Merge pull request #451 from SciML/srockc2

Split out SROCKC2 test

Author: ChrisRackauckas

.buildkite/pipeline.yml

@@ -8,7 +8,6 @@ steps:
           julia_args: "--threads=auto"
     agents:
       queue: "juliaecosystem"
-      exclusive: true
     env:
       GROUP: 'OOPWeakConvergence'
     timeout_in_minutes: 240
@@ -24,13 +23,28 @@ steps:
           julia_args: "--threads=auto"
     agents:
       queue: "juliaecosystem"
-      exclusive: true
     env:
       GROUP: 'IIPWeakConvergence'
     timeout_in_minutes: 240
     # Don't run Buildkite if the commit message includes the text [skip tests]
     if: build.message !~ /\[skip tests\]/
 
+  - label: "SROCKC2WeakConvergence"
+    plugins:
+      - JuliaCI/julia#v1:
+          version: "1"
+      - JuliaCI/julia-test#v1:
+          coverage: false
+          julia_args: "--threads=auto"
+    agents:
+      queue: "juliaecosystem"
+      exclusive: true
+    env:
+      GROUP: 'SROCKC2WeakConvergence'
+    timeout_in_minutes: 240
+    # Don't run Buildkite if the commit message includes the text [skip tests]
+    if: build.message !~ /\[skip tests\]/
+
   - label: "WeakConvergence2"
     plugins:
       - JuliaCI/julia#v1:
@@ -44,7 +58,7 @@ steps:
       GROUP: 'WeakConvergence2'
     timeout_in_minutes: 240
     # Don't run Buildkite if the commit message includes the text [skip tests]
-    if: build.message !~ /\[skip tests\]/  
+    if: build.message !~ /\[skip tests\]/
 
   - label: "WeakConvergence3"
     plugins:
@@ -59,7 +73,7 @@ steps:
       GROUP: 'WeakConvergence3'
     timeout_in_minutes: 240
     # Don't run Buildkite if the commit message includes the text [skip tests]
-    if: build.message !~ /\[skip tests\]/  
+    if: build.message !~ /\[skip tests\]/
 
   - label: "WeakConvergence4"
     plugins:

test/runtests.jl

@@ -103,6 +103,11 @@ const is_APPVEYOR = Sys.iswindows() && haskey(ENV,"APPVEYOR")
     @time @safetestset "IIP Weak Convergence Tests" begin include("weak_convergence/iip_weak.jl") end
   end
 
+  if !is_APPVEYOR && GROUP == "SROCKC2WeakConvergence"
+    #activate_gpu_env()
+    @time @safetestset "SROCKC2 Weak Convergence Tests" begin include("weak_convergence/weak_srockc2.jl") end
+  end
+
   if !is_APPVEYOR && GROUP == "WeakAdaptiveCPU"
     @time @safetestset "CPU Weak adaptive step size Brusselator " begin include("adaptive/sde_weak_brusselator_adaptive.jl") end
     @time @safetestset "CPU Weak adaptive" begin include("adaptive/sde_weak_adaptive.jl") end

test/weak_convergence/iip_weak.jl

@@ -76,13 +76,6 @@ sim = test_convergence(dts,prob,SKSROCK(),save_everystep=false,trajectories=Int(
 @test abs(sim.𝒪est[:weak_final]-1) < 0.3
 #@test abs(sim.𝒪est[:weak_l2]-1) < 0.3
 #@test abs(sim.𝒪est[:weak_l∞]-1) < 0.3
-println("SROCKC2")
-@time sim = test_convergence(dts,prob,SROCKC2(),save_everystep=false,trajectories=Int(5e6),
-                        weak_timeseries_errors=false)
-@show sim.𝒪est[:weak_final]
-@test abs(sim.𝒪est[:weak_final]-2) < 0.35
-#@test abs(sim.𝒪est[:weak_l2]-2) < 0.3
-#@test abs(sim.𝒪est[:weak_l∞]-2) < 0.3
 
 #omitting tests for incomplete methods
 # sim = test_convergence(dts,prob,TangXiaoSROCK2(version_num=1),save_everystep=false,trajectories=Int(4e4),

test/weak_convergence/oop_weak.jl

@@ -59,12 +59,6 @@ sim = test_convergence(dts,prob,SKSROCK(),save_everystep=false,trajectories=Int(
 @test abs(sim.𝒪est[:weak_final]-1) < 0.3
 #@test abs(sim.𝒪est[:weak_l2]-1) < 0.3
 #@test abs(sim.𝒪est[:weak_l∞]-1) < 0.3
-println("SROCKC2")
-@time sim = test_convergence(dts,prob,SROCKC2(),save_everystep=false,trajectories=Int(1e7))
-@show sim.𝒪est[:weak_final]
-@test abs(sim.𝒪est[:weak_final]-2) < 0.35
-#@test abs(sim.𝒪est[:weak_l2]-2) < 0.3
-#@test abs(sim.𝒪est[:weak_l∞]-2) < 0.3
 
 #omitting tests for incomplete methods
 # sim = test_convergence(dts,prob,TangXiaoSROCK2(version_num=1),save_everystep=false,trajectories=Int(4e4),

test/weak_convergence/weak_srockc2.jl

@@ -0,0 +1,33 @@
+using StochasticDiffEq, DiffEqDevTools, Test
+using Random
+using DiffEqProblemLibrary.SDEProblemLibrary: importsdeproblems
+importsdeproblems()
+using DiffEqProblemLibrary.SDEProblemLibrary: prob_sde_linear
+
+f_linear_iip(du,u,p,t) = @.(du = 1.01*u)
+σ_linear_iip(du,u,p,t) = @.(du = 0.87*u)
+
+linear_analytic(u0,p,t,W) = @.(u0*exp(0.63155t+0.87W))
+
+prob_sde_linear_iip = SDEProblem(SDEFunction(f_linear_iip,σ_linear_iip,
+                             analytic=linear_analytic),σ_linear_iip,[1/2],(0.0,1.0))
+
+Random.seed!(100)
+dts = 1 .//2 .^(7:-1:3) #14->7 good plot
+
+println("SROCKC2")
+@time sim = test_convergence(dts,prob,SROCKC2(),save_everystep=false,trajectories=Int(5e6),
+                        weak_timeseries_errors=false)
+@show sim.𝒪est[:weak_final]
+@test abs(sim.𝒪est[:weak_final]-2) < 0.35
+#@test abs(sim.𝒪est[:weak_l2]-2) < 0.3
+#@test abs(sim.𝒪est[:weak_l∞]-2) < 0.3
+
+prob = prob_sde_linear
+
+println("SROCKC2")
+@time sim = test_convergence(dts,prob,SROCKC2(),save_everystep=false,trajectories=Int(1e7))
+@show sim.𝒪est[:weak_final]
+@test abs(sim.𝒪est[:weak_final]-2) < 0.35
+#@test abs(sim.𝒪est[:weak_l2]-2) < 0.3
+#@test abs(sim.𝒪est[:weak_l∞]-2) < 0.3