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ChrisRackauckasChrisRackauckas
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Merge pull request #445 from SciML/lts
CI for LTS
2 parents 97f87e0 + 6049091 commit 803b641

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11 files changed

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‎.buildkite/pipeline.yml

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@@ -31,6 +31,54 @@ steps:
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# Don't run Buildkite if the commit message includes the text [skip tests]
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if: build.message !~ /\[skip tests\]/
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34+
- label: "WeakConvergence2"
35+
plugins:
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- JuliaCI/julia#v1:
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version: "1"
38+
- JuliaCI/julia-test#v1:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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queue: "juliaecosystem"
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exclusive: true
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env:
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GROUP: 'WeakConvergence2'
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timeout_in_minutes: 240
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# Don't run Buildkite if the commit message includes the text [skip tests]
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if: build.message !~ /\[skip tests\]/
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- label: "WeakConvergence3"
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plugins:
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- JuliaCI/julia#v1:
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version: "1"
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- JuliaCI/julia-test#v1:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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queue: "juliaecosystem"
59+
exclusive: true
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env:
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GROUP: 'WeakConvergence3'
62+
timeout_in_minutes: 240
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# Don't run Buildkite if the commit message includes the text [skip tests]
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if: build.message !~ /\[skip tests\]/
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- label: "WeakConvergence4"
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plugins:
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- JuliaCI/julia#v1:
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version: "1"
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- JuliaCI/julia-test#v1:
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coverage: false
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julia_args: "--threads=auto"
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agents:
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queue: "juliaecosystem"
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exclusive: true
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env:
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GROUP: 'WeakConvergence4'
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timeout_in_minutes: 360
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# Don't run Buildkite if the commit message includes the text [skip tests]
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if: build.message !~ /\[skip tests\]/
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- label: "WeakAdaptiveCPU"
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plugins:
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- JuliaCI/julia#v1:

‎.github/workflows/CI.yml

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Original file line numberDiff line numberDiff line change
@@ -19,14 +19,14 @@ jobs:
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- AlgConvergence2
2020
- AlgConvergence3
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- WeakConvergence1
22-
- WeakConvergence2
23-
- WeakConvergence3
24-
- WeakConvergence4
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version:
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- '1'
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- '1.6'
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steps:
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- uses: actions/checkout@v2
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- uses: julia-actions/setup-julia@v1
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with:
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version: 1
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version: ${{ matrix.version }}
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- uses: actions/cache@v1
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env:
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cache-name: cache-artifacts

‎.github/workflows/Downstream.yml

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@@ -18,6 +18,7 @@ jobs:
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os: [ubuntu-latest]
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package:
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- {user: SciML, repo: StochasticDelayDiffEq.jl, group: All}
21+
- {user: SciML, repo: DiffEqNoiseProcess.jl, group: All}
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steps:
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- uses: actions/checkout@v2

‎.github/workflows/downstream_ci_diffeqnoiseprocess.yml

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This file was deleted.

‎test/adaptive/sde_twodimlinearadaptive_tests.jl

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -8,7 +8,7 @@ prob = prob_sde_2Dlinear
88
sol1 =solve(prob,RKMil(),abstol=1,reltol=0,adaptive=true)
99
err1 = sol1.errors[:final]
1010

11-
sol1 =solve(prob,RKMil(),adaptive=true)
11+
sol1 =solve(prob,RKMil(),abstol=1e-3,reltol=1e-3,adaptive=true)
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err12 = sol1.errors[:final]
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@test err12 < err1
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‎test/noindex_tests.jl

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@@ -40,7 +40,7 @@ function Base.show(io::IO, ::MIME"text/plain", x::NoIndexArray)
4040
Base.print_array(io, x.x)
4141
end
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43-
prob = SDEProblem((du, u, p, t)->copyto!(du, u),(du, u, p, t)->copyto!(du, u),NoIndexArray(ones(10, 10)),(0.0,10.0))
43+
prob = SDEProblem((du, u, p, t)->copyto!(du, u),(du, u, p, t)->copyto!(du, u),NoIndexArray(ones(10, 10)),(0.0,1.0))
4444
algs = [SOSRI(), SOSRA()]
4545
DiffEqNoiseProcess.wiener_randn!(rng::AbstractRNG,rand_vec::NoIndexArray) = randn!(rng,rand_vec.x)
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‎test/weak_convergence/PL1WM.jl

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Original file line numberDiff line numberDiff line change
@@ -21,7 +21,7 @@ end
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@info "Scalar oop noise"
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2323
# PC exercise 14.2.2
24-
numtraj = Int(1e4)
24+
numtraj = Int(2e4)
2525
u₀ = 0.1
2626
f(u,p,t) = p[1]*u
2727
g(u,p,t) = p[2]*u
@@ -72,7 +72,7 @@ ensemble_prob = EnsembleProblem(prob;
7272
)
7373

7474

75-
numtraj = Int(1e4)
75+
numtraj = Int(2e4)
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seed = 100
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Random.seed!(seed)
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seeds = rand(UInt, numtraj)
@@ -186,7 +186,7 @@ println("PL1WM:", sim.𝒪est[:weak_final])
186186
Test Additive noise SDEs Kloeden & Platen Exercise 14.4.1
187187
"""
188188

189-
numtraj = Int(1e3)
189+
numtraj = Int(1e4)
190190
u₀ = 0.1
191191
fadd(u,p,t) = p[1]*u
192192
gadd(u,p,t) = p[2]

‎test/weak_convergence/srk_weak_final.jl

Lines changed: 26 additions & 39 deletions
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@ using Test
1010
using Random
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using DiffEqDevTools
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#using DiffEqGPU
13-
13+
seed = 103473
1414
function prob_func(prob, i, repeat)
1515
remake(prob,seed=seeds[i])
1616
end
@@ -21,7 +21,7 @@ end
2121

2222
@info "Scalar oop noise"
2323

24-
numtraj = Int(1e6) # in the paper they use 1e9
24+
numtraj = Int(2e6) # in the paper they use 1e9
2525
u₀ = 0.0
2626
f(u,p,t) = 1//2*u+sqrt(u^2+1)
2727
g(u,p,t) = sqrt(u^2+1)
@@ -33,7 +33,6 @@ h1(z) = z^3-6*z^2+8*z
3333
#analytical_sol(t) = E(f(X(t))) = E(h1(arsinh(X(t))) = t^3-3*t^2+2*t
3434
#analytical_sol(2) = 0 and analytical_sol(1)=0
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36-
seed = 100
3736
Random.seed!(seed)
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seeds = rand(UInt, numtraj)
3938

@@ -53,8 +52,7 @@ sim = test_convergence(dts,ensemble_prob,DRI1(),
5352
println("DRI1:", sim.𝒪est[:weak_final])
5453

5554

56-
numtraj = Int(5e5)
57-
seed = 100
55+
numtraj = Int(1e7)
5856
Random.seed!(seed)
5957
seeds = rand(UInt, numtraj)
6058

@@ -66,8 +64,7 @@ sim = test_convergence(dts,ensemble_prob,RI1(),
6664
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
6765
println("RI1:", sim.𝒪est[:weak_final])
6866

69-
numtraj = Int(5e5)
70-
seed = 100
67+
numtraj = Int(1e6)
7168
Random.seed!(seed)
7269
seeds = rand(UInt, numtraj)
7370

@@ -79,8 +76,7 @@ sim = test_convergence(dts,ensemble_prob,RI3(),
7976
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
8077
println("RI3:", sim.𝒪est[:weak_final])
8178

82-
numtraj = Int(5e5)
83-
seed = 100
79+
numtraj = Int(2e6)
8480
Random.seed!(seed)
8581
seeds = rand(UInt, numtraj)
8682

@@ -92,8 +88,7 @@ sim = test_convergence(dts,ensemble_prob,RI5(),
9288
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
9389
println("RI5:", sim.𝒪est[:weak_final])
9490

95-
numtraj = Int(7e5)
96-
seed = 100
91+
numtraj = Int(2e6)
9792
Random.seed!(seed)
9893
seeds = rand(UInt, numtraj)
9994

@@ -106,7 +101,6 @@ sim = test_convergence(dts,ensemble_prob,RI6(),
106101
println("RI6:", sim.𝒪est[:weak_final])
107102

108103
numtraj = Int(1e6)
109-
seed = 100
110104
Random.seed!(seed)
111105
seeds = rand(UInt, numtraj)
112106

@@ -118,8 +112,7 @@ sim = test_convergence(dts,ensemble_prob,RDI1WM(),
118112
@test abs(sim.𝒪est[:weak_final]-1) < 0.3
119113
println("RDI1WM:", sim.𝒪est[:weak_final])
120114

121-
numtraj = Int(7e5)
122-
seed = 100
115+
numtraj = Int(2e6)
123116
Random.seed!(seed)
124117
seeds = rand(UInt, numtraj)
125118

@@ -169,8 +162,7 @@ ensemble_prob = EnsembleProblem(prob;
169162
)
170163

171164

172-
numtraj = Int(1e6)
173-
seed = 100
165+
numtraj = Int(6e6)
174166
Random.seed!(seed)
175167
seeds = rand(UInt, numtraj)
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@@ -183,6 +175,9 @@ sim = test_convergence(dts,ensemble_prob,DRI1(),
183175
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
184176
println("DRI1:", sim.𝒪est[:weak_final])
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178+
numtraj = Int(8e6)
179+
Random.seed!(seed)
180+
seeds = rand(UInt, numtraj)
186181

187182
sim = test_convergence(dts,ensemble_prob,DRI1NM(),
188183
save_everystep=false,trajectories=numtraj,save_start=false,adaptive=false,
@@ -192,8 +187,7 @@ sim = test_convergence(dts,ensemble_prob,DRI1NM(),
192187
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
193188
println("DRI1NM:", sim.𝒪est[:weak_final])
194189

195-
numtraj = Int(5e5)
196-
seed = 100
190+
numtraj = Int(9e6)
197191
Random.seed!(seed)
198192
seeds = rand(UInt, numtraj)
199193

@@ -202,11 +196,10 @@ sim = test_convergence(dts,ensemble_prob,RI1(),
202196
weak_timeseries_errors=false,weak_dense_errors=false,
203197
expected_value=0.0
204198
)
205-
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
199+
@test abs(sim.𝒪est[:weak_final]-2) < 0.4
206200
println("RI1:", sim.𝒪est[:weak_final])
207201

208-
numtraj = Int(5e5)
209-
seed = 100
202+
numtraj = Int(1e6)
210203
Random.seed!(seed)
211204
seeds = rand(UInt, numtraj)
212205

@@ -219,8 +212,7 @@ sim = test_convergence(dts,ensemble_prob,RI3(),
219212
println("RI3:", sim.𝒪est[:weak_final])
220213

221214

222-
numtraj = Int(5e5)
223-
seed = 100
215+
numtraj = Int(2e6)
224216
Random.seed!(seed)
225217
seeds = rand(UInt, numtraj)
226218

@@ -232,8 +224,7 @@ sim = test_convergence(dts,ensemble_prob,RI5(),
232224
@test abs(sim.𝒪est[:weak_final]-2) < 0.3
233225
println("RI5:", sim.𝒪est[:weak_final])
234226

235-
numtraj = Int(7e5)
236-
seed = 100
227+
numtraj = Int(2e6)
237228
Random.seed!(seed)
238229
seeds = rand(UInt, numtraj)
239230

@@ -246,7 +237,6 @@ sim = test_convergence(dts,ensemble_prob,RI6(),
246237
println("RI6:", sim.𝒪est[:weak_final])
247238

248239
numtraj = Int(1e6)
249-
seed = 100
250240
Random.seed!(seed)
251241
seeds = rand(UInt, numtraj)
252242

@@ -259,8 +249,7 @@ sim = test_convergence(dts,ensemble_prob,RDI1WM(),
259249
println("RDI1WM:", sim.𝒪est[:weak_final])
260250

261251

262-
numtraj = Int(1e6)
263-
seed = 100
252+
numtraj = Int(2e6)
264253
Random.seed!(seed)
265254
seeds = rand(UInt, numtraj)
266255

@@ -315,8 +304,7 @@ ensemble_prob = EnsembleProblem(prob;
315304
prob_func = prob_func
316305
)
317306

318-
numtraj = Int(4e6)
319-
seed = 100
307+
numtraj = Int(5e6)
320308
Random.seed!(seed)
321309
seeds = rand(UInt, numtraj)
322310

@@ -328,13 +316,16 @@ sim = test_convergence(dts,ensemble_prob,DRI1(),
328316
@test -(sim.𝒪est[:weak_final]-2) < 0.3 # order is 2.91
329317
println("DRI1:", sim.𝒪est[:weak_final])
330318

319+
numtraj = Int(8e6)
320+
Random.seed!(seed)
321+
seeds = rand(UInt, numtraj)
331322

332323
sim = test_convergence(dts,ensemble_prob,DRI1NM(),
333324
save_everystep=false,trajectories=numtraj,save_start=false,adaptive=false,
334325
weak_timeseries_errors=false,weak_dense_errors=false,
335326
expected_value=1//100*exp(301//100)
336327
)
337-
@test abs(sim.𝒪est[:weak_final]-2) < 0.35 # order is 2.91
328+
@test abs(sim.𝒪est[:weak_final]-2) < 0.4 # order is 2.91
338329
println("DRI1NM:", sim.𝒪est[:weak_final])
339330

340331
sim = test_convergence(dts,ensemble_prob,RI1(),
@@ -362,8 +353,7 @@ sim = test_convergence(dts,ensemble_prob,RI5(),
362353
println("RI5:", sim.𝒪est[:weak_final])
363354

364355

365-
numtraj = Int(4e6)
366-
seed = 70
356+
numtraj = Int(6e6)
367357
Random.seed!(seed)
368358
seeds = rand(UInt, numtraj)
369359

@@ -376,8 +366,7 @@ sim = test_convergence(dts,ensemble_prob,RI6(),
376366
println("R6:", sim.𝒪est[:weak_final])
377367

378368

379-
numtraj = Int(1e6)
380-
seed = 100
369+
numtraj = Int(4e6)
381370
Random.seed!(seed)
382371
seeds = rand(UInt, numtraj)
383372

@@ -386,12 +375,11 @@ sim = test_convergence(dts,ensemble_prob,RDI1WM(),
386375
weak_timeseries_errors=false,weak_dense_errors=false,
387376
expected_value=1//100*exp(301//100)
388377
)
389-
@test abs(sim.𝒪est[:weak_final]-1) < 0.45 # order is 1.44
378+
@test abs(sim.𝒪est[:weak_final]-1) < 0.5 # order is 1.44
390379
println("RDI1WM:", sim.𝒪est[:weak_final])
391380

392381

393-
numtraj = Int(4e6)
394-
seed = 70
382+
numtraj = Int(6e6)
395383
Random.seed!(seed)
396384
seeds = rand(UInt, numtraj)
397385

@@ -405,7 +393,6 @@ println("RDI2WM:", sim.𝒪est[:weak_final])
405393

406394

407395
numtraj = Int(5e4)
408-
seed = 100
409396
Random.seed!(seed)
410397
seeds = rand(UInt, numtraj)
411398

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