Merge pull request #929 from SciML/nan_error

Error if NaN is in tspan

Author: ChrisRackauckas

src/solve.jl

@@ -169,6 +169,21 @@ function Base.showerror(io::IO, e::NoTspanError)
     println(io, TruncatedStacktraces.VERBOSE_MSG)
 end
 
+const NAN_TSPAN_MESSAGE = """
+                          NaN tspan is set in the problem or chosen in the init/solve call.
+                          Note that -Inf and Inf values are allowed in the timespan for solves
+                          which are terminated via callbacks, however NaN values are not allowed
+                          since the direction of time is undetermined.
+                          """
+
+struct NaNTspanError <: Exception end
+
+function Base.showerror(io::IO, e::NaNTspanError)
+    print(io, NAN_TSPAN_MESSAGE)
+    println(io, TruncatedStacktraces.VERBOSE_MSG)
+end
+
+
 const NON_SOLVER_MESSAGE = """
                            The arguments to solve are incorrect.
                            The second argument must be a solver choice, `solve(prob,alg)`
@@ -1192,6 +1207,8 @@ function get_concrete_tspan(prob, isadapt, kwargs, p)
 
     isadapt && eltype(tspan) <: Integer && (tspan = float.(tspan))
 
+    any(isnan, tspan) && throw(NaNTspanError())
+
     tspan
 end
 

test/downstream/solve_error_handling.jl

@@ -28,6 +28,12 @@ prob = ODEProblem{false}(f, 1.0 + im, tspan)
 prob = ODEProblem{false}(f, u0, (nothing, nothing))
 @test_throws DiffEqBase.NoTspanError solve(prob, Tsit5())
 
+prob = ODEProblem{false}(f, u0, (NaN, 1.0))
+@test_throws DiffEqBase.NaNTspanError solve(prob, Tsit5())
+
+prob = ODEProblem{false}(f, u0, (1.0, NaN))
+@test_throws DiffEqBase.NaNTspanError solve(prob, Tsit5())
+
 prob = ODEProblem{false}(f, Any[1.0, 1.0f0], tspan)
 @test_throws DiffEqBase.NonConcreteEltypeError solve(prob, Tsit5())