent discrepancy, then confirm that the correlated Wiener tests pass with the expected covariance.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
operating-systems, testing-qa
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.