Merge pull request #1141 from anandijain/aj/sde

shorthand ode->sde

Author: ChrisRackauckas

docs/src/systems/SDESystem.md

@@ -6,6 +6,12 @@
 SDESystem
 ```
 
+To convert an `ODESystem` to an `SDESystem` directly:
+```
+ode = ODESystem(eqs,t,[x,y,z],[σ,ρ,β])
+sde = SDESystem(ode, noiseeqs)
+```
+
 ## Composition and Accessor Functions
 
 - `get_eqs(sys)` or `equations(sys)`: The equations that define the SDE.

src/systems/diffeqs/sdesystem.jl

@@ -132,6 +132,8 @@ function SDESystem(deqs::AbstractVector{<:Equation}, neqs, iv, dvs, ps;
     SDESystem(deqs, neqs, iv′, dvs′, ps′, var_to_name, ctrl′, observed, tgrad, jac, ctrl_jac, Wfact, Wfact_t, name, systems, defaults, connection_type)
 end
 
+SDESystem(sys::ODESystem, neqs; kwargs...) = SDESystem(equations(sys), neqs, independent_variable(sys), states(sys), parameters(sys); kwargs...)
+
 function generate_diffusion_function(sys::SDESystem, dvs = states(sys), ps = parameters(sys); kwargs...)
     return build_function(get_noiseeqs(sys),
                           map(x->time_varying_as_func(value(x), sys), dvs),

test/sdesystem.jl

@@ -15,6 +15,10 @@ noiseeqs = [0.1*x,
             0.1*y,
             0.1*z]
 
+# ODESystem -> SDESystem shorthand constructor
+sys = ODESystem(eqs,t,[x,y,z],[σ,ρ,β])
+@test SDESystem(sys, noiseeqs) isa SDESystem
+
 de = SDESystem(eqs,noiseeqs,t,[x,y,z],[σ,ρ,β])
 f = eval(generate_diffusion_function(de)[1])
 @test f(ones(3),rand(3),nothing) == 0.1ones(3)
@@ -442,4 +446,4 @@ fdif!(du,u0,p,t)
     sys1 = SDESystem(eqs_short, noiseeqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
     sys2 = SDESystem(eqs_short, noiseeqs, t, [x, y, z], [σ, ρ, β], name = :sys1)
     @test_throws ArgumentError SDESystem([sys2.y ~ sys1.z], t, [], [], [], systems = [sys1, sys2])
-end
+end