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fix: let StochasticDiffEq auto calculate noise process #3974

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fix: let StochasticDiffEq auto calculate noise process #3974

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8982d73
fix: let StochasticDiffEq auto calculate noise process
vyudu Oct 17, 2025
25ce490
revert to scalar noise, add iip path
vyudu Oct 23, 2025
350b6e9
fix: load WienerProcess
vyudu Oct 23, 2025
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2 changes: 1 addition & 1 deletion src/ModelingToolkit.jl
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Expand Up @@ -22,7 +22,7 @@ using DiffEqCallbacks
using Graphs
import ExprTools: splitdef, combinedef
import OrderedCollections
using DiffEqNoiseProcess: DiffEqNoiseProcess, WienerProcess
using DiffEqNoiseProcess: DiffEqNoiseProcess, WienerProcess, WienerProcess!

using SymbolicIndexingInterface
using LinearAlgebra, SparseArrays
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2 changes: 1 addition & 1 deletion src/problems/sddeproblem.jl
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Expand Up @@ -68,7 +68,7 @@ end
end
end

noise, noise_rate_prototype = calculate_noise_and_rate_prototype(sys, u0; sparsenoise)
noise, noise_rate_prototype = calculate_noise_and_rate_prototype(sys, u0; sparsenoise, iip)
kwargs = process_kwargs(sys; callback, eval_expression, eval_module, op, kwargs...)

if expression == Val{true}
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6 changes: 3 additions & 3 deletions src/problems/sdeproblem.jl
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Expand Up @@ -77,7 +77,7 @@ end
t = tspan !== nothing ? tspan[1] : tspan, check_length, eval_expression,
eval_module, check_compatibility, sparse, expression, kwargs...)

noise, noise_rate_prototype = calculate_noise_and_rate_prototype(sys, u0; sparsenoise)
noise, noise_rate_prototype = calculate_noise_and_rate_prototype(sys, u0; sparsenoise, iip)
kwargs = process_kwargs(sys; expression, callback, eval_expression, eval_module,
op, kwargs...)

Expand All @@ -97,7 +97,7 @@ function check_compatible_system(T::Union{Type{SDEFunction}, Type{SDEProblem}},
check_is_continuous(sys, T)
end

function calculate_noise_and_rate_prototype(sys::System, u0; sparsenoise = false)
function calculate_noise_and_rate_prototype(sys::System, u0; sparsenoise = false, iip = false)
noiseeqs = get_noise_eqs(sys)
if noiseeqs isa AbstractVector
# diagonal noise
Expand All @@ -106,7 +106,7 @@ function calculate_noise_and_rate_prototype(sys::System, u0; sparsenoise = false
elseif size(noiseeqs, 2) == 1
# scalar noise
noise_rate_prototype = nothing
noise = WienerProcess(0.0, 0.0, 0.0)
noise = iip ? WienerProcess!(0., 0., 0.) : WienerProcess(0., 0., 0.)
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Scalar is always out of place, since scalars are just numbers

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Ah OK I just misunderstood then, will close since the original issue is fixed by the rng change

elseif sparsenoise
I, J, V = findnz(SparseArrays.sparse(noiseeqs))
noise_rate_prototype = SparseArrays.sparse(I, J, zero(eltype(u0)))
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