Merge pull request #94 from AayushSabharwal/as/fix-disc-save

fix: integrate callback saving into integrator init

Author: ChrisRackauckas

Project.toml

@@ -24,7 +24,7 @@ UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"
 [compat]
 DataStructures = "0.18, 0.19"
 DelayDiffEq = "5.28.3"
-DiffEqBase = "6.122"
+DiffEqBase = "6.186"
 DiffEqNoiseProcess = "5"
 FastPower = "1"
 LinearAlgebra = "1.9"
@@ -33,10 +33,10 @@ Random = "1.9"
 RandomNumbers = "1"
 RecursiveArrayTools = "1,2,3"
 Reexport = "1.0"
-SciMLBase = "2.59.2"
+SciMLBase = "2.115"
 SparseArrays = "1.9"
 StaticArrays = "1.0"
-StochasticDiffEq = "6.73.0"
+StochasticDiffEq = "6.82.0"
 UnPack = "0.1, 1.0"
 julia = "1.9"
 

src/solve.jl

@@ -495,6 +495,9 @@ function DiffEqBase.__init(prob::AbstractSDDEProblem,# TODO DiffEqBasee.Abstract
     if initialize_integrator
         DiffEqBase.initialize_dae!(integrator)
         StochasticDiffEq.initialize_callbacks!(integrator, initialize_save)
+        if save_on && save_start
+            SciMLBase.save_discretes_if_enabled!(integrator, opts.callback; skip_duplicates = true)
+        end
         initialize!(integrator, integrator.cache)
 
         save_start && alg isa StochasticDiffEq.StochasticDiffEqCompositeAlgorithm &&