Merge pull request #466 from SciML/eest_smoother

Fix eest smoother

Author: ChrisRackauckas

src/perform_step/kencarp.jl

@@ -208,6 +208,7 @@ end
 
   z₂ = OrdinaryDiffEq.nlsolve!(nlsolver, integrator, cache, repeat_step)
   OrdinaryDiffEq.nlsolvefail(nlsolver) && return
+  OrdinaryDiffEq.isnewton(nlsolver) && OrdinaryDiffEq.set_new_W!(nlsolver, false)
 
   ################################## Solve Step 3
 
@@ -292,7 +293,7 @@ end
       if alg.smooth_est # From Shampine
         linres = OrdinaryDiffEq.dolinsolve(integrator, nlsolver.cache.linsolve;
                                             b = OrdinaryDiffEq._vec(g1),
-                                            u = OrdinaryDiffEq._vec(E₁))
+                                            linu = OrdinaryDiffEq._vec(E₁))
       else
         E₁ .= dz
       end

test/adaptive/sde_linearadaptive_tests.jl

@@ -92,3 +92,19 @@ for i in 1:2
   err24 = sol4.errors[:final]
   @test isapprox(err4,err24;atol=1e-4)
 end
+
+# https://github.com/SciML/StochasticDiffEq.jl/issues/463
+
+σ = 0.05
+function f(du, u, p, t)
+    @. du = -u
+end
+
+function g(du, u, p, t)
+    @. du = σ
+end
+
+u0 = [1.0, 1.0]
+prob = SDEProblem(f, g, u0, (0.0, 10.0))
+
+sol = solve(prob, SKenCarp())