alg

Author: rmsrosa

src/alg_utils.jl

@@ -59,6 +59,7 @@ alg_order(alg::IIF1Mil) = 1 // 1
 alg_order(alg::EulerHeun) = 1 // 2
 alg_order(alg::LambaEulerHeun) = 1 // 2
 alg_order(alg::RandomEM) = 1 // 2
+alg_order(alg::RandomHeun) = 3 // 2
 alg_order(alg::SimplifiedEM) = 1 // 2
 alg_order(alg::RKMil) = 1 // 1
 alg_order(alg::RKMilCommute) = 1 // 1

src/perform_step/low_order.jl

@@ -125,7 +125,7 @@ end
     @unpack t,dt,uprev,u,W,p,f = integrator
     ftmp = integrator.f(uprev,p,t,W.curW)
     tmp = @.. uprev + dt * ftmp 
-    u = uprev .+ (dt / 2) .* (ftmp .+ integrator.f(tmp,p,t+dt, W.curW .+ W.dW)) # Need to check the last argument, if it should also be in terms of an intermediate step
+    u = uprev .+ (dt / 2) .* (ftmp .+ integrator.f(tmp,p,t+dt, W.curW .+ W.dW))
     integrator.u = u
 end
 
@@ -134,6 +134,7 @@ end
     @unpack t,dt,uprev,u,W,p,f = integrator
     integrator.f(rtmp1,uprev,p,t,W.curW)
     @.. u = uprev + dt * rtmp1
+    integrator.f(rtmp1,u,p,t,W.curW)
 end
 
 # weak approximation EM