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Merge pull request #635 from AayushSabharwal/as/fix-ito
test: fix Ito reversal tests
2 parents 2d107b8 + da275a8 commit 8e99f92

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+3
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test/reversal_tests.jl

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@@ -123,6 +123,7 @@ end
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prob_forward = remake(prob, noise = W_forward, u0 = vec(prob.u0))
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end
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sys = complete(modelingtoolkitize(prob_forward))
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mtkps = MTKParameters(sys, [])
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sys2 = stochastic_integral_transform(sys, -1 // 1)
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fdrift = generate_rhs(sys2; expression = Val{false})[i]
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fdif = generate_diffusion_function(sys2; expression = Val{false})[i]
@@ -137,7 +138,7 @@ end
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end
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prob_reverse = remake(
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prob_forward, f = SDEFunction(fdrift, fdif), noise = W_reverse,
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tspan = reverse(prob.tspan), u0 = _u0)
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tspan = reverse(prob.tspan), u0 = _u0, p = mtkps)
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sol_reverse = solve(prob_reverse, solver, dt = dt, adaptive = false)
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if i == 1

test/tau_leaping.jl

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@@ -1,4 +1,4 @@
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using StochasticDiffEq, JumpProcesses, DiffEqBase, Statistics
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using StochasticDiffEq, JumpProcesses, DiffEqBase, Statistics, OrdinaryDiffEq
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using Test, LinearAlgebra
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function regular_rate(out, u, p, t)

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