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MethodError: no method matching _initialize_dae! for SDEProblem #1217

@albertomercurio

Description

@albertomercurio

Describe the example

After the update to v6.190.2, the SDE solver returns a MethodError.

Minimal Reproducible Example 👇

using StochasticDiffEq

f = (du, u, p, t) -> du.=1.01u
g = function (du, u, p, t)
    du[1, 1] = 0.3u[1]
    du[1, 2] = 0.6u[1]
    du[1, 3] = 0.9u[1]
    du[1, 4] = 0.12u[2]
    du[2, 1] = 1.2u[1]
    du[2, 2] = 0.2u[2]
    du[2, 3] = 0.3u[2]
    du[2, 4] = 1.8u[2]
end
prob = SDEProblem(f, g, ones(2), (0.0, 1.0), noise_rate_prototype = zeros(2, 4))

sol = solve(prob, SRA1())

Error & Stacktrace ⚠️

ERROR: MethodError: no method matching _initialize_dae!(::StochasticDiffEq.SDEIntegrator{…}, ::SDEProblem{…}, ::CheckInit, ::Val{…})

Closest candidates are:
  _initialize_dae!(::OrdinaryDiffEqCore.ODEIntegrator, ::SciMLBase.AbstractDEProblem, ::CheckInit, ::Union{Val{true}, Val{false}})
   @ OrdinaryDiffEqCore ~/.julia/packages/OrdinaryDiffEqCore/Y97Yg/src/initialize_dae.jl:153
  _initialize_dae!(::Union{SciMLBase.AbstractSDDEIntegrator, SciMLBase.AbstractSDEIntegrator}, ::Union{SciMLBase.AbstractRODEProblem, SciMLBase.AbstractSDDEProblem}, ::DefaultInit, ::Any)
   @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/sNZzr/src/initialize_dae.jl:8
  _initialize_dae!(::OrdinaryDiffEqCore.ODEIntegrator, ::SciMLBase.AbstractDEProblem, ::OverrideInit, ::Union{Val{true}, Val{false}})
   @ OrdinaryDiffEqCore ~/.julia/packages/OrdinaryDiffEqCore/Y97Yg/src/initialize_dae.jl:111
  ...

Stacktrace:
  [1] _initialize_dae!(integrator::StochasticDiffEq.SDEIntegrator{…}, prob::SDEProblem{…}, ::DefaultInit, isinplace::Val{…})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/sNZzr/src/initialize_dae.jl:15
  [2] initialize_dae!(integrator::StochasticDiffEq.SDEIntegrator{…}, initializealg::DefaultInit)
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/sNZzr/src/initialize_dae.jl:4
  [3] __init(_prob::SDEProblem{…}, alg::SRA1, timeseries_init::Vector{…}, ts_init::Vector{…}, ks_init::Type, recompile::Type{…}; saveat::Tuple{}, tstops::Tuple{}, d_discontinuities::Tuple{}, save_idxs::Nothing, save_everystep::Bool, save_noise::Bool, save_on::Bool, save_start::Bool, save_end::Nothing, callback::Nothing, dense::Bool, calck::Bool, dt::Float64, adaptive::Bool, gamma::Rational{…}, abstol::Nothing, reltol::Nothing, qmin::Rational{…}, qmax::Rational{…}, qsteady_min::Int64, qsteady_max::Int64, beta2::Nothing, beta1::Nothing, qoldinit::Rational{…}, controller::Nothing, fullnormalize::Bool, failfactor::Int64, delta::Rational{…}, maxiters::Int64, dtmax::Float64, dtmin::Float64, internalnorm::typeof(DiffEqBase.ODE_DEFAULT_NORM), isoutofdomain::typeof(DiffEqBase.ODE_DEFAULT_ISOUTOFDOMAIN), unstable_check::typeof(DiffEqBase.ODE_DEFAULT_UNSTABLE_CHECK), verbose::Bool, force_dtmin::Bool, timeseries_errors::Bool, dense_errors::Bool, advance_to_tstop::Bool, stop_at_next_tstop::Bool, initialize_save::Bool, progress::Bool, progress_steps::Int64, progress_name::String, progress_message::typeof(DiffEqBase.ODE_DEFAULT_PROG_MESSAGE), progress_id::Symbol, userdata::Nothing, initialize_integrator::Bool, seed::UInt64, alias::Nothing, initializealg::DefaultInit, kwargs::@Kwargs{})
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/sNZzr/src/solve.jl:694
  [4] __init (repeats 2 times)
    @ ~/.julia/packages/StochasticDiffEq/sNZzr/src/solve.jl:20 [inlined]
  [5] #__solve#107
    @ ~/.julia/packages/StochasticDiffEq/sNZzr/src/solve.jl:6 [inlined]
  [6] __solve (repeats 4 times)
    @ ~/.julia/packages/StochasticDiffEq/sNZzr/src/solve.jl:1 [inlined]
  [7] __solve(prob::SDEProblem{…}, alg::SRA1)
    @ StochasticDiffEq ~/.julia/packages/StochasticDiffEq/sNZzr/src/solve.jl:1
  [8] #solve_call#33
    @ ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:127 [inlined]
  [9] solve_call
    @ ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:84 [inlined]
 [10] #solve_up#39
    @ ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:563 [inlined]
 [11] solve_up
    @ ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:540 [inlined]
 [12] #solve#38
    @ ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:530 [inlined]
 [13] solve(prob::SDEProblem{…}, args::SRA1)
    @ DiffEqBase ~/.julia/packages/DiffEqBase/p82Yh/src/solve.jl:520
 [14] top-level scope
    @ Untitled-1:89
Some type information was truncated. Use `show(err)` to see complete types.

Not Working Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Project QuantumToolbox v0.36.0
Status `~/.julia/dev/QuantumToolbox/Project.toml`
  [4fba245c] ArrayInterface v7.20.0
  [2b5f629d] DiffEqBase v6.190.2
  [459566f4] DiffEqCallbacks v4.10.0
  [77a26b50] DiffEqNoiseProcess v5.24.1
  [7a1cc6ca] FFTW v1.10.0
  [86223c79] Graphs v1.13.1
  [40713840] IncompleteLU v0.2.1
  [b964fa9f] LaTeXStrings v1.4.0
  [7ed4a6bd] LinearSolve v3.43.0
  [bbf590c4] OrdinaryDiffEqCore v1.35.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.5.0
  [0bca4576] SciMLBase v2.120.0
  [c0aeaf25] SciMLOperators v1.8.0
  [276daf66] SpecialFunctions v2.6.1
  [1e83bf80] StaticArraysCore v1.4.3
  [789caeaf] StochasticDiffEq v6.82.0
  [8ba89e20] Distributed
  [37e2e46d] LinearAlgebra
  [44cfe95a] Pkg v1.10.0
  [9a3f8284] Random
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Project QuantumToolbox v0.36.0
Status `~/.julia/dev/QuantumToolbox/Manifest.toml`
  [47edcb42] ADTypes v1.18.0
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.42
  [79e6a3ab] Adapt v4.4.0
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.20.0
  [4c555306] ArrayLayouts v1.12.0
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [70df07ce] BracketingNonlinearSolve v1.5.0
  [2a0fbf3d] CPUSummary v0.2.7
  [d360d2e6] ChainRulesCore v1.26.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.18.1
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.6.0
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.19.1
  [2b5f629d] DiffEqBase v6.190.2
  [459566f4] DiffEqCallbacks v4.10.0
  [77a26b50] DiffEqNoiseProcess v5.24.1
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.7.8
  [b4f34e82] Distances v0.10.12
  [31c24e10] Distributions v0.25.122
  [ffbed154] DocStringExtensions v0.9.5
  [4e289a0a] EnumX v1.0.5
  [f151be2c] EnzymeCore v0.8.14
  [e2ba6199] ExprTools v0.1.10
  [55351af7] ExproniconLite v0.10.14
  [7a1cc6ca] FFTW v1.10.0
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [a4df4552] FastPower v1.1.3
  [1a297f60] FillArrays v1.14.0
  [6a86dc24] FiniteDiff v2.28.1
  [f6369f11] ForwardDiff v1.2.1
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [46192b85] GPUArraysCore v0.2.0
  [86223c79] Graphs v1.13.1
  [34004b35] HypergeometricFunctions v0.3.28
  [615f187c] IfElse v0.1.1
  [40713840] IncompleteLU v0.2.1
  [d25df0c9] Inflate v0.1.5
  [3587e190] InverseFunctions v0.1.17
  [92d709cd] IrrationalConstants v0.2.4
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.7.1
  [ae98c720] Jieko v0.2.1
  [ccbc3e58] JumpProcesses v9.19.1
  [ba0b0d4f] Krylov v0.10.2
  [b964fa9f] LaTeXStrings v1.4.0
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.8.0
  [2d8b4e74] LevyArea v1.0.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.4.0
  [7ed4a6bd] LinearSolve v3.43.0
  [2ab3a3ac] LogExpFunctions v0.3.29
  [1914dd2f] MacroTools v0.5.16
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [2e0e35c7] Moshi v0.3.7
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.10.0
  [2774e3e8] NLsolve v4.5.1
  [77ba4419] NaNMath v1.1.3
  [8913a72c] NonlinearSolve v4.12.0
  [be0214bd] NonlinearSolveBase v2.0.0
  [5959db7a] NonlinearSolveFirstOrder v1.9.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.10.0
  [26075421] NonlinearSolveSpectralMethods v1.5.0
  [429524aa] Optim v1.13.2
  [bac558e1] OrderedCollections v1.8.1
  [bbf590c4] OrdinaryDiffEqCore v1.35.0
  [4302a76b] OrdinaryDiffEqDifferentiation v1.16.1
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.15.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.5.0
  [90014a1f] PDMats v0.11.35
  [d96e819e] Parameters v0.12.3
  [e409e4f3] PoissonRandom v0.4.7
  [f517fe37] Polyester v0.7.18
  [1d0040c9] PolyesterWeave v0.2.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.34
⌅ [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.5.0
  [43287f4e] PtrArrays v1.3.0
  [1fd47b50] QuadGK v2.11.2
  [74087812] Random123 v1.7.1
  [e6cf234a] RandomNumbers v1.6.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.37.1
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.1
  [ae5879a3] ResettableStacks v1.1.1
  [79098fc4] Rmath v0.8.0
  [7e49a35a] RuntimeGeneratedFunctions v0.5.15
  [94e857df] SIMDTypes v0.1.0
  [0bca4576] SciMLBase v2.120.0
  [19f34311] SciMLJacobianOperators v0.1.11
  [c0aeaf25] SciMLOperators v1.8.0
  [431bcebd] SciMLPublic v1.0.0
  [53ae85a6] SciMLStructures v1.7.0
  [efcf1570] Setfield v1.1.2
  [727e6d20] SimpleNonlinearSolve v2.9.0
  [699a6c99] SimpleTraits v0.9.5
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.2
  [0a514795] SparseMatrixColorings v0.4.21
  [276daf66] SpecialFunctions v2.6.1
  [aedffcd0] Static v1.3.0
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.15
  [1e83bf80] StaticArraysCore v1.4.3
  [82ae8749] StatsAPI v1.7.1
  [2913bbd2] StatsBase v0.34.6
  [4c63d2b9] StatsFuns v1.5.0
  [789caeaf] StochasticDiffEq v6.82.0
  [7792a7ef] StrideArraysCore v0.5.8
  [2efcf032] SymbolicIndexingInterface v0.3.45
  [8290d209] ThreadingUtilities v0.5.5
  [a759f4b9] TimerOutputs v0.5.29
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [f5851436] FFTW_jll v3.3.11+0
  [1d5cc7b8] IntelOpenMP_jll v2025.2.0+0
  [856f044c] MKL_jll v2025.2.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.6+0
  [f50d1b31] Rmath_jll v0.5.1+0
  [1317d2d5] oneTBB_jll v2022.0.0+0
  [0dad84c5] ArgTools v1.1.1
  [56f22d72] Artifacts
  [2a0f44e3] Base64
  [ade2ca70] Dates
  [8ba89e20] Distributed
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching
  [9fa8497b] Future
  [b77e0a4c] InteractiveUtils
  [4af54fe1] LazyArtifacts
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2
  [8f399da3] Libdl
  [37e2e46d] LinearAlgebra
  [56ddb016] Logging
  [d6f4376e] Markdown
  [a63ad114] Mmap
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.10.0
  [de0858da] Printf
  [3fa0cd96] REPL
  [9a3f8284] Random
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization
  [1a1011a3] SharedArrays
  [6462fe0b] Sockets
  [2f01184e] SparseArrays v1.10.0
  [10745b16] Statistics v1.10.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [cf7118a7] UUIDs
  [4ec0a83e] Unicode
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.4.0+0
  [e37daf67] LibGit2_jll v1.6.4+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.2+1
  [14a3606d] MozillaCACerts_jll v2023.1.10
  [4536629a] OpenBLAS_jll v0.3.23+4
  [05823500] OpenLibm_jll v0.8.5+0
  [bea87d4a] SuiteSparse_jll v7.2.1+1
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.52.0+1
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.10.10
Commit 95f30e51f41 (2025-06-27 09:51 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 32 × 13th Gen Intel(R) Core(TM) i9-13900KF
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, goldmont)
Threads: 16 default, 0 interactive, 8 GC (on 32 virtual cores)
Environment:
  JULIA_NUM_THREADS = 16

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