Merge pull request #622 from ChrisRackauckas/fix-formatting

Apply JuliaFormatter to fix code formatting

Author: ChrisRackauckas

.JuliaFormatter.toml

@@ -0,0 +1,3 @@
+style = "sciml"
+format_markdown = true
+format_docstrings = true

LICENSE.md

@@ -19,4 +19,3 @@ The StochasticDiffEq.jl package is licensed under the MIT "Expat" License:
 > LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 > OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 > SOFTWARE.
-> 

README.md

@@ -18,77 +18,77 @@ using StochasticDiffEq
 α=1
 β=1
 u₀=1/2
-f(u,p,t) = α*u
-g(u,p,t) = β*u
+f(u, p, t) = α*u
+g(u, p, t) = β*u
 dt = 1//2^(4)
-tspan = (0.0,1.0)
-prob = SDEProblem(f,g,u₀,(0.0,1.0))
-sol =solve(prob,SRIW1())
+tspan = (0.0, 1.0)
+prob = SDEProblem(f, g, u₀, (0.0, 1.0))
+sol = solve(prob, SRIW1())
 ```
 
 The options for `solve` are defined in the [common solver options page](https://diffeq.sciml.ai/stable/basics/common_solver_opts/) and are thoroughly explained in [the ODE tutorial](https://diffeq.sciml.ai/stable/tutorials/ode_example/).
 
 That example uses the out-of-place syntax `f(u,p,t)`, while the inplace syntax (more efficient for systems of equations) is shown in the Lorenz example:
 
 ```julia
-function lorenz(du,u,p,t)
- du[1] = 10.0(u[2]-u[1])
- du[2] = u[1]*(28.0-u[3]) - u[2]
- du[3] = u[1]*u[2] - (8/3)*u[3]
+function lorenz(du, u, p, t)
+    du[1] = 10.0(u[2]-u[1])
+    du[2] = u[1]*(28.0-u[3]) - u[2]
+    du[3] = u[1]*u[2] - (8/3)*u[3]
 end
 
-function σ_lorenz(du,u,p,t)
- du[1] = 3.0
- du[2] = 3.0
- du[3] = 3.0
+function σ_lorenz(du, u, p, t)
+    du[1] = 3.0
+    du[2] = 3.0
+    du[3] = 3.0
 end
 
-prob_sde_lorenz = SDEProblem(lorenz,σ_lorenz,[1.0,0.0,0.0],(0.0,10.0))
+prob_sde_lorenz = SDEProblem(lorenz, σ_lorenz, [1.0, 0.0, 0.0], (0.0, 10.0))
 sol = solve(prob_sde_lorenz)
-plot(sol,vars=(1,2,3))
+plot(sol, vars = (1, 2, 3))
 ```
 
 The problems default to diagonal noise. Non-diagonal noise can be added by setting
 the `noise_prototype`:
 
 ```julia
-f = (du,u,p,t) -> du.=1.01u
-g = function (du,u,p,t)
-  du[1,1] = 0.3u[1]
-  du[1,2] = 0.6u[1]
-  du[1,3] = 0.9u[1]
-  du[1,4] = 0.12u[2]
-  du[2,1] = 1.2u[1]
-  du[2,2] = 0.2u[2]
-  du[2,3] = 0.3u[2]
-  du[2,4] = 1.8u[2]
+f = (du, u, p, t) -> du.=1.01u
+g = function (du, u, p, t)
+    du[1, 1] = 0.3u[1]
+    du[1, 2] = 0.6u[1]
+    du[1, 3] = 0.9u[1]
+    du[1, 4] = 0.12u[2]
+    du[2, 1] = 1.2u[1]
+    du[2, 2] = 0.2u[2]
+    du[2, 3] = 0.3u[2]
+    du[2, 4] = 1.8u[2]
 end
-prob = SDEProblem(f,g,ones(2),(0.0,1.0),noise_rate_prototype=zeros(2,4))
+prob = SDEProblem(f, g, ones(2), (0.0, 1.0), noise_rate_prototype = zeros(2, 4))
 ```
 
 Colored noise can be set using [an `AbstractNoiseProcess`](https://diffeq.sciml.ai/stable/features/noise_process/). For example, we can set the underlying noise process to a `GeometricBrownianMotionProcess` via:
 
 ```julia
 μ = 1.0
 σ = 2.0
-W = GeometricBrownianMotionProcess(μ,σ,0.0,1.0,1.0)
+W = GeometricBrownianMotionProcess(μ, σ, 0.0, 1.0, 1.0)
 # ...
 # Define f,g,u0,tspan for a SDEProblem
 # ...
-prob = SDEProblem(f,g,u0,tspan,noise=W)
+prob = SDEProblem(f, g, u0, tspan, noise = W)
 ```
 
 StochasticDiffEq.jl also handles solving random ordinary differential equations. This is shown [in the RODE tutorial](https://diffeq.sciml.ai/stable/tutorials/rode_example/).
 
 ```julia
 using StochasticDiffEq
-function f(u,p,t,W)
-  2u*sin(W)
+function f(u, p, t, W)
+    2u*sin(W)
 end
 u0 = 1.00
-tspan = (0.0,5.0)
-prob = RODEProblem(f,u0,tspan)
-sol = solve(prob,RandomEM(),dt=1/100)
+tspan = (0.0, 5.0)
+prob = RODEProblem(f, u0, tspan)
+sol = solve(prob, RandomEM(), dt = 1/100)
 ```
 
 ## Available Solvers

docs/make.jl

@@ -19,4 +19,4 @@ makedocs(sitename = "StochasticDiffEq.jl",
     pages = pages)
 
 deploydocs(repo = "github.com/SciML/StochasticDiffEq.jl";
-    push_preview = true)
+    push_preview = true)

docs/pages.jl

@@ -1,21 +1,21 @@
 pages = [
-        "StochasticDiffEq.jl: SDE solvers and utilities" => "index.md",
-        "Usage" => "usage.md",
-        "Nonstiff Solvers" => [
-            "nonstiff/basic_methods.md",
-            "nonstiff/sra_sri_methods.md",
-            "nonstiff/high_weak_order.md",
-            "nonstiff/commutative_noise.md"
-        ],
-        "Stiff Solvers" => [
-            "stiff/implicit_methods.md",
-            "stiff/split_step_methods.md",
-            "stiff/stabilized_methods.md"
-        ],
-        "Jump Diffusion" => [
-            "jumpdiffusion/tau_leaping.md"
-        ],
-        "Misc Solvers" => [
-            "misc.md"
-        ]
-]
+    "StochasticDiffEq.jl: SDE solvers and utilities" => "index.md",
+    "Usage" => "usage.md",
+    "Nonstiff Solvers" => [
+        "nonstiff/basic_methods.md",
+        "nonstiff/sra_sri_methods.md",
+        "nonstiff/high_weak_order.md",
+        "nonstiff/commutative_noise.md"
+    ],
+    "Stiff Solvers" => [
+        "stiff/implicit_methods.md",
+        "stiff/split_step_methods.md",
+        "stiff/stabilized_methods.md"
+    ],
+    "Jump Diffusion" => [
+        "jumpdiffusion/tau_leaping.md"
+    ],
+    "Misc Solvers" => [
+        "misc.md"
+    ]
+]

docs/src/index.md

@@ -43,36 +43,39 @@ sol = solve(prob)
 StochasticDiffEq.jl provides several categories of solvers optimized for different types of problems:
 
 ### Nonstiff Solvers
-- **Basic Methods**: Euler-Maruyama, Heun methods
-- **SRA/SRI Methods**: High-order adaptive methods (SOSRI, SOSRA)
-- **High Weak Order**: Methods optimized for weak convergence (DRI1)
-- **Commutative Noise**: Specialized methods for commuting noise terms
 
-### Stiff Solvers  
-- **Implicit Methods**: Drift-implicit methods for stiff problems
-- **Split-Step Methods**: Methods handling stiffness in diffusion
-- **Stabilized Methods**: SROCK-type methods for parabolic PDEs
+  - **Basic Methods**: Euler-Maruyama, Heun methods
+  - **SRA/SRI Methods**: High-order adaptive methods (SOSRI, SOSRA)
+  - **High Weak Order**: Methods optimized for weak convergence (DRI1)
+  - **Commutative Noise**: Specialized methods for commuting noise terms
+
+### Stiff Solvers
+
+  - **Implicit Methods**: Drift-implicit methods for stiff problems
+  - **Split-Step Methods**: Methods handling stiffness in diffusion
+  - **Stabilized Methods**: SROCK-type methods for parabolic PDEs
 
 ### Jump-Diffusion
-- **Tau-Leaping**: Methods for jump-diffusion processes
+
+  - **Tau-Leaping**: Methods for jump-diffusion processes
 
 ## Recommended Methods
 
 For most users, we recommend starting with these methods:
 
-- **General Purpose**: `SOSRI()` - Excellent for diagonal/scalar Itô SDEs
-- **Additive Noise**: `SOSRA()` - Optimal for problems with additive noise  
-- **Stiff Problems**: `SKenCarp()` - Best for stiff problems with additive noise
-- **Commutative Noise**: `RKMilCommute()` - For multi-dimensional commutative noise
-- **High Efficiency**: `EM()` - When computational speed is most important
+  - **General Purpose**: `SOSRI()` - Excellent for diagonal/scalar Itô SDEs
+  - **Additive Noise**: `SOSRA()` - Optimal for problems with additive noise
+  - **Stiff Problems**: `SKenCarp()` - Best for stiff problems with additive noise
+  - **Commutative Noise**: `RKMilCommute()` - For multi-dimensional commutative noise
+  - **High Efficiency**: `EM()` - When computational speed is most important
 
 ## Advanced Features
 
-- Adaptive time stepping with sophisticated error control
-- Support for all noise types (diagonal, non-diagonal, additive, scalar)
-- Both Itô and Stratonovich interpretations
-- Integration with the broader DifferentialEquations.jl ecosystem
-- GPU compatibility for high-performance computing
-- Extensive callback and event handling capabilities
+  - Adaptive time stepping with sophisticated error control
+  - Support for all noise types (diagonal, non-diagonal, additive, scalar)
+  - Both Itô and Stratonovich interpretations
+  - Integration with the broader DifferentialEquations.jl ecosystem
+  - GPU compatibility for high-performance computing
+  - Extensive callback and event handling capabilities
 
-See the individual solver pages for detailed information about each method's properties, when to use them, and their theoretical foundations.
+See the individual solver pages for detailed information about each method's properties, when to use them, and their theoretical foundations.

docs/src/jumpdiffusion/tau_leaping.md

@@ -5,97 +5,109 @@ Tau-leaping methods approximate jump processes by "leaping" over multiple potent
 ## Tau-Leaping Methods
 
 ### TauLeaping - Basic Tau-Leaping
+
 ```@docs
 TauLeaping
 ```
 
-### CaoTauLeaping - Cao's Tau-Leaping  
+### CaoTauLeaping - Cao's Tau-Leaping
+
 ```@docs
 CaoTauLeaping
 ```
 
 ## Understanding Jump-Diffusion Processes
 
 Jump-diffusion processes combine:
-1. **Continuous diffusion**: Standard Brownian motion terms
-2. **Jump processes**: Discontinuous jumps at random times
+
+ 1. **Continuous diffusion**: Standard Brownian motion terms
+ 2. **Jump processes**: Discontinuous jumps at random times
 
 General form:
+
 ```
 dX = μ(X,t)dt + σ(X,t)dW + ∫ h(X-,z)Ñ(dt,dz)
 ```
 
 Where:
-- μ(X,t)dt: Drift term
-- σ(X,t)dW: Diffusion term  
-- Ñ(dt,dz): Compensated random measure (jumps)
+
+  - μ(X,t)dt: Drift term
+  - σ(X,t)dW: Diffusion term
+  - Ñ(dt,dz): Compensated random measure (jumps)
 
 ## When to Use Tau-Leaping
 
 **Appropriate for:**
-- Systems with many small jumps
-- When exact jump simulation is computationally prohibitive
-- Chemical reaction networks
-- Population models with birth-death processes
-- Financial models with rare events
+
+  - Systems with many small jumps
+  - When exact jump simulation is computationally prohibitive
+  - Chemical reaction networks
+  - Population models with birth-death processes
+  - Financial models with rare events
 
 **Not appropriate for:**
-- Systems dominated by large, infrequent jumps
-- When exact jump timing is critical
-- Small systems where exact methods are feasible
+
+  - Systems dominated by large, infrequent jumps
+  - When exact jump timing is critical
+  - Small systems where exact methods are feasible
 
 ## Method Characteristics
 
 ### TauLeaping:
-- Basic tau-leaping approximation
-- Fixed tau approach
-- Good for initial exploration
+
+  - Basic tau-leaping approximation
+  - Fixed tau approach
+  - Good for initial exploration
 
 ### CaoTauLeaping:
-- Adaptive tau selection
-- More sophisticated error control
-- Better for production simulations
+
+  - Adaptive tau selection
+  - More sophisticated error control
+  - Better for production simulations
 
 ## Configuration
 
 Tau-leaping methods require:
-1. **Jump rate functions**: λ(X,t) for each reaction/jump type
-2. **Jump effects**: How state changes with each jump
-3. **Tau selection**: Time step size strategy
+
+ 1. **Jump rate functions**: λ(X,t) for each reaction/jump type
+ 2. **Jump effects**: How state changes with each jump
+ 3. **Tau selection**: Time step size strategy
 
 ```julia
 # Basic setup
 prob = JumpProblem(base_problem, aggregator, jumps...)
 sol = solve(prob, TauLeaping())
 
 # With adaptive tau
-sol = solve(prob, CaoTauLeaping(), tau_tol=0.01)
+sol = solve(prob, CaoTauLeaping(), tau_tol = 0.01)
 ```
 
 ## Accuracy Considerations
 
 **Tau-leaping approximation quality depends on:**
-- Jump frequency vs. tau size
-- State change magnitude per jump
-- System stiffness
-- Error tolerance requirements
+
+  - Jump frequency vs. tau size
+  - State change magnitude per jump
+  - System stiffness
+  - Error tolerance requirements
 
 **Rule of thumb:** Tau should be small enough that jump rates don't change significantly over [t, t+tau].
 
 ## Alternative Approaches
 
 **If tau-leaping is inadequate:**
-1. **Exact methods**: Gillespie algorithm for small systems
-2. **Hybrid methods**: Combine exact and approximate regions
-3. **Moment closure**: For statistical properties only
-4. **Piecewise deterministic**: For systems with rare jumps
+
+ 1. **Exact methods**: Gillespie algorithm for small systems
+ 2. **Hybrid methods**: Combine exact and approximate regions
+ 3. **Moment closure**: For statistical properties only
+ 4. **Piecewise deterministic**: For systems with rare jumps
 
 ## Performance Tips
 
-1. **Vectorize jump computations** when possible
-2. **Use sparse representations** for large systems
-3. **Tune tau carefully** - too large gives poor accuracy, too small is inefficient
-4. **Monitor jump frequencies** to validate approximation
+ 1. **Vectorize jump computations** when possible
+ 2. **Use sparse representations** for large systems
+ 3. **Tune tau carefully** - too large gives poor accuracy, too small is inefficient
+ 4. **Monitor jump frequencies** to validate approximation
 
 ## Integration with DifferentialEquations.jl
 
@@ -107,7 +119,7 @@ function drift!(du, u, p, t)
     # Continuous drift
 end
 
-function diffusion!(du, u, p, t)  
+function diffusion!(du, u, p, t)
     # Continuous diffusion
 end
 
@@ -124,5 +136,6 @@ sol = solve(jump_prob, TauLeaping())
 ```
 
 ## References
-- Gillespie, D.T., "Approximate accelerated stochastic simulation of chemically reacting systems"
-- Cao, Y., Gillespie, D.T., Petzold, L.R., "Efficient step size selection for the tau-leaping method"
+
+  - Gillespie, D.T., "Approximate accelerated stochastic simulation of chemically reacting systems"
+  - Cao, Y., Gillespie, D.T., Petzold, L.R., "Efficient step size selection for the tau-leaping method"