add test

Author: Lightup1

test/sde/sde_dynamical.jl

@@ -45,3 +45,43 @@ end
     sim1  = analyticless_test_convergence(dts,prob1,BAOAB(gamma=γ),(1/2)^10;trajectories=Int(1e2),use_noise_grid=false)
     @test abs(sim1.𝒪est[:weak_final]-1) < 0.3
 end
+
+@testset "Scalar u, scale_noise=false" begin
+    u0 = 0
+    v0 = 1
+
+    ff_harmonic = DynamicalSDEFunction(f1_harmonic,f2_harmonic,g)
+    prob1 = DynamicalSDEProblem(ff_harmonic,v0,u0,(0.0,5.0))
+
+    dts = (1/2) .^ (8:-1:4)
+
+    # Can't use NoiseGrid as noise is not generated with the correct size in convergence.jl. We require noise with shape of v.
+    sim1  = analyticless_test_convergence(dts,prob1,BAOAB(gamma=γ,scale_noise=false),(1/2)^10;trajectories=Int(2e2),use_noise_grid=false)
+    display(sim1.𝒪est)
+    @test abs(sim1.𝒪est[:weak_final]-1) < 0.3
+end
+
+@testset "Vector u, scale_noise=false" begin
+
+    u0 = zeros(2)
+    v0 = ones(2)
+
+    f1_harmonic_iip(dv,v,u,p,t) = dv .= f1_harmonic(v,u,p,t)
+    f2_harmonic_iip(du,v,u,p,t) = du .= f2_harmonic(v,u,p,t)
+    g_iip(du,u,p,t) = du .= g(u,p,t)
+
+    ff_harmonic = DynamicalSDEFunction(f1_harmonic,f2_harmonic,g)
+    prob1 = DynamicalSDEProblem(ff_harmonic,v0,u0,(0.0,5.0))
+    sol1 = solve(prob1,BAOAB(gamma=γ,scale_noise=false);dt=1/10,save_noise=true)
+
+    prob2 = DynamicalSDEProblem(f1_harmonic_iip,f2_harmonic_iip,g_iip,v0,u0,(0.0,5.0); noise=NoiseWrapper(sol1.W))
+    sol2 = solve(prob2,BAOAB(gamma=γ,scale_noise=false);dt=1/10)
+
+    @test sol1[:] ≈ sol2[:]
+
+    dts = (1/2) .^ (8:-1:4)
+
+    # Can't use NoiseGrid as noise is not generated with the correct size in convergence.jl. We require noise with shape of v.
+    sim1  = analyticless_test_convergence(dts,prob1,BAOAB(gamma=γ,scale_noise=false),(1/2)^10;trajectories=Int(1e2),use_noise_grid=false)
+    @test abs(sim1.𝒪est[:weak_final]-1) < 0.3
+end