feat: add initializealg to SDEIntegrator

Author: AayushSabharwal

Project.toml

@@ -52,7 +52,7 @@ Random = "1.6"
 RandomNumbers = "1.5.3"
 RecursiveArrayTools = "2, 3"
 Reexport = "0.2, 1.0"
-SciMLBase = "2.59.2"
+SciMLBase = "2.62"
 SciMLOperators = "0.2.9, 0.3"
 SparseArrays = "1.6"
 SparseDiffTools = "2"

src/integrators/type.jl

@@ -1,4 +1,4 @@
-mutable struct SDEIntegrator{algType,IIP,uType,uEltype,tType,tdirType,P2,eigenType,tTypeNoUnits,uEltypeNoUnits,randType,randType2,rateType,solType,cacheType,F4,F5,F6,OType,noiseType,EventErrorType,CallbackCacheType,RCs} <: AbstractSDEIntegrator{algType,IIP,uType,tType}
+mutable struct SDEIntegrator{algType,IIP,uType,uEltype,tType,tdirType,P2,eigenType,tTypeNoUnits,uEltypeNoUnits,randType,randType2,rateType,solType,cacheType,F4,F5,F6,OType,noiseType,EventErrorType,CallbackCacheType,RCs,IA} <: AbstractSDEIntegrator{algType,IIP,uType,tType}
   f::F4
   g::F5
   c::F6
@@ -43,4 +43,5 @@ mutable struct SDEIntegrator{algType,IIP,uType,uEltype,tType,tdirType,P2,eigenTy
   qold::tTypeNoUnits
   q11::tTypeNoUnits
   stats::DiffEqBase.Stats
+  initializealg::IA
 end

src/solve.jl

@@ -66,6 +66,7 @@ function DiffEqBase.__init(
   userdata=nothing,
   initialize_integrator=true,
   seed = UInt64(0), alias_u0=false, alias_jumps = Threads.threadid()==1,
+  initializealg = SDEDefaultInit(),
   kwargs...) where recompile_flag
 
   prob = concrete_prob(_prob)
@@ -587,7 +588,8 @@ function DiffEqBase.__init(
                   uBottomEltype,tType,typeof(tdir),typeof(p),
                   typeof(eigen_est),QT,
                   uEltypeNoUnits,typeof(W),typeof(P),rateType,typeof(sol),typeof(cache),
-                  FType,GType,CType,typeof(opts),typeof(noise),typeof(last_event_error),typeof(callback_cache),typeof(rate_constants)}(
+                  FType,GType,CType,typeof(opts),typeof(noise),typeof(last_event_error),typeof(callback_cache),typeof(rate_constants),
+                  typeof(initializealg)}(
                   f,g,c,noise,uprev,tprev,t,u,p,tType(dt),tType(dt),tType(dt),dtcache,tspan[2],tdir,
                   just_hit_tstop,do_error_check,isout,event_last_time,
                   vector_event_last_time,last_event_error,accept_step,
@@ -597,7 +599,7 @@ function DiffEqBase.__init(
                   alg,sol,
                   cache,callback_cache,tType(dt),W,P,rate_constants,
                   opts,iter,success_iter,eigen_est,EEst,q,
-                  QT(qoldinit),q11,stats)
+                  QT(qoldinit),q11,stats,initializealg)
 
   if initialize_integrator
     initialize_callbacks!(integrator, initialize_save)