saveat causes incorrect evaluation of the history function #52
Description
using the saveat feature seems to cause incorrect evaluation of history function.
The code:
using StochasticDelayDiffEq
function f(du,u,h,p,t)
du[1] = -u[1]
println(h(p, t-0.001))
end
function g(du,u,h,p,t)
du[1] = 0.1
end
tspan = (0.0,0.1)
h(p, t) = 0.0
u0 = [0.0]
prob = SDDEProblem(f,g, u0,h,tspan, 0.0,constant_lags=[0.001])
alg = EM()
sol = solve(prob,alg,dt=0.01);
sol = solve(prob,alg,dt=0.01,saveat=0.1);
println output of evaluation of history function for a realisation without saveat
0
[0.0]
[0.0014037592652750368]
[0.0009688081360439431]
[0.00614797237584531]
[0.0035864500205580593]
[0.001500811510678003]
println output of evaluation of history function for a realisation with saveat
0
[0.0]
[0.0]
[0.0]
[0.0]
[0.0]
[0.0]
Tried other SDE algorithms and the same problem occurs.
Julia Version 1.7.2