Merge pull request #494 from rmsrosa/reset_noise

generalize reset to work with NoiseFunction

Author: ChrisRackauckas

src/solve.jl

@@ -413,15 +413,15 @@ function DiffEqBase.__init(
     end
   elseif typeof(prob) <: DiffEqBase.AbstractRODEProblem
     W = prob.noise
-    if hasfield(typeof(W),:t) && W.reset
-      if W.t[end] != t
-        reinit!(W,t, t0=t)
+    if W.reset
+      if W.curt != t
+          reinit!(W,t,t0=t)
       end
       # Reseed
       if typeof(W) <: NoiseProcess && W.reseed
         Random.seed!(W.rng,_seed)
       end
-    elseif hasfield(typeof(W),:t) && W.t[end] != t
+    elseif W.curt != t
       error("Starting time in the noise process is not the starting time of the simulation. The noise process should be re-initialized for repeated use")
     end
   else # Only a jump problem

test/noise_type_test.jl

@@ -51,15 +51,24 @@ end
 prob = SDEProblem(f,g,ones(2),(0.0,1.0),noise_rate_prototype=sprand(2,4,1.0))
 
 sol = solve(prob,EM(),dt=1/1000)
-
 @test length(sol.W[1]) == 4
 
+sol2 = solve(prob,EM(),dt=1/1000)
+@test sol.W.curt ≈ sol2.W.curt ≈ 1.0
+
 ff = (u,p,t) -> exp(t)
 W = NoiseFunction(0.0,ff)
 drift(u,p,t) = u
 vol(u,p,t) = u
 dt = 0.01
 tspan = (0.0,1.0)
 u0 = 0.0
-prob = SDEProblem(drift,vol,u0,(0.0,1.0), noise=W)
+prob = SDEProblem(drift,vol,u0,tspan, noise=W)
 sol = solve(prob,EM(),dt=0.1)
+@test sol.W.curt ≈ last(tspan)
+sol2 = solve(prob,EM(),dt=0.1)
+@test sol2.W.curt ≈ last(tspan)
+tspan = (0.0,2.0)
+prob = SDEProblem(drift,vol,u0,tspan, noise=W)
+sol = solve(prob,EM(),dt=0.01)
+@test sol.W.curt ≈ last(tspan)