Merge pull request #465 from SciML/jumpsafety

Fix and test multithreaded jump safety

Author: ChrisRackauckas

.buildkite/pipeline.yml

@@ -1,4 +1,20 @@
 steps:
+  - label: "Multithreaded"
+    plugins:
+      - JuliaCI/julia#v1:
+          version: "1"
+      - JuliaCI/julia-test#v1:
+          coverage: false
+          julia_args: "--threads=auto"
+    agents:
+      os: "linux"
+      queue: "juliaecosystem"
+    env:
+      GROUP: 'Multithreaded'
+    timeout_in_minutes: 240
+    # Don't run Buildkite if the commit message includes the text [skip tests]
+    if: build.message !~ /\[skip tests\]/
+    
   - label: "OOPWeakConvergence"
     plugins:
       - JuliaCI/julia#v1:

src/solve.jl

@@ -79,7 +79,7 @@ function DiffEqBase.__init(
   end
 
   if typeof(_prob) <: JumpProblem
-    if alias_jumps
+    if !alias_jumps
       _prob = DiffEqJump.resetted_jump_problem(_prob, _seed)
     elseif _seed !== 0
       DiffEqJump.reset_jump_problem!(_prob, _seed)

test/multithreaded_jump_test.jl

@@ -0,0 +1,50 @@
+using DiffEqJump, StochasticDiffEq, Test
+
+# Requires threads to be effective
+# https://github.com/SciML/DifferentialEquations.jl/issues/854
+using Base.Threads
+@test Threads.nthreads() > 1
+
+
+function testdrift!(du, u, p, t)
+    du[1] = u[1]
+end
+
+
+function testdiffusion!(du, u, p, t)
+    du[1] = u[1]
+end
+
+
+function testrate(u, p, t)
+    return 0.32
+end
+
+
+function testaffect!(integrator)
+    integrator.u[1] += integrator.u[1] * randn()
+end
+
+
+testjump = ConstantRateJump(testrate, testaffect!)
+
+test_sdeprob = SDEProblem(testdrift!,
+    testdiffusion!,
+    [1.0],
+    (0.0, 1.0)
+)
+
+test_jumpprob = JumpProblem(test_sdeprob,
+    Direct(),
+    testjump
+)
+
+test_ensemprob = EnsembleProblem(test_jumpprob)
+
+test_ensemsim = solve(test_ensemprob,
+    EM(),
+    dt=0.01,
+    EnsembleThreads();
+    trajectories=1_000_000,
+    alias_jump = false,
+)

test/runtests.jl

@@ -125,5 +125,9 @@ const is_APPVEYOR = Sys.iswindows() && haskey(ENV,"APPVEYOR")
     @time @safetestset "GPU Weak adaptive step size scalar noise SDE" begin include("gpu/sde_weak_scalar_adaptive_gpu.jl") end
     @time @safetestset "GPU Weak adaptive" begin include("gpu/sde_weak_adaptive_gpu.jl") end
   end
+  
+  if !is_APPVEYOR && GROUP == "Multithreaded"
+    @time @safetestset "Mulithreaded Jump Thread Safety Tests" begin include("multithreaded_jump_test.jl") end
+  end
 
 end